A note on intermittency for the fractional heat equation

preprint2013arXivOpen access

Abstract

The goal of the present note is to study intermittency properties for the solution to the fractional heat equation $$\frac{\partial u}{\partial t}(t,x) = -(-Δ)^{β/2} u(t,x) + u(t,x)\dot{W}(t,x), \quad t>0,x \in \bR^d$$ with initial condition bounded above and below, where β∈(0,2]β\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)α\in (0,d). As a by-product, we obtain that the necessary and sufficient condition for the existence of the solution is α<βα<β.

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