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Homogenization of fractional kinetic equations with random initial data
Journal article   Peer reviewed

Homogenization of fractional kinetic equations with random initial data

GI-REN LIU and Narn-Rueih Shieh
Electronic Journal of Probability, Vol.16, pp.962-980
2011

Abstract

Hermite expansion Homogenization Long-range dependence Multiple itô-wiener integral Random initial data Riesz-bessel fractional equation and system Small-scale limits
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.

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