Approximation of a semigroup model of anomalous diffusion in a bounded set

From MaRDI portal





Let \(U\) be a bounded Lipschitz open set in \(m\)-dimensional space, \(0 < \alpha < 2.\) The norm of the fractional Sobolev space \(H^{\alpha/2}(U)\) is equivalent to the norm given by the inner product \((f, g) + {\mathcal E}(f, g),\) where \[ {\mathcal E}(f, g) = {1 \over 2} \int \hskip -0.5em \int_{U \times U} {(f(y) - f(x))(g(y) - g(x)) \over |x - y|^{m + \alpha}}\,dx \,dy. \] Let \(A\) be the (unique) self-adjoint negative semidefinite operator with \(D((- A)^{1/2}) = H^{\alpha/2}(U),\) \({\mathcal E}(x, y) = ((- A)^{1/2}f, (-A)^{1/2}g).\) It is known that there exists a Markov process \(\{Y_t: t \geq 0\}\) whose transition semigroup is the semigroup \(\{P_t: t \geq 0\}\) generated by \(A\) in \(L^2(U).\) Under certain smoothness assumptions, \[ Af(x) = \lim_{\epsilon \to 0} \int_{U \setminus B_\epsilon(x)} {f(x) - f(x) \over |y - x|^{m + \alpha}}\, dy, \eqno(1) \] but \(A\) and its domain are difficult to characterize in general. The authors set out to approximate the semigroup \(P_t\) with a scheme based on a discrete approximation of the integral (1) in a sequence of finite dimensional spaces; convergence is proved by a version of Trotter's theorem. They extend their scheme to semilinear perturbations and use it to prove global existence theorems.











This page was built for publication: Approximation of a semigroup model of anomalous diffusion in a bounded set

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1941494)