We obtain a uniform boundary Harnack principle (BHP) on any open sets for a large class of non-local operators on metric measure spaces under a jump measure comparability and tail estimate condition, and an upper bound condition on the distribution function for the exit times from balls. These conditions are satisfied by any non-local operator $\mathcal{L}$ that admits a two-sided mixed stable-like heat kernel bounds when the underlying metric measure spaces have volume doubling and reverse volume doubling properties. The results of this paper are new even for non-local operators on Euclidean spaces. In particular, our results give not only the scale invariant but also uniform BHP for the first time for non-local operators on Euclidean spaces of both divergence form and non-divergence form with measurable coefficients.
In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous Lévy processes.
We prove a scale-invariant boundary Harnack principle in inner uniform domains in the context of local regular Dirichlet spaces. For inner uniform Euclidean domains, our results apply to divergence form operators that are not necessarily symmetric, and complement earlier results by H. Aikawa and A. Ancona.
In this paper we prove a uniform and scale invariant boundary Harnack principle at infinity for a large class of purely discontinuous Feller processes on metric measure spaces.
We prove the Boundary Harnack Principle related to fractional powers of Laplacian for some natural regions in the two-dimensional Sierpinski carpet. This is a natual application of a probabilistic method based on the Ikeda-Watanabe formula
We establish a boundary Harnack principle for a large class of subordinate Brownian motion, including mixtures of symmetric stable processes, in bounded $κ$-fat open set (disconnected analogue of John domains). As an application of the boundary Harnack principle, we identify the Martin boundary and the minimal Martin boundary of bounded $κ$-fat open sets with respect to these processes with their Euclidean boundary.
We prove a scale-invariant boundary Harnack principle for inner uni- form domains in metric measure Dirichlet spaces. We assume that the Dirichlet form is symmetric, strongly local, regular, and that the volume doubling property and two-sided sub-Gaussian heat kernel bounds are satisfied. We make no assumptions on the pseudo-metric induced by the Dirichlet form, hence the underlying space can be a fractal space.
In this paper, we consider a large class of subordinate Brownian motions $X$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying some mild scaling conditions at zero and at infinity. We first discuss how such conditions govern the behavior of the subordinator and the corresponding subordinate Brownian motion for both large and small time and space. Then we establish a global uniform boundary Harnack principle in (unbounded) open sets for the subordinate Brownian motion. When the open set satisfies the interior and exterior ball conditions with radius $R >…
This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated operators for switching jump diffusions are non-local, resulting in more difficulty in treating such systems. Our study is carried out by taking into consideration of the interplay of stochastic processes and the associated systems of integro-differential equations.
We prove the Harnack inequality and boundary Harnack principle for the absolute value of a one-dimensional recurrent subordinate Brownian motion killed upon hitting $0$, when $0$ is regular for itself and the Laplace exponent of the subordinator satisfies certain global scaling conditions. Using the conditional gauge theorem for symmetric Hunt processes we prove that the Green function of this process killed outside of some interval $(a,b)$ is comparable to the Green function of the corresponding killed subordinate Brownian motion. We also consider several properties of the compensated resolve…
In this paper we study the Martin boundary of unbounded open sets at infinity for a large class of subordinate Brownian motions. We first prove that, for such subordinate Brownian motions, the uniform boundary Harnack principle at infinity holds for arbitrary unbounded open sets. Then we introduce the notion of $κ$-fatness at infinity for open sets and show that the Martin boundary at infinity of any such open set consists of exactly one point and that point is a minimal Martin boundary point.
We prove a scale-invariant boundary Harnack principle for inner uniform domains over a large family of Dirichlet spaces. A novel feature of our work is that our assumptions are robust to time changes of the corresponding diffusions. In particular, we do not assume volume doubling property for the symmetric measure.
In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.
We prove an uniform boundary Harnack inequality for nonnegative functions harmonic with respect to $α$-stable process on the Sierpi{ń}ski triangle, where $α\in (0, 1)$. Our result requires no regularity assumptions on the domain of harmonicity.
We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential kernel.
For $d\geq 1$ and $α\in (0, 2)$, consider the family of pseudo differential operators $\{Δ+ b Δ^{α/2}; b\in [0, 1]\}$ on $\R^d$ that evolves continuously from $Δ$ to $Δ+ Δ^{α/2}$. In this paper, we establish a uniform boundary Harnack principle (BHP) with explicit boundary decay rate for nonnegative functions which are harmonic with respect to $Δ+b Δ^{α/2}$ (or equivalently, the sum of a Brownian motion and an independent symmetric $α$-stable process with constant multiple $b^{1/α}$) in $C^{1, 1}$ open sets. Here a "uniform" BHP means that the comparing constant in the BHP is independent of $b…
Uniform Harnack inequalities for harmonic functions on the pre- and graphical Sierpinski carpets are proved using a probabilistic coupling argument. Various results follow from this, including the construction of Brownian motion on Sierpinski carpets embedded in $\R^d$, $d\geq 3$, estimates on the fundamental solution of the heat equation, and Sobolev and Poincaré inequalities.
The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers \cite{Flandoli, Zhang11}. We consider two cases in this work: (1) the drift fulfills the LPS-type integrability, and (2) the drift is uniformly Hölder continuous with respect to the spatial variable. Finally, by using explicit heat kernel estimates for the stable process with drift, the Harnack inequality for the stochastic differential equation driven by symmetric s…
In this paper we consider weak Harnack inequality and Hölder regularity estimates for symmetric $α$-stable Lévy process in $\mathbb{R}^d$, $α\in (0,2)$, $d\geq 2$. We consider a symmetric $α$-stable Lévy process $X$ for which a spherical part $μ$ of the Lévy measure is a spectral measure. In addition, we assume that $μ$ is absolutely continuous with respect to the uniform measure $σ$ on the sphere and impose certain bounds on the corresponding density. Eventually, we show that the weak Harnack inequality holds, which we apply to prove Hölder regularity results.
Let $(X,d,μ)$ be a metric measure space with a local regular Dirichlet form. We give necessary and sufficient conditions for a parabolic Harnack inequality with global space-time scaling exponent $β\ge 2$ to hold. We show that this parabolic Harnack inequality is stable under rough isometries. As a consequence, once such a Harnack inequality is established on a metric measure space, then it holds for any uniformly elliptic operator in divergence form on a manifold naturally defined from the graph approximation of the space.
We consider difference equations in balanced, i.i.d. environments which are not necessary elliptic. In this setting we prove a parabolic Harnack inequality (PHI) for non-negative solutions to the discrete heat equation satisfying a (rather mild) growth condition, and we identify the optimal Harnack constant for the PHI. We show by way of an example that a growth condition is necessary and that our growth condition is sharp. Along the way we also prove a parabolic oscillation inequality and a (weak) quantitative homogenization result, which we believe to be of independent interest.
We consider the singular boundary-value problem Δu = f(u) in D; u|_dD= phi, where 1. D is a bounded C^2-domain of R^d, d >= 3 2. f: (0,1) -> (0,1) is a locally Hölder continuous function such that f(u) -> 1 as u -> 0 at the rate u^{-α}, for some αin (0,1), 3. and phi is a positive continuous function satisfying certain growth assumptions. We show existence of solutions bounded below by a positive harmonic function, which are smooth in D and continuous in D-bar. Such solutions are shown to satisfy a boundary Harnack principle. Probabilistic techniques are used in proving the main results.
We consider the Dirichlet form given by \sE(f,f)&=&{1/2}\int_{\bR^d}\sum_{i,j=1}^d a_{ij}(x)\frac{\partial f(x)}{\partial x_i} \frac{\partial f(x)}{\partial x_j} dx &+&\int_{\bR^d\times \bR^d} (f(y)-f(x))^2J(x,y)dxdy. Under the assumption that the $\{a_{ij}\}$ are symmetric and uniformly elliptic and with suitable conditions on $J$, the nonlocal part, we obtain upper and lower bounds on the heat kernel of the Dirichlet form. We also prove a Harnack inequality and a regularity theorem for functions that are harmonic with respect to $\sE$.
We prove that for recurrent, reversible graphs, the following conditions are equivalent: (a) existence and uniqueness of the potential kernel, (b) existence and uniqueness of harmonic measure from infinity, (c) a new anchored Harnack inequality, and (d) one-endedness of the wired Uniform Spanning Tree. In particular this gives a proof of the anchored (and in fact also elliptic) Harnack inequality on the UIPT. This also complements and strengthens some results of Benjamini, Lyons, Peres and Schramm. Furthermore, we make progress towards a conjecture of Aldous and Lyons by proving that these con…
Suppose $d\ge 2$ and $0<β<α<2$. We consider the non-local operator $\mathcal{L}^{b}=Δ^{α/2}+\mathcal{S}^{b}$, where $$\mathcal{S}^{b}f(x):=\lim_{\varepsilon\to 0}\mathcal{A}(d,-β)\int_{|z|>\varepsilon}\left(f(x+z)-f(x)\right)\frac{b(x,z)}{|z|^{d+β}}\,dy.$$ Here $b(x,z)$ is a bounded measurable function on $\mathbb{R}^{d}\times\mathbb{R}^{d}$ that is symmetric in $z$, and $\mathcal{A}(d,-β)$ is a normalizing constant so that when $b(x, z)\equiv 1$, $\mathcal{S}^{b}$ becomes the fractional Laplacian $Δ^{β/2}:=-(-Δ)^{β/2}$. In other words, $$\mathcal{L}^{b}f(x):=\lim_{\varepsilon\to 0}\mathcal{A}…
In this paper we consider Harnack inequalities with respect to a symmetric $α$-stable Lévy process $X$ in $\mathbb{R}^d$, $α\in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have associated the Harnack inequality with the relative Kato condition, which is a condition on the Lévy measure. By checking the condition, in the case $α\in (0,1)$, they have established that the Harnack inequality does not hold. We give an alternative proof of this fact, using the setting of \cite{bg-sz-1}. We define the harmonic functions explicitly. For a given starting p…
We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this information leads to a parabolic Harnack inequality, a local limit theorem and estimates on the Green's function.
In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps \downarrow 0} \int_{\{y\in \R^d: |y-x|>\eps\}} (u(y)-u(x)) J(x, y) dy, $$ where $A(x)=(a_{ij}(x))_{1\leq i, j\leq d}$ is a measurable $d\times d$ matrix-valued function on $\R^d$ that is uniform elliptic and bounded and $J$ is a symmetric measurable non-trivial non-negative kernel on $\R^d\times \R^d$ satisfying certain conditions. Corresponding to $\LL$ is a symmetr…
Let $Z$ be a subordinate Brownian motion in ${\mathbb R}^d$, $d\ge 2$, via a subordinator with Laplace exponent $ϕ$. We kill the process $Z$ upon exiting a bounded open set $D\subset {\mathbb R}^d$ to obtain the killed process $Z^D$, and then we subordinate the process $Z^D$ by a subordinator with Laplace exponent $ψ$. The resulting process is denoted by $Y^D$. Both $ϕ$ and $ψ$ are assumed to satisfy certain weak scaling conditions at infinity. We study the potential theory of $Y^D$, in particular the boundary theory. First, in case that $D$ is a $κ$-fat bounded open set, we show that the Harn…
In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in $C^{1,1}$ open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bo…
Let $W^D$ be a killed Brownian motion in a domain $D\subset {\mathbb R}^d$ and $S$ an independent subordinator with Laplace exponent $ϕ$. The process $Y^D$ defined by $Y^D_t=W^D_{S_t}$ is called a subordinate killed Brownian motion. It is a Hunt process with infinitesimal generator $-ϕ(-Δ|_D)$, where $Δ|_D$ is the Dirichlet Laplacian. In this paper we study the potential theory of $Y^D$ under a weak scaling condition on the derivative of $ϕ$. We first show that non-negative harmonic functions of $Y^D$ satisfy the scale invariant Harnack inequality. Subsequently we prove two types of scale inva…
We introduce the notion of conformal walk dimension, which serves as a bridge between elliptic and parabolic Harnack inequalities. The importance of this notion is due to the fact that, for a given strongly local, regular symmetric Dirichlet space in which every metric ball has compact closure (MMD space), the finiteness of the conformal walk dimension characterizes the conjunction of the metric doubling property and the elliptic Harnack inequality. Roughly speaking, the conformal walk dimension of an MMD space is defined as the infimum over all possible values of the walk dimension with which…
Let $x \in \mathbb{R}^d$, $d \geq 3,$ and $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a twice differentiable function with all second partial derivatives being continuous. For $1\leq i,j \leq d$, let $a_{ij} : \mathbb{R}^d \rightarrow \mathbb{R}$ be a differentiable function with all partial derivatives being continuous and bounded. We shall consider the Schrödinger operator associated to \begin{eqnarray*} \mathcal{L}f(x) &=& \frac12 \sum_{i=1}^d \sum_{j=1}^d \frac{\partial}{\partial x_i} \left(a_{ij}(\cdot) \frac{\partial f}{\partial x_j}\right)(x) + \int_{\mathbb{R}^d\setminus{\{0\}}} [f(y) …
We consider the operator $\sL$ defined on $C^2(\bR^d)$ functions by \sL f(x)&=&{1/2}\sum_{i,j=1}^d a_{ij}(x)\frac{\partial^2f(x)}{\partial x_i\partial x_j}+\sum_{i=1}^d b_i(x)\frac{\partial f(x)}{\partial x_i} &+&\int_{\bR^d\backslash\{0\}}[f(x+h)-f(x)-1_{(|h|\leq1)}h\cdot \grad f(x)]n(x,h)dh. Under the assumption that the local part of the operator is uniformly elliptic and with suitable conditions on $n(x,h)$, we establish a Harnack inequality for functions that are nonnegative in $\bR^d$ and harmonic in a domain. We also show that the Harnack inequality can fail without suitable conditions …
We prove a uniform boundary Harnack inequality for nonnegative harmonic functions of the fractional Laplacian on arbitrary open set $D$. This yields a unique representation of such functions as integrals against measures on $D^c\cup \{\infty\}$ satisfying an integrability condition. The corresponding Martin boundary of $D$ is a subset of the Euclidean boundary determined by an integral test.
We generalize the uniform spanning tree to construct a family of determinantal measures on essential spanning forests on periodic planar graphs in which every component tree is bi-infinite. Like the uniform spanning tree, these measures arise naturally from the laplacian on the graph. More generally these results hold for the "massive" laplacian determinant which counts rooted spanning forests with weight $M$ per finite component. These measures typically have a form of conformal invariance, unlike the usual rooted spanning tree measure. We show that the spectral curve for these models is alwa…
In this paper, we study properties of the dual process and Schrodinger-type operators of a non-symmetric diffusion with measure-valued drift. Let mu=(mu^1,..., mu^d) be such that each mu^i is a signed measure on R^d belonging to the Kato class K_{d, 1}. We show that a killed diffusion process with measure-valued drift in any bounded domain has a dual process with respect to a certain reference measure. For an arbitrary bounded domain, we show that a scale invariant Harnack inequality is true for the dual process. We also show that, if the domain is bounded C^{1,1}, the boundary Harnack princip…
