Homogenization of Fractional Kinetic Equations with Random Initial Data
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1. | Title | Title of document | Homogenization of Fractional Kinetic Equations with Random Initial Data |
2. | Creator | Author's name, affiliation, country | Gi-Ren Liu; National Taiwan University; Taiwan, Province of China |
2. | Creator | Author's name, affiliation, country | Narn-Rueih Shieh; National Taiwan University; Taiwan, Province of China |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Homogenization; Small-scale limits; Riesz-Bessel fractional equation and system; Random initial data; Hermite expansion; Multiple It^{o}-Wiener integral; Long-range dependence |
3. | Subject | Subject classification | 60G60, 60H05,62M15 |
4. | Description | Abstract | We present the small-scale limits for the homogenization of a class of spatial-temporal random fields; the field arises from the solution of a certain fractional kinetic equation and also from that of a related two-equation system, subject to given random initial data. The space-fractional derivative of the equation is characterized by the composition of the inverses of the Riesz potential and the Bessel potential. We discuss the small-scale (the micro) limits, opposite to the well-studied large-scale limits, of such spatial-temporal random field. Our scaling schemes involve both the Riesz and the Bessel parameters, and also involve the rescaling in the initial data; our results are completely new-type scaling limits for such random fields. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | Taiwan NSC |
7. | Date | (YYYY-MM-DD) | 2011-04-14 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/896 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v16-896 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 16 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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