Nonexplosion and solvability of nonlinear diffusion equations on noncompact manifolds

Abstract

We find sufficient conditions on coefficients of diffusion equation on noncompact manifold, that guarantee non-explosion of solutions in a finite time. This property leads to the existence and uniqueness of solutions for corresponding stochastic differential equation with globally non-Lipschitz coefficients.

Proposed approach is based on the estimates on diffusion generator, that weakly acts on the metric function of manifold. Such estimates enable us to single out a manifold analogue of monotonicity condition on the joint behaviour of the curvature of manifold and coefficients of equation.