We establish a necessary and sufficient condition for a boundary point to be regular for the Dirichlet problem related to a class of Kolmogorov-type equations. Our criterion is inspired by two classical criteria for the heat equation: the Evans-Gariepys Wiener test, and a criterion by Landis expressed in terms of a series of caloric potentials.
We prove, with a purely analytic technique, a one-side Liouville theorem for a class of Ornstein--Uhlenbeck operators ${mathcal L_0}$ in $mathbb{R}^N$, as a consequence of a Liouville theorem at $t=- infty$ for the corresponding Kolmogorov operators ${mathcal L_0} - partial_t$ in $mathbb{R}^{N+1}$. In turn, this last result is proved as a corollary of a global Harnack inequality for non-negative solutions to $({mathcal L_0} - partial_t) u = 0$ which seems to have an independent interest in its own right. We stress that our Liouville theorem for ${mathcal L_0}$ cannot be obtained by a probabilistic approach based on recurrence if $N>2$. We provide a self-contained proof of a Liouville theorem involving recurrent Ornstein--Uhlenbeck stochastic processes in the Appendix.
We show how to apply harmonic spaces potential theory in the study of the Dirichlet problem for a general class of evolution hypoelliptic partial differential equations of second order. We construct Perron-Wiener solution and we provide a sufficient condition for the regularity of the boundary points. Our criterion extends and generalizes the classical parabolic-cone criterion for the Heat equation due to Effros and Kazdan.
We prove unique continuation principles for solutions of evolution Schrodinger equations with time dependent potentials. These correspond to uncertainly principles of Paley-Wiener type for the Fourier transform. Our results extends to a large class of semi-linear Schrodinger equation.
We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat kernel on the diagonal, and we interpret it in terms of curvature-like invariants of the optimal control problem associated with the diffusion. This gives a first example of geometric interpretation of the small-time heat kernel asymptotics of non-homogeneous Hormander operators which are not associated with a sub-Riemannian structure, i.e., whose second-order part does not satisfy the Hormander condition.