Scaling limits of solutions of linear evolution equations with random initial conditions

DOI10.1142/S0219493717500198MaRDI QIDQ2977583zbMATH OpenOpenAlexFDO

Authors Miłosz Krupski

Publication date 18 April 2017

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.01279

zbMATH Keywords

evolution equationsrandom initial conditionsscaling limitsstationary random fields

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Abstract parabolic equations (35K90) PDEs with randomness, stochastic partial differential equations (35R60) Stationary stochastic processes (60G10) Generalized stochastic processes (60G20) Random fields (60G60)

Abstract: We consider a linear equation $partia{l}_{t}u=mathcalLu$, where $mathcalL$ is a generator of a semigroup of linear operators on a certain Hilbert space related to an initial condition $u(0)$ being a generalised stationary random field on $mathbb{R}^d$. We show the existence and uniqueness of generalised solutions to such initial value problems. Then we investigate their scaling limits.

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Cited in

(6)

• Scaling limits for symmetric Itô-Lévy processes in random medium
• Gaussian limiting behavior of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions
• Convection-diffusion equations with random initial conditions
• scientific article; zbMATH DE number 4176142 (Why is no real title available?)
• Scaling limits for some P.D.E. Systems with random initial conditions
• SCALING LIMITS FOR TIME-FRACTIONAL DIFFUSION-WAVE SYSTEMS WITH RANDOM INITIAL DATA

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