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

Allen-Cahn equationblow-upfinite time singularityItō's formulastochastic parabolic partial differential equations

Mathematics Subject Classification ID

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

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.

Review text

The authors study the equation \[ du=(Au+f(u))\,dt+\sigma(u)\,dW_t,\;\;t>0, \;x\in D, \] together with the boundary conditions \[ u(x,t)=0, \;\;t>0, \;x\in\partial D \] and \[ u(x,0)=u_0(x), \;\;x\in D. \] Here, \(A\) denotes a symmetric, uniformly elliptic operator with smooth coefficients and \(W\) is a Wiener random field. The first result of the paper provides sufficient conditions under which the solutions remain positive. The second result proves that the solutions blow up in finite time. In the last section of the paper, the authors show that a stochastic Allen-Cahn equation with noise intensity \(\sigma(u)=u^{1+\beta}\), \(\beta>0\), has no finite time singularities and that the unique solution exists globally.

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Cited in

(34)

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