Nonlinear stochastic time-fractional diffusion equations on $\mathbb{R}$: moments, H\"older regularity and intermittency
Abstract
We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain , driven by multiplicative space-time white noise. The fractional index varies continuously from to . The case (resp. ) corresponds to the stochastic heat (resp. wave) equation. The cases and 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 -th moments are obtained, which are expressed using a kernel function . 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