Scaling limits for some P.D.E. Systems with random initial conditions

DOI10.1080/07362991003704969zbMATH Open1207.35285OpenAlexW2046966590MaRDI QIDQ3578754FDOQ3578754

Authors: Gi-Ren Liu, Narn-Rueih Shieh 

Publication date: 20 July 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/238983/-1/137.pdf

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zbMATH Keywords

long-range dependencemultiple Wiener integralsscaling limitspectral representationHermite expansionrandom initial conditionPDE systemsubordinated Gaussian fields

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and spectral analysis (62M15) Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05)

Cites Work

• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.
• Regularly varying functions
• Title not available (Why is that?)
• Spatial Ecology via Reaction‐Diffusion Equations
• Scaling limits of solutions of the heat equation for singular non-Gaussian data
• Non-Gaussian scenarios for the heat equation with singular initial conditions
• Higher-order spectral densities of fractional random fields
• SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA

Cited In (6)

• Scaling limits of solutions of linear evolution equations with random initial conditions
• Multi-scaling limits for relativistic diffusion equations with random initial data
• Systems of linear partial differential equations with constant coefficients: bounds on solutions
• Macroscaling limit theorems for filtered spatiotemporal random fields
• SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA
• Limit theorems for filtered long-range dependent random fields

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