Mild solutions of semilinear elliptic equations in Hilbert spaces

DOI10.1016/J.JDE.2016.11.031zbMATH Open1356.35113arXiv1604.00793OpenAlexW2964256178MaRDI QIDQ730124FDOQ730124

Authors: Salvatore Federico, Fausto Gozzi 

Publication date: 23 December 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: This paper extends the theory of regular solutions ($C^1$ in a suitable sense) for a class of semilinear elliptic equations in Hilbert spaces. The notion of regularity is based on the concept of $G$-derivative, which is introduced and discussed. A result of existence and uniqueness of solutions is stated and proved under the assumption that the transition semigroup associated to the linear part of the equation has a smoothing property, that is, it maps continuous functions into $G$-differentiable ones. The validity of this smoothing assumption is fully discussed for the case of the Ornstein-Uhlenbeck transition semigroup and for the case of invertible diffusion coefficient covering cases not previously addressed by the literature. It is shown that the results apply to Hamilton-Jacobi-Bellman (HJB) equations associated to infinite horizon optimal stochastic control problems in infinite dimension and that, in particular, they cover examples of optimal boundary control of the heat equation that were not treatable with the approaches developed in the literature up to now.

Full work available at URL: https://arxiv.org/abs/1604.00793

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zbMATH Keywords

transition semigroupsHJB equationselliptic equations in infinite dimensionoptimal control of stochastic PDEs

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Semilinear elliptic equations (35J61) Optimality conditions for problems involving partial differential equations (49K20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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Cited In (7)

• Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces
• Mild well-posedness of vector-valued problems on the real line
• Differentiability in infinite dimension and the Malliavin calculus
• HJB equations and stochastic control on half-spaces of Hilbert spaces
• Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
• Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
• Path-dependent equations and viscosity solutions in infinite dimension

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