Long-time existence for signed solutions of the heat equation with a noise term

被引:17
|
作者
Mueller, C [1 ]
机构
[1] Univ Rochester, Dept Math, Rochester, NY 14627 USA
关键词
stochastic partial differential equations; heat equation; long time; existence; white noise;
D O I
10.1007/s004400050144
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let II be the circle [0,J] with the ends identified. We prove longtime existence for the following equation. u(t) = u(xx) + g(u)(W) over dot, T>0, x is an element of Pi u(0,x) = u(0)(x) Here, (W) over dot = (W) over dot(t,x) is 2-parameter white noise, and we assume that u(0)(x) is a continuous function on Pi. We show that if g(u) grows no faster than C-0(1+\u\)(gamma) for some gamma < 3/2, C-0 > 0, then this equation has a unique solution u(t,x) valid for all times t > 0.
引用
收藏
页码:51 / 68
页数:18
相关论文
共 50 条