English

Intermittence and time fractional stochastic partial differential equations

Probability 2016-11-29 v1 Mathematical Physics Analysis of PDEs math.MP

Abstract

We consider time fractional stochastic heat type equation tβu(t,x)=ν(Δ)α/2ut(x)+It1β[σ(u)W(t,x)]\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)] in (d+1)(d+1) dimensions, where ν>0\nu>0, β(0,1)\beta\in (0,1), α(0,2]\alpha\in (0,2], d<min{2,β1}\ad<\min\{2,\beta^{-1}\}\a, tβ\partial^\beta_t is the Caputo fractional derivative, (Δ)α/2-(-\Delta)^{\alpha/2} is the generator of an isotropic stable process, W(t,x)\stackrel{\cdot}{W}(t,x) is space-time white noise, and σ:\RRR\RRR\sigma:\RR{R}\to\RR{R} 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.

Keywords

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

R2 v1 2026-06-22T06:06:24.731Z