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Related papers: A note on intermittency for the fractional heat eq…

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We are looking at the stochastic heat and wave equations with different types of fractional noise. We are interested in the intermittency property and Lyapunov exponent for the solution. First we look at the equation driven by the…

Probability · Mathematics 2025-04-22 Ruxiao Qian

For the fractional diffusion-wave equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, we prove an analog of the principle of limiting amplitude (well-known for the wave…

Analysis of PDEs · Mathematics 2014-05-13 Anatoly N. Kochubei

In this work we analyze the existence of solutions to the fractional quasilinear problem, $$ (P) \left\{ \begin{array}{rcll} u_t+(-\Delta )^s u &=&|\nabla u|^{\alpha}+ f &\inn \Omega_T\equiv\Omega\times (0,T),\\ u(x,t)&=&0 &…

Analysis of PDEs · Mathematics 2021-07-26 Boumediene Abdellaoui , Ireneo Peral , Ana Primo , Fernando Soria

We analyze the fundamental solution of a time-fractional problem, establishing existence and uniqueness in an appropriate functional space. We also focus on the one-dimensional spatial setting in the case in which the time-fractional…

Analysis of PDEs · Mathematics 2019-03-29 Serena Dipierro , Benedetta Pellacci , Enrico Valdinoci , Gianmaria Verzini

In this work we are going to show weak convergence of a probability measure corresponding to the solution of the following nonlinear stochastic heat equation $\frac{\partial}{\partial t} u_{t}(x) = \frac{\kappa}{2} \Delta u_{ t}(x) +…

Probability · Mathematics 2015-07-21 Pavel Bezdek

In this paper, we study the time-space fractional differential equation of the Volterra type: \begin{align*} {D}^\alpha_{0 \vert t} (u) +(-\Delta_N)^{\sigma}u &= u(1+au-bu^2)-au\int_0^t {K}(t-s) u(\cdot) \, ds, \end{align*} where $a,b>0$…

Analysis of PDEs · Mathematics 2025-02-21 Sofwah Ahmad , Mokhtar Kirane

In the paper, we show a global Carleman estimate for the non-local heat equation. To be more precise, let $\Omega\subset\RR^d$ be a bounded domain and $\CO\subset\Omega$ an open subdomain, $s\in(0,1)$. We show that there exist constants…

Analysis of PDEs · Mathematics 2020-04-21 Erika Hausenblas , Debangana Mukherjee

In this paper we obtain bounds for the decay rate for solutions to the nonlocal problem $\partial_t u(t,x) = \int_{\R^n} J(x,y)[u(t,y) - u(t,x)] dy$. Here we deal with bounded kernels $J$ but with polynomial tails, that is, we assume a…

Analysis of PDEs · Mathematics 2013-07-15 Emmanuel Chasseigne , Patricio Felmer , J. Rossi , Erwin Topp

Consider the semilinear heat equation $\partial_t u = \partial^2_x u + \lambda\sigma(u)\xi$ on the interval $[0\,,1]$ with Dirichlet zero boundary condition and a nice non-random initial function, where the forcing $\xi$ is space-time white…

Probability · Mathematics 2013-03-06 Davar Khoshnevisan , Kunwoo Kim

We study a model that intermediates among the wave, heat, and transport equations. The approach considers the propagation of initial disturbances in a one-dimensional medium that can vibrate. The medium is nonlinear in such a form that…

Mathematical Physics · Physics 2019-05-15 Fernando Olivar-Romero , Oscar Rosas-Ortiz

In this paper, we focus on the backward heat problem of finding the function $\theta(x,y)=u(x,y,0)$ such that \[ {l l l} u_t - a(t)(u_{xx} + u_{yy}) & = f(x,y,t), & \qquad (x,y,t) \in \Omega\times (0,T), u(x,y,T) & = h(x,y), & \qquad (x,y)…

Analysis of PDEs · Mathematics 2016-06-20 Nguyen Dang Minh , To Duc Khanh , Nguyen Huy Tuan , Dang Duc Trong

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We construct a theory of existence, uniqueness and regularity of solutions for the fractional heat equation $\partial_t u +(-\Delta)^s u=0$, $0<s<1$, posed in the whole space $\mathbb{R}^N$ with data in a class of locally bounded Radon…

Analysis of PDEs · Mathematics 2016-08-30 Matteo Bonforte , Yannick Sire , Juan Luis Vazquez

In this paper, we investigate pointwise time analyticity of solutions to fractional heat equations in the settings of $\mathbb{R}^d$ and a complete Riemannian manifold $\mathrm{M}$. On one hand, in $\mathbb{R}^d$, we prove that any solution…

Analysis of PDEs · Mathematics 2022-04-15 Hongjie Dong , Chulan Zeng , Qi S. Zhang

We study a time-fractional stochastic heat inclusion driven by additive time-space Brownian and L\'evy white noise. The fractional time derivative is interpreted as the Caputo derivative of order $\alpha \in (0,2).$ We show the following:…

Probability · Mathematics 2025-12-01 Olfa Draouil , Rahma Yasmina Moulay Hachemi , Bernt Øksendal

We consider the solution of $\partial_t u=\partial_x^2 u+\partial_x\partial_t B,\,(x,t)\in R\times(0,\infty)$, subject to $u(x,0)=0,\,x\in R$, where $B$ is a Brownian sheet. We show that $u$ also satisfies $\partial_x^2 u…

Probability · Mathematics 2013-05-16 Sigurd Assing , James Bichard

Consider the non-linear stochastic fractional-diffusion equation \begin{eqnarray*} \left \{\begin{array}{lll} \frac{\partial}{\partial t}u(x,t)= -( \Delta)^{\alpha/2} u^m(x,t) + \sigma(u(x,t)) \dot{W}(x,t),\, x\in \mathbb{R}^d,t>0, u(x,0)=…

Probability · Mathematics 2017-03-20 McSylvester Ejighikeme Omaba

A time-fractional Fokker-Planck initial-boundary value problem is considered, with differential operator $u_t-\nabla\cdot(\partial_t^{1-\alpha}\kappa_\alpha\nabla u-\textbf{F}\partial_t^{1-\alpha}u)$, where $0<\alpha <1$. The forcing…

Analysis of PDEs · Mathematics 2020-03-24 Kim-Ngan Le , William McLean , Martin Stynes

We obtain necessary conditions and sufficient conditions on the existence of solutions to the Cauchy problem for a fractional semilinear heat equation with an inhomogeneous term. We identify the strongest spatial singularity of the…

Analysis of PDEs · Mathematics 2019-10-29 Kotaro Hisa , Kazuhiro Ishige , Jin Takahashi

We produce a finite time blow-up solution for nonlinear fractional heat equation ($\partial_t u + (-\Delta)^{\beta/2}u=u^k$) in modulation and Fourier amalgam spaces on the torus $\mathbb T^d$ and the Euclidean space $\mathbb R^d.$ This…

Analysis of PDEs · Mathematics 2022-12-09 Divyang G. Bhimani
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