English

Solutions to the stochastic heat equation with polynomially growing multiplicative noise do not explode in the critical regime

Probability 2023-09-11 v1

Abstract

We investigate the finite time explosion of the stochastic heat equation ut=Δu(t,x)+σ(u(t,x))W˙(t,x)\frac{\partial u}{\partial t} = \Delta u(t,x) + \sigma(u(t,x))\dot{W}(t,x) in the critical setting where σ\sigma grows like σ(u)C(1+uγ)\sigma(u) \approx C(1 + |u|^\gamma) and γ=32\gamma = \frac{3}{2}. Mueller previously identified γ=32\gamma=\frac{3}{2} as the critical growth rate for explosion and proved that solutions cannot explode in finite time if γ<32\gamma< \frac{3}{2} and solutions will explode with positive probability if γ>32\gamma>\frac{3}{2}. This paper proves that explosion does not occur in the critical γ=32\gamma=\frac{3}{2} setting.

Keywords

Cite

@article{arxiv.2309.04330,
  title  = {Solutions to the stochastic heat equation with polynomially growing multiplicative noise do not explode in the critical regime},
  author = {Michael Salins},
  journal= {arXiv preprint arXiv:2309.04330},
  year   = {2023}
}