Stochastic evolution equation with Riesz-fractional derivative and white noise on the half-line

In this work, we consider an initial boundary-value problem for a stochastic evolution equation with Riesz-fractional spatial derivative and white noise on the half-line,{ut(x,t)=Dxαu(x,t)+Nu(x,t)+B˙(x,t),x>0,t∈[0,T],u(x,0)=u0(x),x>0,ux(0,t)=g1(t),t∈[0,T], where Dxα is the Riesz-fractional der...

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Veröffentlicht in:	Applied numerical mathematics 2016-06, Vol.104, p.103-109
Hauptverfasser:	Arciga Alejandre, Martin P., Ariza Hernandez, Francisco J., Sanchez Ortiz, Jorge
Format:	Artikel
Sprache:	eng
Schlagworte:	Brownian motion Derivatives Evolution Fokas method Fractional derivative Mathematical analysis Mathematical models Neural networks Stochasticity White noise
Online-Zugang:	Volltext
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