Impacts of noise on a class of partial differential equations

DOI10.1016/J.JDE.2014.12.002MaRDI QIDQ2255121zbMATH OpenOpenAlexFDO

Authors Guangying Lv, Jinqiao Duan

Publication date 6 February 2015

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.6365

zbMATH Keywords

blow-upAllen-Cahn equationfinite time singularitystochastic parabolic partial differential equationsItō's formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations. Then, we prove that noise could induce singularities (finite time blow up of solutions). Finally, we show that a stochastic Allen-Cahn equation does not have finite time singularities and the unique solution exists globally.

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Cited in

(30)

• Effect of noise on front propagation in reaction-diffusion equations of KPP type
• Blowup of parabolic equations with additive noise
• The probability of events for stochastic parabolic equations
• Blow-up solutions of the stochastic nonlocal heat equations
• Lower and upper bounds for the explosion times of a system of semilinear SPDEs
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