English

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

Probability 2024-04-02 v3 Analysis of PDEs

Abstract

Let X\mathcal{X} be a real separable Hilbert space. Let QQ be a linear, self-adjoint, positive, trace class operator on X\mathcal{X}, let F:XXF:\mathcal{X}\rightarrow\mathcal{X} be a (smooth enough) function and let {W(t)}t0\{W(t)\}_{t\geq 0} be a X\mathcal{X}-valued cylindrical Wiener process. For α[0,1/2]\alpha\in [0,1/2] we consider the operator A:=(1/2)Q2α1:Q12α(X)XXA:=-(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)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 Bb(X)B_b(\mathcal{X}) is the space of the real-valued, bounded and Borel measurable functions on X\mathcal{X}. In this paper we study the behavior of the semigroup P(t)P(t) in the space L2(X,ν)L^2(\mathcal{X},\nu), where ν\nu is the unique invariant probability measure of \eqref{Tropical}, when FF 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 λuN2u=f,λ>0, fL2(X,ν);\lambda u-N_2 u=f,\qquad \lambda>0,\ f\in L^2(\mathcal{X},\nu); where N2N_2 is the infinitesimal generator of P(t)P(t) in L2(X,ν)L^2(\mathcal{X},\nu).

Keywords

Cite

@article{arxiv.2010.03908,
  title  = {On generators of transition semigroups associated to semilinear stochastic partial differential equations},
  author = {D. A. Bignamini and S. Ferrari},
  journal= {arXiv preprint arXiv:2010.03908},
  year   = {2024}
}