Trotter product formulae for Hamilton-Jacobi equations in infinite dimensions (Q1177300)

For a control problem \(\dot y(t)+Ay(t)+\partial I_ k(y(t))\ni Bu(t)\) with an integral type cost function to be minimized, the author considers the associated H-J-equation. He proposes two convergence formula for the solution of the equation (value function of the control problem). The author derives approximations of the solution, being in fact Trotter schemes, by making use of the Hopf representation formula. His innovative idea is to replace \(e^{-A\epsilon}\) (the semigroup generated by \(-A\) at \(\varepsilon)\) with the resolvent \((I+\varepsilon A)^{-1}\), which is easier to compute. As an illustration, a parabolic obstacle problem is presented.