On support theorems for stochastic nonlinear partial differential equations (Q4357572)

Let \(K\) be a real separable Hilbert space with scalar product \((\cdot, \cdot)_K\) and with orthonormal basis \(\{k_n\}^\infty_{n=1}\). Let \(w(t)\), \(t\in [0,T]\), be a \(K\)-valued Wiener process with nuclear covariance operator \(J\). It is known that there are real-valued independent Wiener processes \(\{w^j(t)\}^\infty_{j=1}\) on \([0,T]\) such that \(w(t)= \sum^\infty_{j= 1} w^j(t)k_j\) almost everywhere. Let define \(w_{(n)}(t)= \sum^\infty_{j=1} w^j_{(n)} (t)k_j\) with \(w^j_{(n)} (t)= \int^{1/n}_0 w^j(t-s) p_{1/n} (s)ds\) for \(j=1,2, \dots,\;p_{1/n} (s)= np(ns)\), \(s\in [0, 1/n]\), where \(p\) is a nonnegative \(C^\infty\)-function with support in \([0,1]\) and such that \(\int^1_0 p(s)ds=1\). Let us consider the equations \[ du_{(n)} (t)+A \bigl(t,u_{(n)} (t)\bigr) dt+B \bigl(t,u_{(n)} (t)\bigr) dw_{(n)} (t)= f\bigl(t,w_{(n)} (t)\bigr)dt, \quad u(0) =u_0, \] \[ d \widetilde u (t)+ A\bigl(t, \widetilde u(t)\bigr) dt+B \bigl(t, \widetilde u(t)\bigr) dw(t)+ {1\over 2} Idt=f \bigl(t, w(t) \bigr) dt, \quad \widetilde u(0) =u_0, \tag{1} \] where \(I=t \widetilde r(JDB(t, \widetilde u(t)) B(t, \widetilde u(t)))\) is some correction term. The author proves that under some conditions on the operators \(A,B\) and on the function \(f\) we have \[ \lim_{n\to\infty} P\biggl( \sup_{0\leq t\leq T} \bigl|u_{(n)} (t)- \widetilde u(t)\bigr|_H> \varepsilon\biggr) =0 \quad \text{for every } \varepsilon>0. \] Using this result the author proves the support theorem for equation (1) and for the stochastic Navier-Stokes equation. For the entire collection see [Zbl 0870.00040].