Homogenization of fractional kinetic equations with random initial data

Gi Ren Liu, Narn Rueih Shieh

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)962-980
Number of pages19
JournalElectronic Journal of Probability
Volume16
DOIs
Publication statusPublished - 2011 Jan 1

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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