Global well-posedness to stochastic reaction-diffusion equations on the real line R with superlinear drifts driven by multiplicative space-time white noise

DOI10.1214/23-EJP1057MaRDI QIDQ6136816zbMATH OpenFDO

Authors Shijie Shang, Tu-Sheng Zhang

Publication date 17 January 2024

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.02879

zbMATH Keywords

space-time white noisestochastic convolutionstochastic reaction-diffusion equationslogarithmic nonlinearitylower order moment estimates

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Abstract: Consider the stochastic reaction-diffusion equation with logarithmic nonlinearity driven by space-time white noise: �egin{align}label{1.a} left{ �egin{aligned} & mathrm{d}u(t,x) = frac{1}{2}Delta u(t,x),mathrm{d}t+ b(u(t,x)) ,mathrm{d}t

onumber\ & ~~~~~~~~~~~~~~~~ + sigma(u(t,x)) ,W(mathrm{d}t,mathrm{d}x), t>0, xin I , \ & u(0,x)=u_0(x), quad xin I .

onumber end{aligned} ight. end{align} When $I$ is a compact interval, say $I=[0,1]$, the well-posedness of the above equation was established in [DKZ] (Ann. Prob. 47:1,2019). The case where $I=mathbbR$ was left open. The essential obstacle is caused by the explosion of the supremum norm of the solution, $su{p}_{xinmathbbR}|u(t,x)|=infty$, making the usual truncation procedure invalid. In this paper, we prove that there exists a unique global solution to the stochastic reaction-diffusion equation on the whole real line $mathbbR$ with logarithmic nonlinearity. Because of the nature of the nonlinearity, to get the uniqueness, we are forced to work with the first order moment of the solutions on the space $C_{tem}(mathbbR)$ with a specially designed norm ${\displaystyle }$sup_{tleq T, xinmathbb{R}}left(|u(t,x)|e^{-lambda |x|e^{�eta t}} ight),${\displaystyle }$ where, unlike the usual norm in $C_{tem}(mathbbR)$, the exponent also depends on time $t$ in a particular way. Our approach depends heavily on the new, precise lower order moment estimates of the stochastic convolution and a new type of Gronwall's inequalities we obtained, which are of interest on their own right.

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Cited in

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• Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
• Large deviation principle for stochastic reaction-diffusion equations with superlinear drift on \(\mathbb{R}\) driven by space-time white noise

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