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On generators of transition semigroups associated to semilinear stochastic partial differential equations

Authors :
Bignamini, D. A.
Ferrari, S.
Source :
J. Math. Anal. Appl. 508(1):125878, 2022
Publication Year :
2020

Abstract

Let $\mathcal{X}$ be a real separable Hilbert space. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $\mathcal{X}$, let $F:\mathcal{X}\rightarrow\mathcal{X}$ be a (smooth enough) function and let $\{W(t)\}_{t\geq 0}$ be a $\mathcal{X}$-valued cylindrical Wiener process. For $\alpha\in [0,1/2]$ we consider the operator $A:=-(1/2)Q^{2\alpha-1}:Q^{1-2\alpha}(\mathcal{X})\subseteq\mathcal{X}\rightarrow\mathcal{X}$. We are interested in the mild solution $X(t,x)$ of the semilinear stochastic partial differential equation \begin{gather} \left\{\begin{array}{ll} dX(t,x)=\big(AX(t,x)+F(X(t,x))\big)dt+ Q^{\alpha}dW(t), & t>0;\\ X(0,x)=x\in \mathcal{X}, \end{array} \right. \end{gather} and in its associated transition semigroup \begin{align} P(t)\varphi(x):=E[\varphi(X(t,x))], \qquad \varphi\in B_b(\mathcal{X}),\ t\geq 0,\ x\in \mathcal{X}; \end{align} where $B_b(\mathcal{X})$ is the space of the real-valued, bounded and Borel measurable functions on $\mathcal{X}$. In this paper we study the behavior of the semigroup $P(t)$ in the space $L^2(\mathcal{X},\nu)$, where $\nu$ is the unique invariant probability measure of \eqref{Tropical}, when $F$ is dissipative and has polynomial growth. Then we prove the logarithmic Sobolev and the Poincar\'e inequalities and we study the maximal Sobolev regularity for the stationary equation \[\lambda u-N_2 u=f,\qquad \lambda>0,\ f\in L^2(\mathcal{X},\nu);\] where $N_2$ is the infinitesimal generator of $P(t)$ in $L^2(\mathcal{X},\nu)$.

Details

Database :
arXiv
Journal :
J. Math. Anal. Appl. 508(1):125878, 2022
Publication Type :
Report
Accession number :
edsarx.2010.03908
Document Type :
Working Paper
Full Text :
https://doi.org/10.1016/j.jmaa.2021.125878.