Mild solutions of semilinear elliptic equations in Hilbert spaces

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

Authors Salvatore Federico, Fausto Gozzi 

Publication date 23 December 2016

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

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

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)

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.

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Cited in

(8)

• Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
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• Differentiability in infinite dimension and the Malliavin calculus
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• Mild well-posedness of vector-valued problems on the real line
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
• Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces

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