Global solutions to the stochastic heat equation with superlinear accretive reaction term and polynomially growing multiplicative noise
Michael Salins

TL;DR
This paper establishes conditions under which solutions to a stochastic heat equation with superlinear and polynomially growing terms remain bounded, preventing explosion under specific growth constraints.
Contribution
It provides new theoretical results ensuring the existence of global solutions for stochastic heat equations with superlinear and polynomial growth conditions.
Findings
Solutions do not explode under certain growth conditions.
Multiplicative noise growth is limited to prevent explosion.
Two sets of assumptions guarantee global solutions.
Abstract
We prove that mild solutions to the stochastic heat equation with superlinear accretive forcing and polynomially growing multiplicative noise cannot explode under two sets of assumptions. The first set of assumptions allows both the deterministic forcing and multiplicative noise terms to grow polynomially, as long as the multiplicative noise is sufficiently larger. The second set of assumptions imposes an Osgood condition on the deterministic forcing and allows the multiplicative noise to grow polynomially. In both cases, the multiplicative noise cannot grow faster than , as this would cause explosion.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics · Stochastic processes and statistical mechanics
