Finite-time blowup and existence of global positive solutions of a semi-linear SPDE

TL;DR

This paper investigates the conditions under which solutions to a specific semi-linear stochastic partial differential equation either blow up in finite time or exist globally, providing probabilistic estimates for both scenarios.

Contribution

It offers new probabilistic estimates for finite-time blowup and global existence of positive solutions to a class of semi-linear SPDEs with multiplicative noise.

Findings

Derived probability estimates for finite-time blowup.

Established conditions for global positive solutions.

Analyzed the influence of parameters on solution behavior.

Abstract

We consider stochastic equations of the prototype $du(t,x) =(\Delta u(t,x)+u(t,x)^{1+\beta})dt+\kappa u(t,x) dW_{t}$ on a smooth domain $D\subset \mathord{\rm I\mkern-3.6mu R\:}^d$, with Dirichlet boundary condition, where $\beta$, $\kappa$ are positive constants and $\{W_t $, $t\ge0\}$ is a one-dimensional standard Wiener process. We estimate the probability of finite time blowup of positive solutions, as well as the probability of existence of non-trivial positive global solutions.