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

DOI10.1007/S40072-015-0045-YMaRDI QIDQ744873zbMATHOpenAlexWikidataFDO

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)

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

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)

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.

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Cited in

(16)

• The linear stochastic heat equation with Hermite noise
• 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
• Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation
• Analysis of the gradient for the stochastic fractional heat equation with spatially-colored noise in $\mathbb R^d$
• On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing
• Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs
• On the distribution and \(q\)-variation of the solution to the heat equation with fractional Laplacian
• Sample paths of the solution to the fractional-colored stochastic heat equation
• Asymptotic behavior of the solution of the fractional heat equation
• On Besov regularity and local time of the solution to the stochastic heat equation
• Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
• High-frequency analysis of parabolic stochastic PDEs
• Phase analysis for a family of stochastic reaction-diffusion equations

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