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

TL;DR

This paper establishes gradient estimates for semigroups associated with perturbed Ornstein-Uhlenbeck operators on infinite-dimensional convex domains, leading to functional inequalities and asymptotic behavior analysis.

Contribution

It introduces new pointwise gradient estimates for these semigroups, extending understanding of their regularity and long-term properties in infinite-dimensional convex settings.

Findings

Proved exponential decay of gradient norms over time.

Derived logarithmic Sobolev and Poincaré inequalities for the measure.

Analyzed the asymptotic behavior of the semigroup as time approaches infinity.

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 $L^2(\Omega,\nu)$ 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 \[ |D_H T_\Omega(t)f|_H^p\le e^{- p \lambda_1^{-1} t}(T_\Omega(t)|D_H f|^p_H), \qquad\, t>0,\ \nu\textrm{ -a.e. in }\Omega, \] 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 $L^p(\Omega,\nu)$ 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.