Blowup for the multiplicative stochastic heat equation with superlinear drift

Fuente: arXiv
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Main Authors: Joseph, Mathew, Ovhal, Shubham
Format: Preprint
Published: 2025
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author Joseph, Mathew
Ovhal, Shubham
author_facet Joseph, Mathew
Ovhal, Shubham
contents We consider the stochastic heat equation with multiplicative white noise: $\partial_t u =\partial_x^2u + b(u) +σ(u) \dot W$, both on $[0,1]$ and $\mathbf{R}$. In the case of $[0,1]$ we show that the finite Osgood criterion on $b$ is a necessary and sufficient condition for finite-time blowup, under fairly general conditions on $σ$. In the case of $\mathbf{R}$ we show instantaneous explosion when we start with initial profile $u_0\equiv 1$, extending the work of [10] which dealt with bounded $σ$. The second result follows from the first by a comparison result which shows that the solution on $\mathbf{R}$ stays above the corresponding solution on $[0,1]$ with Dirichlet boundary conditions.
format Preprint
id arxiv_https___arxiv_org_abs_2511_23403
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Blowup for the multiplicative stochastic heat equation with superlinear drift
Joseph, Mathew
Ovhal, Shubham
Probability
We consider the stochastic heat equation with multiplicative white noise: $\partial_t u =\partial_x^2u + b(u) +σ(u) \dot W$, both on $[0,1]$ and $\mathbf{R}$. In the case of $[0,1]$ we show that the finite Osgood criterion on $b$ is a necessary and sufficient condition for finite-time blowup, under fairly general conditions on $σ$. In the case of $\mathbf{R}$ we show instantaneous explosion when we start with initial profile $u_0\equiv 1$, extending the work of [10] which dealt with bounded $σ$. The second result follows from the first by a comparison result which shows that the solution on $\mathbf{R}$ stays above the corresponding solution on $[0,1]$ with Dirichlet boundary conditions.
title Blowup for the multiplicative stochastic heat equation with superlinear drift
topic Probability
url https://arxiv.org/abs/2511.23403