English

Nonlinear stochastic time-fractional slow and fast diffusion equations on $\mathbb{R}^d$

Probability 2015-09-28 v1

Abstract

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: (β+ν2(Δ)α/2)u(t,x)=Itγ[ρ(u(t,x))W˙(t,x)],t>0,xRd, \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) = I_t^\gamma\left[\rho(u(t,x))\dot{W}(t,x)\right],\quad t>0,\: x\in\mathbb{R}^d, where W˙\dot{W} is the space-time white noise, α(0,2]\alpha\in(0,2], β(0,2)\beta\in(0,2), γ0\gamma\ge 0 and ν>0\nu>0. Fundamental solutions and their properties, in particular the nonnegativity, are derived. The existence and uniqueness of solution together with the moment bounds of the solution are obtained under Dalang's condition: d<2α+αβmin(2γ1,0)d<2\alpha+\frac{\alpha}{\beta}\min(2\gamma-1,0). In some cases, the initial data can be measures. When β(0,1]\beta\in (0,1], we prove the sample path regularity of the solution.

Keywords

Cite

@article{arxiv.1509.07763,
  title  = {Nonlinear stochastic time-fractional slow and fast diffusion equations on $\mathbb{R}^d$},
  author = {Le Chen and Yaozhong Hu and David Nualart},
  journal= {arXiv preprint arXiv:1509.07763},
  year   = {2015}
}

Comments

43 pages, 4 figures

R2 v1 2026-06-22T11:05:34.869Z