Abstract :
We investigate finite-time blow-up and stability of semilinear partial differential equations of the
form ∂wt /∂t = Γwt + νtσw
1+β
t , w0(x) = ϕ(x) 0, x ∈ R+, where Γ is the generator of the
standard gamma process and ν > 0, σ ∈ R, β > 0 are constants. We show that any initial value
satisfying c1x−a1 ϕ(x), x >x0, for some positive constants x0, c1, a1, yields a non-global solution
if a1β < 1 + σ. If ϕ(x) c2x−a2, x>x0, where x0, c2, a2 > 0, and a2β > 1 + σ, then the
solution wt is global and satisfies 0 wt (x) Ct−a2, x 0, for some constant C >0. This complements
the results previously obtained in [M. Birkner et al., Proc. Amer. Math. Soc. 130 (2002)
2431; M. Guedda, M. Kirane, Bull. Belg. Math. Soc. Simon Stevin 6 (1999) 491; S. Sugitani, Osaka
J. Math. 12 (1975) 45] for symmetric α-stable generators. Systems of semilinear PDEs with gamma
generators are also considered.
2004 Elsevier Inc. All rights reserved.
Keywords :
Feynman–Kac representation , Semilinear partial differential equations , Gamma processes , Blow-up of semilinearsystems