The critical parameter for the heat equation with a noise term to blow up in finite time
In: Annals of probability, Jg. 28 (2000), Heft 4, S. 1735-1746
Online
academicJournal
- print, 12 ref
Zugriff:
Consider the stochastic partial differential equation ut = uxx + uγW, where x E I ≡ [0, J], W = W(t, x) is 2-parameter white noise, and we assume that the initial function u(0, x) is nonnegative and not identically 0. We impose Dirichlet boundary conditions on u in the interval I. We say that u blows up in finite time, with positive probability, if there is a random time T < ∞ such that P(lim sup u(t, x) = ∞) > 0./t↑T x It was known that if y < 3/2, then with probability 1, u does not blow up in finite time. It was also known that there is a positive probability of finite time blowup for y sufficiently large. We show that if y > 3/2, then there is a positive probability that u blows up in finite time.
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The critical parameter for the heat equation with a noise term to blow up in finite time
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Autor/in / Beteiligte Person: | MUELLER, Carl |
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Zeitschrift: | Annals of probability, Jg. 28 (2000), Heft 4, S. 1735-1746 |
Veröffentlichung: | Hayward, CA: Institute of Mathematical Statistics, 2000 |
Medientyp: | academicJournal |
Umfang: | print, 12 ref |
ISSN: | 0091-1798 (print) |
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