Degree theory on Wiener space and an application to a class of SPDEs (Q4357575)

The authors first introduce a variant of the extended degree theorem on the abstract Wiener space \((W,H,\mu)\). Based upon this, they prove the theorem: Let \(K\) be a linear Hilbert-Schmidt operator on \(H\) and \(G(h)\) a continuous function from \(H\) to itself such that \(|G(h)|_H= o(|h|_H)\) as \(|h|_H\to \infty\). Then the equation for \(y\): \[ y+ KG(y)=\widetilde K w\tag{1} \] possesses a measurable \(H\)-valued solution, where \(\widetilde K\) is the natural extension of \(K\) to the abstract Wiener space. As an application of the above theorem, the stochastic partial differential equation \[ -\Delta\xi(x)+ g(x,\xi(x))= \dot w,\quad x\in D,\tag{2} \] with the boundary condition \[ \xi|_{\partial D}= 0\tag{3} \] is considered. \(\Delta\) denotes the Laplacian on a bounded domain \(D\) in \(\mathbb{R}^d\) (the dimension \(d\) should be restricted to 1, 2 or 3). Let \(\dot w\) be a white noise on \(\mathbb{R}^d\) and \(H_0= L^2(D)\). Assume that \(g(x, r)\), \(x\in D\), be a real-valued function such that for any \(f\in H_0\), \(g(x, f(x))\), \(x\in\mathbb{R}^d\), is a continuous bounded transformation from \(H_0\) to itself satisfying the assumption on \(G\) in the theorem with \(H\) replaced by \(H_0\). On this account, equations (2), (3) can be rewritten into the equation similar to (1): \[ \eta+ K_1G_1(\eta)= \widetilde K_1w\tag{4} \] by employing a strictly positive Hilbert-Schmidt kernel \(k=(-\Delta)^{-1}\) (which is subject to the boundary condition (3)). \(K_1\) is defined by \((K_1\eta)(x)= \int_{R^d_x\cap D} \int_D k(y_1, y_2)\xi(y_2)dy_2 dy_1\) with \(R^d_x:= \{y: y_i\leq x_i, \forall i\leq d\}\). Hence the existence of a measurable solution to (4) immediately follows from the theorem. This is a companion paper to [Probab. Theory. Relat. Fields 108, No. 2, 259-279 (1997; Zbl 0883.60037)]. For the entire collection see [Zbl 0870.00040].