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相关论文: Nonlinear stochastic time-fractional diffusion equ…

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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) =…

概率论 · 数学 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

概率论 · 数学 2021-05-04 Le Chen , Guannan Hu

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,…

概率论 · 数学 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

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…

概率论 · 数学 2014-09-16 Le Chen , Robert C. Dalang

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…

概率论 · 数学 2024-03-05 Ngartelbaye Guerngar , 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 $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

概率论 · 数学 2016-11-29 Jebessa B. Mijena , Erkan Nane

We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…

偏微分方程分析 · 数学 2026-01-22 M. Alwohaibi , D. Alsaleh , M. El-Beltagy , M. Majdoub , E. Mliki

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

概率论 · 数学 2016-02-19 Le Chen , Guannan Hu , Yaozhong Hu , Jingyu Huang

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

概率论 · 数学 2020-02-17 Xiangqian Meng , Erkan Nane

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 $\nu>0, \beta\in (0,1)$,…

概率论 · 数学 2016-11-29 Jebessa B. Mijena , Erkan Nane

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

概率论 · 数学 2014-07-16 Raluca Balan , Maria Jolis , Lluis Quer-Sardanyons

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 $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

概率论 · 数学 2016-02-24 Sunday A. Asogwa , Erkan Nane

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

概率论 · 数学 2015-10-22 Le Chen , Kunwoo Kim

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

数值分析 · 数学 2021-05-04 Xing Liu

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

概率论 · 数学 2012-10-08 Le Chen , Robert C. Dalang

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

概率论 · 数学 2023-06-13 Le Chen , Panqiu Xia

We study stochastic reaction--diffusion equation $$ \partial_tu_t(x)=\frac12 \partial^2_{xx}u_t(x)+b(u_t(x))+\dot{W}_{t}(x), \quad t>0,\, x\in D $$ where $b$ is a generalized function in the Besov space…

概率论 · 数学 2022-02-14 Siva Athreya , Oleg Butkovsky , Khoa Lê , Leonid Mytnik

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)=…

概率论 · 数学 2017-03-20 McSylvester Ejighikeme Omaba

In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…

概率论 · 数学 2022-06-22 Le Chen , Yuhui Guo , Jian Song

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…

概率论 · 数学 2020-05-13 Ngartelbaye Guerngar , Erkan Nane
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