Existence of global and explosive mild solutions of fractional reaction-diffusion system of semilinear SPDEs with fractional noise

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Hauptverfasser: Sankar, S., Mohan, Manil T., Karthikeyan, S.
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Veröffentlicht: 2022
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author Sankar, S.
Mohan, Manil T.
Karthikeyan, S.
author_facet Sankar, S.
Mohan, Manil T.
Karthikeyan, S.
contents In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion given by \begin{eqnarray*} du_{1}(t,x)&=&\left[ Δ_αu_{1}(t,x)+γ_{1}u_{1}(t,x)+u^{1+β_{1}}_{2}(t,x) \right]dt &\qquad \ \ +k_{11}u_{1}(t,x)dB^{H}_{1}(t)+k_{12}u_{1}(t,x)dB^{H}_{2}(t), du_{2}(t,x)&=&\left[ Δ_αu_{2}(t,x)+γ_{2}u_{2}(t,x)+u^{1+β_{2}}_{1}(t,x) \right]dt &\qquad \ \ +k_{21}u_{2}(t,x)dB^{H}_{1}(t)+k_{22}u_{2}(t,x)dB^{H}_{2}(t), \end{eqnarray*} for $x \in \mathbb{R}^{d},\ t \geq 0$, along with \begin{equation*} \begin{array}{ll} u_{i}(0,x)=f_{i}(x), &x \in \mathbb{R}^{d}, \nonumber \end{array} \end{equation*} where $Δ_α$ is the fractional power $-(-Δ)^{\fracα{2}}$ of the Laplacian, $0<α\leq 2$ and $β_{i}>0,\ γ_{i}>0$ and $k_{ij}\geq 0, i,j=1,2$ are constants. We provide sufficient conditions for the existence of a global weak solution. Under the assumption that $β_{1}\geq β_{2}>0$ with Hurst index $ 1/2 \leq H < 1,$ we obtain the blow-up times for an associated system of random partial differential equations in terms of an integral representation of exponential functions of Brownian motions. Moreover, we provide lower and upper bounds for the finite-time blow-up of the above system of SPDEs and obtain the upper bounds for the probability of non-explosive solutions to our considered system.
format Preprint
id arxiv_https___arxiv_org_abs_2211_03111
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Existence of global and explosive mild solutions of fractional reaction-diffusion system of semilinear SPDEs with fractional noise
Sankar, S.
Mohan, Manil T.
Karthikeyan, S.
Analysis of PDEs
Probability
35R60, 60H15, 74H35
In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction-diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion given by \begin{eqnarray*} du_{1}(t,x)&=&\left[ Δ_αu_{1}(t,x)+γ_{1}u_{1}(t,x)+u^{1+β_{1}}_{2}(t,x) \right]dt &\qquad \ \ +k_{11}u_{1}(t,x)dB^{H}_{1}(t)+k_{12}u_{1}(t,x)dB^{H}_{2}(t), du_{2}(t,x)&=&\left[ Δ_αu_{2}(t,x)+γ_{2}u_{2}(t,x)+u^{1+β_{2}}_{1}(t,x) \right]dt &\qquad \ \ +k_{21}u_{2}(t,x)dB^{H}_{1}(t)+k_{22}u_{2}(t,x)dB^{H}_{2}(t), \end{eqnarray*} for $x \in \mathbb{R}^{d},\ t \geq 0$, along with \begin{equation*} \begin{array}{ll} u_{i}(0,x)=f_{i}(x), &x \in \mathbb{R}^{d}, \nonumber \end{array} \end{equation*} where $Δ_α$ is the fractional power $-(-Δ)^{\fracα{2}}$ of the Laplacian, $0<α\leq 2$ and $β_{i}>0,\ γ_{i}>0$ and $k_{ij}\geq 0, i,j=1,2$ are constants. We provide sufficient conditions for the existence of a global weak solution. Under the assumption that $β_{1}\geq β_{2}>0$ with Hurst index $ 1/2 \leq H < 1,$ we obtain the blow-up times for an associated system of random partial differential equations in terms of an integral representation of exponential functions of Brownian motions. Moreover, we provide lower and upper bounds for the finite-time blow-up of the above system of SPDEs and obtain the upper bounds for the probability of non-explosive solutions to our considered system.
title Existence of global and explosive mild solutions of fractional reaction-diffusion system of semilinear SPDEs with fractional noise
topic Analysis of PDEs
Probability
35R60, 60H15, 74H35
url https://arxiv.org/abs/2211.03111