Time fractional and space nonlocal stochastic nonlinear Schrödinger equation driven by Gaussian white noise

We present the time-spatial regularity of the nonlocal stochastic convolution for Caputo-type time fractional nonlocal Ornstein–Ulenbeck equations by the generalized Mittag–Leffler functions and Mainardi function, and establish the existence and uniqueness of mild solutions for time fractional and space nonlocal stochastic nonlinear Schrödinger equation driven by Gaussian white noise. In addition, the global mild solution is also shown.     

On a stochastic fractional partial differential equation with a fractional noise

We will prove the existence, uniqueness and regularity of the solution for a stochastic fractional partial differential equation driven by an additive fractional space–time white noise. Moreover, the absolute continuity of the solution is also obtained.     

Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

This paper deals with the existence and uniqueness of mild solutions to neutral stochastic delay functional integro-differential equations perturbed by a fractional Brownian motion B ^H , with Hurst parameter H ∈ (1/2, 1). We use the theory of resolvent operators developed by R. Grimmer to show the existence of mild solutions. An example is provided to illustrate the results of this work.     

Stochastic delay fractional evolution equations driven by fractional Brownian motion

In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An application to the stochastic fractional heat equation is presented to illustrate the theory. Copyright © 2014 John Wiley & Sons, Ltd.     

On a stochastic fractional partial differential equation driven by a Lévy space-time white noise

We study the existence and uniqueness of the global mild solution for a stochastic fractional partial differential equation driven by a Lévy space-time white noise. Moreover, the flow property for the solution is also studied.     

On a jump-type stochastic fractional partial differential equation with fractional noises

We study a class of stochastic fractional partial differential equations of order α>1$\alpha >1$ driven by a (pure jump) Lévy space–time white noise and a fractional noise. We prove the existence and uniqueness of the global mild solution by the fixed point principle under some suitable assumptions.     

Well‐posedness of time‐space fractional stochastic evolution equations driven by α‐stable noise

This paper is devoted to the well‐posedness for time‐space fractional Ginzburg‐Landau equation and time‐space fractional Navier‐Stokes equations by α‐stable noise. The spatial regularity and the temporal regularity of the nonlocal stochastic convolution are firstly established, and then the existence and uniqueness of the global mild solution are obtained by the Banach fixed point theorem and Mittag‐Leffler functions, respectively. Numerical simulations for time‐space fractional Ginzburg‐Landau equation are provided to verify the analysis results.     

Space-time fractional Schrödinger equation with time-independent potentials

We develop a space-time fractional Schrödinger equation containing Caputo fractional derivative and the quantum Riesz fractional operator from a space fractional Schrödinger equation in this paper. By use of the new equation we study the time evolution behaviors of the space-time fractional quantum system in the time-independent potential fields and two cases that the order of the time fractional derivative is between zero and one and between one and two are discussed respectively. The space-time fractional Schrödinger equation with time-independent potentials is divided into a space equation and a time one. A general solution, which is composed of oscillatory terms and decay ones, is obtained. We investigate the time limits of the total probability and the energy levels of particles when time goes to infinity and find that the limit values not only depend on the order of the time derivative, but also on the sign (positive or negative) of the eigenvalues of the space equation. We also find that the limit value of the total probability can be greater or less than one, which means the space-time fractional Schrödinger equation describes the quantum system where the probability is not conservative and particles may be extracted from or absorbed by the potentials. Additionally, the non-Markovian time evolution laws of the space-time fractional quantum system are discussed. The formula of the time evolution of the mechanical quantities is derived and we prove that there is no conservative quantities in the space-time fractional quantum system. We also get a Mittag-Leffler type of time evolution operator of wave functions and then establish a Heisenberg equation containing fractional operators.     

On time‐dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay

In this paper, we show the existence and uniqueness of the mild solution for a class of time‐dependent stochastic evolution equations with finite delay driven by a standard cylindrical Wiener process and an independent cylindrical fractional Brownian motion with Hurst parameter H ∈ (1 / 2,1). An example is provided to illustrate the theory. Copyright © 2013 John Wiley & Sons, Ltd.     

Well-posedness and dynamics for the fractional Ginzburg-Landau equation

This article studies the global well-posedness and long-time dynamics for the nonlinear complex Ginzburg–Landau equation involving fractional Laplacian. The global existence and some uniqueness criterion of weak solutions are given with compactness method. To study the strong solutions with the semigroup method, we generalize some pointwise estimates for the fractional Laplacian to the complex background and study carefully the linear evolution of the equation. Finally, the existence of global attractors is studied.     

Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion

We provide an almost sure convergent expansion of fractional Brownian motion in wavelets which decorrelates the high frequencies. Our approach generalizes Lévy's midpoint displacement technique which is used to generate Brownian motion. The low-frequency terms in the expansion involve an independent fractional Brownian motion evaluated at discrete times or, alternatively, partial sums of a stationary fractional ARIMA time series. The wavelets fill in the gaps and provide the necessary high frequency corrections. We also obtain a way of constructing an arbitrary number of non-Gaussian continuous time processes whose second order properties are the same as those of fractional Brownian motion.     

Analytical solution for a generalized space‐time fractional telegraph equation

In this paper, we consider a nonhomogeneous space‐time fractional telegraph equation defined in a bounded space domain, which is obtained from the standard telegraph equation by replacing the first‐order or second‐order time derivative by the Caputo fractional derivative , α > 0 and the Laplacian operator by the fractional Laplacian ( ? Δ)^{β ∕ 2}, β ∈ (0,2]. We discuss and derive the analytical solutions under nonhomogeneous Dirichlet and Neumann boundary conditions by using the method of separation of variables. The obtained solutions are expressed through multivariate Mittag‐Leffler type functions. Special cases of solutions are also discussed. Copyright © 2013 John Wiley & Sons, Ltd.     

分数Brown 运动驱动的非 Lipschitz随机微分方程

讨论了一类带分数Brown 运动的非Lipschitz 增长的随机微分方程适应解的存在唯一性。关于分数 Brown 运动的随机积分有多种定义,本文使用一种广义 Stieltjes积分定义方法,利用这种积分的性质,建立了一类由标准 Brown 运动和一个 Hurst 指数H ∈(1/2,1)的分数Brown 运动共同驱动的、系数为非Lipschitz 增长的随机微分方程适应解的存在唯一性定理。     

Decompositions of stochastic convolution driven by a white-fractional Gaussian noise

Let u=\{u(t,x);(t,x)\in {ℝ}_{+}\times ℝ\}be the solution to a linear stochastic heat equation driven by a Gaussian noise, which is a Brownian motion in time and a fractional Brownian motion in space with Hurst parameterH\in (\mathrm{0},\mathrm{1}): For any givenx\in ℝ(\text{resp}\text{.},t\in {ℝ}_{+}), we show a decomposition of the stochastic processt\to u(t,x)(\mathrm{r}\mathrm{e}\mathrm{s}\mathrm{p}.,x\to u(t,x))as the sum of a fractional Brownian motion with Hurst parameter H/2 (resp., H) and a stochastic process with C^∞-continuous trajectories. Some applications of those decompositions are discussed.     

The stochastic wave equations driven by fractional and colored noises

We investigate a wave equation in the plane with an additive noise which is fractional in time and has a non-degenerate spatial covariance. The equation is shown to admit a process-valued solution. Also we give a continuity modulus of the solution, and the HSlder continuity is presented.     

The Decay of mass for a nonlinear fractional reaction–diffusion equation

We study the large time behavior of non‐negative solutions to the nonlinear fractional reaction–diffusion equation ?_tu = ? t^σ( ? Δ)^{α ∕ 2}u ? h(t)u^p (α ∈ (0,2]) posed on and supplemented with an integrable initial condition, where σ ≥ 0, p > 1, and h : [0, ∞ ) → [0, ∞ ). Defining the mass , under certain conditions on the function h, we show that the asymptotic behavior of the mass can be classified along two cases as follows:

• if , then there exists M _∞ ∈ (0, ∞ ) such that ;
• if , then .

Copyright © 2014 John Wiley & Sons, Ltd.     

Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps

Abstract

In this article, we derive the sufficient conditions for the existence of mild solutions of Hilfer fractional stochastic integrodifferential equations with nonlocal conditions and Poisson jumps in Hilbert spaces. Results will be obtained in the pth mean square sense by using the fractional calculus, semigroup theory and stochastic analysis techniques. The article generalizes many of the existing results in the literature in terms of (1) Riemann–Liouville and Caputo derivatives are the special cases. (2) In the sense of pth mean square norm. (3) Stochastic integrodifferential with nonlocal conditions and Poisson jumps. A numerical example is provided to validate the obtained theoretical results.     

Numerical solution of two-dimensional time fractional cable equation with Mittag-Leffler kernel

The main motive of this article is to study the recently developed Atangana-Baleanu Caputo (ABC) fractional operator that is obtained by replacing the classical singular kernel by Mittag-Leffler kernel in the definition of the fractional differential operator. We investigate a novel numerical method for the nonlinear two-dimensional cable equation in which time-fractional derivative is of Mittag-Leffler kernel type. First, we derive an approximation formula of the fractional-order ABC derivative of a function t^k using a numerical integration scheme. Using this approximation formula and some properties of shifted Legendre polynomials, we derived the operational matrix of ABC derivative. In the author of knowledge, this operational matrix of ABC derivative is derived the first time. We have shown the efficiency of this newly derived operational matrix by taking one example. Then we solved a new class of fractional partial differential equations (FPDEs) by the implementation of this ABC operational matrix. The two-dimensional model of the time-fractional model of the cable equation is solved and investigated by this method. We have shown the effectiveness and validity of our proposed method by giving the solution of some numerical examples of the two-dimensional fractional cable equation. We compare our obtained numerical results with the analytical results, and we conclude that our proposed numerical method is feasible and the accuracy can be seen by error tables. We see that the accuracy is so good. This method will be very useful to investigate a different type of model that have Mittag-Leffler fractional derivative.     

Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

The paper is mainly concerned with a class of neutral stochastic fractional integro-differential equation with Poisson jumps. First, the existence and uniqueness for mild solution of an impulsive stochastic system driven by Poisson jumps is established by using the Banach fixed point theorem and resolvent operator. The exponential stability in the pth moment for mild solution to neutral stochastic fractional integro-differential equations with Poisson jump is obtained by establishing an integral inequality.