Probabilistic solution of the general Robin boundary value problem on arbitrary domains

DOI10.1155/2012/163096MaRDI QIDQ1929671zbMATH OpenOpenAlexWikidataFDO

Authors Khalid Akhlil

Publication date 9 January 2013

Published in International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.5763

zbMATH Keywords

diffusion processesDirichlet formRobin boundary value problem

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60)

Abstract: Using a capacity approach, and the theory of measure's perturbation of Dirichlet forms, we give the probabilistic representation of the General Robin boundary value problems on an arbitrary domain $Omega$, involving smooth measures, which give arise to a new process obtained by killing the general reflecting Brownian motion at a random time. We obtain some properties of the semigroup directly from its probabilistic representation, and some convergence theorems, and also a probabilistic interpretation of the phenomena occurring on the boundary.

Review text

Summary: Using a capacity approach and the theory of measure perturbation of Dirichlet forms, we give a probabilistic representation of the general Robin boundary value problem on an arbitrary domain \(\Omega\), involving smooth measures, which give rise to a new process obtained by killing the general reflecting Brownian motion at a random time. We obtain some properties of the semigroup directly from its probabilistic representation, some convergence theorems, and also a probabilistic interpretation of the phenomena occurring on the boundary.

Recommendations

• The probabilistic solution of the third boundary value problem for second order elliptic equations
• Robin boundary value problems on arbitrary domains
• Markov processes on the Lipschitz boundary for the Neumann and Robin problems
• Probabilistic approach to the Neumann problem
• Solution of the Robin problem for the Laplace equation

Cites work

• A construction of reflecting barrier Brownian motions for bounded domains
• Absorption semigroups, their generators, and Schrödinger semigroups
• Additive functionals, nowhere Radon and Kato class smooth measures associated with Dirichlet forms
• Dirichlet and Neumann boundary conditions: what is in between?
• Dirichlet forms and symmetric Markov processes
• scientific article; zbMATH DE number 4151171 (Why is no real title available?)
• scientific article; zbMATH DE number 1066365 (Why is no real title available?)
• scientific article; zbMATH DE number 4182536 (Why is no real title available?)
• Multi-dimensional diffusion and the Markov process on the boundary
• Perturbation of Dirichlet forms --- lower semiboundedness, closability, and form cores
• Perturbation of Dirichlet forms by measures
• Perturbation theory for linear operators.
• Reflecting Brownian motion in a Lipschitz domain and a conditional gauge theorem
• Reflection Brownian motions: Quasimartingales and strong Caccioppoli sets
• Schrödinger semigroups
• Smooth Perturbations of Regular Dirichlet Forms
• Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
• The Laplacian with Robin boundary conditions on arbitrary domains
• The probabilistic solution of the third boundary value problem for second order elliptic equations
• The Semimartingale Structure of Reflecting Brownian Motion
• Uniqueness for reflecting Brownian motion in Lip domains

Cited in

(10)

• The probabilistic solution of the third boundary value problem for second order elliptic equations
• The Laplacian with Robin boundary conditions on arbitrary domains
• Markov processes on the Lipschitz boundary for the Neumann and Robin problems
• Generalized nonlocal Robin Laplacian on arbitrary domains
• Global regularity for a class of quasi-linear local and nonlocal elliptic equations on extension domains
• Robin boundary value problems on arbitrary domains
• The Robin mean value equation. I: A random walk approach to the third boundary value problem
• On domination for (non-symmetric) Dirichlet forms
• A closed form solution to one dimensional Robin boundary problems
• Locality and domination of semigroups

This page was built for publication: Probabilistic solution of the general Robin boundary value problem on arbitrary domains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1929671)