Related papers: Intermittency fronts for space-time fractional sto…

For the fractional heat equation $\frac{\partial}{\partial t} u(t,x) = -(-\Delta)^{\frac{\alpha}{2}}u(t,x)+ u(t,x)\dot W(t,x)$ where the covariance function of the Gaussian noise $\dot W$ is defined by the heat kernel, we establish…

We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…

The numerical approximation of solutions to stochastic partial differential equations with additive spatial white noise on bounded domains in $\mathbb{R}^d$ is considered. The differential operator is given by the fractional power…

We consider the stochastic heat equation $$\frac{\partial Y_t(x)}{\partial t} = \frac{1}{2} \Delta_x Y_t(x) + Y_{t-}(x)^{\beta} \dot{L}^{\alpha}$$ with $t \ge 0$, $x \in \mathbb{R}$ and $L^{\alpha}$ being an $\alpha$-stable white noise…

We construct the existence theory for generalized fractional Bessel differential equations and find the solutions in the form of fractional or logarithmic fractional power series. We figure out the cases when the series solution is unique,…

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)=…

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

A study of a non-linear parabolic SPDEs of the form $\partial_{t}u=\mathcal{L}\,u + \sigma(u)f(B_t^x,t)\dot{w}$ with $\dot{w}$ as the space-time white noise and $f(B_t^x,t)$ a space-time harmonic function was done. The function…

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…

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…

Consider the stochastic partial differential equation $\partial_t u = Lu+\sigma(u)\xi$, where $\xi$ denotes space-time white noise and $L:=-(-\Delta)^{\alpha/2}$ denotes the fractional Laplace operator of index…

This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation associated with the Caputo derivative as the time-derivative and Riesz-Feller fractional derivative as the space-derivative. The…

We consider the stationary (time-independent) Navier-Stokes equations in the whole threedimensional space, under the action of a source term and with the fractional Laplacian operator (--$\Delta$) $\alpha$/2 in the diffusion term. In the…

This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…

We describe a class of evolution systems of linear partial differential equations with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (0,1)$ in the time variable $t$ and the first order derivatives in spatial variables…

We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…

In this paper we obtain new estimates of the sequential Caputo fractional derivatives of a function at its extremum points. We derive comparison principles for the linear fractional differential equations, and apply these principles to…

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

Let $\mathbb{H}^n$ be the $n$-dimensional real hyperbolic space, $\Delta$ its nonnegative Laplace--Beltrami operator whose bottom of the spectrum we denote by $\lambda_{0}$, and $\sigma \in (0,1)$. The aim of this paper is twofold. On the…