Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains

Original · EN

In this paper we study non-linear noise excitation for the following class of space-time fractional stochastic equations in bounded domains: ∂βₜuₜ(x)=-ν(-Δ)α/² uₜ(x)+I¹⁻βₜ[λσ(u)·F(t,x)] in (d+1) dimensions, where ν>0, β∈ (0,1), α∈ (0,2]. The operator ∂βₜ is the Caputo fractional derivative, -(-Δ)α/² is the generator of an isotropic stable process and I¹⁻βₜ is the fractional integral operator. The forcing noise denoted by ·F(t,x) is a Gaussian noise. The multiplicative non-linearity σ:R→R is assumed to be globally Lipschitz continuous. These equations were recently introduced by Mijena and Nane(J. Mijena and E. Nane. Space time fractional stochastic partial differential equations. Stochastic Process Appl. 125 (2015), no. 9, 3301--3326). We first study the existence and uniqueness of the solution of these equations and under suitable conditions on the initial function, we also study the asymptotic behavior of the solution with respect to the parameter λ. In particular, our results are significant extensions of those in Foondun et al (M. Foondun, K. Tian and W. Liu. On some properties of a class of fractional stochastic equations. Preprint available at arxiv.org 1404.6791v1.), Foondun and Khoshnevisan (M. Foondun and D. Khoshnevisan. Intermittence and nonlinear parabolic stochastic partial differential equations, Electron. J. Probab. 14 (2009), no. 21, 548--568.), Nane and Mijena (J. Mijena and E. Nane. Space time fractional stochastic partial differential equations. Stochastic Process Appl. 125 (2015), no. 9, 3301--3326; J. B. Mijena, and E.Nane. Intermittence and time fractional partial differential equations. Submitted. 2014).