GLOBAL SOLUTIONS TO STOCHASTIC REACTION-DIFFUSION EQUATIONS WITH SUPER-LINEAR DRIFT AND MULTIPLICATIVE NOISE

被引:27
作者
Dalang, Robert C. [1 ]
Khoshnevisan, Davar [2 ]
Zhang, Tusheng [3 ]
机构
[1] Ecole Polytech Fed Lausanne, Inst Math, Stn 8, CH-1015 Lausanne, Switzerland
[2] Univ Utah, Dept Math, 155 S 1400 E, Salt Lake City, UT 84112 USA
[3] Univ Manchester, Sch Math, Oxford Rd, Manchester M13 9PL, Lancs, England
关键词
Stochastic partial differential equations; reaction-diffusion equations; blow-up; logarithmic Sobolev inequality; SYSTEMS;
D O I
10.1214/18-AOP1270
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:519 / 559
页数:41
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