Journal of the Mathematical Society of Japan

Diffusion with nonlocal Robin boundary conditions

Wolfgang ARENDT, Stefan KUNKEL, and Markus KUNZE

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We investigate a second order elliptic differential operator $A_{\beta, \mu}$ on a bounded, open set $\Omega\subset\mathbb{R}^{d}$ with Lipschitz boundary subject to a nonlocal boundary condition of Robin type. More precisely we have $0\leq \beta\in L^{\infty}(\partial\Omega)$ and $\mu\colon\partial\Omega\to{\mathscr{M}}(\overline{\Omega})$, and boundary conditions of the form $$ \partial_{\nu}^{{\mathscr{A}}}u(z)+\beta(z)u(z)=\int_{\overline{\Omega}}u(x)\mu(z)(\mathrm{d}x), \quad z\in\partial\Omega, $$ where $\partial_{\nu}^{{\mathscr{A}}}$ denotes the weak conormal derivative with respect to our differential operator. Under suitable conditions on the coefficients of the differential operator and the function $\mu$ we show that $A_{\beta, \mu}$ generates a holomorphic semigroup $T_{\beta,\mu}$ on $L^{\infty}(\Omega)$ which enjoys the strong Feller property. In particular, it takes values in $C(\overline{\Omega})$. Its restriction to $C(\overline{\Omega})$ is strongly continuous and holomorphic. We also establish positivity and contractivity of the semigroup under additional assumptions and study the asymptotic behavior of the semigroup.

Article information

J. Math. Soc. Japan, Volume 70, Number 4 (2018), 1523-1556.

Received: 24 October 2016
Revised: 23 April 2017
First available in Project Euclid: 3 October 2018

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Zentralblatt MATH identifier

Primary: 47D07: Markov semigroups and applications to diffusion processes {For Markov processes, see 60Jxx} 60J35: Transition functions, generators and resolvents [See also 47D03, 47D07] 35B35: Stability

diffusion process non-local boundary condition stability


ARENDT, Wolfgang; KUNKEL, Stefan; KUNZE, Markus. Diffusion with nonlocal Robin boundary conditions. J. Math. Soc. Japan 70 (2018), no. 4, 1523--1556. doi:10.2969/jmsj/76427642.

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