Impacts of noise on a class of partial differential equations (Q2255121): Difference between revisions

The authors study the equation \[ du=(Au+f(u))\,dt+\sigma(u)\,dW_t,\;\;t>0, \;x\in D, \] together with the boundary conditions \[ u(x,t)=0, \;\;t>0, \;x\in\partial D \] and \[ u(x,0)=u_0(x), \;\;x\in D. \] Here, \(A\) denotes a symmetric, uniformly elliptic operator with smooth coefficients and \(W\) is a Wiener random field. The first result of the paper provides sufficient conditions under which the solutions remain positive. The second result proves that the solutions blow up in finite time. In the last section of the paper, the authors show that a stochastic Allen-Cahn equation with noise intensity \(\sigma(u)=u^{1+\beta}\), \(\beta>0\), has no finite time singularities and that the unique solution exists globally.