Available in electronic format
Available in print format
Transactions of the American Mathematical Society
Transactions of the American Mathematical Society
ISSN 1088-6850(e) ISSN 0002-9947(p)
     

Solutions of nonlinear differential equations on a Riemannian manifold and their trace on the Martin boundary

Author(s): E. B. Dynkin; S. E. Kuznetsov
Journal: Trans. Amer. Math. Soc. 350 (1998), 4521-4552.
MSC (1991): Primary 60J60, 35J60; Secondary 60J80, 60J45, 35J65
Retrieve article in: PDF
This article is available free of charge

Abstract | References | Similar articles | Additional information

Abstract: Let $L$ be a second order elliptic differential operator on a Riemannian manifold $E$ with no zero order terms. We say that a function $h$ is $L$-harmonic if $Lh=0$. Every positive $L$-harmonic function has a unique representation

\begin{equation*}h(x)=\int _{E'} k(x,y) \nu (dy), \end{equation*}

where $k$ is the Martin kernel, $E'$ is the Martin boundary and $\nu $ is a finite measure on $E'$ concentrated on the minimal part $E^{*}$ of $E'$. We call $\nu $ the trace of $h$ on $E'$. Our objective is to investigate positive solutions of a nonlinear equation

\begin{equation*}L u=u^{\alpha }\quad \text{on } E \tag{*} \end{equation*}

for $1<\alpha \le 2$ [the restriction $\alpha \le 2$ is imposed because our main tool is the $(L,\alpha )$-superdiffusion, which is not defined for $\alpha >2$]. We associate with every solution $u$ of (*) a pair $(\Gamma ,\nu )$, where $\Gamma $ is a closed subset of $E'$ and $\nu $ is a Radon measure on $O=E'\setminus \Gamma $. We call $(\Gamma ,\nu )$ the trace of $u$ on $E'$. $\Gamma $ is empty if and only if $u$ is dominated by an $L$-harmonic function. We call such solutions moderate. A moderate solution is determined uniquely by its trace. In general, many solutions can have the same trace. In an earlier paper, we investigated the case when $L$ is a second order elliptic differential operator in $\mathbb{R}^{d}$ and $E$ is a bounded smooth domain in $\mathbb{R}^{d}$. We obtained necessary and sufficient conditions for a pair $(\Gamma ,\nu )$ to be a trace, and we gave a probabilistic formula for the maximal solution with a given trace. The general theory developed in the present paper is applicable, in particular, to elliptic operators $L$ with bounded coefficients in an arbitrary bounded domain of $\mathbb{R}^{d}$, assuming only that the Martin boundary and the geometric boundary coincide.


References:

1.
M. Brelot, On Martin boundaries, Unpublished lectures, Hiroshima University, 1962; Russian translation in Matematika 9:5 (1965),136-155.

2.
E. B. Dynkin, Markov Processes, Springer-Verlag, Berlin, Heidelberg, 1965. MR 33:1887

3.
-, A probabilistic approach to one class of nonlinear differential equations, Probab. Th. Rel. Fields 89 (1991), 89-115. MR 92d:35090

4.
-, Superdiffusions and parabolic nonlinear differential equations, Ann. Probab. 20 (1992), 942-962. MR 93d:60124

5.
-, Superprocesses and partial differential equations, Ann. Probab. 21 (1993), 1185-1262. MR 94j:60156

6.
-, A probabilistic approach to a nonlinear differential equation on a Riemannian manifold, Teoriya Veroyatnostei i ee Primeneniya 42 (1997), 336-341; English transl., to appear in Theory Probab. Appl. 42 (1997). CMP 98:02

7.
E. B. Dynkin and S. E. Kuznetsov, Superdiffusions and removable singularities for quasilinear partial differential equations, Comm. Pure & Appl. Math 49 (1996), 125-176. MR 97m:60114

8.
-, Solutions of $Lu = u^{\alpha }$ dominated by $L$-harmonic functions, Journale d'Analyse Math. 68 (1996), 15-37. MR 97f:35048

9.
-, Linear additive functionals of superdiffusions and related nonlinear P.D.E., Trans. Amer. Math. Soc. 348 (1996), 1959-1987. MR 97d:60135

10.
-, Nonlinear parabolic P.D.E. and additive functionals of superdiffusions, Ann. Probab. 25 (1997), 662-701. CMP 97:08

11.
-, Natural linear additive functionals of superprocesses, Ann. Probab. 25 (1997), 640-661. CMP 97:08

12.
-, Trace on the boundary for solutions of nonlinear differential equations, Trans. Amer. Math. Soc. 350 (1998), 4499-4519.

13.
J.F. Le Gall, Solutions positives de $\Delta u=u^{2}$ dans le disque unité, C.R. Acad. Sci. Paris, Série I 317 (1993), 873-878. MR 94h:35059

14.
-, A probabilistic Poisson representation for positive solutions of $\Delta u = u^{2}$ in a planar domain, Comm. Pure Appl. Math. 50 (1997), 69-103. MR 98c:60144

15.
M. Marcus and L. Véron, Trace au bord des solutions positives d'équations elliptiques non linéaires, C.R. Acad.Sci Paris ser I 321 (1995), 179-184. MR 96f:35045

16.
-, Trace au bord des solutions positives d'équations elliptiques non linéaires. Résultats d'existence and d'unicité, C.R. Acad.Sci Paris ser I 323 (1996), 603-608. MR 97f:35012

17.
-, The boundary trace of positive solutions of semilinear elliptic equations I: The subcritical case. Arch. Rational Mech. Anal., 1998, to appear.

[17a]
M. Marcus and L. Véron, The boundary trace of positive solutions of semilinear elliptic equations II: The supercritical case. Preprint, 1997.

18.
V. G. Maz'ya, Beurling's theorem on a minimum principle for positive harmonic functions, [First published (in Russian) in Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Mat. Inst. im. V. A. Steklova 30 (1972), 76-90], J.Soviet Math. 4, 367-379. MR 48:8821

19.
K.Yosida, The fundamental solution of the parabolic equation in a Riemannian space, Osaka Math. J. 5:1 (1953), 65-74. MR 15:36b


Similar Articles:

Retrieve articles in Transactions of the American Mathematical Society with MSC (1991): 60J60, 35J60, 60J80, 60J45, 35J65

Retrieve articles in all Journals with MSC (1991): 60J60, 35J60, 60J80, 60J45, 35J65


Additional Information:

E. B. Dynkin
Affiliation: Department of Mathematics, White Hall, Cornell University, Ithaca, New York 14853-7901
Email: ebd1@cornell.edu

S. E. Kuznetsov
Affiliation: Central Econ.-Math. Institute, Russian Academy of Sciences, 32 Krasikowa, Moscow 117418, Russia
Address at time of publication: Department of Mathematics, University of Colorado at Boulder, Boulder, Colorado 80309-0395
Email: sk47@cornell.edu

DOI: 10.1090/S0002-9947-98-02006-6
PII: S 0002-9947(98)02006-6
Received by editor(s): August 6, 1996
Additional Notes: Partially supported by National Science Foundation Grant DMS-9301315
Copyright of article: Copyright 1998, American Mathematical Society


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2009, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google