Display Abstract

Title Gradient estimates for a Dirichlet problem in Hilbert spaces

Name Giuseppe G Da Prato
Country Italy
Email daprato@sns.it
Co-Author(s)
Submit Time 2013-12-08 06:15:11
Session
Special Session 109: Stochastic Partial Differential Equations
Contents
We are concerned with the following Dirichlet problem in a separable Hilbert space $H$ $$ \left\{ \begin{array}{l} u_t(t,x)=\frac12\;\mbox{\rm Tr}\;[u_{xx}(t,x)]+\langle Ax,u_x(t,x) \rangle,\quad t>0,\;x\in\mathcal O,\\ \\ u(t,x)=0, \quad t>0,\;x\in\partial\mathcal O,\\ \\ u(0,x)=\varphi(x),\quad x\in \overline{\mathcal O}, \end{array}\right.\eqno{(1)} $$ where $\mathcal O$ is an open subset of $H$ of the form $\mathcal O=G^{-1}((-\infty,0))$ of boundary $\partial\mathcal O=G^{-1}(0)$, where $G$ is a given Borel function. We shall present some representation formulas for the gradient of $u(t,x)$ which only involves $\varphi$.