Article ID Journal Published Year Pages File Type
4611582 Journal of Differential Equations 2012 33 Pages PDF
Abstract

We prove convergence of the solutions XnXn of semilinear stochastic evolution equations on a Banach space B, driven by a cylindrical Brownian motion in a Hilbert space H,dXn(t)=(AnX(t)+Fn(t,Xn(t)))dt+Gn(t,Xn(t))dWH(t),Xn(0)=ξn, assuming that the operators AnAn converge to A   and the locally Lipschitz functions FnFn and GnGn 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 XnXn.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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
, ,