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

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

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 + .

     

Absorbent,parabolic, elliptic and quasielliptic balayages in potential theory; relationships with the Green function

In the frame of standard H-cones of functions (the cone of all excessive functions with respect to a submarkovian resolvent of kernels with reference measure on a measurable space) on a Green set we show that the cofine closure of the complement of an absorbent set in coabsorbent. We obtain different characterizations concerning the parabolicity, ellipticity and quasiellipticity in terms of the Green function. We also show that these notions are the same in the direct and the dual theory.     

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.     

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.     

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.     

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.     

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.     

Markov properties of multiparameter processes and capacities

Summary We study a class of multiparameter symmetric Markov processes. We prove that this class is stable by subordination in Bochner's sense. We show then that for these processes, a probabilistic and an analytic potential theory correspond to each other. In particular, additive functionals are associated with finite energy measures, hitting probabilities are estimated by capacities, quasicontinuity corresponds to path-continuity. In the last section, examples show that many earlier results, as well as new ones, in this domain can be obtained by our method.     

Symmetric Skorohod topology onn-variable functions and hierarchical Markov properties ofn-parameter processes

Summary We introduce a new Skorohod topology for functions of several variables. Since ann-variable function may be viewed as a one-variable function with values in the set of (n–1)-variable functions, this topology is defined by induction from the classical Skorohod topology for one-variable functions. This allows us to define the notion of completen-parameter symmetric Markov processes: Such processes are, for any 1pn, rawp-parameter Markov processes (in the sense of our previous paper [17]) with values in the space of (n–p)-variable functions. We prove, for these processes and their Bochner subordinates, a maximal inequality which implies the continuity of additive functionals associated with finite energy measures. We finally present several important examples.     

A Hausdorff measure classification ofG-polar sets for the superdiffusions

Summary We establish relations betweenG-polar sets of superdiffusions and the restricted Hausdorff dimension. As an application, we give new proofs of Dynkin's criteria for theS-polarity andH-polarity (established earlier by Dawson, Iscoe, Perkins, and Le Gall under more restrictive assumptions.)     

Estimates and asymptotic expansions for condenser p-capacities. The anisotropic case of segments

We provide estimates and asymptotic expansions of condenser p-capacities and focus on the anisotropic case of (line) segments.

After preliminary results, we study p-capacities of points with respect to asymptotic approximations, positivity cases and convergence speed of descending continuity. We introduce equidistant condensers to point out that the anisotropy caused by a segment in the p-Laplace equation is such that the Pólya-Szegö rearrangement inequality for Dirichlet type integrals yields a trivial lower bound. Moreover, when p > N , one cannot build an admissible solution for a segment, however small its length may be, by extending the case of a punctual obstacle.

Our main contribution is to provide a lower bound to the N -dimensional condenser p-capacity of a segment, by means of the N -dimensional and of the (N ?1)-dimensional condenser p-capacities of a point. The positivity cases follow for p-capacities of segments. Our method could be extended to obstacles with codimensions ≥ 2 in higher dimensions, such as surfaces in ?⁴.

Introducing elliptical condensers, we obtain an estimate and the asymptotic expansion for the condenser 2-capacity of a segment in the plane. The topological gradient of the 2-capacity is not an appropriate tool to separate curves and obstacles with non-empty interior in 2D. In the case p ≠ 2, elliptical condensers should prove useful to obtain further estimates of p-capacities of segments.     

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 .     

The martin boundary for harmonic functions on groups of automorphisms of a homogeneous tree

Consider a closed subgroup of the automorphism group of a homogeneous treeT, and assume that acts transitively on the vertex set. Suppose that is a probability measure on which has continuous density with respect to Haar measure and whose support is compact open and generates as a closed semigroup. It is shown that the Martin boundary of with respect to the random walk with law coincides with the space of ends ofT. This extends known results for free groups and applies, for example, to the affine group over a non archimedean local field.     

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.     

Convexity properties of harmonic measures

It is shown that any convex combination of harmonic measures , where U₁,…,Uk are relatively compact open neighborhoods of a given point x∈Rd, d?2, can be approximated by a sequence of harmonic measures such that each Wn is an open neighborhood of x in U₁∪?∪Uk.This answers a question raised in connection with Jensen measures. Moreover, it implies that, for every Green domain X containing x, the extremal representing measures for x with respect to the convex cone of potentials on X (these measures are obtained by balayage of the Dirac measure at x on Borel subsets of X) are dense in the compact convex set of all representing measures.This is achieved approximating balayage on open sets by balayage on unions of balls which are pairwise disjoint and very small with respect to their mutual distances and then reducing the size of these balls in a suitable manner.These results, which are presented simultaneously for the classical potential theory and for the theory of Riesz potentials, can be sharpened if the complements or the boundaries of the open sets have a capacity doubling property. The methods developed for this purpose (continuous balayage on increasing families of compact sets, approximation using scattered sets with small capacity) finally lead to answers even in a very general potential-theoretic setting covering a wide class of second order partial differential operators (uniformly elliptic or in divergence form, or sums of squares of vector fields satisfying Hörmander's condition, for example, sub-Laplacians on stratified Lie algebras).     

Removability of singularities in potential theory

IfQ is a compact metric space, a system of its closed subsets andg: R a prescribed nonnegative function, the conditions ong, and a closedF Q are specified guaranteeing the existence of a nontrivial Borel measure with support inF such that (L)g(L), L.For some kernels in potential theory these conditions permit to characterize geometrically those sets which contain support of a nontrivial measure whose potential belongs to a given class of functions. Several applications concerning removability of singularities of partial differential equations are presented.     

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     

Comparison of interacting diffusions and an application to their ergodic theory

Summary A general comparison argument for expectations of certain multitime functionals of infinite systems of linearly interacting diffusions differing in the diffusion coefficient is derived. As an application we prove clustering occurs in the case when the symmetrized interaction kernel is recurrent, and the components take values in an interval bounded on one side. The technique also gives an alternative proof of clustering in the case of compact intervals.     

The fractional stochastic heat equation on the circle: Time regularity and potential theory

We consider a system of d$d$ linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S¹$S^1$. We obtain sharp results on the Hölder continuity in time of the paths of the solution u=_{{u(t,x)}t∈R+,x∈S1}$u={\left\{u(t,x)\right\}}_{t\in {\mathbb{R}}_{+},x\in S^1}$. We then establish upper and lower bounds on hitting probabilities of u$u$, in terms of the Hausdorff measure and Newtonian capacity respectively.