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

DOI10.1080/07362991003704969MaRDI QIDQ3578754zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1284881 (Why is no real title available?)
• Higher-order spectral densities of fractional random fields
• Non-Gaussian scenarios for the heat equation with singular initial conditions
• Regularly varying functions
• SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA
• Scaling limits of solutions of the heat equation for singular non-Gaussian data
• Spatial Ecology via Reaction‐Diffusion Equations
• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.

Cited in

(6)

• Limit theorems for filtered long-range dependent random fields
• 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

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