$L^2$-solutions to stochastic reaction-diffusion equations with superlinear drifts driven by space-time white noise^
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| Format: | Preprint |
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2025
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| _version_ | 1866911157192753152 |
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| author | Shang, Shijie Wang, Pengyu Zhang, Tusheng |
| author_facet | Shang, Shijie Wang, Pengyu Zhang, Tusheng |
| contents | Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + σ(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in [0,1]$, with initial condition $$ u(0,x) = u_0(x) $$ for $x \in [0,1]$, where $u_0 \in L^2[0,1]$.
In this paper, we establish existence and uniqueness of probabilistically strong solutions in $C(R_+, L^2[0,1])$. Our result resolves a problem from [Ann. Probab. 47 (2019) 519-559] and provides an alternative proof of the non-blowup of $L^2[0,1]$ solutions from the same reference. We use new Gronwall-type inequalities. Due to nonlinearity, we work with first order moments, requiring precise estimates of the stochastic convolution. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2509_12744 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | $L^2$-solutions to stochastic reaction-diffusion equations with superlinear drifts driven by space-time white noise^ Shang, Shijie Wang, Pengyu Zhang, Tusheng Probability Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + σ(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in [0,1]$, with initial condition $$ u(0,x) = u_0(x) $$ for $x \in [0,1]$, where $u_0 \in L^2[0,1]$. In this paper, we establish existence and uniqueness of probabilistically strong solutions in $C(R_+, L^2[0,1])$. Our result resolves a problem from [Ann. Probab. 47 (2019) 519-559] and provides an alternative proof of the non-blowup of $L^2[0,1]$ solutions from the same reference. We use new Gronwall-type inequalities. Due to nonlinearity, we work with first order moments, requiring precise estimates of the stochastic convolution. |
| title | $L^2$-solutions to stochastic reaction-diffusion equations with superlinear drifts driven by space-time white noise^ |
| topic | Probability |
| url | https://arxiv.org/abs/2509.12744 |