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

DOI10.1214/AOP/1019160505MaRDI QIDQ1872166zbMATH OpenOpenAlexFDO

Authors Carl Mueller

Publication date 6 May 2003

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

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

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)

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.

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Cited in

(25)

• \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise
• 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
• Existence and blow-up of solutions to the fractional stochastic heat equations
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: global well-posedness of weakly dissipative systems
• Impacts of Gaussian noises on the blow-up times of nonlinear stochastic partial differential equations
• A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
• 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
• Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional 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
• Instantaneous everywhere-blowup of parabolic SPDEs
• Singular initial conditions for the heat equation with a noise term
• \(L^p\) solutions for a stochastic evolution equation with nonlinear potential
• The Osgood condition for stochastic partial differential equations
• 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
• Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation
• On non-existence of global solutions to a class of stochastic heat equations
• 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

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