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 , driven by space-time white noise , with an initial condition 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 and diffusion coefficient 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 and with and .
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}
}