The Osgood condition for stochastic partial differential equations

Foondun, Mohammud and Nualart, Eulalia (2019) The Osgood condition for stochastic partial differential equations. Bernoulli Society for Mathematical Statistics and Probability. ISSN 1350-7265 (In Press)

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    We study the following equation  (∂u(t,x))/∂t  = ∆u(t,x) + b(u(t,x)) + σW (t,x),t > 0 where σ is a positive constant and W is a space-time white noise. The initial condition u(0, x) = u0(x) is assumed to be a nonnegative and continuous function. We first study the problem on [0,\,1] with homogeneous Dirichlet boundary conditions. Under some suitable conditions, together with a theorem of Bonder and Groisman, our first result shows that the solution blows up in finite time if and only if  which is the well-known Osgood condition. We also consider the same equation on thewhole line and show that the above condition is sufficient for the nonexistence of globalsolutions. Various other extensions are provided; we look at equations with fractionalLaplacian and spatial colored noise in Rd.