Maximum principles for infinite dimensional diffusion equations
Maximum principles in context of PDEs (35B50) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Measures and integration on abstract linear spaces (46G12) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
The author is concerned with the following differential operator: \[ \mathcal{L}\varphi(x)=\tfrac{1}{2} \operatorname{Tr}[Q(x)D^2\varphi(x)]+\langle Ax+g(x), D\varphi(x)\rangle,\quad x\in D(A). \] Here \(Q(x)\) is a symmetric positive linear operator on a Hilbert space \(H\), \(A:D(A)\subset H\to H\) a linear operator and \(g:H\to H\) a nonlinear mapping. Elliptic equations \[ \lambda\varphi(x)-\mathcal{L}\varphi(x)=f(x),\quad x\in D(A) \] and parabolic equations \[ \begin{aligned} \frac{\partial u}{\partial t}(t, x)&=\mathcal{L}u(t, x), \quad t\geq 0,\;x\in D(A),\\ u(0, x)&=u_0(x), \quad x\in H \end{aligned} \] are studied. Validity of the maximum principle is proved.
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