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

DOI10.1016/J.SPA.2014.01.010zbMATH Open1329.60220arXiv1307.4392OpenAlexW2149674112MaRDI QIDQ401468FDOQ401468

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)

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.

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

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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)

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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
• The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions
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• Nonuniqueness in law of stochastic 3D Navier-Stokes equations
• Approximating 3D Navier–Stokes equations driven by space-time white noise
• Stochastic fractional evolution equations with fractional Brownian motion and infinite delay
• The stochastic fractional power dissipative equations in any dimension and applications
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