Impacts of Noise on a Class of Partial Differential Equations

Abstract: This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic parabolic equations. Then, we prove that noise could induce singularities (finite time blow up of solutions). Finally, we show that a stochastic Allen-Cahn equation does not have finite time singularities and the unique solution exists globally.