Time-fractional and memoryful ^2ᵏ SIEs on R_+^d: how far can we push white noise?
From MaRDI portal
Publication:485985
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Smoothness and regularity of solutions to PDEs (35B65) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Random integral equations (45R05) Stochastic integral equations (60H20)
Abstract: High order and fractional PDEs have become prominent in theory and in modeling many phenomena. Here, we focus on the regularizing effect of a large class of memoryful high-order or time-fractional PDEs---through their fundamental solutions---on stochastic integral equations (SIEs) driven by space-time white noise. Surprisingly, we show that maximum spatial regularity is achieved in the fourth-order-bi-Laplacian case; and any further increase of the spatial-Laplacian order is entirely translated into additional temporal regularization of the SIE. We started this program in (Allouba 2013, Allouba 2006), where we introduced two different stochastic versions of the fourth order memoryful PDE associated with the Brownian-time Brownian motion (BTBM): (1) the BTBM SIE and (2) the BTBM SPDE, both driven by space-time white noise. Under wide conditions, we showed the existence of random field locally-H"older solutions to the BTBM SIE with striking and unprecedented time-space H"older exponents, in spatial dimensions . In particular, we proved that the spatial regularity of such solutions is nearly locally Lipschitz in . This gave, for the first time, an example of a space-time white noise driven equation whose solutions are smoother than the corresponding Brownian sheet in either time or space. In this paper, we introduce the -order -inverse-stable-L'evy-time Brownian motion (-ISLTBM) SIEs, driven by space-time white noise. We show that the BTBM SIE spatial regularity and its random field third spatial dimension limit are maximal among all -ISLTBM SIEs. Furthermore, we show that increasing the order of the Laplacian beyond the BTBM bi-Laplacian manifests entirely as increased temporal regularity of our random field solutions that asymptotically approaches the temporal regularity of the Brownian sheet as .
Recommendations
- Regularity of a fractional partial differential equation driven by space-time white noise
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
- Space-time fractional stochastic partial differential equations
- Intermittence and space-time fractional stochastic partial differential equations
- Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
Cites work
- A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ+ × ℝd
- A PDE approach to jump-diffusions
- A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
- A non-nonstandard proof of Reimers' existence result for heat SPDEs
- Brownian subordinators and fractional Cauchy problems
- Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- Brownian-time processes: The PDE connection and the half-derivative generator
- Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
- Different types of spdes in the eyes of girsanov's theorem
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- Fractional Cauchy problems on bounded domains
- Fractional diffusion equations and processes with randomly varying time
- From Brownian-time Brownian sheet to a fourth order and a Kuramoto-Sivashinsky-variant interacting PDEs systems
- Interacting time-fractional and \(\Delta^{\nu}\) PDEs systems via Brownian-time and inverse-stable-Lévy-time Brownian sheets
- Iterated Brownian motion in an open set.
- Iterated elastic Brownian motions and fractional diffusion equations
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Markov chain approximations to symmetric diffusions
- On a connection between powers of operators and fractional Cauchy problems
- Probabilistic construction of the solution of some higher order parabolic differential equation
- SEMIMARTINGALE ATTRACTORS FOR ALLEN–CAHN SPDEs DRIVEN BY SPACE–TIME WHITE NOISE I: EXISTENCE AND FINITE DIMENSIONAL ASYMPTOTIC BEHAVIOR
- SPDEs law equivalence and the compact support property: applications to the Allen–Cahn SPDE
- Stochastic solution of space-time fractional diffusion equations
- Stochastic solutions of a class of higher order Cauchy problems in \(\mathbb R^{d}\)
- The exit distribution for iterated Brownian motion in cones
- Uniqueness in law for the Allen–Cahn SPDE via change of measure
Cited in
(9)- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
- Blow-up results for space-time fractional stochastic partial differential equations
- On a connection between the discrete fractional Laplacian and superdiffusion
- Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links
- Long time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noises
- Space-time fractional stochastic partial differential equations
- Moderate deviations for fourth-order stochastic heat equations with fractional noises
- L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws
This page was built for publication: Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q485985)
