Obstacle problem for semilinear parabolic equations with measure data (Q2351478)

Let \(D\subset \mathbb R^{d}\), \(d\geq2\), be an open bounded set and let \(\mu\) be a bounded soft measure on \(D_{T}=(0,T]\times D\), \(f:\;D_{T}\times \mathbb R \to \mathbb R\), \(\phi:\;D\to \mathbb R\), \(h_1, h_2:\;D_{T}\to\bar {\mathbb R}\), \(h_1\leq h_2\). The authors prove the existence and uniqueness of a renormalized solution of the obstacle problem \(\partial u/\partial t +A_{t}u\leq-f_{u}-\mu\) on \(\{u\geq h_1\}\), \(\partial u/\partial t +A_{t}u\geq-f_{u}-\mu\) on \(\{u\leq h_2\}\), \(h_1\leq u\leq h_2\) on \(D_{T}\), \(u(T,\cdot)=\phi\), \(u(t,\cdot)|_{\partial D}\), \(t\in (0,T)\). Here \(f_{u}(t,x)=f(t,x,u(t,x)), (t,x)\in D_{T}\), \(A_{t}={1\over 2}\sum_{i,j=1}^{d}{\partial\over\partial x_{j}}\left(a_{ij}(t,x){\partial\over\partial x_{i}}\right)\). The definition of a solution is based on a nonlinear Feynman-Kac formula and the authors use methods of the theory of Markov processes and the theory of backward stochastic differential equations. The results on approximation of solutions by the penalization method are presented.