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

DOI10.1016/J.SPA.2020.04.002zbMATH Open1447.60104arXiv1508.05496OpenAlexW3017237974MaRDI QIDQ2196381FDOQ2196381

Nikos I. Kavallaris, Y. Yan

Publication date: 2 September 2020

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

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.

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

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zbMATH Keywords

stochastic partial differential equationsblow-upnon-localexponential Brownian functionalsstrong positivityHopf'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)

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Cited In (8)

• Statistical null-controllability of stochastic nonlinear parabolic equations
• Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator
• A stochastic parabolic model of MEMS driven by fractional Brownian motion
• Effective approximation for a nonlocal stochastic Schrödinger equation with oscillating potential
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• Impacts of noise on quenching of some models arising in MEMS technology
• Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise
• Finite time blowup of the stochastic shadow Gierer-Meinhardt system

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