20 research outputs found

    On The L{2}-Solutions of Stochastic Fractional Partial Differential Equations; Existence, Uniqueness and Equivalence of Solutions

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    The aim of this work is to prove existence and uniqueness of L2L^{2}-solutions of stochastic fractional partial differential equations in one spatial dimension. We prove also the equivalence between several notions of L2L^{2}-solutions. The Fourier transform is used to give meaning to SFPDEs. This method is valid also when the diffusion coefficient is random

    Large deviations for 2D-fractional stochastic Navier-Stokes equation on the torus -Short Proof-

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    In this note, we prove the large deviation principle for the 2D-fractional stochastic Navier-Stokes equation on the torus under the dissipation order α[43,2] \alpha \in [\frac43, 2].Comment: Work submitted to CRAS in 08-08-201

    Ergodic properties of Fractional Stochastic Burgers Equation

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    We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the solution converge to the invariant measure in the norm of total variation. To this end we show first two results which are of independent interest: that the semigroup corresponding to the solution of the FSBE is strong Feller and irreducible

    Explicit solutions of some fractional partial differential equations via stable subordinators

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    The aim of this work is to represent the solutions of one-dimensional fractional partial differential equations (FPDEs) of order (α∈ℝ+\ℕ) in both quasi-probabilistic and probabilistic ways. The canonical processes used are generalizations of stable Lévy processes. The fundamental solutions of the fractional equations are given as functionals of stable subordinators. The functions used generalize the functions given by the Airy integral of Sirovich (1971). As a consequence of this representation, an explicit form is given to the density of the 3/2-stable law and to the density of escaping island vicinity in vortex medium. Other connected FPDEs are also considered

    Ergodic properties of Fractional Stochastic Burgers Equation

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    We prove the existence and uniqueness of invariant measures for the fractional stochastic Burgers equation (FSBE) driven by fractional power of the Laplacian and space-time white noise. We show also that the transition measures of the solution converge to the invariant measure in the norm of total variation. To this end we show first two results which are of independent interest: that the semigroup corresponding to the solution of the FSBE is strong Feller and irreducibl

    On a space discretization scheme for the Fractional Stochastic Heat Equations

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    In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the rate of convergenc
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