Positive probability of explosion for stochastic heat equation with superlinear accretive reaction term and polynomially growing multiplicative noise

Abstract

This paper studies the finite time explosion of the stochastic heat equation $\frac{\partial u}{\partial t}(t,x)=\frac{{\partial }^2}{\partial x^2}u(t,x)+(u(t,x){)}^{\beta }+\sigma (u(t,x))\dot{W}(t,x)$. We consider an interval $D=[-\pi ,\pi ]$ under periodic boundary condition where $\dot{W}(t,x)$ is a space-time white noise and $\sigma (u)\approx u^{\gamma }$ near $\infty$. Our results refine existing results by identifying behavior in a previously less understood regime, where we show that if $\beta \in (1,3),\gamma \in (\frac{\beta }{2},\frac{\beta +3}{4})$ or $\beta >1,\gamma \in (0,\frac{\beta }{2}]$ then mild solutions can explode with positive probability. This paper provides a partial characterization of the explosion behavior in an intermediate parameter regime, and contribute to the understanding of the interplay between the drift and diffusion terms.

arXiv comment27 pages, 3 figures; updated references; added a comment on more general initial data