Events
Stochastics Seminar |
Time: Feb 04, 2016 (02:00 PM) |
Location: Parker Hall 322 |
Details: Speaker: Dr. Erkan Nane
Title: Non-linear noise excitation for some space-time fractional stochastic equations in bounded domains
Abstract: In this talk we study non-linear noise excitation for a class of space-time fractional stochastic equations in bounded domains with Dirichlet boundary conditions. These equations were recently introduced by Mijena and 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 under suitable conditions on the initial function. We also study the asymptotic behavior of the solution with respect to a parameter $\lambda$- intermittency. In particular, our results are significant extensions of those in M. Foondun, K. Tian and W. Liu, "On some properties of a class of fractional stochastic equations" (Preprint available at arxiv.org 1404.6791v1). We will also discuss some open problems on these space-time fractional equations.
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