On a Class of Stochastic Semilinear PDEs

DOI10.1080/07362990500522452MaRDI QIDQ5488652zbMATH OpenOpenAlexFDO

Authors Luigi Manca

Publication date 22 September 2006

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0509446

zbMATH Keywords

invariant measurespectral gaplog-Sobolev inequalityKolmogorov equationdifferential stochastic equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Abstract: We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the space $L^2(H;u)$, where $u$ is the invariant measure. We also prove the closability of the derivative operator and an integration by parts formula. Finally, under boundness conditions on the nonlinear term, we prove a Poincar'e inequality, a logarithmic Sobolev inequality and the ipercontractivity of the transition semigroup.

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Cites work

• Ergodicity for Infinite Dimensional Systems
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Geometric theory of semilinear parabolic equations
• Kolmogorov equations for stochastic PDEs.
• Logarithmic Sobolev Inequalities
• Second order PDE's in finite and infinite dimension
• Some Results about Dissipativity of Kolmogorov Operators
• Some properties of invariant measures of non symmetric dissipative stochastic systems
• Strong feller property for stochastic semilinear equations

Cited in

(16)

• A note on semilinear stochastic equations
• Foundations of the theory of semilinear stochastic partial differential equations
• Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
• The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
• Maximal dissipativity of Kolmogorov operators with Cahn--Hilliard type drift term
• Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs
• scientific article; zbMATH DE number 140585 (Why is no real title available?)
• Ergodicity for a class of semilinear stochastic partial differential equations
• Ergodicity and Kolmogorov equations for dissipative SPDEs with singular drift: a variational approach
• Invariant measures for semilinear SPDE's with local Lipschitz drift coefficients and applications
• The substitution theorem for semilinear stochastic partial differential equations
• On Some Stochastic Perturbations of Semilinear Evolution Equations
• Refined existence and regularity results for a class of semilinear dissipative SPDEs
• Existence and uniqueness of invariant measures for a class of transition semigroups on Hilbert spaces
• Semismooth Potentials of Stochastic Systems With Degenerate Diffusions
• Well-posedness for a class of doubly nonlinear stochastic PDEs of divergence type

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