Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives

DOI10.1137/17M1144593zbMATH Open1407.60086DBLPjournals/siamma/LiuRS18arXiv1708.05649OpenAlexW2746250205WikidataQ57821967 ScholiaQ57821967MaRDI QIDQ4640171FDOQ4640171

José L. Silva, Michael Röckner, Wei Liu

Publication date: 16 May 2018

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: In this paper we develop a method to solve evolution equations on Gelfand triples with time-fractional derivative based on monotonicity techniques. Applications include deterministic and stochastic quasi-linear partial differential equations with time-fractional derivatives, including time-fractional (stochastic) porous media equations (including the case where the Laplace operator is also fractional) and $p$-Laplace equations as special cases.

Full work available at URL: https://arxiv.org/abs/1708.05649

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zbMATH Keywords

fractional derivativemonotone\(p\)-Laplace equationporous media equationpseudo-monotone

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Quasilinear parabolic equations (35K59) Integro-partial differential equations (45K05) Quasilinear parabolic equations with (p)-Laplacian (35K92) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (41)

• Numerical approximation of stochastic time-fractional diffusion
• Time fractional gradient flows: Theory and numerics
• Quasilinear instantaneous processes described by ordinary differential equations
• A quasilinear stochastic partial differential equation driven by fractional white noise
• Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients
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• The probabilistic point of view on the generalized fractional partial differential equations
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• Distribution-dependent stochastic porous media equations
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• Nonlinear Fokker–Planck Equations with Time-Dependent Coefficients
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• Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
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