Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains

DOI10.1515/FCA-2016-0079zbMATH Open1355.60084arXiv1512.09298OpenAlexW2201324902MaRDI QIDQ501528FDOQ501528

Authors: Mohammud Foondun, Jebessa B. Mijena, Erkan Nane 

Publication date: 9 January 2017

Published in: Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Abstract: In this paper we study non-linear noise excitation for the following class of space-time fractional stochastic equations in bounded domains: ${\displaystyle }$partial^�eta_tu_t(x)=- u(-Delta)^{alpha/2} u_t(x)+I^{1-�eta}_t[lambda sigma(u)stackrel{cdot}{F}(t,x)]${\displaystyle }$ in $(d+1)$ dimensions, where $$, $alphain(0,2]$. The operator $$ is the Caputo fractional derivative, $-(-Delta{)}^{alpha/2}$ is the generator of an isotropic stable process and $$ is the fractional integral operator. The forcing noise denoted by $stackrelcdotF(t,x)$ is a Gaussian noise. The multiplicative non-linearity $sigma:RRRoRRR$ is assumed to be globally Lipschitz continuous. These equations were recently introduced by Mijena and Nane(J. Mijena and E. Nane. Space time fractional stochastic partial differential equations. Stochastic Process Appl. 125 (2015), no. 9, 3301--3326). We first study the existence and uniqueness of the solution of these equations {and} under suitable conditions on the initial function, we {also} study the asymptotic behavior of the solution with respect to the parameter $lambda$. In particular, our results are significant extensions of those in Foondun et al (M. Foondun, K. Tian and W. Liu. On some properties of a class of fractional stochastic equations. Preprint available at arxiv.org 1404.6791v1.), Foondun and Khoshnevisan (M. Foondun and D. Khoshnevisan. Intermittence and nonlinear parabolic stochastic partial differential equations, Electron. J. Probab. 14 (2009), no. 21, 548--568.), Nane and Mijena (J. Mijena and E. Nane. Space time fractional stochastic partial differential equations. Stochastic Process Appl. 125 (2015), no. 9, 3301--3326; J. B. Mijena, and E.Nane. Intermittence and time fractional partial differential equations. Submitted. 2014).

Full work available at URL: https://arxiv.org/abs/1512.09298

Recommendations

• Asymptotic properties of some space-time fractional stochastic equations
• Space-time fractional stochastic partial differential equations with Lévy noise
• Some properties of non-linear fractional stochastic heat equations on bounded domains
• Space-time fractional diffusions in Gaussian noisy environment
• Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space

zbMATH Keywords

Caputo derivativesfractional Duhamel principlenoise excitabilityspace-time fractional diffusionspace-time-fractional stochastic PDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional derivatives and integrals (26A33) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fractional diffusion equations and processes with randomly varying time
• Intermittence and nonlinear parabolic stochastic partial differential equations
• Fractal dimension results for continuous time random walks
• Fractional time stochastic partial differential equations
• Fractional Cauchy problems on bounded domains
• Intermittence and space-time fractional stochastic partial differential equations
• Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations
• Comparing Fréchet and positive stable laws
• Title not available (Why is that?)
• Title not available (Why is that?)
• The fractional diffusion equation
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Space-time fractional stochastic partial differential equations
• Analysis of stochastic partial differential equations
• Inverse stable subordinators
• Stochastic integrals for SPDEs: a comparison
• Mittag-Leffler functions and their applications
• Space-time fractional diffusion on bounded domains
• Fractional kinetic equation for Hamiltonian chaos
• Fractional diffusion on bounded domains
• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
• On the stochastic heat equation with spatially-colored random forcing
• Recent developments on stochastic heat equation with additive fractional-colored noise
• Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
• Title not available (Why is that?)
• A generalization of Duhamel's principle for differential equations of fractional order
• Sharp heat kernel estimates for relativistic stable processes in open sets
• A local-time correspondence for stochastic partial differential equations
• On some properties of a class of fractional stochastic heat equations
• Non-linear noise excitation and intermittency under high disorder
• On fractional Duhamel's principle and its applications
• Computational aspects of the gravitational instability problem for a multicomponent cosmological medium
• Convolution type stochastic Volterra equations
• Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
• Moment bounds for a class of fractional stochastic heat equations
• Asymptotic properties of some space-time fractional stochastic equations
• Covariance measure and stochastic heat equation with fractional noise
• Anisotropic fractional diffusion tensor imaging
• Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density

Cited In (18)

• On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
• Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space
• Some properties of non-linear fractional stochastic heat equations on bounded domains
• Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation
• Space-time fractional stochastic partial differential equations with Lévy noise
• Asymptotic properties of some space-time fractional stochastic equations
• Fractional-in-time and multifractional-in-space stochastic partial differential equations
• Space-time fractional Anderson model driven by Gaussian noise rough in space
• Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains
• On the regularity of weak solutions to space-time fractional stochastic heat equations
• Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups
• Stochastic diffusion equation with fractional Laplacian on the first quadrant
• Estimates on the tail probabilities of subordinators and applications to general time fractional equations
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• Blow-up results for space-time fractional stochastic partial differential equations
• An analysis of the L1 scheme for stochastic subdiffusion problem driven by integrated space-time white noise
• Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise
• New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion

This page was built for publication: Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q501528)