Stochastic PDEs with Generalized Coercivity: Global Well-Posedness and Finite Time Extinction

Abstract

This work investigates the global existence, uniqueness, and Feller property for stochastic partial differential equations under generalized coercivity conditions, particularly in cases where the corresponding deterministic equations possess only local solutions. Furthermore, we reveal a novel phenomenon: for a potentially explosive deterministic system, the introduction of appropriate multiplicative noise not only prevents blow-up but also leads to the finite-time extinction of the stochastic dynamics. Our main results are applicable to a broad range of models, including stochastic 3D Navier-Stokes equations, stochastic surface growth models, and stochastic $p$-Laplace equations with heat sources.