Dirichlet forms for singular diffusion in higher dimensions (Q904343): Difference between revisions
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English | Dirichlet forms for singular diffusion in higher dimensions |
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Dirichlet forms for singular diffusion in higher dimensions (English)
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13 January 2016
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A singular diffusion on a bounded open set \(\Omega\subseteq\mathbb R^n\) may be understood as a diffusion whose speed measure \(\mu\) is supported only on a proper subset of \(\Omega\). That is, while moving according to a classical diffusion, the particles may only be located on the support of \(\mu\). The authors construct the corresponding Dirichlet form by interpreting the classical form in \(L_2(\Omega,\mu)\). They characterize the associated generating selfadjoint operator and show that the generated \(C_0\)-semigroup is sub-Markovian. The corresponding process is a jump-diffusion, with a diffusion part on the support of \(\mu\) and jumps throughout the rest of \(\Omega\). Two illuminating examples are given: In the first one, an open hypercube is divided into two parts by a hyperplane, the particle diffusing on the latter and jumping ion the rest of the hypercube. In the second one, a filled open Koch snowflake is embedded in a large open square, the diffusion taking part on the interior of the flake and the jumps on its boundary.
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singular diffusion
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Dirichlet form
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sub-Markovian semigroup
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jump-diffusion
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