On a Poincaré-type Inequality for Energy Forms in L p

We consider Dirichlet spaces ( ) in L ² and more general energy forms in L ^p , . For the latter we introduce the notions of an extended ’Dirichlet’ space and a transient form. Under the assumption that , resp. , are compactly embedded in L ², resp. L ^p , we prove a Poincaré inequality for transient (Dirichlet) forms. If both and its adjoint are sub-Markovian semigroups, we show that the transience of T _t is independent of ) and that it is implied by the transience of the energy form of and the form belonging to .     

On upper bounds for positive solutions of semilinear equations

Suppose that E is a bounded domain of class C^2,λ in and L is a uniformly elliptic operator in E. The set of all positive solutions of the equation Lu=ψ(u) in E was investigated by a number of authors for various classes of functions ψ. In Dynkin and Kuznetsov (Comm. Pure Appl. Math. 51 (1998) 897) we defined, for every Borel subset Γ of ∂E, two such solutions u_Γ?w_Γ. We also introduced a class of solutions u_ν in 1-1 correspondence with a certain class of σ-finite measures ν on ∂E. With every we associated a pair (Γ,ν) where Γ is a Borel subset of ∂E and . We called this pair the fine boundary trace of u and we denoted in tr(u).Let u⊕v stand for the maximal solution dominated by u+v. We say that u belongs to the class if the condition tr(u)=(Γ,ν) implies that u?w_Γ⊕u_ν and we say that u belongs to if the condition tr(u)=(Γ,ν) implies that u?u_Γ⊕u_ν.It was proved in Dynkin and Kuznetsov (1998) that, under minimal assumptions on L and ψ, the class contains all bounded domains. It follows from results of Mselati (Thése de Doctorat de l'Université Paris 6, 2002; C.R. Acad. Sci. Paris Sér. I 332 (2002); Mem. Amer. Math. Soc. (2003), to appear), that all E of the class C⁴ belong to where Δ is the Laplacian and ψ(u)=u². [Mselati proved that, in his case, u_Γ=w_Γ and therefore the condition tr(u)=(Γ,ν) implies u=u_Γ⊕u_ν=w_Γ⊕u_ν.]By modifying Mselati's arguments, we extend his result to ψ(u)=u^α with 1<α?2 and all bounded domains of class C^2,λ.We start from proving a general localization theorem: under broad assumptions on L, ψ if, for every y∈∂E there exists a domain such that E′⊂E and ∂E∩∂E′ contains a neighborhood of y in ∂E.     

Plane brownian motion in a region with holes

We consider a fixed family of balls with decreasing radii in the plane. We establish a relationship between a Dirichlet problem in a region without the balls and the solution of a Schroedinger equation in the complete region. Then we find upper bounds for the probability that a brownian motion exits the region without touching these balls. This is used to study harmonic measure and entire functions.     

Hyperbolic Function Theory

The aim of this article is to consider the hyperbolic version of the standard Clifford analysis. The need for such a modification arises when one wants to make sure that the power function x ^m is included. The leading idea is that the power function is the conjugate gradient of a harmonic function, defined with respect to the hyperbolic metric of the upper half space. In this paper we give a new approach to this hyperbolic function theory and survey some of its results.     

Potential theory related to some multiparameter processes

In a first part, we present a potential theory constructed form a continuous kernel on a locally compact space. The notions of capacity, quasi-continuity, equilibrium measures and potentials are specially studied. In a second part, we particularize the framework, and, in the third part, we give probabilistic interpretations in this particular case. The process then involved is a sum of independent symmetric Levy processes in ^d , viewed as a multiparameter process. For instance, hitting probabilities for the process are estimated in terms of capacity.     

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.     

On the integrability of “finite energy” solutions for <Emphasis Type="Italic">p</Emphasis>-harmonic equations

We prove a higher integrability result for the gradient of solutions to some degenerate elliptic PDEs, whose model arises in the study of mappings with finite distortion.The nonnegative function which measures the degree of degeneracy of ellipticity bounds lies in the exponential class, i.e. is integrable for some > 0.Our result states that if is sufficiently large, then the gradient of a finite energy solution actually belongs to the Zygmund space L^plog^{L, 1}.     

Reflecting Brownian motions and a deletion result for Sobolev spaces of order (1, 2)

Let D be an open set in ^d and E be a relatively closed subset of D having zero Lebesgue measure. A necessary and sufficient integral condition is given for the Sobolev spaces W ^1,2 (D) and W ^1,2(D\E) to be the same. The latter is equivalent to (normally) reflecting Brownian motion (RBM) on being indistinguishable (in distribution) from RBM on . This integral condition is satisfied, for example, when E has zero (d–1)-dimensional Hausdorff measure. Therefore it is possible to delete from D a relatively closed subset E having positive capacity but nevertheless the RBM on is indistinguishable from the RBM on , or equivalently, W ^1,2(D\E)=W^1,2(D). An example of such kind is: D=² and E is the Cantor set. In the proof of above mentioned results, a detailed study of RBMs on general open sets is given. In particular, a semimartingale decomposition and approximation result previously proved in [3] for RBMs on bounded open sets is extended to the case of unbounded open sets.Research supported in part by NSF Grant DMS 86-57483.     

Functions of a quaternion variable which are gradients of real-valued functions

We consider the collection of functions of one quaternion variable which can be expressed asG(Y) whereY is a real-valued quaternion function andG is a differential operator which corresponds to the gradient of real variable theory. Integral theorems for such functions are given, together with necessary and sufficient conditions for a function to be a gradient function, in terms of its Frechet derivative. The extended complex analytic functions, the Fueter functions, and the momentum-energy density functions are seen to be gradient functions which correspond to biharmonic, harmonic, and wave functions respectively.     

On the Structure of Harmonic Multi-Vector Functions

Let F_r (0 < r < m + 1) be a smooth r-vector valued function in a suitable open domain of satisfying in Ω, where ∂ is the Dirac operator in . Then it is proved that there exists H _r , an r-vector valued harmonic function in Ω, such that F _r = . Two proofs of this structure theorem are given, one based on properties of harmonic differential forms and one relying upon primitivation of monogenic functions.     

p-Harmonic functions with boundary data having jump discontinuities and Baernstein's problem

For p-harmonic functions on unweighted R², with 1<p<∞, we show that if the boundary values f has a jump at an (asymptotic) corner point z₀, then the Perron solution Pf is asymptotically a+barg(z−z₀)+o(|z−z₀|). We use this to obtain a positive answer to Baernstein's problem on the equality of the p-harmonic measure of a union G of open arcs on the boundary of the unit disc, and the p-harmonic measure of . We also obtain various invariance results for functions with jumps and perturbations on small sets. For p>2 these results are new also for continuous functions. Finally we look at generalizations to Rn and metric spaces.     

A probabilistic representation of solutions of the incompressible Navier-Stokes equations in R3

A new probabilistic representation is presented for solutions of the incompressible Navier-Stokes equations in R³ with given forcing and initial velocity. This representation expresses solutions as scaled conditional expectations of functionals of a Markov process indexed by the nodes of a binary tree. It gives existence and uniqueness of weak solutions for all time under relatively simple conditions on the forcing and initial data. These conditions involve comparison of the forcing and initial data with majorizing kernels.     

Harmonic Functions on Homogeneous Spaces

 Given a locally compact group G acting on a locally compact space X and a probability measure σ on G, a real Borel function f on X is called σ-harmonic if it satisfies the convolution equation . We give conditions for the absence of nonconstant bounded harmonic functions. We show that, if G is a union of σ-admissible neighbourhoods of the identity, relative to X, then every bounded σ-harmonic function on X is constant. Consequently, for spread out σ, the bounded σ-harmonic functions are constant on each connected component of a [SIN]-group and, if G acts strictly transitively on a splittable metric space X, then the bounded σ-harmonic functions on X are constant which extends Furstenberg’s result for connected semisimple Lie groups. (Received 13 June 1998; in revised form 31 March 1999)     

Heat kernel estimates for jump processes of mixed types on metric measure spaces

In this paper, we investigate symmetric jump-type processes on a class of metric measure spaces with jumping intensities comparable to radially symmetric functions on the spaces. The class of metric measure spaces includes the Alfors d-regular sets, which is a class of fractal sets that contains geometrically self-similar sets. A typical example of our jump-type processes is the symmetric jump process with jumping intensity where ν is a probability measure on , c(α, x, y) is a jointly measurable function that is symmetric in (x, y) and is bounded between two positive constants, and c ₀(x, y) is a jointly measurable function that is symmetric in (x, y) and is bounded between γ₁ and γ₂, where either γ₂ ≥ γ₁ > 0 or γ₁ = γ₂ = 0. This example contains mixed symmetric stable processes on as well as mixed relativistic symmetric stable processes on . We establish parabolic Harnack principle and derive sharp two-sided heat kernel estimate for such jump-type processes. Dedicated to Professor Masatoshi Fukushima on the occasion of his 70th birthday. The research of Zhen-Qing Chen is supported in part by NSF Grants DMS-0303310 and DMS-06000206. The research of Takashi Kumagai is supported in part by the Grant-in-Aid for Scientific Research (B) 18340027.     

Harmonic functions of subordinate killed Brownian motion

In this paper we study harmonic functions of subordinate killed Brownian motion in a domain D. We first prove that, when the killed Brownian semigroup in D is intrinsic ultracontractive, all nonnegative harmonic functions of the subordinate killed Brownian motion in D are continuous and then we establish a Harnack inequality for these harmonic functions. We then show that, when D is a bounded Lipschitz domain, both the Martin boundary and the minimal Martin boundary of the subordinate killed Brownian motion in D coincide with the Euclidean boundary ∂D. We also show that, when D is a bounded Lipschitz domain, a boundary Harnack principle holds for positive harmonic functions of the subordinate killed Brownian motion in D.     

Continuity of eigenvalues of subordinate processes in domains

Let X={X_t,t≥0} be a symmetric Markov process in a state space E and D an open set of E. Let S⁽ⁿ⁾={S⁽ⁿ⁾_t, t ≥ 0} be a subordinator with Laplace exponent ϕ_n and S={S_t,t≥0} a subordinator with Laplace exponent ϕ. Suppose that X is independent of S and S⁽ⁿ⁾. In this paper we consider the subordinate processes and and their subprocesses and X^ϕ,D killed upon leaving D. Suppose that the spectra of the semigroups of and X^ϕ,D are all discrete, with being the eigenvalues of the generator of and being the eigenvalues of the generator of X^ϕ,D. We show that, if lim_n→∞ϕ_n(λ)=ϕ(λ) for every λ>0, then The research of this author is supported in part by NSF Grant DMS-0303310. The research of this author is supported in part by a joint US-Croatia grant INT 0302167.     

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.     

Reflecting Brownian motions: Quasimartingales and strong Caccioppoli sets

A notion ofstrong Caccioppoli set is defined for bounded Euclidean domains. It is shown that stationary (normally) reflecting Brownian motion on the closure of a bounded Euclidean domain is a quasimartingale on each compact time interval if and only if the domain is a strong Caccioppoli set. A similar result is shown to hold for symmetric reflecting diffusion processes.Research supported in part by NSF Grant DMS 91-01675.Research supported in part by NSF Grants DMS 86-57483 and 90-23335.