Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs (Q372812)

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Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
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    Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs (English)
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    21 October 2013
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    The authors consider an equation \(du-\Delta u\,dt+f(u)\,dt=\eta u\,dt+B\,dW\), \(u(0)=u_0\in C(\overline{\mathcal O})\) on a bounded domain \(\mathcal O\) in \(\mathbb R^d\) with the homogeneous Dirichlet boundary condition. Here, \(f\in C^1(\mathbb R)\) is an increasing function such that \(f^\prime\) is of polynomial growth, \(\eta\) is a positive number, \(B\) is a bounded linear operator on \(L^2(\mathcal O)\) and \(W\) is a cylindrical Wiener process on \(L^2(\mathcal O)\). The operator \(B\) is subject to an additional assumption in order that the equation may have random field solutions defined for every \((t,x)\in(0,T]\times\overline{\mathcal O}\) in an almost-surely unique way. It is proved that if the Green function for the operator \(\partial_t-\Delta_{\text{Dirichlet}}\) satisfies a minorization property then the law of \(u(t,x)\) is absolutely continuous with respect to the Lebesgue measure for every \((t,x)\in(0,T]\times\mathcal O\) and if \(f\in C^m(\mathbb R)\) has polynomially growing derivatives up to order \(m\) for some \(m\geq 2\), then the density of the law of \(u(t,x)\) belongs to \(C^{m-2}(\mathbb R)\). The proof is based on the Malliavin calculus.
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    stochastic partial differential equation
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    existence of densities
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    regularity of densities
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    Malliavin calculus
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