Search

This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic partial differential equations. Then, we prove that noise could induce singularities (finite time blow up of solutions). Finally, we show that a stochastic Allen–Cahn equation does not have finite time singularities and the unique solution exists globally. [ABSTRACT FROM AUTHOR]

Abstract: The paper is concerned with the problem of non-existence of global solutions for a class of stochastic reaction–diffusion equations of Itô type. Under some sufficient conditions on the initial state, the nonlinear term and the multiplicative noise, it is proven that, in a bounded domain , there exist positive solutions whose mean -norm will blow up in finite time for , while, if , the previous result holds in any compact subset of . Two examples are given to illustrate some application of the theorems. [ABSTRACT FROM AUTHOR]