Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise

DOI10.1016/J.SPA.2014.01.010MaRDI QIDQ401468zbMATH OpenOpenAlexFDO

Authors Michael Röckner, Rong-Chan Zhu, Xiang-Chan Zhu

Publication date 27 August 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.4392

zbMATH Keywords

blow uplocal existencemultiplicative noiselocal uniquenessstochastic fractional Burgers equationstochastic fractional Navier-Stokes equationstochastic fractional partial differential equationsstochastic quasi-geostrophic equationsurface growth models

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear multiplicative noise provides a regularizing effect: the solutions will not blow up with high probability if the initial data is sufficiently small, or if the noise coefficient is sufficiently large. As applications our main results are applied to various types of SPDE such as stochastic reaction-diffusion equations, stochastic fractional Burgers equation, stochastic fractional Navier-Stokes equation, stochastic quasi-geostrophic equations and stochastic surface growth PDE.

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Cited in

(38)

• Random attractor associated with the quasi-geostrophic equation
• Three-dimensional Navier-Stokes equations driven by space-time white noise
• Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation
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