Finite-time blowup and existence of global positive solutions of a semi-linear SPDE

Details Finite-time blowup and existence of global positive solutions of a semi-linear SPDE Finite-time blowup and existence of global positive solutions of a semi-linear SPDE

2009-08-24

arxiv.org/abs/0908.3364v1

Mathematics

Probability

Scientific paper

We consider stochastic equations of the prototype $du(t,x) =(\Delta u(t,x)+u(t,x)^{1+\beta})dt+\kappa u(t,x) dW_{t}$ on a smooth domain $D\subset \mathord{\rm I\mkern-3.6mu R\:}^d$, with Dirichlet boundary condition, where $\beta$, $\kappa$ are positive constants and $\{W_t $, $t\ge0\}$ is a one-dimensional standard Wiener process. We estimate the probability of finite time blowup of positive solutions, as well as the probability of existence of non-trivial positive global solutions.

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