Stochastic Chemotaxis Model with Fractional Derivative Driven by Multiplicative Noise

نویسندگان

چکیده

We introduce stochastic model of chemotaxis by fractional Derivative generalizing the deterministic Keller Segel model. These models include fluctuations which are important in systems with small particle numbers or close to a critical point. In this work, we study nonlinear Dirichlet boundary conditions, and disturbed multiplicative noise. The required results prove existence uniqueness mild solution time space-fractional, for use analysis techniques calculus semigroup theory, also studying regularity properties

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

We consider the stochastic heat equation with multiplicative noise ut = 1 2 ∆u + uẆ in R+ × R , whose solution is interpreted in the mild sense. The noise Ẇ is fractional in time (with Hurst index H ≥ 1/2), and colored in space (with spatial covariance kernel f). When H > 1/2, the equation generalizes the Itô-sense equation for H = 1/2. We prove that if f is the Riesz kernel of order α, or the ...

متن کامل

Stochastic evolution equations with multiplicative Poisson noise and monotone nonlinearity

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered‎. ‎The coefficients are assumed to have linear growth‎. ‎We do not impose coercivity conditions on coefficients‎. ‎A novel method of proof for establishing existence and uniqueness of the mild solution is proposed‎. ‎Examples on stochastic partial differentia...

متن کامل

Stochastic Heat Equation Driven by Fractional Noise and Local Time

The aim of this paper is to study the d-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter H ∈ (0, 1) in time. Two types of equations are considered. First we consider the equation in the Itô-Skorohod sense, and later in the Stratonovich sense. An explicit chaos developm...

متن کامل

Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic

This work is concerned with existence of weak solutions to discontinuous stochastic differential equations driven by multiplicative Gaussian noise and sliding mode control dynamics generated by stochastic differential equations with variable structure, that is with jump nonlinearity. The treatment covers the finite dimensional stochastic systems and the stochastic diffusion equation with multip...

متن کامل

Stochastic resonance in a piecewise nonlinear model driven by multiplicative non-Gaussian noise and additive white noise

The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International Journal of Analysis and Applications

سال: 2021

ISSN: ['2291-8639']

DOI: https://doi.org/10.28924/2291-8639-19-2021-858