New continuity results for a class of time fractional stochastic heat equations in bounded and unbounded domains

Nguyen Huy Tuan and Erkan Nane

Stochastic Processes and their Applications, 2025, vol. 189, issue C

Abstract: In this paper, we consider a class of time fractional stochastic heat type equation ∂tαuα=∂xxuα+It1−α[λσ(uα)Ẇ(t,x)]where ∂tα,0<α<1 is the Caputo fractional derivative, σ:R→R is a Lipschitz continuous function, and Ẇ is space–time white noise. These equations have significant applications in modeling temperature in thermal materials. Our main purpose in this paper is to study the continuity of solutions of fractional order Equation (1) with respect to α. Two interesting questions for our problem are stated as follows. Let uα and u be the solution of Equation (1) for 0<α<1 and α=1, respectively. The first question is that : Does uα′→uα in an appropriate sense as α→α′? The second question is that: Does uα→u in an appropriate sense as α→1−? We will give affirmative answers to both of these questions. Furthermore, under some suitable assumptions on the initial datum, we provide the convergence rate estimates between uα and uα′, as well as uα and u.

Keywords: Fractional diffusion equations; Time fractional stochastic partial differential equation; Stochastic equations; Space–time white noise (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104687

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