Multiscale Asymptotic Analysis of Kernel-Smoothed Solutions to Fractional Riesz-Bessel Equations with Random Initial Conditions
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arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| _version_ | 1866911726762459136 |
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| author | Khan, Shahid Olenko, Andriy |
| author_facet | Khan, Shahid Olenko, Andriy |
| contents | This paper investigates fractional Riesz-Bessel equations with random initial conditions that exhibit either classical or cyclic long-range dependence. It studies zoom-in asymptotics for the corresponding solutions and establishes multiscaling limit theorems. It is known that for similar problems, non-degenerate multiscaling limits may not exist in general. The paper develops a kernel-smoothing approach for these equations and obtains non-degenerate limit fields under suitable normalisation and rescaling. It proves that the kernel-smoothed solutions converge weakly to Gaussian random fields, which are non-stationary in both time and space. Their spectral representations and covariance functions are derived. The paper also analyses the regularity and dependence structure of the limit fields. In particular, under appropriate general assumptions on the smoothing kernel, the limits exhibit long-range dependence in time and short-range dependence in space. Numerical examples for the case of Matérn-type kernels are provided to illustrate the theoretical results. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_29469 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Multiscale Asymptotic Analysis of Kernel-Smoothed Solutions to Fractional Riesz-Bessel Equations with Random Initial Conditions Khan, Shahid Olenko, Andriy Probability Analysis of PDEs 60F05, 60H15, 60G15, 60G60 This paper investigates fractional Riesz-Bessel equations with random initial conditions that exhibit either classical or cyclic long-range dependence. It studies zoom-in asymptotics for the corresponding solutions and establishes multiscaling limit theorems. It is known that for similar problems, non-degenerate multiscaling limits may not exist in general. The paper develops a kernel-smoothing approach for these equations and obtains non-degenerate limit fields under suitable normalisation and rescaling. It proves that the kernel-smoothed solutions converge weakly to Gaussian random fields, which are non-stationary in both time and space. Their spectral representations and covariance functions are derived. The paper also analyses the regularity and dependence structure of the limit fields. In particular, under appropriate general assumptions on the smoothing kernel, the limits exhibit long-range dependence in time and short-range dependence in space. Numerical examples for the case of Matérn-type kernels are provided to illustrate the theoretical results. |
| title | Multiscale Asymptotic Analysis of Kernel-Smoothed Solutions to Fractional Riesz-Bessel Equations with Random Initial Conditions |
| topic | Probability Analysis of PDEs 60F05, 60H15, 60G15, 60G60 |
| url | https://arxiv.org/abs/2605.29469 |