Intermittency fronts for space-time fractional stochastic partial differential equations in (d + 1) dimensions

DOI10.1016/J.SPA.2016.08.002MaRDI QIDQ516022zbMATH OpenOpenAlexFDO

Authors Sunday A. Asogwa, Erkan Nane

Publication date 20 March 2017

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.07262

zbMATH Keywords

Caputo fractional derivativeintermittencyintermittency frontstime fractional SPDE

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We consider time fractional stochastic heat type equation ${\displaystyle }$partial^�eta_tu_t(x)=- u(-Delta)^{alpha/2} u_t(x)+I^{1-�eta}_t[sigma(u)stackrel{cdot}{W}(t,x)]${\displaystyle }$ in $(d+1)$ dimensions, where $u>0$, $$, $alphain(0,2]$, $$, $$ is the Caputo fractional derivative, $-(-Delta{)}^{alpha/2}$ is the generator of an isotropic stable process, $stackrelcdotW(t,x)$ is space-time white noise, and $sigma:RoRRR$ is Lipschitz continuous. Mijena and Nane proved in cite{JebesaAndNane1} that : (i) absolute moments of the solutions of this equation grows exponentially; and (ii) the distances to the origin of the farthest high peaks of those moments grow exactly linearly with time. The last result was proved under the assumptions $alpha=2$ and $d=1.$ In this paper we extend this result to the case $alpha=2$ and $din1,2,3.$

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Cited in

(9)

• Numerical simulation of fractional-order dynamical systems in noisy environments
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
• On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
• Intermittence and space-time fractional stochastic partial differential equations
• Rayleigh-Stokes equations with space-time white noise: existence, Hölder regularity, and parameter-continuity
• New continuity results for a class of time fractional stochastic heat equations in bounded and unbounded domains
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• Blow-up results for space-time fractional stochastic partial differential equations

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