Explosive solutions of parabolic stochastic partial differential equations with Lévy noise

DOI10.3934/DCDS.2017221MaRDI QIDQ2362295zbMATH OpenOpenAlexFDO

Authors Kexue Li, Junxiong Jia, Ji-Gen Peng

Publication date 7 July 2017

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.01676

zbMATH Keywords

blow-up of solutionsLévy noisepositive solutionsstochastic reaction-diffusion equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this paper, we study the explosive solutions to a class of parbolic stochastic semilinear differential equations driven by a L$acutemboxe$vy type noise. The sufficient conditions are presented to guarantee the existence of a unique positive solution of the stochastic partial differential equation under investigation. Moreover, we show that the positive solutions will blow up in finite time in mean $L^p$-norm sense, provided that the initial data, the nonlinear term and the multiplicative noise satisfies some conditions. Several examples are presented to illustrated the theory. Finally, we establish a global existence theorem based on a Lyapunov functional and prove that a stochastic Allen-Cahn equation driven by L$acutemboxe$vy noise has a global solution.

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Cited in

(16)

• Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise
• Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise
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• Finite time blowup in L^2 sense of solutions to SPDEs with Bernstein functions of the Laplacian
• Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise
• Global existence and blowup of stochastic parabolic equations

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