Paper detail

Intermittence and time fractional stochastic partial differential equations

We consider time fractional stochastic heat type equation $$\partial^β_tu(t,x)=-ν(-Δ)^{α/2} u_t(x)+I^{1-β}_t[σ(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $ν>0$, $β\in (0,1)$, $α\in (0,2]$, $d<\min\{2,β^{-1}\}\a$, $\partial^β_t$ is the Caputo fractional derivative, $-(-Δ)^{α/2} $ is the generator of an isotropic stable process, $\stackrel{\cdot}{W}(t,x)$ 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.

preprint2014arXivOpen access

Signal facts

What is known right now

Open access2 authors4 topics

Next steps

Decide what to do with this paper

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Institutions

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form

No discussion yet. The first strong comment sets the tone.