TY - JOUR
T1 - Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data
AU - Liu, G. R.
AU - Shieh, N. R.
N1 - Funding Information:
The first author was supported in part by NCTS/TPE and the Taiwan Ministry of Science and Technology under Grant MOST 104-2115-M-006-016-MY2. This research also received funding from the Headquarter of University Advancement at National Cheng Kung University, which is sponsored by the Ministry of Education, Taiwan, ROC. The authors are indebted to the inspiring lectures of Professor N. N. Leonenko at National Taiwan University for the perspective on Random Fields: Modeling, inferences, and applications in 2006. The authors also thank the anonymous reviewers for their valuable comments and suggestions to make the paper more precise and readable.
Funding Information:
2010 Mathematics Subject Classification. Primary 60G60, 60H05, 62M15; Secondary 35K15. Key words and phrases. Large-scale limits, small-scale limits, relativistic diffusion equations, random initial data, multiple Itô–Wiener integrals, subordinated Gaussian fields, Hermite ranks. The first author was supported in part by NCTS/TPE and the Taiwan Ministry of Science and Technology under Grant MOST 104-2115-M-006-016-MY2. This research also received funding from the Headquarter of University Advancement at National Cheng Kung University, which is sponsored by the Ministry of Education, Taiwan, ROC.
Publisher Copyright:
©2018 Amerian Mathematial Soiety.
PY - 2017
Y1 - 2017
N2 - Let u(t, x), t > 0, x ∈ ℝn, be the spatial-temporal random field arising from the solution of a time-fractional relativistic diffusion equation with the time-fractional parameter β ∈ (0, 1), the spatial-fractional parameter α ∈ (0, 2) and the mass parameter m > 0, subject to random initial data u(0, ·) which is characterized as a subordinated Gaussian field. Compared with work written by Anh and Leoeneko in 2002, we not only study the large-scale limits of the solution field u, but also propose a small-scale scaling scheme, which also leads to the Gaussian and the non-Gaussian limits depending on the covariance structure of the initial data. The new scaling scheme involves not only to scale u but also to re-scale the initial data u0. In the two scalings, the parameters α and m play distinct roles in the process of limiting, and the spatial dimensions of the limiting fields are restricted due to the slow decay of the time-fractional heat kernel.
AB - Let u(t, x), t > 0, x ∈ ℝn, be the spatial-temporal random field arising from the solution of a time-fractional relativistic diffusion equation with the time-fractional parameter β ∈ (0, 1), the spatial-fractional parameter α ∈ (0, 2) and the mass parameter m > 0, subject to random initial data u(0, ·) which is characterized as a subordinated Gaussian field. Compared with work written by Anh and Leoeneko in 2002, we not only study the large-scale limits of the solution field u, but also propose a small-scale scaling scheme, which also leads to the Gaussian and the non-Gaussian limits depending on the covariance structure of the initial data. The new scaling scheme involves not only to scale u but also to re-scale the initial data u0. In the two scalings, the parameters α and m play distinct roles in the process of limiting, and the spatial dimensions of the limiting fields are restricted due to the slow decay of the time-fractional heat kernel.
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U2 - 10.1090/tpms/1025
DO - 10.1090/tpms/1025
M3 - Article
AN - SCOPUS:85043331306
SN - 0094-9000
VL - 95
SP - 109
EP - 130
JO - Theory of Probability and Mathematical Statistics
JF - Theory of Probability and Mathematical Statistics
ER -