Maximal L^2 regularity for Dirichlet problems in Hilbert spaces

DOI10.1016/J.MATPUR.2012.10.008MaRDI QIDQ387985zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, Alessandra Lunardi

Publication date 18 December 2013

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.3809

zbMATH Keywords

cylindrical functionsDirichlet problemsfinite-dimensional approximationmaximal Sobolev regularityOrnstein-Uhlenbeck operatorsPDEs in infinite dimensions

Mathematics Subject Classification ID

PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Abstract: We consider the Dirichlet problem $lambdaU-mathcalLU=F$ in mathcal{O}, U=0 on $partialmathcalO$. Here $Fin{L}^2(mathcalO,mu)$ where $mu$ is a nondegenerate centered Gaussian measure in a Hilbert space $X$, $mathcalL$ is an Ornstein-Uhlenbeck operator, and $mathcalO$ is an open set in $X$ with good boundary. We address the problem whether the weak solution $U$ belongs to the Sobolev space $W^{2,2}(mathcalO,mu)$. It is well known that the question has positive answer if $mathcalO=X$; if $mathcalOeqX$ we give a sufficient condition in terms of geometric properties of the boundary $partialmathcalO$. The results are quite different with respect to the finite dimensional case, for instance if mathcal{O} is the ball centered at the origin with radius $r$ we prove that $Uin{W}^{2,2}(mathcalO,mu)$ only for small $r$.

Review text

The authors study the Dirichlet problem NEWLINE\[NEWLINE\lambda U- \mathcal{L}U=F \text{ in } \mathcal{O}, \qquad U=0 \text{ on } \partial \mathcal{O}. NEWLINE\]NEWLINE Here \( \mathcal{O}\) is an open subset of a Hilbert space \(X\), \(F\in L^2 (\mathcal{O},\mu)\), \(\mu\) is a non-degenerate centered Gaussian measure on \(X\), and \(\mathcal{L}\) is an Ornstein-Uhlenbeck operator.NEWLINENEWLINEThe main results of the paper concern the problem whether the weak solution \(U\) belongs to the Sobolev space \(W^{2,2} (\mathcal{O},\mu)\).NEWLINENEWLINEPrevious results show that this question has a positive answer in the case \(\mathcal{O}=X\), but on general domains \(\mathcal{O}\) an explicit basis of \( L^2 (\mathcal{O},\mu)\) formed by eigenfunctions is not available, that could play the role of the Hermite polynomials and Wiener chaos decomposition used in the case \(\mathcal{O}=X\). The authors follow a completely different approach that consists of two steps:NEWLINENEWLINEStep 1. Dimension-free \(W^{2,2}\) estimates for finite-dimensional approximations.NEWLINENEWLINEStep 2. Approximate weak solutions by cylindrical functions that solve the finite-dimensional problems.NEWLINENEWLINEBoth steps are rather delicate.NEWLINENEWLINEThe final result gives a sufficient condition in terms of geometric properties of the boundary \(\partial \mathcal{O}\). These conditions are defined via properties of a function that has \(\mathcal{O}\) as a level set. Examples discussed include half-spaces, regions below a graph, spheres, and the special case of \(X=L^2(0,1)\).

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Cited in

(15)

• Maximal Sobolev regularity for solutions of elliptic equations in Banach spaces endowed with a weighted Gaussian measure: the convex subset case
• \(L ^{2}\)-theory for non-symmetric Ornstein-Uhlenbeck semigroups on domains
• On functions of bounded variation on convex domains in Hilbert spaces
• Sobolev functions on infinite-dimensional domains
• \(BV\) functions on open domains: the Wiener case and a Fomin differentiable case
• Traces of Sobolev functions on regular surfaces in infinite dimensions
• Capacities, removable sets and L^p-uniqueness on Wiener spaces
• Maximal \(L^{2}\) regularity for Ornstein-Uhlenbeck equation in convex sets of Banach spaces
• Characterizations of Sobolev spaces on sublevel sets in abstract Wiener spaces
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• DIRICHLET PROBLEMS IN A HALF-SPACE OF A HILBERT SPACE
• Schauder theorems for a class of (pseudo-)differential operators on finite- and infinite-dimensional state spaces
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• Schauder estimates for a homogeneous Dirichlet problem in a half-space of a Hilbert space
• Regularity in capacity and the Dirichlet Laplacian

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