The initial value problem for stochastic reaction-diffusion equations with continuous reaction

DOI10.1080/07362999708809495MaRDI QIDQ4363899zbMATH OpenOpenAlexFDO

Authors Katrin Mittmann, Ralf Manthey

Publication date 12 November 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809495

zbMATH Keywords

solutions of comparison techniquestochastic partial differential equationstochastic reaction-diffusion equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

The authors consider the formal stochastic initial-value problem \[ (1)\quad Lu(t,x)= f(t,x,u(t,x))+ \sigma(t,x)\xi(t, x),\qquad(2)\quad u(0,x)= \theta(x),\quad t\in]0, T],\;x\in\mathbb{R}^d, \] for a random field \(u\) on \(]0,T]\times \mathbb{R}^d\). The letter \(L\) stands for a parabolic differential operator \(L= \partial/\partial t- A\), \(A\) denoting a second-order, uniformly-elliptic, linear differential operator with coefficients depending on time and space and \(\xi\) denoting some Gaussian noise correlated in space and white in time. Under very general conditions on the nonlinear drift part \(f\) (including any odd polynomial with a negative leading term) they show existence of a mild solution to (1), (2). If the initial function \(u(0,\cdot)\) belongs to a certain Banach space of weighted, continuous functions determined only by the growth of \(f\) and \(\sigma\) on \(\mathbb{R}^d\), then the solution stays in it. If additional mild assumptions are fulfilled, then the solution is unique. The proofs use a comparison argument.

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Cites work

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Cited in

(6)

• On the stochastic Burgers' equation in the real line
• Bounded solutions of stochastic reaction-diffusion equations
• Continuous dependence on the coefficients and global existence for stochastic reaction diffusion equations
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