Diffusion with nonlocal boundary conditions

被引:19
|
作者
Arendt, Wolfgang [1 ]
Kunkel, Stefan [2 ]
Kunze, Markus [2 ]
机构
[1] Univ Ulm, Inst Appl Anal, D-89069 Ulm, Germany
[2] Univ Ulm, Graduiertenkolleg 1100, D-89069 Ulm, Germany
关键词
Diffusion process; Nonlocal boundary conditions; Asymptotic behavior; ELLIPTIC-OPERATORS; BROWNIAN-MOTION; SEMIGROUPS;
D O I
10.1016/j.jfa.2016.01.025
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider second order differential operators A(mu) on a bounded, Dirichlet regular set Omega subset of R-d, subject to the nonlocal boundary conditions u(z) = integral(Omega) u(x) mu(z,dx) for z is an element of partial derivative Omega. Here the function mu : partial derivative Omega -> M+ (Omega) is sigma(M(Omega), C-b(n Omega))-continuous with 0 <= mu(z, Omega) <= 1 for all z is an element of partial derivative Omega. Under suitable assumptions on the coefficients in A(mu), we prove that A(mu) generates a holomorphic positive contraction semigroup T-mu on L-infinity(Omega). The semigroup T-mu is never strongly continuous, but it enjoys the strong Feller property in the sense that it consists of kernel operators and takes values in C((Omega) over bar). We also prove that T-mu is immediately compact and study the asymptotic behavior of T-mu (t) as t -> infinity. (C) 2016 Published by Elsevier Inc.
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页码:2483 / 2507
页数:25
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