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.
State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院);School of Mathematical Sciences, University of Chinese Academy of Sciences(中国科学院大学数学科学学院)
Heat kernel estimates for Markov processes with blowing-up jump kernels
University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校);Seoul National University(首尔国立大学);Dr. Franjo Tuđman Defense and Security University(弗兰约·图季曼国防与安全大学);University of Zagreb(萨格勒布大学)
Delayed Blow-up in 3D Fluids via Pseudo-transport Noise
University of Chinese Academy of Sciences(中国科学院大学);Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院);Università di Pisa(比萨大学)