Probabilistic approach to the Neumann problem with infinite gauge (Q1262621): Difference between revisions

The von Neumann problem of the Schrödinger equation N(D;q,f,\(\phi)\): \[ (\Delta /2+q)u+f=0\quad on\quad D,\quad and\quad \partial u/\partial n=\phi \quad on\quad \partial D, \] is considered. It is assumed that D is a bounded domain of \(R^ d\) with \(C^ 3\) boundary \(\partial D\), the functions q, f are real-valued Borel functions on D \((q\in K^ 1_ d)\), \(\phi\) is a real-valued bounded function on \(\partial D\), and \(\Delta\) denotes the Laplacian operator on \(R^ d\) and \(\partial /\partial n\) the outer normal derivative. \textit{G. A. Brosamler} [Math. Scandinav. 38, 137-147 (1976; Zbl 0346.60021)] obtained a probabilistic expression of the solution of N(D;0,0,\(\phi)\). He proved that, if \(\int_{\partial D}\phi (x)\sigma (dx)=0\) (\(\sigma\) (\(\cdot)\) denotes the ``area'' measure on D), then \[ u(x)=(1/2)\lim_{t\to \infty}E^ x\int^{t}_{0}\phi (X_ s)L(ds) \] is a solution of N(D;0,0,\(\phi)\), where \(\{X_ t;t\geq 0\}\) is the standard Brownian motion on D and \(\{L_ t;t\geq 0\}\) is its boundary local time. \textit{Pei Hsu} [Commun. Pure Appl. Math. 38, 445-472 (1985; Zbl 0587.60077)] proved that if the gauge of q, i.e. \[ E^ x\{\int^{\infty}_{0}\exp (\int^{t}_{0}q(X_ s)ds)L(dt)\} \] is finite for some \(x\in \bar D\), then \[ u(x)=(1/2)E^ x\{\int^{\infty}_{0}(\exp (\int^{t}_{0}q(X_ s)ds))\phi (X_ t)L(dt)\},\quad x\in \bar D, \] is the unique solution of N(D;q,0,\(\phi)\). The authors provide a probabilistic approach without the assumption of the finiteness of the gauge.