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We consider non-linear time-fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0, \beta\in (0,1)$,…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We consider time fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

Probability · Mathematics 2016-02-24 Sunday A. Asogwa , Erkan Nane

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

Probability · Mathematics 2020-02-17 Xiangqian Meng , Erkan Nane

Consider non-linear time-fractional stochastic heat type equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions, where…

Probability · Mathematics 2015-05-19 Mohammud Foondun , Erkan Nane

We study the space-time nonlinear fractional stochastic heat equation driven by a space-time white noise, \begin{align*} \partial_t^\beta u(t,x)=-(-\Delta)^{\alpha/2}u(t,x)+I_t^{1-\beta}\Big[\sigma(u(t,x))\dot{W}(t,x)\Big],\ \ t>0, \ x\in…

Probability · Mathematics 2024-03-05 Ngartelbaye Guerngar , Erkan Nane

Consider non-linear time-fractional stochastic reaction-diffusion equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[b(u)+ \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions,…

Probability · Mathematics 2018-12-17 Sunday Asogwa , Jebessa B. Mijena , Erkan Nane

Consider the following space-time fractional heat equation with Riemann-Liouville derivative of non-homogeneous time-fractional Poisson process \begin{eqnarray*} \partial^\beta_t u(x,t) =-\kappa(-\Delta)^{\alpha/2} u(x,t) +…

Probability · Mathematics 2017-08-27 Ejighikeme McSylvester Omaba

We consider fractional stochastic heat equations of the form $\frac{\partial u_t(x)}{\partial t} = -(-\Delta)^{\alpha/2} u_t(x)+\lambda \sigma (u_t(x)) \dot F(t,\, x)$. Here $\dot F$ denotes the noise term. Under suitable assumptions, we…

Probability · Mathematics 2014-09-22 Mohammud Foondun , Wei Liu , McSylvester Omaba

In this paper we study non-linear noise excitation for the following class of space-time fractional stochastic equations in bounded domains: $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda…

Probability · Mathematics 2016-11-29 Mohammud Foondun , Jebessa Mijena , Erkan Nane

We study the nonlinear fractional stochastic heat equation in the spatial domain $\mathbb{R}$ driven by space-time white noise. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this…

Probability · Mathematics 2014-09-16 Le Chen , Robert C. Dalang

We consider the fractional stochastic heat type equation \begin{align*} \frac{\partial}{\partial t} u_t(x)=-(-\Delta)^{\alpha/2}u_t(x)+\xi\sigma(u_t(x))\dot{F}(t,x),\ \ \ x\in D, \ \ t>0, \end{align*} with nonnegative bounded initial…

Probability · Mathematics 2020-05-13 Ngartelbaye Guerngar , Erkan Nane

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

Probability · Mathematics 2008-05-06 Mohammud Foondun , Davar Khoshnevisan

Consider the following nonlinear one-dimensional stochastic fractional heat equation $$\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), $$ where $-(-\Delta)^{\alpha/2}$ is the fractional…

Probability · Mathematics 2026-04-10 Bin Qian , Ran Wang

The goal of the present note is to study intermittency properties for the solution to the fractional heat equation $$\frac{\partial u}{\partial t}(t,x) = -(-\Delta)^{\beta/2} u(t,x) + u(t,x)\dot{W}(t,x), \quad t>0,x \in \bR^d$$ with initial…

Probability · Mathematics 2013-11-04 Raluca Balan , Daniel Conus

We study the nonlinear stochastic time-fractional diffusion equations in the spatial domain $\mathbb{R}$, driven by multiplicative space-time white noise. The fractional index $\beta$ varies continuously from $0$ to $2$. The case $\beta=1$…

Probability · Mathematics 2014-10-09 Le Chen

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

We consider the stochastic fractional heat equation $\partial_{t}u=\triangle^{\alpha/2}u+\lambda\sigma(u)\dot{w}$ on $[0,L]$ with Dirichlet boundary conditions, where $\dot{w}$ denotes the space-time white noise. For any $\lambda>0$, we…

Probability · Mathematics 2017-12-05 Kexue Li

In this paper, we consider semilinear stochastic fractional heat equation $\frac{\partial}{\partial t}u_{\beta,t}(x)=\triangle^{\alpha/2}u_{\beta,t}(x)+\sigma(u_{\beta,t}(x))\eta_{\beta}$. The Gaussian noise $\eta_{\beta}$ is assumed to be…

Probability · Mathematics 2016-08-30 Kexue Li

We consider nonlinear parabolic stochastic equations of the form $\partial_t u=\sL u + \lambda \sigma(u)\dot \xi$ on the ball $B(0,\,R)$, where $\dot \xi$ denotes some Gaussian noise and $\sigma$ is Lipschitz continuous. Here $\sL$…

Probability · Mathematics 2014-04-29 Mohammud Foondun , Wei Liu , Kuanhou Tian
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