The Osgood condition for stochastic partial differential equations

DOI10.3150/20-BEJ1240zbMATH Open1472.60100arXiv1907.12096WikidataQ115223033 ScholiaQ115223033MaRDI QIDQ2214248FDOQ2214248

Authors: Mohammud Foondun, Eulalia Nualart 

Publication date: 7 December 2020

Published in: Bernoulli (Search for Journal in Brave)

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 $mathbb{R}^d$.

Full work available at URL: https://arxiv.org/abs/1907.12096

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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)

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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
• A generalization of Osgood's test and a comparison criterion for integral equations with noise
• 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
• Non-existence results for stochastic wave equations in one dimension
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• Solutions to the stochastic heat equation with polynomially growing multiplicative noise do not explode in the critical regime
• An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise

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