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A note on intermittency for the fractional heat equation

Probability 2013-11-04 v1

Abstract

The goal of the present note is to study intermittency properties for the solution to the fractional heat equation ut(t,x)=(Δ)β/2u(t,x)+u(t,x)W˙(t,x),t>0,x\bRd\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 condition bounded above and below, where β(0,2]\beta \in (0,2] and the noise WW behaves in time like a fractional Brownian motion of index H>1/2H>1/2, and has a spatial covariance given by the Riesz kernel of index α(0,d)\alpha \in (0,d). As a by-product, we obtain that the necessary and sufficient condition for the existence of the solution is α<β\alpha<\beta.

Keywords

Cite

@article{arxiv.1311.0023,
  title  = {A note on intermittency for the fractional heat equation},
  author = {Raluca Balan and Daniel Conus},
  journal= {arXiv preprint arXiv:1311.0023},
  year   = {2013}
}

Comments

12 pages

R2 v1 2026-06-22T01:58:44.150Z