The Liouville theorem and linear operators satisfying the maximum principle

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Publication:2201786




Abstract: A result by Courr`ege says that linear translation invariant operators satisfy the maximum principle if and only if they are of the form mathcalL=mathcalLsigma,b+mathcalLmu where mathcal{L}^{sigma,b}[u](x)= ext{tr}(sigma sigma^{ exttt{T}} D^2u(x))+bcdot Du(x) and mathcal{L}^mu[u](x)=int �ig(u(x+z)-u-zcdot Du(x) mathbf{1}_{|z| leq 1}�ig) ,mathrm{d} mu(z). This class of operators coincides with the infinitesimal generators of L'evy processes in probability theory. In this paper we give a complete characterization of the translation invariant operators of this form that satisfy the Liouville theorem: Bounded solutions u of mathcalL[u]=0 in mathbbRd are constant. The Liouville property is obtained as a consequence of a periodicity result that completely characterizes bounded distributional solutions of mathcalL[u]=0 in mathbbRd. The proofs combine arguments from PDE and group theories. They are simple and short.



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