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Instantaneous everywhere-blowup of parabolic SPDEs. (English) Zbl 07924628

Summary: We consider the following stochastic heat equation \[ \partial_t u(t,x) = \tfrac{1}{2} \partial^2_x u(t,x) + b(u(t,x)) + \sigma (u(t,x)) {\dot{W}}(t,x), \] defined for \((t,x)\in (0,\infty )\times{\mathbb{R}} \), where \({\dot{W}}\) denotes space-time white noise. The function \(\sigma\) is assumed to be positive, bounded, globally Lipschitz, and bounded uniformly away from the origin, and the function \(b\) is assumed to be positive, locally Lipschitz and nondecreasing. We prove that the Osgood condition \[ \int_1^\infty \frac{\text{d}y}{b(y)}<\infty \] implies that the solution almost surely blows up everywhere and instantaneously, In other words, the Osgood condition ensures that \(\mathrm{P}\{ u(t,x)=\infty \text{ for all } t>0 \text{ and } x\in{\mathbb{R}}\}=1\).The main ingredients of the proof involve a hitting-time bound for a class of differential inequalities (Remark 3.3), and the study of the spatial growth of stochastic convolutions using techniques from the Malliavin calculus and the Poincaré inequalities that were developed in Chen et al. (Electron J Probab 26:1-37, 2021, J Funct Anal 282(2):109290, 2022).

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H07 Stochastic calculus of variations and the Malliavin calculus
60F05 Central limit and other weak theorems

References:

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