Finite-time blow-up of a non-local stochastic parabolic problem

DOI10.1016/J.SPA.2020.04.002MaRDI QIDQ2196381zbMATH OpenOpenAlexFDO

Publication date 2 September 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.05496

stochastic partial differential equations blow-up non-local exponential Brownian functionals strong positivity Hopf's lemma

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Smoothness and regularity of solutions to PDEs (35B65) Positive solutions to PDEs (35B09) Blow-up in context of PDEs (35B44) Weak solutions to PDEs (35D30)

Abstract: The main aim of the current work is the study of the conditions under which (finite-time) blow-up of a non-local stochastic parabolic problem occurs. We first establish the existence and uniqueness of the local-in-time weak solution for such problem. The first part of the manuscript deals with the investigation of the conditions which guarantee the occurrence of noise-induced blow-up. In the second part we first prove the

C^{1}

-spatial regularity of the solution. Then, based on this regularity result, and using a strong positivity result we derive, for first in the literature of SPDEs, a Hopf's type boundary value point lemma. The preceding results together with Kaplan's eigenfunction method are then employed to provide a (non-local) drift term induced blow-up result. In the last part of the paper, we present a method which provides an upper bound of the probability of (non-local) drift term induced blow-up.

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