Comparison principle for some classes of nonlinear elliptic equations

We prove a comparison principle for second order quasilinear elliptic operators in divergence form when a first order term appears. We deduce uniqueness results for weak solutions to Dirichlet problems when data belong to the natural dual space.     

Stability results for Mountain Pass and Linking type solutions of semilinear problems involving Dirichlet forms

Some stability results for Mountain Pass and Linking type solutions of semilinear problems involving a very general class of Dirichlet forms are stated. The non linear terms are supposed to have a suitable superlinear growth and the family of Dirichlet forms is required to be dominated from below and from above by a fixed diffusion type form. Some concrete examples are also given.     

Reflected Dirichlet Forms and the Uniqueness of Silverstein's Extension

Reflected Dirichlet space for quasi-regular Dirichlet forms is presented in this paper. We show the closedness of the (active) reflected Dirichlet forms without using the first definition of reflected Dirichlet space by Silverstein and the characterization by Chen. As an application of the closedness, the closability of distorted forms are discussed. We also show the maximality of (active) reflected Dirichlet space in the class of Silverstein's extensions and consider the uniqueness problem. Only the techniques of the transfer method and the change of underlying measures are used.     

Brownian motion on a homogeneous random fractal

Summary We introduce a simple random fractal based on the Sierpinski gasket and construct a Brownian motion upon the fractal. The properties of the process on the Sierpinski gasket are modified by the random environment. A sample path construction of the process via time truncation is used, which is a direct construction of the process on the fractal from the associated Dirichlet forms. We obtain estimates on the resolvent and transition density for the process and hence a value for the spectral dimension which satisfiesd _s=2d _f/d_w. A branching process in a random environment can be used to deduce some of the sample path properties of the process.     

On the uniqueness and structure of solutions to a coupled elliptic system

In this paper, we consider a nonlinear elliptic system which is an extension of the single equation derived by investigating the stationary states of the nonlinear Schrödinger equation. We establish the existence and uniqueness of solutions to the Dirichlet problem on the ball. In addition, the nonexistence of the ground state solutions under certain conditions on the nonlinearities and the complete structure of different types of solutions to the shooting problem are proved.     

One-point extensions of Markov processes by darning

This paper is a continuation of the works by Fukushima–Tanaka (Ann Inst Henri Poincaré Probab Stat 41: 419–459, 2005) and Chen–Fukushima–Ying (Stochastic Analysis and Application, p.153–196. The Abel Symposium, Springer, Heidelberg) on the study of one-point extendability of a pair of standard Markov processes in weak duality. In this paper, general conditions to ensure such an extension are given. In the symmetric case, characterizations of the one-point extensions are given in terms of their Dirichlet forms and in terms of their L ²-infinitesimal generators. In particular, a generalized notion of flux is introduced and is used to characterize functions in the domain of the L ²-infinitesimal generator of the extended process. An important role in our investigation is played by the α-order approaching probability u _α . The research of Z.-Q. Chen is supported in part by NSF Grant DMS-0600206. The research of M. Fukushima is supported in part by Grant-in-Aid for Scientific Research of MEXT No.19540125.     

How many diffusions exist on the Vicsek snowflake?

We consider Kusuoka's construction of Dirichlet forms on the Vicsek snowflake. a nested fractal. His method is generalized and all irreducible, local Dirichlet forms which can be constructed in this way are characterized. We end up with a one-parameter family of different possible forms. This proves that Brownian motion on fractals is not unique if the isometry group of the fractal is too small.     

Infinite-dimensional Dirichlet operators I: Essential selfadjointness and associated elliptic equations

We give sufficient conditions for essential selfadjointness of operators associated with classical Dirichlet forms on Hilbert spaces and of potential perturbations of Dirichlet operators. We also study the smoothness of generalized solutions of elliptic equations corresponding to the Dirichlet operators.Supported by the Alexander von Humboldt Foundation.     

Weak convergence of symmetric diffusion processes

Summary. In this paper, we show the convergence of forms in the sense of Mosco associated with the part form on relatively compact open set of Dirichlet forms with locally uniform ellipticity and the locally uniform boundedness of ground states under regular Dirichlet space setting. We also get the same assertion under Dirichlet space in infinite dimensional setting. As a result of this, we get the weak convergence under some conditions on initial distributions and the growth order of the volume of the balls defined by (modified) pseudo metric used in K. Th. Sturm. Received: 18 September 1995 / In revised form: 23 January 1997     

Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms

New results related to the decomposition theorem of additive functionals associated to quasi-regular Dirichlet forms are presented. A characterization of subordinate processes associated to quasi-regular symmetric Dirichlet forms in terms of the unique solutions of the corresponding martingale problems is obtained.The subordinate of (generalized) Ornstein-Uhlenbeck processes are exhibited explicitly in terms of generators, Dirichlet forms, and unique pathwise solutions of stochastic differential equations (SDEs). In the case where the state space is infinite dimensional as, e.g. in Euclidean quantum field theory, the construction provides a characterization of the processes in terms of projections on the topological dual space, and corresponding finite-dimensional SDEs.     

Lower and upper solutions for elliptic problems in nonsmooth domains

In this paper we prove some existence results of semilinear Dirichlet problems in nonsmooth domains in presence of lower and upper solutions well-ordered or not. We first prove existence results in an abstract setting using degree theory. We secondly apply them for domains with conical points.     

Ergodicity for time-changed symmetric stable processes

In this paper we study ergodicity and related semigroup property for a class of symmetric Markov jump processes associated with time-changed symmetric α$\alpha$-stable processes. For this purpose, explicit and sharp criteria for Poincaré type inequalities (including Poincaré, super Poincaré and weak Poincaré inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our main results, when applied to a class of one-dimensional stochastic differential equations driven by symmetric α$\alpha$-stable processes, yield sharp criteria for their various ergodic properties and corresponding functional inequalities.     

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.     

Symmetry results for overdetermined boundary value problems of nonlinear elliptic equations

We prove the radial symmetry of the solutions of second-order nonlinear elliptic equations for overdetermined Dirichlet and Neumann boundary value problems. In addition, a global uniqueness theorem of Holmgren type is given for nonlinear elliptic equations.     

Existence and uniqueness of positive solutions for singular nonlinear elliptic boundary value problems

In this paper we establish the existence and the uniqueness of positive solutions for Dirichlet boundary value problems of nonlinear elliptic equations with singularity. We obtain the existence and the uniqueness by using the mixed monotone method in the cone theory. Moreover, we give an iterative method of constructing the solution. The rate of convergence of the iterative sequence is analyzed.     

Uniqueness of Dirichlet forms associated with systems of infinitely many Brownian balls in ℝ d

Summary. Dirichlet forms associated with systems of infinitely many Brownian balls in ℝ ^d are studied. Introducing a linear operator L ₀ defined on a space of smooth local functions, we show the uniqueness of Dirichlet forms associated with self adjoint Markovian extensions of L ₀. We also discuss the ergodicity of the reversible process associated with the Dirichlet form. Received: 18 July 1996/In revised form: 13 February 1997     

Measurable Riemannian structures associated with strong local Dirichlet forms

We introduce Riemannian‐like structures associated with strong local Dirichlet forms on general state spaces. Such structures justify the principle that the pointwise index of the Dirichlet form represents the effective dimension of the virtual tangent space at each point. The concept of differentiations of functions is studied, and an application to stochastic analysis is presented.     

Uniqueness and structure of solutions to the Dirichlet problem for an elliptic system

In this paper, we consider the Dirichlet problem for an elliptic system on a ball in R². By investigating the properties for the corresponding linearized equations of solutions, and adopting the Pohozaev identity and Implicit Function Theorem, we show the uniqueness and the structure of solutions.     

On conservativeness and recurrence criteria for Markov processes

In the present paper, we give general criteria of conservativeness and recurrence for Markov processes associated with, not necessarily symmetric, Dirichlet spaces. The conservativeness criterion is applied to discuss a comparison theorem of conservativeness for diffusion processes. Also some sufficient conditions of conservativeness and recurrence for diffusion processes.are given.