English

Positive harmonically bounded solutions for semi-linear equations

Probability 2023-01-18 v2 Analysis of PDEs Functional Analysis

Abstract

For open sets UU in some space XX, we are interested in positive solutions to semi-linear equations Lu=φ(,u)μ Lu=\varphi(\cdot,u)\mu on UU. Here LL may be an elliptic or parabolic operator of second order (generator of a diffusion process) or an integro-differential operator (generator of a jump process), μ\mu is a positive measure on UU and φ\varphi is an arbitrary measurable real function on U×R+U\times \mathbb{R}^+ such that the functions tφ(x,t)t\mapsto \varphi(x,t), xUx\in U, are continuous, increasing and vanish at t=0t=0. More precisely, given a measurable function h0h\ge 0 on XX which is LL-harmonic on UU, that is, continuous real on UU with Lh=0Lh=0 on UU, we give necessary and sufficient conditions for the existence of positive solutions uu such that u=hu=h on XUX\setminus U and uu has the same ``boundary behavior'' as hh on UU (Problem 1) or, alternatively, uhu\le h on UU, but u≢0u\not\equiv 0 on UU (Problem 2). We show that these problems are equivalent to problems of the existence of positive solutions to certain integral equations u+Kφ(,u)=gu+K\varphi(\cdot,u)=g on UU, KK being a potential kernel. We solve them in the general setting of balayage spaces (X,W)(X,\mathcal{W}) which, in probabilistic terms, corresponds to the setting of transient Hunt processes with strong Feller resolvent.

Keywords

Cite

@article{arxiv.2212.13999,
  title  = {Positive harmonically bounded solutions for semi-linear equations},
  author = {Wolfhard Hansen and Krzysztof Bogdan},
  journal= {arXiv preprint arXiv:2212.13999},
  year   = {2023}
}

Comments

39 pages, updated authors' details

R2 v1 2026-06-28T07:55:07.081Z