English

Nonlinear stochastic time-fractional diffusion equations on $\mathbb{R}$: moments, H\"older regularity and intermittency

Probability 2014-10-09 v1

Abstract

We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain R\mathbb{R}, driven by multiplicative space-time white noise. The fractional index β\beta varies continuously from 00 to 22. The case β=1\beta=1 (resp. β=2\beta=2) corresponds to the stochastic heat (resp. wave) equation. The cases β]0,1[\beta\in \:]0,1[\: and β]1,2[\beta\in \:]1,2[\: are called {\it slow diffusion equations} and {\it fast diffusion equations}, respectively. Existence and uniqueness of random field solutions with measure-valued initial data, such as the Dirac delta measure, are established. Upper bounds on all pp-th moments (p2)(p\ge 2) are obtained, which are expressed using a kernel function K(t,x)\mathcal{K}(t,x). The second moment is sharp. We obtain the H\"older continuity of the solution for the slow diffusion equations when the initial data is a bounded function. We prove the weak intermittency for both slow and fast diffusion equations. In this study, we introduce a special function, the {\it two-parameter Mainardi functions}, which are generalizations of the one-parameter Mainardi functions.

Keywords

Cite

@article{arxiv.1410.1911,
  title  = {Nonlinear stochastic time-fractional diffusion equations on $\mathbb{R}$: moments, H\"older regularity and intermittency},
  author = {Le Chen},
  journal= {arXiv preprint arXiv:1410.1911},
  year   = {2014}
}

Comments

42 pages, 8 figures