There is an–unfortunately closed–thread under http://arduino.cc/forum/index.php/topic,153684.0.html I like to continue here.
I have a similar problem, I like to drive up to 5 Emco GP 50 module (out 0-5kV, 200μA; in: 0-12V, <150mA) http://hivolt.de/index.php?id=gp_series with an Arduino for an art project.
My initial plan was to use 5 PWM pins and drive some IRLU2905 MosFETs (recommended by an electronics engineer) wiring appropriate to the schematic under bildr High-Power Control: Arduino + N-Channel MOSFET - bildr. The engineer added a 1KOhm resistor between Arduino pin and gate. It should be possible to drive Arduino and HV modules over a single source and branch off the 12V for the HV modules over Vin http://arduino.cc/forum/index.php/topic,161810.0.html
My problem is now: How to smooth the output of the MosFETs? Can I simply add a low pass filter as described her: http://provideyourown.com/2011/analogwrite-convert-pwm-to-voltage/ (further down the page). Or is the MosFET approach completely wrong and it is better to use an OpAmp?
The next problem: The GP 50 do not have “internal bleeder resistors on the output. Provisions must be made externally to discharge the output capacitors if this feature is desired” the datasheet says. Special HV resistors are expensive, our idea was to add about 10 normal 1-5MOhm resistors in series to have a “bleeder resistors”. Unfortunately this eats lot of current. It is about 1/3 higher than without it. Any idea how to manage this?