Mathematics – Probability
Scientific paper
2010-07-29
Mathematics
Probability
19 pages. Minor edit of the title, abstract, and introduction. Added introductory remarks. Minor typos corrected. To Appear in
Scientific paper
We introduce $n$-parameter $\Rd$-valued Brownian-time Brownian sheet (BTBS): a Brownian sheet where each "time" parameter is replaced with the modulus of an independent Brownian motion. We then connect BTBS to a new system of $n$ linear, fourth order, and interacting PDEs and to a corresponding fourth order interacting nonlinear PDE. The coupling phenomenon is a result of the interaction between the Brownian sheet, through its variance, and the Brownian motions in the BTBS; and it leads to an intricate, intriguing, and random field generalization of our earlier Brownian-time-processes (BTPs) connection to fourth order linear PDEs. Our BTBS does not belong to the classical theory of random fields; and to prove our new PDEs connections, we generalize our BTP approach in \cite{Abtp1,Abtp2} and we mix it with the Brownian sheet connection to a linear PDE system, which we also give along with its corresponding nonlinear second order PDE and $2n$-th order linear PDE. In addition, we introduce the $n$-parameter $d$-dimensional linear Kuramoto-Sivashinsky (KS) sheet kernel (or "transition density"); and we link it to an intimately connected system of new linear Kuramoto-Sivashinsky-variant interacting PDEs, generalizing our earlier one parameter imaginary-Brownian-time-Brownian-angle kernel and its connection to the KS PDE. The interactions here mean that our PDEs systems are to be solved for a family of functions, a feature shared with well known fluids dynamics models. The interacting PDEs connections established here open up another new fundamental front in the rapidly growing field of iterated-type processes and their connections to both new and important higher order PDEs and to some equivalent fractional Cauchy problems. We connect the BTBS fourth order interacting PDEs system given here with an interacting fractional PDE system and further study it in another article.
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