Find Paper, Faster
Example:10.1021/acsami.1c06204 or Chem. Rev., 2007, 107, 2411-2502
A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field
Stochastics and Dynamics  (IF0.98),  Pub Date : 2020-09-05, DOI: 10.1142/s0219493721500283
Xuebin Lü, Wanyang Dai

We study a non-conservation second-order stochastic partial differential equation (SPDE) driven by multi-parameter anisotropic fractional Lévy noise (AFLN) and under different initial and/or boundary conditions. It includes the time-dependent linear heat equation and quasi-linear heat equation under the fractional noise as special cases. Unique existence and expressions of solution to the equation are proved and constructed. An AFLN is defined as the derivative of an anisotropic fractional Lévy random field (AFLRF) in certain sense. Comparing with existing noise systems, our non-Gaussian fractional noises are essentially observed from random disturbances on system accelerations rather than from those on system moving velocities. In the process of proving our claims, there are three folds. First, we consider the AFLRF as the generalized functional of sample paths of a pure jump Lévy process. Second, we build Skorohod integration with respect to the AFLN by white noise approach. Third, by combining this noise analysis method with the conventional PDE solution techniques, we provide solid proofs for our claims.