Pseudo-differential noise and nonlocal singularity formation in the stochastic Córdoba--Córdoba--Fontelos equation

Source abstract

We study the stochastic Córdoba--Córdoba--Fontelos equation driven by multiplicative Stratonovich noise. The noise amplitude is allowed to be a pseudo-differential operator whose leading part is nearly skew-adjoint. This class contains classical transport noise and also permits genuinely nonlocal perturbations. We first develop a local-in-time theory for maximal classical solutions in Sobolev spaces, proving existence, uniqueness, and a blow-up criterion. We then consider the special case of Stratonovich transport. For sufficiently large initial nonlocal steepness at a global maximum, we prove finite-time blow-up with arbitrarily high prescribed probability and obtain an explicit upper bound on the lifespan. Finally, on the event that the nonlocal steepness at the transported maximum diverges, we establish a conditional Type-I upper bound. When the terminal Cesàro average of the normalised nonlocal energy converges, we further identify the exact leading-order blow-up rate in terms of its limiting value.