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Gradient estimates for perturbed Ornstein-Uhlenbeck semigroups on infinite dimensional convex domains

Published 20 Jul 2018 in math.AP | (1807.07780v1)

Abstract: Let $X$ be a separable Hilbert space endowed with a non-degenerate centred Gaussian measure $\gamma$ and let $\lambda_1$ be the maximum eigenvalue of the covariance operator associated with $\gamma$. The associated Cameron--Martin space is denoted by $H$. For a sufficiently regular convex function $U:X\to\mathbb{R}$ and a convex set $\Omega\subseteq X$, we set $\nu:=e{-U}\gamma$ and we consider the semigroup $(T_\Omega(t)){t\geq 0}$ generated by the self-adjoint operator defined via the quadratic form [ (\varphi,\psi)\mapsto \int\Omega\langle D_H\varphi,D_H\psi\rangle_Hd\nu, ] where $\varphi,\psi$ belong to $D{1,2}(\Omega,\nu)$, the Sobolev space defined as the domain of the closure in $L2(\Omega,\nu)$ of $D_H$, the gradient operator along the directions of $H$. A suitable approximation procedure allows us to prove some pointwise gradient estimates for $(T_\Omega(t)){t\ge 0}$. In particular, we show that [ |D_H T\Omega(t)f|Hp\le e{- p \lambda_1{-1} t}(T\Omega(t)|D_H f|p_H), \qquad\, t>0,\ \nu\textrm{ -a.e. in }\Omega, ] for any $p\in [1,+\infty)$ and $f\in D{1,p}(\Omega ,\nu)$. We deduce some relevant consequences of the previous estimate, such as the logarithmic Sobolev inequality and the Poincar\'e inequality in $\Omega$ for the measure $\nu$ and some improving summability properties for $(T_\Omega(t)){t\geq 0}$. In addition we prove that if $f$ belongs to $Lp(\Omega,\nu)$ for some $p\in(1,\infty)$, then [|D_H T\Omega(t)f|p_H \leq K_p t{-\frac{p}{2}} T_\Omega(t)|f|p,\qquad \, t>0,\ \nu\text{-a.e. in }\Omega,] where $K_p$ is a positive constant depending only on $p$. Finally we investigate on the asymptotic behaviour of the semigroup $(T_\Omega(t))_{t\geq 0}$ as $t$ goes to infinity.

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