Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion

DOI10.1007/S40072-015-0045-YzbMATH Open1327.60127arXiv1406.5246OpenAlexW1983346135WikidataQ115375319 ScholiaQ115375319MaRDI QIDQ744873FDOQ744873

Authors: Mohammud Foondun, D. Khoshnevisan, Pejman Mahboubi 

Publication date: 12 October 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: Consider the stochastic partial differential equation $partia{l}_{t}u=Lu+sigma(u)xi$, where $xi$ denotes space-time white noise and $L:=-(-Delta{)}^{alpha/2}$ denotes the fractional Laplace operator of index $alpha/2in(icefrac12,,1]$. We study the detailed behavior of the approximate spatial gradient $u_t(x)-u_t(x-varepsilon)$ at fixed times $t>0$, as $varepsilondownarrow0$. We discuss a few applications of this work to the study of the sample functions of the solution to the KPZ equation as well.

Full work available at URL: https://arxiv.org/abs/1406.5246

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zbMATH Keywords

fractional Brownian motionstochastic heat equationgradient estimatesKPZ equation\(\alpha\)-stable process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stable stochastic processes (60G52)

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Cited In (15)

• On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing
• Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
• High-frequency analysis of parabolic stochastic PDEs
• On Besov regularity and local time of the solution to the stochastic heat equation
• The linear stochastic heat equation with Hermite noise
• Phase analysis for a family of stochastic reaction-diffusion equations
• Asymptotic behavior of the solution of the fractional heat equation
• Sample paths of the solution to the fractional-colored stochastic heat equation
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation
• On the distribution and q-variation of the solution to the heat equation with fractional Laplacian
• Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation
• Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
• Dense blowup for parabolic SPDEs
• Analysis and approximation of gradient flows associated with a fractional order Gross-Pitaevskii free energy
• Temporal properties of the stochastic fractional heat equation with spatially-colored noise

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