Higher order PDEs and symmetric stable processes (Q1885363): Difference between revisions

Let \(P_t\) be the transition semigroup of a \(d\)-dimensional symmetric stable process with index \(\alpha \in (0,2]\) and let \(P_t^D\) be the transition semigroup of the process killed upon leaving a bounded domain \(D\). Then \(P_t^D\) maps \(L^2(D)\) to \(L^\infty(D)\) for each \(t>0\). Hence there is a countable orthonormal basis of eigenfunctions \(\{\varphi_1, \varphi_2, \cdots\}\) for \(L^2(D)\) with corresponding eigenvalues \(\{\lambda_1, \lambda_2, \cdots\}\) satisfying \(0< \lambda_1 < \lambda_2 \leq \lambda_3 \leq \cdots\) and \(\lambda_n \to \infty\) as \(n\to \infty\). More explicitly, \(P_t^D\varphi_n(x) = e^{-\lambda_n t} \varphi_n(x)\). The first main result of this paper asserts that if \(\alpha = k/m\) for some relatively prime positive integers \(k\) and \(m\), then \(u_n(t,x) := P_t\varphi_n(x)\) satisfies \[ \Delta^k u_n(t,x) + (-1)^{k+1} {{\partial^{2m}u_n}\over{\partial t^{2m}}} (t,x) = 0, \quad (t,x) \in (0,\infty) \times R^d \] with \[ {{\partial u_n}\over{\partial t}} (0,x) = -\lambda_n\varphi_n(x) \text{ ~for~} x \in D \text{ ~and~} u_n(0,x) = 0 \text{ ~for~} x \in \text{ int}(D^c). \] This result establishes a connection between symmetric stable processes with rational indices and higher order PDEs and generalizes an earlier result of \textit{R. Bañuelos} and \textit{T. Kulczycki} [J. Funct. Anal. 211, No. 2, 355--423 (2004; Zbl 1055.60072)]. As an application of the above result, the author obtains a variation formula for the eigenvalues associated with the killed symmetric stable process, which is more ``user friendly'' than the classical Rayleigh-Ritz formula. Based on the variation formula, the author derives an upper bound on the eigenvalues in terms of Dirichlet eigenvalues of the Laplacian on \(D\), generalizing another result of Bañuelos and Kulczycki. Along the way the author proves an operator inequality for the operators associated with the transition density of Brownian motion and the Brownian motion killed upon leaving \(D\).