Wiener’s criterion for the unique solvability of the Dirichlet problem in arbitrary open sets with non-compact boundaries

This paper establishes a necessary and sufficient condition for the existence of a unique bounded solution to the classical Dirichlet problem in arbitrary open subset of R^N${\mathbb{R}}^N$ (N≥3$N\ge 3$) with a non-compact boundary. The criterion is the exact analogue of Wiener’s test for the boundary regularity of harmonic functions and characterizes the “thinness” of a complementary set at infinity. The Kelvin transformation counterpart of the result reveals that the classical Wiener criterion for the boundary point is a necessary and sufficient condition for the unique solvability of the Dirichlet problem in a bounded open set within the class of harmonic functions having a “fundamental solution” kind of singularity at the fixed boundary point. Another important outcome is that the classical Wiener’s test at the boundary point presents a necessary and sufficient condition for the “fundamental solution” kinds of singularities of the solution to the Dirichlet problem to be removable.     

Nonlinear potential theory and PDEs

We consider equations like -div(|u| ^p–2u)=, where is a nonnegative Radon measure and 1u and the measure are reviewed. A link between potential estimates and the boundary regularity of the Dirichlet problem is established.     

Quasi-boundedness and subtractivity; Applications to excessive measures

We study the quasi-boundedness and subtractivity in a general frame of cones of potentials (more precisely in H-cones). Particularly we show that the subtractive elements are strongly related to the existence of recurrent balayages. In the special case of excessive measures we improve results of P. J. Fitzsimmons and R. K. Getoor from [13], obtained with probabilistic methods.     

Density of extremal measures in parabolic potential theory

It is shown that, for the heat equation on , d ≥ 1, any convex combination of harmonic (= caloric) measures , where U ₁, . . . , U _k are relatively compact open neighborhoods of a given point x, can be approximated by a sequence of harmonic measures such that each W _n is an open neighborhood of x in . Moreover, it is proven that, for every open set U in containing x, the extremal representing measures for x with respect to the convex cone of potentials on U (these measures are obtained by balayage, with respect to U, of the Dirac measure at x on Borel subsets of U) are dense in the compact convex set of all representing measures. Since essential ingredients for a proof of corresponding results in the classical case (or more general elliptic situations; see Hansen and Netuka in Adv. Math. 218(4):1181–1223, 2008) are not available for the heat equation, an approach heavily relying on the transit character of the hyperplanes , , is developed. In fact, the new method is suitable to obtain convexity results for limits of harmonic measures and the density of extremal representing measures on for practically every space–time structure which is given by a sub-Markov semigroup (P _t ) _t>0 on a space X′ such that there are strictly positive continuous densities with respect to a (non-atomic) measure on X′. In particular, this includes many diffusions and corresponding symmetric processes given by heat kernels on manifolds and fractals. Moreover, the results may be applied to restrictions of the space–time structure on arbitrary open subsets. I. Netuka’s research was supported in part by the project MSM 0021620839 financed by MSMT, by the grant 201/07/0388 of the Grant Agency of the Czech Republic, and by CRC-701, Bielefeld.     

Construction of Markov processes and associated multiplicative functionals from given harmonic measures

Summary LetE be a noncompact locally compact second countable Hausdorff space. We consider the question when, given a family of finite nonzero measures onE that behave like harmonic measures associated with all relatively compact open sets inE (i.e. that satisfy a certain consistency condition), one can construct a Markov process onE and a multiplicative functional with values in [0, ) such that the hitting distributions of the process inflated by the multiplicative functional yield the given harmonic measures. We achieve this construction under weak continuity and local transience conditions on these measures that are natural in the theory of Markov processes, and a mild growth restriction on them. In particular, if the spaceE equipped with the measures satisfies the conditions of a harmonic space, such a Markov process and associated multiplicative functional exist. The result extends in a new direction the work of many authors, in probability and in axiomatic potential theory, on constructing Markov processes from given hitting distributions (i.e. from harmonic measures that have total mass no more than 1).     

Sur le comportement asymptotique des potentiels d'une chaîne de Markov sur ℝ d

Résumé Dans cet article j'étudie le comportement à l'infini des potentiels des chaînes de Markov sur ^d (d3) proches du mouvement brownien, tout spécialement le cas des marches aléatoires, ainsi que des critères de transience et de récurrence inspirés de la méthode utilisée.

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We study the asymptotic behaviour of potentials of Markov chains on ^d (d3), closed to Brownian motion, and particularly the case of random walks. Following a similar approach, we give transience and recurrence criteria.

     

Riesz decompositions and subtractivity for excessive measures

The convex cone of excessive measures of a right Markov process is an example of a superharmonic semigroup in the abstract potential theory developed by Arsove and Leutwiler. We show that their theory of Riesz decompositions can be sharpened in the case of excessive measures. In particular there is always a Riesz decomposition relative to a given potential cone (resp. harmonic cone). An element of an ordered convex cone is subtractive if each majorant is a specific majorant. This notion of subtractivity features prominently in the theory of harmonic cones. We give a complete characterization of the subtractive elements in the cone of excessive measures.The research of both authors was supported in part by NSF Grant DMS 87-21347.     

Potential theory of hyperfinite Dirichlet forms

In this paper, we are going to study the capacity theory and exceptionality of hyperfinite Dirichlet forms. We shall introduce positive measures of hyperfinite energy integrals and associated theory. Fukushima's decomposition theorem will be established on the basis of discussing hyperfinite additive functionals and hyperfinite measures. We shall study the properties of internal multiplicative functionals, subordinate semigroups and subprocesses. Moreover, we shall discuss transformation of hyperfinite Dirichlet forms.Research was supported by the National Natural Science Foundation of P.R. China, No. 18901004. The support from the position of Wissenschaftliche Hilfskraft of Ruhr-University Bochum under Prof. Sergio Albeverio is also acknowledged.     

Martin compactification for discrete potential theory and the mean value property

A converse of the well-known theorem on themean value property of harmonic functions is given. It is shown that a positive measurable function is harmonic if it possesses arestricted mean value property. Earlier proofs obtained using the probabilistic techniques were given by Veech, Heath and Baxter. Our approach is based on a Martin type compactification built up with the help of some quite elementarya priori inequalities foraveraging kernels.     

On (r, 2)-capacities for a class of elliptic pseudo differential operators

Support by DFG contract Ja 511/1-1 is gratefully acknowledged     

Perturbation semi-linéaire des résolvantes et des semi-groupes

Résumé La perturbation semi-linéaire des résolvantes et des semi-groupes linéaires, nous donne des résolvantes et des semi-groupes non linéaires. Nous étudions alors les propriétés de ces opérateurs non linéaires et en particulier les fonctions surmédianes et excessives associées.

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We are concerned with nonlinear resolvents and semi-groups. They are obtained by perturbing linear ones. Properties of these nonlinear operators are investigated, particularly supermedian and excessive functions.

Ce travail est soutenu par la fondation nationale pour la recherche scientifique. Projet MA4-89-FST.     

Itô’s excursion theory and random trees

We explain how Itô’s excursion theory can be used to understand the asymptotic behavior of large random trees. We provide precise statements showing that the rescaled contour of a large Galton–Watson tree is asymptotically distributed according to Itô’s excursion measure. As an application, we provide a simple derivation of Aldous’ theorem stating that the rescaled contour function of a Galton–Watson tree conditioned to have a fixed large progeny converges to a normalized Brownian excursion. We also establish a similar result for a Galton–Watson tree conditioned to have a fixed large height.     

A property of nonlinear elliptic equations when the right-hand side is a measure

LetA(u)=–diva(x, u, Du) be a Leray-Lions operator defined onW ₀ ^1,p () and be a bounded Radon measure. For anyu SOLA (Solution Obtained as Limit of Approximations) ofA(u)= in ,u=0 on , we prove that the truncationsT _k(u) at heightk satisfyA(T _k(u)) A(u) in the weak * topology of measures whenk + .

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Résumé SoitA(u)=–diva(x, u, Du) un opérateur de Leray-Lions défini surW ₀ ^1,p () et une mesure de Radon bornée. Pour toutu SOLA (Solution Obtenue comme Limite d'Approximations) deA(u)= dans ,u=0 sur , nous démontrons que les troncaturesT _k(u) à la hauteurk vérifientA(T _k(u)) A(u) dans la topologie faible * des mesures quandk + .

     

Dirichlet norms,capacities and generalized isoperimetric inequalities for Markov operators

We define the notion of p-capacity for a reversible Markov operator on a general measure space and prove that uniform estimates for the ratio of capacity and measure are equivalent to certain imbedding theorems for the Orlicz and Dirichlet norms. As a corollary we get results on connections between embedding theorems and isoperimetric properties for general Markov operators and, particularly, a generalization of the Kesten theorem on the spectral radius of random walks on amenable groups for the case of arbitrary graphs with non-finitely supported transition probabilities.     

Obstacle problem for nonlinear parabolic equations

We show the existence of a continuous solution to a nonlinear parabolic obstacle problem with a continuous time-dependent obstacle. The solution is constructed by an adaptation of the Schwarz alternating method. Moreover, if the obstacle is Hölder continuous, we prove that the solution inherits the same property.     

Symmetry results for decay solutions of elliptic systems in the whole space

In this paper, by using the Alexandrov-Serrin method of moving planes combined with maximum principles, we prove that the decaying positive solutions of a semi-linear elliptic system in the whole space are radially symmetric about some point. The system under our consideration includes the important physical interesting case, the stationary Schrödinger system for Bose-Einstein condensate.     

Potential theory of subordinate Brownian motions with Gaussian components

In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in C^1,1$C^{1,1}$ open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded C^1,1$C^{1,1}$ open set D$D$ and identify the Martin boundary of D$D$ with respect to the subordinate Brownian motion with the Euclidean boundary.     

A class of elliptic pseudo differential operators generating symmetric Dirichlet forms

It is shown that a special class of symmetric elliptic pseudo differential operators do generate a Feller semigroup and therefore a non-local Dirichlet form.