## Abstract

We consider the following stochastic heat equation

∂_u 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) ∈ (0 ,∞) × R, where ˙W denotes space-time white noise. The function 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

∫_1^∞▒ dy/(b(y))

implies that the solution almost surely blows up everywhere and instantaneously, In other words, the Osgood condition ensures that P{u(t , x) = ∞ for all t > 0 and x ∈ R} = 1. The main ingredientsof the proof involve a hitting-time bound for a class of differential inequalities (Remark 4.3), 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 [3, 4].

∂_u 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) ∈ (0 ,∞) × R, where ˙W denotes space-time white noise. The function 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

∫_1^∞▒ dy/(b(y))

implies that the solution almost surely blows up everywhere and instantaneously, In other words, the Osgood condition ensures that P{u(t , x) = ∞ for all t > 0 and x ∈ R} = 1. The main ingredientsof the proof involve a hitting-time bound for a class of differential inequalities (Remark 4.3), 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 [3, 4].

Original language | English |
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Pages (from-to) | 601-624 |

Number of pages | 24 |

Journal | Probability Theory and Related Fields |

Volume | 190 |

Issue number | 1-2 |

Early online date | 5 Mar 2024 |

DOIs | |

Publication status | E-pub ahead of print - 5 Mar 2024 |

## Keywords

- math.PR
- math.AP
- 60H15, 60H07, 60F05