Asymptotic properties of some space-time fractional stochastic equations

被引:1
|
作者
Mohammud Foondun
Erkan Nane
机构
[1] University of Strathclyde,
[2] Auburn University,undefined
来源
Mathematische Zeitschrift | 2017年 / 287卷
关键词
Space-time-fractional stochastic partial differential equations; Fractional Duhamel’s principle; Caputo derivatives; Noise excitability;
D O I
暂无
中图分类号
学科分类号
摘要
Consider non-linear time-fractional stochastic heat type equations of the following type, ∂tβut(x)=-ν(-Δ)α/2ut(x)+It1-β[λσ(u)F·(t,x)]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \partial ^\beta _tu_t(x)=-\nu (-\Delta )^{\alpha /2} u_t(x)+I^{1-\beta }_t[\lambda \sigma (u)\mathop {F}\limits ^{\cdot }(t,x)] \end{aligned}$$\end{document}in (d+1)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(d+1)$$\end{document} dimensions, where ν>0,β∈(0,1),α∈(0,2]\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\nu >0, \beta \in (0,1), \alpha \in (0,2]$$\end{document}. The operator ∂tβ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\partial ^\beta _t$$\end{document} is the Caputo fractional derivative while -(-Δ)α/2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$-(-\Delta )^{\alpha /2} $$\end{document} is the generator of an isotropic stable process and It1-β\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$I^{1-\beta }_t$$\end{document} is the Riesz fractional integral operator. The forcing noise denoted by F·(t,x)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathop {F}\limits ^{\cdot }(t,x)$$\end{document} is a Gaussian noise. And the multiplicative non-linearity σ:R→R\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma :\mathbb {R}\rightarrow \mathbb {R}$$\end{document} is assumed to be globally Lipschitz continuous. Mijena and Nane (Stochastic Process Appl 125(9):3301–3326, 2015) have introduced these time fractional SPDEs. These types of time fractional stochastic heat type equations can be used to model phenomenon with random effects with thermal memory. Under suitable conditions on the initial function, we study the asymptotic behaviour of the solution with respect to time and the parameter λ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lambda $$\end{document}. In particular, our results are significant extensions of those in Ann Probab (to appear), Foondun and Khoshnevisan (Electron J Probab 14(21): 548–568, 2009), Mijena and Nane (2015) and Mijena and Nane (Potential Anal 44:295–312, 2016). Along the way, we prove a number of interesting properties about the deterministic counterpart of the equation.
引用
收藏
页码:493 / 519
页数:26
相关论文
共 50 条
  • [31] On some applications of the space-time fractional derivative
    Ahmood, Wasan Ajeel
    Kilicman, Adem
    ADVANCES IN DIFFERENCE EQUATIONS, 2016,
  • [32] On some applications of the space-time fractional derivative
    Wasan Ajeel Ahmood
    Adem Kılıçman
    Advances in Difference Equations, 2016
  • [33] Generalized Space-Time Fractional Stochastic Kinetic Equation
    Liu, Junfeng
    Yao, Zhigang
    Zhang, Bin
    FRACTAL AND FRACTIONAL, 2022, 6 (08)
  • [34] Strichartz estimates for space-time fractional Schrodinger equations
    Lee, Jin Bong
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2020, 487 (02)
  • [35] Numerical Approximation of Space-Time Fractional Parabolic Equations
    Bonito, Andrea
    Lei, Wenyu
    Pasciak, Joseph E.
    COMPUTATIONAL METHODS IN APPLIED MATHEMATICS, 2017, 17 (04) : 679 - 705
  • [36] NUMERICAL SIMULATIONS FOR SPACE-TIME FRACTIONAL DIFFUSION EQUATIONS
    Ling, Leevan
    Yamamoto, Masahiro
    INTERNATIONAL JOURNAL OF COMPUTATIONAL METHODS, 2013, 10 (02)
  • [37] Some nonexistence results for space-time fractional Schrodinger equations without gauge invariance
    Kirane, Mokhtar
    Fino, Ahmad Z.
    FRACTIONAL CALCULUS AND APPLIED ANALYSIS, 2022, 25 (04) : 1361 - 1387
  • [38] Space-time scaling invariant traveling wave solutions of some nonlinear fractional equations
    He, Tianlan
    Fang, Hui
    TURKISH JOURNAL OF PHYSICS, 2012, 36 (03): : 465 - 472
  • [39] Mittag–Leffler Euler Integrator and Large Deviations for Stochastic Space-Time Fractional Diffusion Equations
    Xinjie Dai
    Jialin Hong
    Derui Sheng
    Potential Analysis, 2024, 60 : 1333 - 1367
  • [40] Space-time coupled evolution equations and their stochastic solutions
    Herman, John
    Johnston, Ifan
    Toniazzi, Lorenzo
    ELECTRONIC JOURNAL OF PROBABILITY, 2020, 25 : 1 - 21