Regular solutions of second-order stationary Hamilton-Jacobi equations (Q1924456): Difference between revisions

The authors study the existence, uniqueness and regularity of the solution for the following second-order stationary Hamilton-Jacobi equation in Hilbert space: \[ \lambda u(x)=\textstyle{{1\over 2}} \text{Tr}[Qu_{xx}(x)]+\langle Ax+F(x),u_x(x)\rangle-H(u_x(x))+\psi(x),\quad x\in X. \] For the proofs they use the theory of maximal monotone operators and the properties of the Ornstein-Uhlenbeck semigroup associated to the following parabolic equation in the Hilbert space \(X\): \[ {\partial v\over\partial t}={1\over 2} \text{Tr}[Qv_{xx}]+\langle Ax,v_x\rangle,\quad v(0)=\varphi. \]