English

Global solutions to reaction-diffusion equations with super-linear drift and multiplicative noise

Probability 2017-06-08 v2

Abstract

Let ξ(t,x)\xi(t\,,x) denote space-time white noise and consider a reaction-diffusion equation of the form u˙(t,x)=12u"(t,x)+b(u(t,x))+σ(u(t,x))ξ(t,x), \dot{u}(t\,,x)=\tfrac12 u"(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \xi(t\,,x), on R+×[0,1]\mathbb{R}_+\times[0\,,1], with homogeneous Dirichlet boundary conditions and suitable initial data, in the case that there exists ε>0\varepsilon>0 such that b(z)z(logz)1+ε\vert b(z)\vert \ge|z|(\log|z|)^{1+\varepsilon} for all sufficiently-large values of z|z|. When σ0\sigma\equiv 0, it is well known that such PDEs frequently have non-trivial stationary solutions. By contrast, Bonder and Groisman (2009) have recently shown that there is finite-time blowup when σ\sigma is a non-zero constant. In this paper, we prove that the Bonder--Groisman condition is unimproveable by showing that the reaction-diffusion equation with noise is "typically" well posed when b(z)=O(zlog+z)\vert b(z) \vert =O(|z|\log_+|z|) as z|z|\to\infty. We interpret the word "typically" in two essentially-different ways without altering the conclusions of our assertions.

Keywords

Cite

@article{arxiv.1701.04660,
  title  = {Global solutions to reaction-diffusion equations with super-linear drift and multiplicative noise},
  author = {Robert C. Dalang and Davar Khoshnevisan and Tusheng Zhang},
  journal= {arXiv preprint arXiv:1701.04660},
  year   = {2017}
}

Comments

This is the submitted version of our paper

R2 v1 2026-06-22T17:52:08.099Z