Stability of transition semigroups and applications to parabolic equations
HTML articles powered by AMS MathViewer
- by Moritz Gerlach, Jochen Glück and Markus Kunze;
- Trans. Amer. Math. Soc. 376 (2023), 153-180
- DOI: https://doi.org/10.1090/tran/8620
- Published electronically: October 7, 2022
- HTML | PDF | Request permission
Abstract:
This paper deals with the long-term behavior of positive operator semigroups on spaces of bounded functions and of signed measures, which have applications to parabolic equations with unbounded coefficients and to stochastic analysis. The main results are a Tauberian type theorem characterizing the convergence to equilibrium of strongly Feller semigroups and a generalization of a classical convergence theorem of Doob. None of these results requires any kind of time regularity of the semigroup.References
- Reference request: Long-term behaviour of the heat equation for bounded initial data. MathOverflow post, Oct. 2019. Available online at mathoverflow.net/a/343224/102946.
- Davide Addona, Luciana Angiuli, and Luca Lorenzi, On invariant measures associated with weakly coupled systems of Kolmogorov equations, Adv. Differential Equations 24 (2019), no. 3-4, 137–184. MR 3910032
- Davide Addona, Luciana Angiuli, Luca Lorenzi, and Gianmario Tessitore, On coupled systems of Kolmogorov equations with applications to stochastic differential games, ESAIM Control Optim. Calc. Var. 23 (2017), no. 3, 937–976. MR 3660455, DOI 10.1051/cocv/2016019
- Charalambos D. Aliprantis and Kim C. Border, Infinite dimensional analysis, 3rd ed., Springer, Berlin, 2006. A hitchhiker’s guide. MR 2378491
- Wolfgang Arendt, Positive semigroups of kernel operators, Positivity 12 (2008), no. 1, 25–44. MR 2373131, DOI 10.1007/s11117-007-2137-z
- Wolfgang Arendt, Stefan Kunkel, and Markus Kunze, Diffusion with nonlocal boundary conditions, J. Funct. Anal. 270 (2016), no. 7, 2483–2507. MR 3464048, DOI 10.1016/j.jfa.2016.01.025
- V. I. Bogachev, Measure theory. Vol. I, II, Springer-Verlag, Berlin, 2007. MR 2267655, DOI 10.1007/978-3-540-34514-5
- Jean-Michel Bony, Principe du maximum dans les espaces de Sobolev, C. R. Acad. Sci. Paris Sér. A-B 265 (1967), A333–A336 (French). MR 223711
- Sandra Cerrai, A Hille-Yosida theorem for weakly continuous semigroups, Semigroup Forum 49 (1994), no. 3, 349–367. MR 1293091, DOI 10.1007/BF02573496
- Ralph Chill and Yuri Tomilov, Stability of operator semigroups: ideas and results, Perspectives in operator theory, Banach Center Publ., vol. 75, Polish Acad. Sci. Inst. Math., Warsaw, 2007, pp. 71–109. MR 2336713, DOI 10.4064/bc75-0-6
- G. Da Prato and J. Zabczyk, Ergodicity for infinite-dimensional systems, London Mathematical Society Lecture Note Series, vol. 229, Cambridge University Press, Cambridge, 1996. MR 1417491, DOI 10.1017/CBO9780511662829
- E. B. Davies, Triviality of the peripheral point spectrum, J. Evol. Equ. 5 (2005), no. 3, 407–415. MR 2174879, DOI 10.1007/s00028-005-0202-2
- Simone Delmonte and Luca Lorenzi, On a class of weakly coupled systems of elliptic operators with unbounded coefficients, Milan J. Math. 79 (2011), no. 2, 689–727. MR 2862032, DOI 10.1007/s00032-011-0170-7
- V. N. Denisov, On the behavior of solutions of parabolic equations for large time values, Uspekhi Mat. Nauk 60 (2005), no. 4(364), 145–212 (Russian, with Russian summary); English transl., Russian Math. Surveys 60 (2005), no. 4, 721–790. MR 2190927, DOI 10.1070/RM2005v060n04ABEH003675
- Alexander Dobrick and Jochen Glück, Uniform convergence of operator semigroups without time regularity, J. Evol. Equ. 21 (2021), no. 4, 5101–5134. MR 4350597, DOI 10.1007/s00028-021-00745-8
- J. L. Doob, Asymptotic properties of Markoff transition prababilities, Trans. Amer. Math. Soc. 63 (1948), 393–421. MR 25097, DOI 10.1090/S0002-9947-1948-0025097-6
- Tanja Eisner, Bálint Farkas, Markus Haase, and Rainer Nagel, Operator theoretic aspects of ergodic theory, Graduate Texts in Mathematics, vol. 272, Springer, Cham, 2015. MR 3410920, DOI 10.1007/978-3-319-16898-2
- Klaus-Jochen Engel and Rainer Nagel, One-parameter semigroups for linear evolution equations, Graduate Texts in Mathematics, vol. 194, Springer-Verlag, New York, 2000. With contributions by S. Brendle, M. Campiti, T. Hahn, G. Metafune, G. Nickel, D. Pallara, C. Perazzoli, A. Rhandi, S. Romanelli and R. Schnaubelt. MR 1721989
- S. Fornaro, G. Metafune, and E. Priola, Gradient estimates for Dirichlet parabolic problems in unbounded domains, J. Differential Equations 205 (2004), no. 2, 329–353. MR 2092861, DOI 10.1016/j.jde.2004.06.019
- Moritz Gerlach, On the peripheral point spectrum and the asymptotic behavior of irreducible semigroups of Harris operators, Positivity 17 (2013), no. 3, 875–898. MR 3090698, DOI 10.1007/s11117-012-0210-8
- Moritz Gerlach and Jochen Glück, On a convergence theorem for semigroups of positive integral operators, C. R. Math. Acad. Sci. Paris 355 (2017), no. 9, 973–976 (English, with English and French summaries). MR 3709536, DOI 10.1016/j.crma.2017.07.017
- Moritz Gerlach and Jochen Glück, Lower bounds and the asymptotic behaviour of positive operator semigroups, Ergodic Theory Dynam. Systems 38 (2018), no. 8, 3012–3041. MR 3868021, DOI 10.1017/etds.2017.9
- Moritz Gerlach and Jochen Glück, Convergence of positive operator semigroups, Trans. Amer. Math. Soc. 372 (2019), no. 9, 6603–6627. MR 4024532, DOI 10.1090/tran/7836
- Moritz Gerlach and Markus Kunze, Mean ergodic theorems on norming dual pairs, Ergodic Theory Dynam. Systems 34 (2014), no. 4, 1210–1229. MR 3227154, DOI 10.1017/etds.2012.187
- Moritz Gerlach and Robin Nittka, A new proof of Doob’s theorem, J. Math. Anal. Appl. 388 (2012), no. 2, 763–774. MR 2869786, DOI 10.1016/j.jmaa.2011.09.070
- Jochen Glück and Markus Haase, Asymptotics of operator semigroups via the semigroup at infinity, Positivity and noncommutative analysis, Trends Math., Birkhäuser/Springer, Cham, [2019] ©2019, pp. 167–203. MR 4042272, DOI 10.1007/978-3-030-10850-2_{9}
- Günther Greiner, Spektrum und Asymptotik stark stetiger Halbgruppen positiver Operatoren, Sitzungsber. Heidelb. Akad. Wiss. Math.-Natur. Kl. 3 (1982), 55–80 (German). MR 669010
- Sander C. Hille and Daniël T. H. Worm, Continuity properties of Markov semigroups and their restrictions to invariant $L^1$-spaces, Semigroup Forum 79 (2009), no. 3, 575–600. MR 2564065, DOI 10.1007/s00233-009-9176-7
- Hans Jarchow, Locally convex spaces, Mathematische Leitfäden. [Mathematical Textbooks], B. G. Teubner, Stuttgart, 1981. MR 632257, DOI 10.1007/978-3-322-90559-8
- Vera Keicher, On the peripheral spectrum of bounded positive semigroups on atomic Banach lattices, Arch. Math. (Basel) 87 (2006), no. 4, 359–367. MR 2263482, DOI 10.1007/s00013-006-1736-4
- Liaqat Ali Khan, The strict topology on a space of vector-valued functions, Proc. Edinburgh Math. Soc. (2) 22 (1979), no. 1, 35–41. MR 536590, DOI 10.1017/S0013091500027784
- Franziska Kühnemund, A Hille-Yosida theorem for bi-continuous semigroups, Semigroup Forum 67 (2003), no. 2, 205–225. MR 1987498, DOI 10.1007/s00233-002-5000-3
- Alexei Kulik and Michael Scheutzow, A coupling approach to Doob’s theorem, Atti Accad. Naz. Lincei Rend. Lincei Mat. Appl. 26 (2015), no. 1, 83–92. MR 3345324, DOI 10.4171/RLM/694
- Markus Kunze, Continuity and equicontinuity of semigroups on norming dual pairs, Semigroup Forum 79 (2009), no. 3, 540–560. MR 2564063, DOI 10.1007/s00233-009-9174-9
- Markus Kunze, A Pettis-type integral and applications to transition semigroups, Czechoslovak Math. J. 61(136) (2011), no. 2, 437–459. MR 2905415, DOI 10.1007/s10587-011-0065-3
- Markus C. Kunze, Diffusion with nonlocal Dirichlet boundary conditions on unbounded domains, Studia Math. 253 (2020), no. 1, 1–38. MR 4074399, DOI 10.4064/sm181012-24-5
- Luca Lorenzi, Analytical methods for Kolmogorov equations, Monographs and Research Notes in Mathematics, CRC Press, Boca Raton, FL, 2017. Second edition of Analytical methods for Markov semigroups [ MR2313847]. MR 3616034
- G. Metafune, D. Pallara, and M. Wacker, Feller semigroups on $\mathbf R^N$, Semigroup Forum 65 (2002), no. 2, 159–205. MR 1911723, DOI 10.1007/s002330010129
- Enrico Priola, On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions, Studia Math. 136 (1999), no. 3, 271–295. MR 1724248, DOI 10.4064/sm-136-3-271-295
- D. Revuz, Markov chains, 2nd ed., North-Holland Mathematical Library, vol. 11, North-Holland Publishing Co., Amsterdam, 1984. MR 758799
- Helmut H. Schaefer, Banach lattices and positive operators, Die Grundlehren der mathematischen Wissenschaften, Band 215, Springer-Verlag, New York-Heidelberg, 1974. MR 423039, DOI 10.1007/978-3-642-65970-6
- Jan Seidler, Ergodic behaviour of stochastic parabolic equations, Czechoslovak Math. J. 47(122) (1997), no. 2, 277–316. MR 1452421, DOI 10.1023/A:1022821729545
- F. Dennis Sentilles, Bounded continuous functions on a completely regular space, Trans. Amer. Math. Soc. 168 (1972), 311–336. MR 295065, DOI 10.1090/S0002-9947-1972-0295065-1
- Łukasz Stettner, Remarks on ergodic conditions for Markov processes on Polish spaces, Bull. Polish Acad. Sci. Math. 42 (1994), no. 2, 103–114. MR 1810695
- Manfred P. H. Wolff, Triviality of the peripheral point spectrum of positive semigroups on atomic Banach lattices, Positivity 12 (2008), no. 1, 185–192. MR 2373142, DOI 10.1007/s11117-007-2151-1
Bibliographic Information
- Moritz Gerlach
- Affiliation: Moritz Gerlach, Universität Potsdam, Institut für Mathematik, Karl–Liebknecht–Straße 24–25, 14476 Potsdam, Germany
- MR Author ID: 962946
- ORCID: 0000-0001-9928-7483
- Email: gerlach@math.uni-potsdam.de
- Jochen Glück
- Affiliation: Jochen Glück, Universität Passau, Fakultät für Informatik und Mathematik, Innstraße 33, 94032 Passau, Germany
- ORCID: 0000-0002-0319-6913
- Email: jochen.glueck@alumni.uni-ulm.de
- Markus Kunze
- Affiliation: Markus Kunze, Universität Konstanz, Fachbereich Mathematik und Statistik, Fach 193, 78357 Konstanz, Germany
- MR Author ID: 357041
- ORCID: 0000-0001-5856-7382
- Email: markus.kunze@uni-konstanz.de
- Received by editor(s): September 11, 2020
- Received by editor(s) in revised form: November 7, 2021, and December 10, 2021
- Published electronically: October 7, 2022
- © Copyright 2022 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 376 (2023), 153-180
- MSC (2020): Primary 47D07, 60J35, 35K15
- DOI: https://doi.org/10.1090/tran/8620
- MathSciNet review: 4510108
Dedicated: Dedicated with gratitude to our teacher Wolfgang Arendt