On the impact of noise on quenching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions

• In this paper, we study a stochastic parabolic problem involving anonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration is driven by a mixtureof a classical Brownian and a fractional Brownian motion with Hurst indexH ∈ (1/2, 1). We first establish local in time existence results and then exploreconditions under which the resulting SPDE exhibits finite-time quenching. Using results on the probability distribution of perpetual integral functionals ofBrownian motion as well as tail estimates for the fractional Brownian motionwe provide analytic estimates for certain quantities of interest, such as upperbounds for quenching times and the corresponding quenching probabilities.The existence of global in time solutions is also investigated and as a consequence a lower estimate of the quenching time is also derived. Our analyticalresults demonstrate the non-trivial impact of the noise on the dynamics ofthe system. The analytic results are complemented with a detailed numericalstudy of the model under Dirichlet boundary conditions. A possible application concerning MEMS technology is considered and the implications of theresults in this context are commented upon.

Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

NATURVETENSKAP  -- Matematik -- Matematisk analys (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Mathematical Analysis (hsv//eng)

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

Keyword

Nonlocal diffusion

Brownian motion

fractional Brownian motion

exponential functionals

quenching

global existence

SPDEs

MEMS.

Matematik

Mathematics

Publication and Content Type

ref (subject category)

art (subject category)