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

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.