Explicit solutions of some fractional partial differential equations via stable subordinators

DOI10.1155/JAMSA/2006/93502zbMATH Open1127.35316arXiv1102.4715MaRDI QIDQ995844FDOQ995844

Authors: Latifa Debbi 

Publication date: 10 September 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Abstract: The aim of this work is to prove existence and uniqueness of $L^2-$solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of $L^2-$solutions. The Fourier transform is used to give meaning to SFPDEs. This method is valid also when the diffusion coefficient is random.

Full work available at URL: https://arxiv.org/abs/1102.4715

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zbMATH Keywords

generalizations of stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Integral representations of solutions to PDEs (35C15) Initial value problems for higher-order parabolic equations (35K30) Fundamental solutions to PDEs (35A08)

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Cited In (10)

• Exact solutions for fractional partial differential equations by a new fractional sub-equation method
• Stochastic nonlocal conservation laws on whole space
• New exact solutions for some fractional order differential equations via improved sub-equation method
• Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
• Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case
• Large deviations for a fractional stochastic heat equation in spatial dimension \(\mathbb{R}^d\) driven by a spatially correlated noise
• On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
• An Analogue of the Feynman--Kac Formula for a High-Order Operator
• On the fractional counterpart of the higher-order equations
• General Airy-type equations, heat-type equations and pseudo-processes

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