Instantaneous everywhere-blowup of parabolic SPDEs

Abstract

AbstractWe consider the following stochastic heat equation $$\begin{aligned} \partial _t u(t,x) = \tfrac{1}{2} \partial ^2_x u(t,x) + b(u(t,x)) + \sigma (u(t,x)) {\dot{W}}(t,x), \end{aligned}$$ ∂ t u ( t , x ) = 1 2 ∂ x 2 u ( t , x ) + b ( u ( t , x ) ) + σ ( u ( t , x ) ) W ˙ ( t , x ) , defined for $$(t,x)\in (0,\infty )\times {\mathbb {R}}$$ ( t , x ) ∈ ( 0 , ∞ ) × R , where $${\dot{W}}$$ W ˙ denotes space-time white noise. The function $$\sigma $$ σ is assumed to be positive, bounded, globally Lipschitz, and bounded uniformly away from the origin, and the function b is assumed to be positive, locally Lipschitz and nondecreasing. We prove that the Osgood condition $$\begin{aligned} \int _1^\infty \frac{\textrm{d}y}{b(y)}<\infty \end{aligned}$$ ∫ 1 ∞ d y b ( y ) < ∞ implies that the solution almost surely blows up everywhere and instantaneously, In other words, the Osgood condition ensures that $$\textrm{P}\{ u(t,x)=\infty \quad \hbox { for all } t>0 \hbox { and } x\in {\mathbb {R}}\}=1.$$ P { u ( t , x ) = ∞ for all t > 0 and x ∈ R } = 1 . The main ingredients of the proof involve a hitting-time bound for a class of differential inequalities (Remark 3.3), and the study of the spatial growth of stochastic convolutions using techniques from the Malliavin calculus and the Poincaré inequalities that were developed in Chen et al. (Electron J Probab 26:1–37, 2021, J Funct Anal 282(2):109290, 2022).