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带噪声项的Heat Equation系统在有限时刻爆破的临界参数

The Critical Parameter for the Heat Equation with a Noise Term to Blow Up in Finite Time

Carl Mueller

摘要:

考虑随机偏微分方程u_t= u_{xx} +u^gamma dot{W},其中x在[0,J]中,dot{W}=dot{W}(t,x)是2参数白噪声,我们假设初始函数u(0,x)是非负的且不恒为0.我们在u上施加Dirichlet边界条件。如果存在有限随机时间T使得P(\lim_{t->T} sup_x u(t,x)=infty)>0,则我们说u在有限时间内以正概率爆破。我们知道,如果gamma<3/2,那么概率为1,u不会在有限时间内爆炸。我们还知道,对于足够大的伽玛,有限时间爆破的概率是正的。在本文中,我们证明了,如果伽玛>3/2,那么有一个正的概率,u在有限时间内爆炸。

英文摘要:

Consider the stochastic partial differential equation u_t=u_{xx}+u^gamma dot{W}, where x in [0,J], dot{W}=dot{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. We say that u blows up in finite time, with positive probability, if there is a finite random time T such that P(\lim_{t->T}sup_x u(t,x)=infty)>0. It was known that if gamma<3/2, then with probability 1, u does not blow up in finite time. It was also known that there is a positive probability of finite time blow-up for gamma sufficiently large. In this paper, we show that if gamma>3/2, then there is a positive probability that u blows up in finite time.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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