A note on intermittency for the fractional heat equation

DOI10.1016/J.SPL.2014.08.001MaRDI QIDQ464456zbMATH OpenOpenAlexFDO

Authors Raluca M. Balan, Daniel Conus

Publication date 27 October 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.0023

zbMATH Keywords

fractional Brownian motionfractional heat equationintermittencyMalliavin calculus

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: The goal of the present note is to study intermittency properties for the solution to the fractional heat equation ${\displaystyle }$frac{partial u}{partial t}(t,x) = -(-Delta)^{�eta/2} u(t,x) + u(t,x)dot{W}(t,x), quad t>0,x in �R^d${\displaystyle }$ with initial condition bounded above and below, where $$ and the noise $W$ behaves in time like a fractional Brownian motion of index $H>1/2$, and has a spatial covariance given by the Riesz kernel of index $alphain(0,d)$. As a by-product, we obtain that the necessary and sufficient condition for the existence of the solution is $$.

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Cited in

(22)

• Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
• Temporal asymptotics for fractional parabolic Anderson model
• SPDEs with colored Gaussian noise: a survey
• Mixed stochastic heat equation with fractional Laplacian and gradient perturbation
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