Drift-diffusion equations on domains in R^d: essential self-adjointness and stochastic completeness

DOI10.1016/J.JFA.2017.06.022MaRDI QIDQ2399768zbMATH OpenOpenAlexFDO

Publication date 24 August 2017

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.07689

drift-diffusion equations self-adjoint extensions stochastic completeness symmetric operators

Schrödinger operator, Schrödinger equation (35J10) Time-dependent Schrödinger equations and Dirac equations (35Q41) PDEs with randomness, stochastic partial differential equations (35R60) Continuous-time Markov processes on general state spaces (60J25) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05)

Abstract: We consider the problem of quantum and stochastic confinement for drift-diffusion equations on domains

O m e g a s u b s e t m a t h b b R^{d}

. We obtain various sufficient conditions on the behavior of the coefficients near the boundary of

O m e g a

which ensure the essential self-adjointness or stochastic completeness of the symmetric form of the drift-diffusion operator,

- f r a c 1 h o_{i} n f t y, a b l a c d o t h o_{i} n f t y m a t h b b D a b l a

. The proofs are based on the method developed in [29] for quantum confinement on bounded domains in

m a t h b b R^{d}

. In particular for stochastic confinement we combine the Liouville property with Agmon type exponential estimates for weak solutions.

Review text

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.

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