Continuous dependence on the coefficients and global existence for stochastic reaction diffusion equations

DOI10.1016/J.JDE.2012.04.013MaRDI QIDQ432486zbMATH OpenOpenAlexFDO

Authors Markus Kunze, Jan van Neerven

Publication date 4 July 2012

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.4258

zbMATH Keywords

continuous dependence on the coefficientsglobal existencestochastic evolution equationsstochastic reaction diffusion equations

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We prove convergence of the solutions X_n of semilinear stochastic evolution equations dX_n(t) = (A_nX(t) + F_n(t,X_n(t)))dt + G_n(t,X_n(t))dW_H(t), X_n(0) = x_n, on a Banach space B, driven by a cylindrical Brownian motion W_H in a Hilbert space H. We assume that the operators A_n converge to A and the locally Lipschitz functions F_n and G_n converge to the locally Lipschitz functions F and G in an appropriate sense. Moreover, we obtain estimates for the lifetime of the solution X of the limiting problem in terms of the lifetimes of the approximating solutions X_n. We apply the results to prove global existence for reaction diffusion equations with multiplicative noise and a polynomially bounded reaction term satisfying suitable dissipativity conditions. The operator governing the linear part of the equation can be an arbitrary uniformly elliptic second order elliptic operator.

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Cited in

(24)

• A variational approach to dissipative SPDEs with singular drift
• Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
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