English

A stochastic heat equation with non-locally Lipschitz coefficients

Probability 2025-08-01 v1

Abstract

We consider the stochastic heat equation (SHE) on the torus T=[0,1]\mathbb{T}=[0,1], driven by space-time white noise W˙\dot W, with an initial condition u0u_0 that is nonnegative and not identically zero: \begin{equation*} \frac{\partial u}{\partial t} = \tfrac{1}{2}\frac{\partial^2 u}{\partial x^2} + b(u) + \sigma(u)\dot{W}. \end{equation*} The drift bb and diffusion coefficient σ\sigma are Lipschitz continuous away from zero, although their Lipschitz constants may blow up as the argument approaches zero. We establish the existence of a unique global mild solution that remains strictly positive. Examples include b(u)=uloguA1b(u)=u|\log u|^{A_1} and σ(u)=uloguA2\sigma(u)=u|\log u|^{A_2} with A1(0,1)A_1\in(0,1) and A2(0,1/4)A_2\in(0,1/4).

Keywords

Cite

@article{arxiv.2507.23637,
  title  = {A stochastic heat equation with non-locally Lipschitz coefficients},
  author = {Le Chen and Jingyu Huang and Wenxuan Tao},
  journal= {arXiv preprint arXiv:2507.23637},
  year   = {2025}
}
R2 v1 2026-07-01T04:28:01.650Z