Interacting time-fractional and ^ PDEs systems via Brownian-time and inverse-stable-Lévy-time Brownian sheets

DOI10.1142/S0219493712500128MaRDI QIDQ4908346zbMATH OpenOpenAlexFDO

Authors Hassan Allouba, Erkan Nane

Publication date 5 March 2013

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.0652

zbMATH Keywords

Brownian-time Brownian sheetBrownian-time Feynman-Kac formulaBrownian-time processesinitially perturbed fourth-order PDEsiterated Brownian sheetlinear systems of fourth-order interacting PDEslinear systems of fractional interacting PDEslinear systems of high-order interacting PDEsmemory-preserving PDEsrandom fields

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Initial-boundary value problems for nonlinear higher-order PDEs (35G31) Initial-boundary value problems for systems of linear higher-order PDEs (35G46) Random fields (60G60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45) Diffusion processes (60J60) Brownian motion (60J65)

Abstract: Lately, many phenomena in both applied and abstract mathematics and related disciplines have been expressed in terms of high order and fractional PDEs. Recently, Allouba introduced the Brownian-time Brownian sheet (BTBS) and connected it to a new system of fourth order interacting PDEs. The interaction in this multiparameter BTBS-PDEs connection is novel, leads to an intimately-connected linear system variant of the celebrated Kuramoto-Sivashinsky PDE, and is not shared with its one-time-parameter counterpart. It also means that these PDEs systems are to be solved for a family of functions, a feature exhibited in well known fluids dynamics models. On the other hand, the memory-preserving interaction between the PDE solution and the initial data is common to both the single and the multi parameter Brownian-time PDEs. Here, we introduce a new---even in the one parameter case---proof that judiciously combines stochastic analysis with analysis and fractional calculus to simultaneously link BTBS to a new system of temporally half-derivative interacting PDEs as well as to the fourth order system proved earlier and differently by Allouba. We then introduce a general class of random fields we call inverse-stable-L'evy-time Brownian sheets (ISLTBSs), and we link them to $$-fractional-time-derivative systems of interacting PDEs for $$. When $$, $uinlbr2,3,\mathrm{...}br$, our proof also connects an ISLTBS to a system of memory-preserving $u$-Laplacian interacting PDEs. Memory is expressed via a sum of temporally-scaled $k$-Laplacians of the initial data, $k=1,\mathrm{...},u-1$. Using a Fourier-Laplace-transform-fractional-calculus approach, we give a conditional equivalence result that gives a necessary and sufficient condition for the equivalence between the fractional and the high order systems. In the one parameter case this condition automatically holds.

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Cited in

(10)

• Brownian-time processes: The PDE connection and the half-derivative generator
• Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
• Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
• From Brownian-time Brownian sheet to a fourth order and a Kuramoto-Sivashinsky-variant interacting PDEs systems
• Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
• Time-inhomogeneous jump processes and variable order operators
• Time dependent random fields on spherical non-homogeneous surfaces
• Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
• L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
• L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws

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