Maximal $L^2$ regularity for Dirichlet problems in Hilbert spaces

Abstract

We consider the Dirichlet problem $\lambda U-\mathcal{L}U=F$ in \mathcal{O}, U=0 on $\partial \mathcal{O}$. Here $F\in L^2(\mathcal{O},\mu )$ where $\mu$ is a nondegenerate centered Gaussian measure in a Hilbert space $X$, $\mathcal{L}$ is an Ornstein-Uhlenbeck operator, and $\mathcal{O}$ is an open set in $X$ with good boundary. We address the problem whether the weak solution $U$ belongs to the Sobolev space $W^{2,2}(\mathcal{O},\mu )$. It is well known that the question has positive answer if $\mathcal{O}=X$; if $\mathcal{O}\ne X$ we give a sufficient condition in terms of geometric properties of the boundary $\partial \mathcal{O}$. 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 $U\in W^{2,2}(\mathcal{O},\mu )$ only for small $r$.

Cited by in corpus (1)

• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift