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Reaction-diffusion equations with polynomial drifts driven by fractional brownian motions

Zamani, S ; Sharif University of Technology | 2010

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  1. Type of Document: Article
  2. DOI: 10.1080/07362994.2010.515483
  3. Publisher: 2010
  4. Abstract:
  5. A reaction-diffusion equation on [0, 1]d with the heat conductivity k > 0, a polynomial drift term and an additive noise, fractional in time with H > 1/2, and colored in space, is considered. We have shown the existence, uniqueness and uniform boundedness of solution with respect to k Also we show that if k tends to infinity, then the corresponding solutions of the equation converge to a process satisfying a stochastic ordinary differential equation
  6. Keywords:
  7. Fractional brownian motion ; Polynomial drift ; Reaction-diffusion equation
  8. Source: Stochastic Analysis and Applications ; Volume 28, Issue 6 , Oct , 2010 , Pages 1020-1039 ; 07362994 (ISSN)
  9. URL: http://www.tandfonline.com/doi/abs/10.1080/07362994.2010.515483