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  4. Global Solutions To Stochastic Reaction-Diffusion Equations With Super-Linear Drift And Multiplicative Noise
 
research article

Global Solutions To Stochastic Reaction-Diffusion Equations With Super-Linear Drift And Multiplicative Noise

Dalang, Robert C.  
•
Khoshnevisan, Davar
•
Zhang, Tusheng
January 1, 2019
Annals Of Probability

Let xi(t, x) denote space-time white noise and consider a reaction-diffusion equation of the form

<(u) over dot>(t, x) = 1/2u ''(t, x) + b(u(t, x)) + sigma(u(t,x))xi(t,x)

on R+ x [0, 1], with homogeneous Dirichlet boundary conditions and suitable initial data, in the case that there exists epsilon > 0 such that vertical bar b(z)vertical bar >= vertical bar z vertical bar (log vertical bar z vertical bar)(1+epsilon) for all sufficiently-large values of vertical bar z vertical bar. When sigma equivalent to 0, it is well known that such PDEs frequently have nontrivial stationary solutions. By contrast, Bonder and Groisman [Phys. D 238 (2009) 209-215] have recently shown that there is finite-time blowup when sigma is a nonzero constant. In this paper, we prove that the Bonder-Groisman condition is unimprovable by showing that the reaction-diffusion equation with noise is "typically" well posed when vertical bar b(z)vertical bar =O(vertical bar vertical bar z vertical bar log(+) vertical bar z vertical bar) as vertical bar z vertical bar -> infinity. We interpret the word "typically" in two essentially-different ways without altering the conclusions of our assertions.

  • Details
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Type
research article
DOI
10.1214/18-AOP1270
Web of Science ID

WOS:000453000100011

Author(s)
Dalang, Robert C.  
Khoshnevisan, Davar
Zhang, Tusheng
Date Issued

2019-01-01

Publisher

INST MATHEMATICAL STATISTICS

Published in
Annals Of Probability
Volume

47

Issue

1

Start page

519

End page

559

Subjects

Statistics & Probability

•

Mathematics

•

stochastic partial differential equations

•

reaction-diffusion equations

•

blow-up

•

logarithmic sobolev inequality

•

systems

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
January 23, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/153944
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