On non-existence of global solutions to a class of stochastic heat equations

DOI10.1090/PROC/12036zbMATH Open1322.60110arXiv1208.4496OpenAlexW1967892905MaRDI QIDQ5264187FDOQ5264187

Mohammud Foondun, Rana D. Parshad

Publication date: 20 July 2015

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: We consider nonlinear parabolic SPDEs of the form $partia{l}_{t}u=-(-Delta{)}^{alpha/2}u+b(u)+sigma(u)dotw$, where$dotw$ denotes space-time white noise. The functions $b$ and $sigma$ are both locally Lipschitz continuous. Under some suitable conditions on the parameters of these SPDEs, we show that the second moment of their solutions blow up in finite time. This complements recent works of Khoshnevisan and his coauthors; see for instance Foondun and Khoshnevisan (2009), Foondun and Khoshnevisan (to appear, 2012) and Conus, Joseph, and Khoshnevisan, as well as those of Chow (Chow, 2009, and Chow, 2011). Furthermore, upon comparing our stochastic equations with their deterministic counterparts, we find that our results indicates that the presence of noise might affect the occurrence of blow-up.

Full work available at URL: https://arxiv.org/abs/1208.4496

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zbMATH Keywords

Lyapunov exponentsstable processesstochastic heat equationsweak intermittence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stable stochastic processes (60G52) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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Cited In (8)

• Space-time fractional stochastic partial differential equations
• Blow-up solutions of the stochastic nonlocal heat equations
• On the global maximum of the solution to a stochastic heat equation with compact-support initial data
• Some non-existence results for a class of stochastic partial differential equations
• Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian
• Blowup solutions for stochastic parabolic equations
• Blow-up results for space-time fractional stochastic partial differential equations
• Solutions to the stochastic heat equation with polynomially growing multiplicative noise do not explode in the critical regime

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