# The Osgood condition for stochastic partial differential equations

## TL;DR

This paper investigates the blow-up behavior of solutions to stochastic PDEs with noise, establishing the Osgood condition as a criterion for finite-time blow-up and nonexistence of global solutions across various settings.

## Contribution

It extends the classical Osgood condition to stochastic PDEs, providing new criteria for solution blow-up and nonexistence in different spatial domains and noise types.

## Key findings

- Solution blows up in finite time if and only if the Osgood integral condition holds.
- The Osgood condition ensures nonexistence of global solutions on the whole line.
- Extensions include equations with fractional Laplacian and spatial colored noise.

## Abstract

We study the following equation \begin{equation*} \frac{\partial u(t,\,x)}{\partial t}= \Delta u(t,\,x)+b(u(t,\,x))+\sigma \dot{W}(t,\,x),\quad t>0, \end{equation*} where $\sigma$ is a positive constant and $\dot{W}$ is a space-time white noise. The initial condition $u(0,x)=u_0(x)$ is assumed to be a nonnegative and continuous function. We first study the problem on $[0,\,1]$ with homogeneous Dirichlet boundary conditions. Under some suitable conditions, together with a theorem of Bonder and Groisman, our first result shows that the solution blows up in finite time if and only if \begin{equation*} \int_{\cdot}^\infty\frac{1}{b(s)}\,d s<\infty, \end{equation*} which is the well-known Osgood condition. We also consider the same equation on the whole line and show that the above condition is sufficient for the nonexistence of global solutions. Various other extensions are provided; we look at equations with fractional Laplacian and spatial colored noise in $\mathbb{R}^d$.