Hörmander's theorem for semilinear SPDEs

DOI10.1214/19-EJP387MaRDI QIDQ2279327zbMATH OpenFDO

Authors Andris Gerasimovičs, Martin Hairer

Publication date 12 December 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.06339, https://projecteuclid.org/euclid.ejp/1573614084

Hörmander's condition rough Fubini theorem rough paths rough PDEs

Reaction-diffusion equations (35K57) Navier-Stokes equations (35Q30) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-dimensional Wiener process. We show that, provided that an infinite-dimensional analogue of H"ormander's bracket condition holds, the Malliavin matrix of the solution is an operator with dense range. In particular, we show that the laws of finite-dimensional projections of such solutions admit smooth densities with respect to Lebesgue measure. The main idea is to develop a robust pathwise solution theory for such SPDEs using rough paths theory, which then allows us to use a pathwise version of Norris's lemma to work directly on the Malliavin matrix, instead of the "reduced Malliavin matrix" which is not available in this context. On our way of proving this result, we develop some new tools for the theory of rough paths like a rough Fubini theorem and a deterministic mild It^o formula for rough PDEs.

Review text

In this interesting paper, a general class of nonlinear stochastic PDEs is considered which is formally stated by \[du_t=Lu_tdt+N(u_t)dt+\sum_{i=1}^dF_i(u_t)\circ dB_t^i.\] Here, the multiplicative noise of Stratonovich type involves a \(d\)-dimensional Brownian motion, \(L\) is a selfadjoint negative definite operator on a separable Hilbert space, and \(N\), \(F_i\), \(i=1,\ldots,d\) are smooth nonlinear functions. When \(N\), \(F_i\) are polynomial vector fields satisfying a Hörmander's non-degeneracy condition given by the positive definition of a symmetric operator, and for smooth enough global mild solutions \(u\), the authors prove in probability, and for arbitrary initial condition, an upper bound involving the Malliavin matrix of solutions. In that case, the law of finite dimensional projections of \(u\) has a smooth density with respect to the Lebesgue measure. This result is established in the context of rough paths theory, and the development of new tools thereof, like a mild Itô formula and a rough version of Fubini's theorem. Some applications are presented for the \(2\)-dimensional stochastic Navier-Stokes equation, and \(m\)-dimensional reaction-diffusion equations.

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