The critical parameter for the heat equation with a noise term to blow up in finite time.

DOI10.1214/AOP/1019160505zbMATH Open1044.60051arXivmath/9902126OpenAlexW1885215607MaRDI QIDQ1872166FDOQ1872166

Carl Mueller

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Consider the stochastic partial differential equation u_t=u_{xx}+u^gamma dot{W}, where x in [0,J], dot{W}=dot{W}(t,x) is 2-parameter white noise, and we assume that the initial function u(0,x) is nonnegative and not identically 0. We impose Dirichlet boundary conditions on u. We say that u blows up in finite time, with positive probability, if there is a finite random time T such that P(lim_{t->T}sup_x u(t,x)=infty)>0. It was known that if gamma<3/2, then with probability 1, u does not blow up in finite time. It was also known that there is a positive probability of finite time blow-up for gamma sufficiently large. In this paper, we show that if gamma>3/2, then there is a positive probability that u blows up in finite time.

Full work available at URL: https://arxiv.org/abs/math/9902126

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zbMATH Keywords

stochastic partial differential equationsheat equationwhite noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Asymptotic behavior of solutions to PDEs (35B40) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

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Cited In (22)

• Finite-time singularity of the stochastic harmonic map flow
• \(L_p\)-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: global well-posedness of weakly dissipative systems
• Existence and blow-up of solutions to the fractional stochastic heat equations
• $L^p$ solutions for stochastic evolution equation with nonlinear potential
• A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
• Impacts of Gaussian noises on the blow-up times of nonlinear stochastic partial differential equations
• Blow-up for stochastic reaction-diffusion equations with jumps
• A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
• Some non-existence results for a class of stochastic partial differential equations
• Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian
• Singular initial conditions for the heat equation with a noise term
• Global solutions to the stochastic reaction-diffusion equation with superlinear accretive reaction term and superlinear multiplicative noise term on a bounded spatial domain
• Blow-up results for space-time fractional stochastic partial differential equations
• On non-existence of global solutions to a class of stochastic heat equations
• Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation
• Time-space white noise eliminates global solutions in reaction-diffusion equations
• A regularity theory for stochastic partial differential equations driven by multiplicative space-time white noise with the random fractional Laplacians
• Solutions to the stochastic heat equation with polynomially growing multiplicative noise do not explode in the critical regime
• Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Uniqueness and blow-up for a stochastic viscous dyadic model
• \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise

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