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

DOI10.1515/FCA-2016-0079zbMATH Open1355.60084OpenAlexW2201324902MaRDI 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)

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

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)

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).

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Cited in

(18)

• Some properties of non-linear fractional stochastic heat equations on bounded domains
• Estimates on the tail probabilities of subordinators and applications to general time fractional equations
• Space-time fractional Anderson model driven by Gaussian noise rough in space
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• Fractional-in-time and multifractional-in-space stochastic partial differential equations

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