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arXiv · 1508.05496

Finite-time blow-up of a non-local stochastic parabolic problem

Nikos I. Kavallaris·Yubin Yan
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Abstract

The main aim of the current work is the study of the conditions under which (finite-time) blow-up of a non-local stochastic parabolic problem occurs. We first establish the existence and uniqueness of the local-in-time weak solution for such problem. The first part of the manuscript deals with the investigation of the conditions which guarantee the occurrence of noise-induced blow-up. In the second part we first prove the $C^{1}$-spatial regularity of the solution. Then, based on this regularity result, and using a strong positivity result we derive, for first in the literature of SPDEs, a Hopf's type boundary value point lemma. The preceding results together with Kaplan's eigenfunction method are then employed to provide a (non-local) drift term induced blow-up result. In the last part of the paper, we present a method which provides an upper bound of the probability of (non-local) drift term induced blow-up.

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Nikos I. Kavallaris, Yubin Yan. 2015-08-22. Finite-time blow-up of a non-local stochastic parabolic problem. https://arxiv.org/abs/1508.05496

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