Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains (Q325911)

The equation \[ du=[Au+f(u)]\,dt+\sigma(u)\,dW,\qquad u(0)=u_0 \tag{1} \] is considered on \(G=\mathbb R^d\) or \(G=\mathbb R^d_+=\{x:x_d>0\}\) (in the latter case, the homogeneous Dirichlet boundary condition is amended). Here, \(A\) is an elliptic operator and \(W\) is a Wiener process with a nuclear covariance operator. The operators \(f\) and \(\sigma\) are defined as super-position operators of functions on \(\mathbb R^{d+1}\) but \(f\) can be also a non-linear operator on \(L^2(G)\). Denote the heat kernel by \(g\). A non-negative bounded continuous weight \(\rho\in L^1(\mathbb R^d)\) such that \(g_t*\rho\leq C(T)\rho\) on \([0,T]\times\mathbb R^d\) is considered. Then, three main results are proved: (a) If \(d\geq 3\), \(G=\mathbb R^d\), the functions \(f(x,u)\) and \(\sigma(x,u)\) are Lipschitz continuous in the last variable uniformly in \(x\), \(\sigma\) is bounded and \(|f(x,u)|\leq\varphi(x)\) for some \(\varphi\in L^1(\mathbb R^d)\cap L^\infty(\mathbb R^d)\), then mild solutions to the equation (1) are bounded in \(L^2(\Omega;L^2_\rho(\mathbb R^d))\). (b) If \(d\geq 3\), \(G=\mathbb R^d\), \(f:L^2(\mathbb R^d)\to L^2(\mathbb R^d)\) and \(u\mapsto\sigma(\cdot,u(\cdot))\) are Lipschitz continuous as mappings from \(L^2(\mathbb R^d)\) to \(L^2(\mathbb R^d)\), \(f=0\) outside some ball in \(L^2(\mathbb R^d)\) and \(|\sigma(x,u)|\leq\psi(x)\) for some \(\psi\in L^2(\mathbb R^d)\), then mild solutions to the equation (1) are bounded in \(L^2(\Omega;L^2(\mathbb R^d))\). (c) In the third case, it is assumed that \(G=\mathbb R^d_+\), \(\rho(x)=e^{-|x|^2}\), \(Au=\rho^{-1}\text{div}\,(\rho\nabla u)\), \(f(x,u)\) and \(\sigma(x,u)\) are Lipschitz continuous in the last variable uniformly in \(x\) and \(f(x,0)\), \(\sigma(x,0)\) belong to \(L^\infty(\mathbb R^d_+)\). Assuming that \(W\) is two-sided, the equation is considered on \(\mathbb R\). If the Lipschitz constants of \(f\) and \(\sigma\) are small enough, then the equation has a unique mild solution bounded in \(L^2(\Omega;L^2_\rho(\mathbb R^d_+))\) and this solution is exponentially stable. Finally, the existence and uniqueness of invariant measures for the equation are discussed, using the formerly proved results on boundedness of the solutions.