The critical parameter for the heat equation with a noise term to blow up in finite time
Mueller, Carl
Ann. Probab., Tome 28 (2000) no. 1, p. 1735-1746 / Harvested from Project Euclid
Consider the stochastic partial differential equation ¶ $u_t=u_{xx}+u^\gammaW$ ¶ where $x\in\mathbf{I}\equiv[0,J], W=W(t,x)$ is 2-parameter white noise, and we assume that the initial function $u(0,x)$ is nonnegative and not identically 0. We impose Dirichlet boundary conditions on u in the interval I. We say that u blows up in finite time, with positive probability, if there is a random time $T < \infty$ such that $$ P(\lim_{t \uparrow T} \sup_{x} u(t, x) = \infty) > 0. $$ It was known that if $\gamma<3/2$, then with probability 1, $u$ does not blowup in finite time. It was also known that there is a positive probability of finite time blowup for $\gamma$ sufficiently large. ¶ We show that if $\gamma>3/2$, then there is a positive probability that u blows up in finite time.
Publié le : 2000-10-14
Classification:  Heat equation,  white noise,  stochastic partial differential equations,  60H15,  35R60,  35L05
@article{1019160505,
     author = {Mueller, Carl},
     title = {The critical parameter for the heat equation with a noise term to
		 blow up in finite time},
     journal = {Ann. Probab.},
     volume = {28},
     number = {1},
     year = {2000},
     pages = { 1735-1746},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1019160505}
}
Mueller, Carl. The critical parameter for the heat equation with a noise term to
		 blow up in finite time. Ann. Probab., Tome 28 (2000) no. 1, pp.  1735-1746. http://gdmltest.u-ga.fr/item/1019160505/