Green function estimates for relativistic stable processes in half-space-like open sets

In this paper, we establish sharp two-sided estimates for the Green functions of relativistic stable processes (i.e. Green functions for non-local operators m−(m^2/α−Δ)^α/2) in half-space-like C^1,1 open sets. The estimates are uniform in m∈(0,M] for each fixed M∈(0,∞). When m↓0, our estimates reduce to the sharp Green function estimates for −(−Δ)^α/2 in such kind of open sets that were obtained recently in Chen and Tokle [12]. As a tool for proving our Green function estimates, we show that a boundary Harnack principle for X^m, which is uniform for all m∈(0,∞), holds for a large class of non-smooth open sets.     

Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms

An analytic characterization of gaugeability and conditional gaugeability is given for non-local (or discontinuous) Feynman-Kac transforms of general symmetric Markov processes. This analytic characterization is very useful in determining whether a process perturbed by a potential is gaugeable or conditionally gaugeable in concrete cases.     

Transition density estimates for jump Lévy processes

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding Lévy measure and the Lévy-Khinchin exponent.     

Analysis of jump processes with nondegenerate jumping kernels

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass–Levin (2002) [3] and Bogdan–Sztonyk (2005) [6] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions.     

A variational inequality index for condensing maps in Hilbert spaces and applications to semilinear elliptic inequalities

A variational inequality index for γ-condensing maps is established in Hilbert spaces. New results on existence of nonzero positive solutions of variational inequalities for such maps are proved by using the theory of variational inequality index. Applications of such a theory are given to existence of nonzero positive weak solutions for semilinear second order elliptic inequalities, where previous results of variational inequalities for S-contractive maps cannot be applied.     

Convex hypersurfaces and L estimates for Schrödinger equations

This paper is concerned with Schrödinger equations whose principal operators are homogeneous elliptic. When the corresponding level hypersurface is convex, we show the L^p-L^q estimate of the solution operator in the free case. This estimate, combined with the results of fractionally integrated groups, allows us to further obtain the L^p estimate of solutions for the initial data belonging to a dense subset of L^p in the case of integrable potentials.     

Liouville-type theorems and decay estimates for solutions to higher order elliptic equations

Liouville-type theorems are powerful tools in partial differential equations. Boundedness assumptions of solutions are often imposed in deriving such Liouville-type theorems. In this paper, we establish some Liouville-type theorems without the boundedness assumption of nonnegative solutions to certain classes of elliptic equations and systems. Using a rescaling technique and doubling lemma developed recently in Polá?ik et al. (2007) [20], we improve several Liouville-type theorems in higher order elliptic equations, some semilinear equations and elliptic systems. More specifically, we remove the boundedness assumption of the solutions which is required in the proofs of the corresponding Liouville-type theorems in the recent literature. Moreover, we also investigate the singularity and decay estimates of higher order elliptic equations.     

Nontrivial solutions of Kirchhoff-type problems via the Yang index

We obtain nontrivial solutions of a class of nonlocal quasilinear elliptic boundary value problems using the Yang index and critical groups.     

Structure of boundary blow-up solutions for quasi-linear elliptic problems II: small and intermediate solutions

The structure of positive boundary blow-up solutions to quasi-linear elliptic problems of the form −Δ_pu=λf(u), u=∞ on ∂Ω, 1<p<∞, is studied in a bounded smooth domain , for a class of nonlinearities f∈C¹((0,∞)?{z₂})∩C⁰[0,∞) satisfying f(0)=f(z₁)=f(z₂)=0 with 0<z₁<z₂, f<0 in (0,z₁)∪(z₂,∞), f>0 in (z₁,z₂). Large, small and intermediate solutions are obtained for λ sufficiently large. It is known from Part I (see Structure of boundary blow-up solutions for quasilinear elliptic problems, part (I): large and small solutions, preprint), that the large solution is the unique large solution to the problem. We will see that the small solution is also the unique small solution to the problem while there are infinitely many intermediate solutions. Our results are new even for the case p=2.     

Isocapacity estimates for Hessian operators

Through a new powerful potential-theoretic analysis, this paper is devoted to discovering the geometrically equivalent isocapacity forms of Chou–Wang's Sobolev type inequality and Tian–Wang's Moser–Trudinger type inequality for the fully nonlinear 1≤k≤n/2$1\le k\le n/2$ Hessian operators.     

Dirichlet forms and diffusion processes for fermion random point fields

We construct the Dirichlet forms and the associated diffusion processes on the configuration space of particles moving on the Euclidean space , for which certain fermion random point fields are invariant.     

Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

The Green function estimates for strongly elliptic systems of second order

We establish existence and pointwise estimates of fundamental solutions and Green’s matrices for divergence form, second order strongly elliptic systems in a domain $\Omega \subseteq {\mathbb{R}}^n, n \geq 3We establish existence and pointwise estimates of fundamental solutions and Green’s matrices for divergence form, second order strongly elliptic systems in a domain , under the assumption that solutions of the system satisfy De Giorgi-Nash type local H?lder continuity estimates. In particular, our results apply to perturbations of diagonal systems, and thus especially to complex perturbations of a single real equation.     

A variational inequality theory for demicontinuous S-contractive maps with applications to semilinear elliptic inequalities

A variational inequality theory for demicontinuous S-contractive maps in Hilbert spaces is established by employing the ideas of Granas' topological transversality. Such a variational inequality theory has many properties similar to those of fixed point theory for demicontinuous weakly inward S-contractive maps and to those of fixed point index for condensing maps. The variational inequality theory will be applied to study the existence of positive weak solutions and eigenvalue problems for semilinear second-order elliptic inequalities with nonlinearities which satisfy suitable lower bound conditions involving the critical Sobolev exponent. There has been little discussion for such elliptic inequalities involving the critical Sobolev exponent in the literature.     

Boundary Harnack Principle for fractional powers of Laplacian on the Sierpiński carpet

We prove the Boundary Harnack Principle related to fractional powers of Laplacian for some natural regions in the two-dimensional Sierpiński carpet. This is a natural application of some more general approach based on the Ikeda-Watanabe formula, that expresses the harmonic measure in terms the Green function of a given region and the Lévy measure of the semigroup.     

Large time behavior of the heat kernel

In this paper we study the large time behavior of the (minimal) heat kernel k_P^M(x,y,t) of a general time-independent parabolic operator Lu=u_t+P(x,∂_x)u which is defined on a noncompact manifold M. More precisely, we prove that

     

Weak convergence of censored and reflected stable processes

It is shown that if a sequence of open n$n$-sets _Dk$D_k$ increases to an open n$n$-set D$D$ then reflected stable processes in _Dk$D_k$ converge weakly to the reflected stable process in D$D$ for every starting point x$x$ in D$D$. The same result holds for censored α$\alpha$-stable processes for every x$x$ in D$D$ if D$D$ and _Dk$D_k$ satisfy the uniform Hardy inequality. Using the method in the proof of the above results, we also prove the weak convergence of reflected Brownian motions in unbounded domains.