Harmonic coordinates for diffusions in the plane
Connections of harmonic functions with differential equations in two dimensions (31A35) Differential topological aspects of diffeomorphisms (57R50) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)
Let \(L:=\sum^2_{i,j=1} a_{ij}(x){\partial^2\over\partial x_i\partial x_j}+ \sum^2_{i=1} b_i(x){\partial\over\partial x_i}\) be a second-order differential operator on \(\mathbb{R}^2\), supposed elliptic (with bounded eigenvalues ratio) with locally Hölder continuous coefficients \(a_{ij}\) and \(b_i\). The aim of the article is to establish, under the (almost necessary) hypothesis: there is some \(\varepsilon>0\) such that \(|x|^{1+\varepsilon}|b(x)|= O(|a(x)|)\) as \(|x|\to\infty\), the following theorem: It exists an \(L\)-harmonic global \(C^2\) diffeomorphism of \(\mathbb{R}^2\), say \(u\), such that as \(|x|\to\infty\): \(|u(x)-x|= o(|x|)\) and \(Du(x)\to\text{Id}\). Moreover, up to an additive constant, \(u\) is unique. The proof is delicate, and essentially probabilistic. Formally, \(\text{Id}\)-\(u\) must be the \(L\)-potential of \(b\), which does not a priori converge. So the starting idea is to take a renormalized approximation of this \(L\)-potential, based on its probabilistic representation. The approximated \(L\)-potential is controlled via sharp estimates concerning the \(L\)-diffusion and its hitting times of large spheres, and its gradient is controlled via fine estimates on coupled \(L\)-diffusions. So at the limit an \(L\)-harmonic \(u\) is obtained, that satisfies \(|u(x)-x|= o(|x|)\). The other properties of \(u\) are finally more easily deduced. The same fine result remains in the higher dimensions a conjecture.
- Recurrence, transience and bounded harmonic functions for diffusions in the plane
- Harmonic spaces associated with parabolic and elliptic differential operators
- scientific article; zbMATH DE number 4066006
- Some results and examples about the behavior of harmonic functions and Green’s functions with respect to second order elliptic operators
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