Homogenization of Fractional Kinetic Systems with Random Initial Data

TL;DR

This paper studies the homogenization of fractional kinetic systems with random initial data, analyzing macro and micro scaling limits, and characterizes the limits as singular fields involving multiple Itô-Wiener integrals, considering dependencies and fractional time effects.

Contribution

It introduces a novel analysis of homogenization limits for fractional kinetic systems with random initial conditions, including the effects of Riesz and Bessel parameters and stochastic decoupling methods.

Findings

Rescaled limits are singular fields of multiple Itô-Wiener integrals.

Distinct roles of Riesz and Bessel parameters in scaling limits.

Stochastic decoupling effectively handles component dependence.

Abstract

Let ${\bf{w}}(t,x):=(u,v)(t,x),\ t>0,\ x\in \mathbb{R}^{n},$ be the $\mathbb{R}^2$-valued spatial-temporal random field ${\bf{w}}=(u, v)$ arising from a certain two-equation system of fractional kinetic equations of reaction-diffusion type, with given random initial data $u(0,x)$ and $v(0,x).$ The space-fractional derivative is characterized by the composition of the inverses of the Riesz potential and the Bessel potential. We discuss two scaling limits, the macro and the micro, for the homogenization of ${\bf{w}}(t,x)$, and prove that the rescaled limit is a singular field of multiple It\^{o}-Wiener integral type, subject to suitable assumptions on the random initial conditions. In the two scaling procedures, the Riesz and the Bessel parameters play distinctive roles. Moreover, since the component fields $u,v$ are dependent on the interactions present within the system, we employ a certain stochastic decoupling method to tackle this components dependence. The time-fractional system is also considered, in which the Mittag-Leffler function is used.