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Blow-up of semilinear pde's at the critical dimension. A probabilistic approach
Authors:Matthias Birkner   José   Alfredo Ló  pez-Mimbela   Anton Wakolbinger
Affiliation:FB Mathematik, J.W. Goethe Universität, D-60054 Frankfurt am Main, Germany ; Centro de Investigación en Matemáticas, Apartado Postal 402, Guanajuato 36000, Mexico ; FB Mathematik, J.W. Goethe Universität, D-60054 Frankfurt am Main, Germany
Abstract:We present a probabilistic approach which proves blow-up of solutions of the Fujita equation $partial w/partial t = -(-Delta)^{alpha/2}w + w^{1+beta}$ in the critical dimension $d=alpha/beta$. By using the Feynman-Kac representation twice, we construct a subsolution which locally grows to infinity as $ttoinfty$. In this way, we cover results proved earlier by analytic methods. Our method also applies to extend a blow-up result for systems proved for the Laplacian case by Escobedo and Levine (1995) to the case of $alpha$-Laplacians with possibly different parameters $alpha$.

Keywords:Blow-up of semilinear systems   Feynman-Kac representation   symmetric stable processes
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