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Long time existence for the heat equation with a noise term
Authors:Carl Mueller
Affiliation:(1) Department of Mathematics, University of Rochester, 14627 Rochester, NY, USA
Abstract:Summary We consider the equationut=uxx+ugamma W forx on a finite interval, with Dirichlet boundary conditions. W is spacetime white noise. The initial condition is continuous and nonnegative. We show existence and uniqueness for all time, provided 1 gEgamma<3/2.Supported by an NSF grant
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