The Ornstein-Uhlenbeck semigroup in exterior domains

DOI10.1007/S00013-005-1400-4MaRDI QIDQ2580940zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 10 January 2006

Published in Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00013-005-1400-4

zbMATH Keywords

exterior domainOrnstein-Uhlenbeck operatorssmooth boundary

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07)

Review text

Let \(K\) be a compact in \({\mathbb R}^n\) with \(C^{1,1}\)-boundary, \(\Omega ={\mathbb R}^n\setminus K\) and matrices \(M\in M_n({\mathbb R})\setminus\{0\}\) be given. Then: (i) in \(L^p(\Omega )\), \(1<p<\infty\), operators of the form \(Lu(x):=\Delta u(x)+Mx\cdot \nabla u(x)\), \(x\in\Omega \), with \(D(L)=\{u\in W^{2,p}(\Omega)\cap W_0^{1,p}(\Omega)\): \(Mx\cdot \nabla u\in L^p(\Omega )\}\), generate \(C_0\)-semigroups and \(\|e^{tL}\|\leq e^{-(\operatorname{tr} M)t/p}\), \(t\geq0\); (ii) for \(q\in[p,\infty)\), upper bounds of \(\|e^{tL}f\|_q\) and \(\|\nabla e^{tL}f\|_q\) obtained (\(t>0\), \(\|f\|_p=1\)) are similar to those in the case of an ``interior bounded domain \(\Omega\). If \(\partial \Omega \) is only Lipschitz, (i) holds for \(p\) close to 2 and, given also the so-called uniform outer ball condition, (i) and (ii) follow for \(1<p\leq q\leq 2\).

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Cited in

(20)

• On Ulyanov inequalities in Banach spaces and semigroups of linear operators
• On fractional Leibniz rule for Dirichlet Laplacian in exterior domain
• Quasi-L^p-contractive analytic semigroups generated by elliptic operators with complex unbounded coefficients on arbitrary domains
• Parabolic evolution equations in interpolation spaces: boundedness, stability, and applications
• Dirichlet parabolic problems involving Schrödinger type operators with unbounded diffusion and singular potential terms in unbounded domains
• On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions
• A general approach to time periodic incompressible viscous fluid flow problems
• On radial solutions for some elliptic equations involving operators with unbounded coefficients in exterior domains
• Some applications of Ornstein-Uhlenbeck semigroup in solving inequalities
• scientific article; zbMATH DE number 5788366 (Why is no real title available?)
• The Ornstein--Uhlenbeck semigroup in bounded and exterior Lipschitz domains
• Ornstein–Uhlenbeck operators and semigroups
• Geometric analysis on Ornstein-Uhlenbeck operators with quadratic potentials
• Analysis of Ornstein--Uhlenbeck operators
• Kolmogorov kernel estimates for the Ornstein--Uhlenbeck operator
• On exponential splitting methods for semilinear abstract Cauchy problems
• Non-autonomous Ornstein-Uhlenbeck equations in exterior domains
• The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain
• The Ornstein-Uhlenbeck bridge and applications to Markov semigroups
• Maximal \(L^{p}\)-regularity for the Laplacian on Lipschitz domains

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