English

Asymptotic properties of some space-time fractional stochastic equations

Probability 2015-05-19 v1

Abstract

Consider non-linear time-fractional stochastic heat type equations of the following type, tβut(x)=ν(Δ)α/2ut(x)+It1β[λσ(u)F(t,x)]\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda \sigma(u)\stackrel{\cdot}{F}(t,x)] in (d+1)(d+1) dimensions, where ν>0,β(0,1)\nu>0, \beta\in (0,1), α(0,2]\alpha\in (0,2]. The operator tβ\partial^\beta_t is the Caputo fractional derivative while (Δ)α/2-(-\Delta)^{\alpha/2} is the generator of an isotropic stable process and It1βI^{1-\beta}_t is the fractional integral operator. The forcing noise denoted by F(t,x)\stackrel{\cdot}{F}(t,x) is a Gaussian noise. And the multiplicative non-linearity σ\sigma is assumed to be globally Lipschitz continuous. Under suitable conditions on the initial function, we study the asymptotic behaviour of the solution with respect to time and the parameter λ\lambda. In particular, our results are significant extensions of existing results. Along the way, we prove a number of interesting properties about the deterministic counterpart of the equation.

Keywords

Cite

@article{arxiv.1505.04615,
  title  = {Asymptotic properties of some space-time fractional stochastic equations},
  author = {Mohammud Foondun and Erkan Nane},
  journal= {arXiv preprint arXiv:1505.04615},
  year   = {2015}
}