Space-time fractional diffusions in Gaussian noisy environment

DOI10.1080/17442508.2016.1146282MaRDI QIDQ2974860zbMATH OpenOpenAlexFDO

Authors Le Chen, Guannan Hu, Jingyu Huang, Yaozhong Hu

Publication date 11 April 2017

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.00252

zbMATH Keywords

chaos expansionFox H-functionsfundamental solutionsGaussian noisy environmentheat kernel type estimatemoment estimatesnonnegativitytime and space fractional order SPDEtime fractional diffusions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $$, where $dotW$ is a general Gaussian noise and $$, $alphain(0,2]$. The existence and uniqueness of the solution, the moment bounds of the solution are obtained by using the fundamental solutions of the corresponding deterministic counterpart represented by the Fox H-functions. Along the way, we obtain some new properties of the fundamental solutions.

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Cited in

(43)

• An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method
• Error estimates of finite element methods for nonlinear fractional stochastic differential equations
• Gradient and stability estimates of heat kernels for fractional powers of elliptic operator
• Temporal asymptotics for fractional parabolic Anderson model
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
• Fractal and smoothness properties of space-time Gaussian models
• Properties and distribution of the dynamical functional for the fractional Gaussian noise
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Dynamical fractional and multifractal fields
• Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations
• Hölder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on \({\mathbb{R}}^d\)
• Some properties of space-time fractional stochastic partial differential equations with Lévy noise
• Some recent progress on stochastic heat equations
• Classical and generalized solutions of fractional stochastic differential equations
• Mixed finite element method for the nonlinear time-fractional stochastic fourth-order reaction-diffusion equation
• SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
• Numerical solutions to time-fractional stochastic partial differential equations
• Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
• Fractional diffusion in Gaussian noisy environment
• Space-time fractional stochastic equations on regular bounded open domains
• Fractional diffusion and fractional heat equation
• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
• Spectral densities related to some fractional stochastic differential equations
• Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
• Space-time fractional stochastic partial differential equations
• Fractional-in-time and multifractional-in-space stochastic partial differential equations
• Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains
• Nonlinear stochastic time-fractional diffusion equations on \(\mathbb {R}\): moments, Hölder regularity and intermittency
• Global solution to non-self-adjoint stochastic Volterra equation
• Continuity of the solution to a stochastic time-fractional diffusion equations in the spatial domain with locally Lipschitz sources
• Application of capacities to space–time fractional dissipative equations I: regularity and the blow-up set
• Level of noises and long time behavior of the solution for space-time fractional SPDE in bounded domains
• Conforming finite element method for the time‐fractional nonlinear stochastic fourth‐order reaction diffusion equation
• Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics
• Stochastic heat equation with Ornstein-Uhlenbeck operator
• Moments and asymptotics for a class of SPDEs with space-time white noise
• Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
• Stochastic fractional diffusion equations with Gaussian noise rough in space
• Generalized Anderson model with time-space multiplicative fractional noise
• Time-space fractional stochastic Ginzburg-Landau equations: global solvability, Sobolev-Hölder regularity, and Talagrand's transportation inequality
• Sample path properties and small ball probabilities for stochastic fractional diffusion equations
• Recent progress on stochastic fractional diffusion equations with space-time white noise

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