On Feller semigroups generated by elliptic operators with integro-differential boundary conditions (Q5955179)

Let \(A_0\) be a second-order partial differential operator with strictly positive characteristic form on an open set \(Q\subset\mathbb R^n\) with Hölder-continuous coefficients and negative zero-order term. Consider a perturbation by an integro-differential operator \(A_1 = A_{1,1}+A_{1,2}\) satisfying the positive maximum principle, i.e., \(Au_1(x_0) \leq 0\) whenever \(\sup u = u(x_0) \geq 0\). Moreover, \(A_1\) is either a bounded operator on \(C(\overline Q)\) or \(A_{1,j}\) \((j=1,2)\) maps \(C^{j+s+\sigma}(\overline Q)\) continuously into \(C^{s+\sigma}(\overline Q)\) for some \(s\geq 0\). The perturbed operator \(A = A_0+A_1\) on \(\mathcal D(A) = \mathcal D(A_0)\cap \mathcal D(A_1)\) satisfies again the positive maximum principle and is a candidate for the generator of a Feller semigroup. Notice, that by a result of \textit{J.-M. Bony}, \textit{Ph. Courrège} and \textit{P. Priouret} [Ann. Inst. Fourier 18, 369-521 (1968; Zbl 0181.11704)], the structure of the operator \(A\) is completely characterized and that the examples given in the paper under review are rather typical examples for \(A\). On the boundary \(\partial Q\) general Wentzell (Ventsel) boundary conditions are assumed. These are known to be necessary in order to obtain a Feller semigroup. Two particular cases of boundary conditions are studied in the paper: The non-transversal case where the operator \(B\) on the boundary is of the form \[ Bu(x) = \gamma(x)u(x) + \int_{\overline Q} (u(x)-u(y))\mu(x,dy) = 0, \quad x\in\partial Q \] where \(\gamma\geq 0\) and \(\mu\) is a positive measure kernel on \(\overline Q\), and the transversal case where for some local coordinates \(t_j = t_j(x)\) \[ Bu(x) = \gamma(x)u(x) + \int_{\overline Q} (u(x)-u(y))\mu(x,dy) - \eta(x)\frac{\partial u(x)}{\partial t_n} + \sum_{j=1}^{n-1} \beta_j(x)\frac{\partial u(x)}{\partial t_j} = 0, \;x\in\partial Q \] with \(C^{1+\sigma}(\partial Q)\)-coefficients, \(\eta>0\) and \(\gamma, \mu\) as before. Write \(C_B(\overline Q)\) for the set \(\{u\in C(\overline Q): Bu = 0\}\), \(\mathcal A_B = A_0 + A_1\) defined on \(\mathcal D(A_1)\cap \{u\in C^2(Q)\cap C_B(\overline Q): A_0u \in C(\overline Q)\}\) and \(C_\mu(\Omega) = \{u\in C(\Omega): u|N_\mu = 0\}\) where \(N_\mu = \{x\in\partial Q : \mu(x,\overline Q) = 0\}\). Denote by \(\tilde A_B\) the restriction of the closure \(\overline{\mathcal A_B}\) to the linear subspace of functions \(u\in C_B(\overline Q)\) where \(\overline{\mathcal A_B} u \in C_B(\overline Q)\). The main results are as follows: Assume that \(A_1\) is a bounded perturbation and \(B\) is non-transversal. If \(x\mapsto \gamma(x)+\mu(x,\overline Q)\) is in \(C(\partial Q)\), \(\gamma(x) + \mu(x,\overline Q\cup N_\mu)>0\) and if there exists an operator \(L\) mapping \(C_\mu(\overline Q)\) into \(C_\mu(\partial Q)\), then \(\tilde A_B\) is a (uniquely determined) generator of a Feller semigroup. Concrete sufficient conditions for the existence of an operator \(L\) can be given in terms of the geometric structure of the support of the non-local terms of the boundary operator \(B\). If \(A_1\) is unbounded and \(B\) non-transversal, then \(\gamma_0\in C^{s+2+\sigma}(\partial Q)\), \(\gamma(x) + \mu(x,\overline Q\cup N_\mu)>0\), the geometrical conditions on \(B\) mentioned above and certain boundedness conditions (in Hölder spaces) of \(B\) ensure that \(A_B\) has a closure which uniquely generates a Feller semigroup. Finally, in the transversal case, certain zero-order and first-order Hölder estimates for the integral part of \(B\) and the assumption that \(A_1\) is unbounded (with \(s=0\), see above) guarantee that \(\overline{\mathcal A_B}\) generates a uniquely determined Feller semigroup. The proofs of these theorems are quite technical and reduce in all cases to a certain integro-differential relation on the boundary. Similar techniques were used by \textit{K. Taira} [Math. Z. 222, 305-327 (1996; Zbl 0849.47024)].