Semimartingale attractors for generalized Allen-Cahn SPDEs driven by space-time white noise (Q1428313): Difference between revisions

A stochastic Allen-Cahn equation \[ \partial_{t}U = \Delta U + f(U) + \partial_{t}\partial_{x}W,\tag{1} \] \((t,x)\in\mathbb R_{+} \times (0,L)\), with boundary conditions \(U(t,0) = U(t,L) =0\) and an initial condition \(U(0,\cdot) = u_0\) is considered, where \(f\) is a polynomial \(f(z) = \sum^{2p-1}_{k=0} a_{k}z^{k}\) with \(a_{2p-1}<0\) and \(\partial_{t}\partial_{x}W\) is a space-time white noise. Suppose that \(u_0\) is a deterministic continuous function. The main result of the paper is a theorem stating that there exists a pathwise unique solution \(U\) to (1) and it possesses a semimartingale functional attractor (that is, a random dynamical system \(\Phi\) on \(L^2(0,L)\) defined by \(\Phi(t-s,\omega)U(s,\cdot,\omega) = U(t,\cdot,\omega)\) has a random attractor). The proof is merely sketched.