Intermittence and time fractional stochastic partial differential equations
Abstract
We consider time fractional stochastic heat type equation in dimensions, where , , , , is the Caputo fractional derivative, is the generator of an isotropic stable process, is space-time white noise, and is Lipschitz continuous. The time fractional stochastic heat type equations might be used to model phenomenon with random effects with thermal memory. We prove: (i) absolute moments of the solutions of this equation grows exponentially; and (ii) the distances to the origin of the farthest high peaks of those moments grow exactly linearly with time. These results extend the results of Foondun and Khoshnevisan \cite{foondun-khoshnevisan-09} %(Mohammud Foondun and Davar Khoshnevisan, Intermittence and nonlinear parabolic %stochastic partial differential equations, Electron. J. Probab. 14 (2009), no. 21, 548--568) and Conus and Khoshnevisan \cite{conus-khoshnevisan} % (On the existence and position of the farthest peaks of a family of stochastic %heat and wave equations, Probab. Theory Related Fields 152 (2012), no. 3-4, 681--701) on the parabolic stochastic heat equations.
Cite
@article{arxiv.1409.7468,
title = {Intermittence and time fractional stochastic partial differential equations},
author = {Jebessa B. Mijena and Erkan Nane},
journal= {arXiv preprint arXiv:1409.7468},
year = {2016}
}
Comments
20 pages, Submitted for publication. arXiv admin note: text overlap with arXiv:1409.7366