Existence and uniqueness results of a stochastic nonlinear heat equation with a constraint of codimension one

Abstract

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\ge 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an $L^2-$norm constraint on the solution. In bounded smooth domains, we establish the existence of a martingale solution taking values in $H_0^1\cap L^p$ for arbitrary $2\le p<\infty$, using a modified Faedo-Galerkin scheme. By utilizing a sequence of self-adjoint operators which are bounded in $L^p$ for any $2\le p<\infty$, we provide a novel proof of an Itô formula for the $L^p-$norm of the solution. Together with pathwise uniqueness of the martingale solution, the Yamada-Watanabe result then yields the existence of a strong solution and uniqueness in law.