Abstract :
We consider a Kolmogorov operator L0 in a Hilbert space H, related to a stochastic PDE with a timedependent
singular quasi-dissipative drift F = F(t, ·) :H → H, defined on a suitable space of regular
functions. We show that L0 is essentially m-dissipative in the space Lp([0,T] × H; ν), p 1, where
ν(dt,dx) = νt (dx) dt and the family (νt )t∈[0,T ] is a solution of the Fokker–Planck equation given by L0.
As a consequence, the closure of L0 generates a Markov C0-semigroup. We also prove uniqueness of solutions
to the Fokker–Planck equation for singular drifts F. Applications to reaction–diffusion equations with
time-dependent reaction term are presented. This result is a generalization of the finite-dimensional case
considered in [V. Bogachev, G. Da Prato, M. Röckner, Existence of solutions to weak parabolic equations
for measures, Proc. London Math. Soc. (3) 88 (2004) 753–774], [V. Bogachev, G. Da Prato, M. Röckner,
On parabolic equations for measures, Comm. Partial Differential Equations 33 (3) (2008) 397–418], and
[V. Bogachev, G. Da Prato, M. Röckner, W. Stannat, Uniqueness of solutions to weak parabolic equations
for measures, Bull. London Math. Soc. 39 (2007) 631–640] to infinite dimensions.
© 2008 Elsevier Inc. All rights reserved.
Keywords :
Kolmogorov operators , Stochastic PDEs , Singular coefficients , Parabolic equations for measures , Fokker–Planck equations , Maximal dissipativity