English

Conservation and invariance properties of submarkovian semigroups

Analysis of PDEs 2009-04-01 v1

Abstract

Let E{\cal E} be a Dirichlet form on L2(X)L_2(X) and Ω\Omega an open subset of XX. Then one can define Dirichlet forms ED{\cal E}_D, or EN{\cal E}_N, corresponding to E{\cal E} but with Dirichlet, or Neumann, boundary conditions imposed on the boundary Ω\partial\Omega of Ω\Omega. If SS, SDS^D and SNS^N are the associated submarkovian semigroups we prove, under general assumptions of regularity and locality, that Stϕ=StDϕS_t\phi = S^D_t\phi for all ϕL2(Ω)\phi\in L_2(\Omega) and t>0t>0 if and only if the capacity capΩ(Ω){\mathop{\rm cap}}_\Omega(\partial\Omega) of Ω\partial \Omega relative to Ω\Omega is zero. Moreover, if SS is conservative, i.e. stochastically complete, then capΩ(Ω)=0{\mathop{\rm cap}}_\Omega(\partial\Omega)=0 if and only if SDS^D is conservative on L2(Ω)L_2(\Omega). Under slightly more stringent assumptions we also prove that the vanishing of the relative capacity is equivalent to StDϕ=StNϕS^D_t \phi = S^N_t \phi for all ϕL2(Ω)\phi\in L_2(\Omega) and t>0t>0.

Keywords

Cite

@article{arxiv.0903.5479,
  title  = {Conservation and invariance properties of submarkovian semigroups},
  author = {A. F. M. ter Elst and Derek W. Robinson},
  journal= {arXiv preprint arXiv:0903.5479},
  year   = {2009}
}