Intermittence and time fractional stochastic partial differential equations

preprint2014arXivOpen access

Abstract

We consider time fractional stochastic heat type equation ∂tβu(t,x)=−ν(−Δ)α/2ut(x)+It1−β[σ(u)W⋅(t,x)]\partial^β_tu(t,x)=-ν(-Δ)^{α/2} u_t(x)+I^{1-β}_t[σ(u)\stackrel{\cdot}{W}(t,x)] in (d+1)(d+1) dimensions, where ν>0ν>0, β∈(0,1)β\in (0,1), α∈(0,2]α\in (0,2], $d<\min\{2,β^{-1}\}\a$, ∂tβ\partial^β_t is the Caputo fractional derivative, −(−Δ)α/2-(-Δ)^{α/2} is the generator of an isotropic stable process, W⋅(t,x)\stackrel{\cdot}{W}(t,x) is space-time white noise, and $σ:\RR{R}\to\RR{R}$ is Lipschitz continuous. The time fractional stochastic heat type equations might be used to model phenomenon with random effects with thermal memory. We prove: (i) absolute moments of the solutions of this equation grows exponentially; and (ii) the distances to the origin of the farthest high peaks of those moments grow exactly linearly with time. These results extend the results of Foondun and Khoshnevisan \cite{foondun-khoshnevisan-09} %(Mohammud Foondun and Davar Khoshnevisan, Intermittence and nonlinear parabolic %stochastic partial differential equations, Electron. J. Probab. 14 (2009), no. 21, 548--568) and Conus and Khoshnevisan \cite{conus-khoshnevisan} % (On the existence and position of the farthest peaks of a family of stochastic %heat and wave equations, Probab. Theory Related Fields 152 (2012), no. 3-4, 681--701) on the parabolic stochastic heat equations.

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