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Solutions to the stochastic heat equation with polynomially growing multiplicative noise do not explode in the critical regime
- Publication Year :
- 2023
-
Abstract
- We investigate the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t} = \Delta u(t,x) + \sigma(u(t,x))\dot{W}(t,x)$ in the critical setting where $\sigma$ grows like $\sigma(u) \approx C(1 + |u|^\gamma)$ and $\gamma = \frac{3}{2}$. Mueller previously identified $\gamma=\frac{3}{2}$ as the critical growth rate for explosion and proved that solutions cannot explode in finite time if $\gamma< \frac{3}{2}$ and solutions will explode with positive probability if $\gamma>\frac{3}{2}$. This paper proves that explosion does not occur in the critical $\gamma=\frac{3}{2}$ setting.
- Subjects :
- Mathematics - Probability
60H15
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2309.04330
- Document Type :
- Working Paper