The critical parameter for the heat equation with a noise term to blow up in finite time

Authors
Citation
C. Mueller, The critical parameter for the heat equation with a noise term to blow up in finite time, ANN PROBAB, 28(4), 2000, pp. 1735-1746
Citations number
12
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
28
Issue
4
Year of publication
2000
Pages
1735 - 1746
Database
ISI
SICI code
0091-1798(200010)28:4<1735:TCPFTH>2.0.ZU;2-R
Abstract
Consider the stochastic partial differential equation u(t) = u(xx) + u(gamm a)(W)over dot, where x epsilon I equivalent to [0, J], (W)over dot = (W)ove r dot(t, x) is 2-parameter white noise, and we assume that the initial func tion u(0, x) is nonnegative and not identically 0. We impose Dirichlet boun dary conditions on u in the interval I. We say that u blows up in finite ti me, with positive probability, if there is a random time T < infinity such that P(lim(t up arrowT) sup(x) u( t, x) = infinity) > 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 o f finite time blowup for gamma sufficiently large. We show that if gamma > 3/2, then there is a positive probability that u blows up in finite time.