On the Dirichlet semigroup for Ornstein-Uhlenbeck operators in subsets of Hilbert spaces (Q709225): Difference between revisions

This paper presents several interesting results on second order elliptic and parabolic equations with Dirichlet boundary conditions in a closed set \(K\) of a separable real Hilbert space \(H\). The authors consider a family of self-adjoint Ornstein-Uhlenbeck operators \(\mathcal{L}_{\alpha}\), \(0 \leq \alpha \leq 1\), in \(H\) having the same invariant measure \(\mu\), and they study the Dirichlet problem for the equation \(\lambda \varphi - \mathcal{L}_{\alpha} \varphi =f\) in \(K\), with \(\varphi = 0\) on the boundary \(\partial K\) of \(K\), for \(f \in L^2(K,\mu)\). After the necessary definitions in Section 2 of Sobolev spaces over \(H\) and over \(K\), it is proved in Section 3 that the variational solution provided by the Lax-Milgram theorem can be represented by means of the transition semigroup stopped to \(K\). Some properties of the semigroup and the generator are presented, too. Section 4 investigates the regularity of the solution \(\varphi\) for \(\alpha < 1\). In Section 5, the authors consider domains \(K\) with smooth boundaries and analyze the meaning of the Dirichlet boundary condition. Here, Malliavin's theory of surface integrals for Gaussian measures in infinite dimensional spaces is exploited. In an appendix, a simplified representation of a surface measure in the case of a Hilbert space under weaker assumptions is given. This permits the authors to give a meaning of the trace of \(\varphi\) at the boundary and to show that it vanishes.