Drift-diffusion equations on domains in \(\mathbb{R}^d\): essential self-adjointness and stochastic completeness (Q2399768)

The authors consider the problem of the existence, uniqueness and conservativeness of the dynamics associated to the operator \[ H=-\frac{1}{\rho_{\infty}}\nabla\cdot\rho_{\infty}\mathbb D\nabla + V, \] defined on a domain \(\Omega\subseteq\mathbb R^d\), \(d\geq 1\), where \(\rho_{\infty}\) is a positive function and \(\mathbb D>0\) is a Hermitian matrix. The authors consider such operator in two different but related contexts: a quantum mechanical and a stochastic contex. In the quantum mechanical model, \(H\) describes the Hamiltonian of a particle subject to a potential \(V\) and the dynamics is governed by the Schrödinger's equation \[ i\partial_tu(x,t)=Hu(x,t)\,,\;\;\;u(\cdot,0)=u_0. \] In this case, existence and uniqueness of a solution preserving the weighted \(L^2_{\rho_{\infty}}\)-norm is equivalent to the essential self-adjointness of \(H\). In the stochastic model, \(H\) generates the Fokker-Plank dynamics of the system (after a suitable symmetrization). The authors consider in this context only the case \(V=0\), i.e., the equation \[ \partial_t\mu(x,t)=-H_0\mu(x,t)\,,\;\;\;\mu(\cdot,0)=\mu_0, \] where \(H_0=H\) with \(V\equiv0\). Existence and uniqueness of a non-negative solution preserving the \(L^1_{\rho_{\infty}}\)-norm is called stochastic completeness. In this case one has to show that the Friedrichs extension of \(H_0\) is conservative. The authors give several sufficient conditions under which \(H\) is essentially self-adjoint and \(H_0\) is stochastically complete. In particular, such conditions are given in two different forms: in terms of the Riemannian metric and in terms of the Euclidean metric. In the first case (the Riemannian setting), the authors consider the domain \(\Omega\) endowed with a Riemannian metric given in terms of \(\mathbb D^{-1}\) and the measure \(\rho_{\infty}(x)dx\). Therefore the study of \(H,H_0\) is recast into the study of a weighted Laplace-Beltrami operator. They give criteria for essential self-adjointness for \(H\) (Theorem 4.1) and stochastic completeness for \(H_0\) (Theorem 4.2) in terms of the geometry of the manifold \((\Omega,\mathbb D^{-1},\rho_{\infty}(x)dx)\). In the second case (Euclidean setting), the authors give more explicit sufficient conditions for essential self-adjointness for \(H\) (Theorem 5.1) and stochastic completeness for \(H_0\) (Theorem 5.3) in terms of the behavior of the coefficients near the boundary of the domain.