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Register a new userHarnack inequality and Liouville-type theorems for Ornstein-Uhlenbeck and Kolmogorov operators
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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.
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We consider second-order linear parabolic operators in non-divergence form that are intrinsically defined on Riemannian manifolds. In the elliptic case, Cabre proved a global Krylov-Safonov Harnack inequality under the assumption that the sectional curvature of the underlying manifold is nonnegative. Later, Kim improved Cabres result by replacing the curvature condition by a certain condition on the distance function. Assuming essentially the same condition introduced by Kim, we establish Krylov-Safonov Harnack inequality for nonnegative solutions of the non-divergent parabolic equation. This, in particular, gives a new proof for Li-Yau Harnack inequality for positive solutions to the heat equation in a manifold with nonnegative Ricci curvature.
We consider nonnegative solutions $u:Omegalongrightarrow mathbb{R}$ of second order hypoelliptic equations begin{equation*} mathscr{L} u(x) =sum_{i,j=1}^n partial_{x_i} left(a_{ij}(x)partial_{x_j} u(x) right) + sum_{i=1}^n b_i(x) partial_{x_i} u(x) =0, end{equation*} where $Omega$ is a bounded open subset of $mathbb{R}^{n}$ and $x$ denotes the point of $Omega$. For any fixed $x_0 in Omega$, we prove a Harnack inequality of this type $$sup_K u le C_K u(x_0)qquad forall u mbox{ s.t. } mathscr{L} u=0, ugeq 0,$$ where $K$ is any compact subset of the interior of the $mathscr{L}$-propagation set of $x_0$ and the constant $C_K$ does not depend on $u$.
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.
In this note, we study Liouville type theorem for conformal Gaussian curvature equation (also called the mean field equation) $$ -Delta u=K(x)e^u, in R^2 $$ where $K(x)$ is a smooth function on $R^2$. When $K(x)=K(x_1)$ is a sign-changing smooth function in the real line $R$, we have a non-existence result for the finite total curvature solutions. When $K$ is monotone non-decreasing along every ray starting at origin, we can prove a non-existence result too. We use moving plane method and moving sphere method.
In this paper, we study the asymptotic behavior of a supercritical $(xi,psi)$-superprocess $(X_t)_{tgeq 0}$ whose underlying spatial motion $xi$ is an Ornstein-Uhlenbeck process on $mathbb R^d$ with generator $L = frac{1}{2}sigma^2Delta - b x cdot abla$ where $sigma, b >0$; and whose branching mechanism $psi$ satisfies Greys condition and some perturbation condition which guarantees that, when $zto 0$, $psi(z)=-alpha z + eta z^{1+beta} (1+o(1))$ with $alpha > 0$, $eta>0$ and $betain (0, 1)$. Some law of large numbers and $(1+beta)$-stable central limit theorems are established for $(X_t(f) )_{tgeq 0}$, where the function $f$ is assumed to be of polynomial growth. A phase transition arises for the central limit theorems in the sense that the forms of the central limit theorem are different in three different regimes corresponding the branching rate being relatively small, large or critical at a balanced value.
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