The Osgood condition for stochastic partial differential equations

DOI10.3150/20-BEJ1240MaRDI QIDQ2214248zbMATH OpenWikidataFDO

Authors Mohammud Foondun, Eulalia Nualart

Publication date 7 December 2020

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.12096, https://projecteuclid.org/euclid.bj/1605841246

zbMATH Keywords

space-time white noisefractional stochastic heat equationspatial colored noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Abstract: We study the following equation �egin{equation*} frac{partial u(t,,x)}{partial t}= Delta u(t,,x)+b(u(t,,x))+sigma dot{W}(t,,x),quad t>0, end{equation*} where $sigma$ is a positive constant and $dotW$ is a space-time white noise. The initial condition $u(0,x)=u_0(x)$ is assumed to be a nonnegative and continuous function. We first study the problem on $[0,,1]$ with homogeneous Dirichlet boundary conditions. Under some suitable conditions, together with a theorem of Bonder and Groisman, our first result shows that the solution blows up in finite time if and only if �egin{equation*} int_{cdot}^inftyfrac{1}{b(s)},d s<infty, end{equation*} which is the well-known Osgood condition. We also consider the same equation on the whole line and show that the above condition is sufficient for the nonexistence of global solutions. Various other extensions are provided; we look at equations with fractional Laplacian and spatial colored noise in $mathbb{R}^d$.

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Cited in

(15)

• Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
• Notes on Osgood conditions and stochastic differential equations
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• Superlinear stochastic heat equation on ℝ^{𝕕}
• Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian
• Instantaneous everywhere-blowup of parabolic SPDEs
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