Skip to main content
Log in

On Liouville-type theorems and the uniqueness of the positive Cauchy problem for a class of hypoelliptic operators

  • Published:
Journal of Evolution Equations Aims and scope Submit manuscript

Abstract

The paper contains a representation formula for positive solutions of linear degenerate second-order equations of the form

$$\partial_t u (x,t) = \sum_{j=1}^m X_j^2 u(x,t) + X_0 u(x,t) \quad (x,t)\in \mathbb{R}^N \times\, ]- \infty ,T[,$$

where the X j are smooth vector fields satisfying the Hörmander condition. It is assumed that X j are invariant under left translations of a Lie group and the corresponding paths satisfy a local admissibility criterion. The representation formula is established by an analytic approach based on Choquet theory. As a consequence we obtain Liouville-type theorems and uniqueness results for the positive Cauchy problem.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A. A. Agrachev and Y. L. Sachkov, Control theory from the geometric viewpoint, vol. 87 of Encyclopaedia of Mathematical Sciences, Control Theory and Optimization II, Springer-Verlag, Berlin, 2004.

  2. G. K. Alexopoulos, Sub-Laplacians with drift on Lie groups of polynomial volume growth, Mem. Am. Math. Soc. 739 (2002), 101 p.

  3. Barucci E., Polidoro S., Vespri V.: Some results on partial differential equations and Asian options. Math. Models Methods Appl. Sci. 11, 475–497 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  4. R. Becker, Convex cones in analysis, vol. 67 of Travaux en Cours [Works in Progress], Hermann Éditeurs des Sciences et des Arts, Paris, 2006. With a postface by G. Choquet, Translation of the 1999 French version.

  5. Bonfiglioli A., Lanconelli E.: Lie groups related to H örmander operators and Kolmogorov-Fokker-Planck equations. Commun. Pure Appl. Anal. 11, 1587–1614 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  6. A. Bonfiglioli, E. Lanconelli, and F. Uguzzoni, Stratified Lie groups and potential theory for their sub-Laplacians, Springer Monographs in Mathematics, Springer, Berlin, 2007.

  7. Bony J. M.: Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérés. Ann. Inst. Fourier 19, 277–304 (1969)

    Article  MATH  Google Scholar 

  8. M. Bramanti, An invitation to hypoelliptic operators and Hörmander’s vector fields, Springer Briefs in Mathematics, Springer, Berlin, 2014.

  9. O. Calin, D.-C. Chang, K. Furutani, and C. Iwasaki, Heat kernels for elliptic and sub-elliptic operators, methods and techniques, Applied and Numerical Harmonic Analysis, Birkhäuser/Springer, New York, 2011.

  10. C. Cercignani, The Boltzmann equation and its applications, Springer-Verlag, New York, 1988.

  11. G. Choquet, Lectures on analysis. Vol. I–III, Edited by J. Marsden, T. Lance and S. Gelbart, W. A. Benjamin, Inc., New York-Amsterdam, 1969.

  12. Cinti C. (2009) Partial differential equations—uniqueness in the Cauchy problem for a class of hypoelliptic ultraparabolic operators. Atti Accad. Naz. Lincei Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 20, 145–158

  13. Cinti C., Menozzi S., Polidoro S.: Two-sided bounds for degenerate processes with densities supported in subsets of \({\mathbb{R}^n}\). Potential Anal. 42, 39–98 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  14. M. Cranston, S. Orey, and U. Rösler, The Martin boundary of two-dimensional Ornstein-Uhlenbeck processes, in Probability, statistics and analysis, vol. 79 of London Math. Soc. Lecture Note Ser., Cambridge Univ. Press, Cambridge, 1983, pp. 63–78.

  15. D. Danielli, N. Garofalo and A. Petrosyan, The sub-elliptic obstacle problem: \({C^{1,\alpha}}\) regularity of the free boundary in Carnot groups of step two, Adv. Math. 211 (2007), 485–516.

  16. Donnelly H.: Uniqueness of positive solutions of the heat equation. Proc. Amer. Math. Soc. 99, 353–356 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  17. J. L. Doob, Classical potential theory and its probabilistic counterpart, Reprint of the 1984 edition, Classics in Mathematics, Springer-Verlag, Berlin, 2001.

  18. Garofalo N., Lanconelli E.: Level sets of the fundamental solution and Harnack inequality for degenerate equations of Kolmogorov type. Trans. Amer. Math. Soc. 321, 775–792 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  19. J. Hadamard, Extension à l’équation de la chaleur d’un théorème de A. Harnack. Rend, Circ. Mat. Palermo (2)3(1954), 337–346

  20. Hörmander L.: Hypoelliptic second order differential equations. Acta Math. 119, 147–171 (1967)

    Article  MathSciNet  MATH  Google Scholar 

  21. B. Kim, Poincaré inequality and the uniqueness of solutions for the heat equation associated with subelliptic diffusion operators, (preprint, 2013), arXiv:1305.0508

  22. Kogoj A.E., Lanconelli E.: An invariant Harnack inequality for a class of hypoelliptic ultraparabolic equations. Mediterr. J. Math. 1, 51–80 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  23. A. E. Kogoj and E. Lanconelli, One-side Liouville theorems for a class of hypoelliptic ultraparabolic equations, in Geometric analysis of PDE and several complex variables, vol. 368 of Contemp. Math., Amer. Math. Soc., Providence, RI, 2005, pp. 305–312.

  24. Kogoj A.E., Lanconelli E.: Liouville theorems in halfspaces for parabolic hypoelliptic equations. Ric. Mat. 55, 267–282 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  25. Kogoj A.E., Lanconelli E.: Link of groups and homogeneous H örmander operators. Proc. Amer. Math. Soc. 135, 2019–2030 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  26. A. E. Kogoj and E. Lanconelli, Liouville theorems for a class of linear second-order operators with nonnegative characteristic form, Bound. Value Probl., (2007), Art. ID 48232, pp. 16.

  27. Kogoj A.E., Lanconelli E.: Liouville theorem for X-elliptic operators. Nonlinear Anal. 70, 2974–2985 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  28. A. E. Kogoj and S. Polidoro, Harnack inequality for hypoelliptic second order partial differential operators, (preprint, 2015), arXiv:1509.05245

  29. Korányi A., Taylor J.C.: Minimal solutions of the heat equation and uniqueness of the positive Cauchy problem on homogeneous spaces. Proc. Amer. Math. Soc. 94, 273–278 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  30. Krener A.J.: A generalization of Chow’s theorem and the bang-bang theorem to non-linear control problems. SIAM J. Control 12, 43–52 (1974)

    Article  MathSciNet  MATH  Google Scholar 

  31. E. Lanconelli and A. Pascucci, On the fundamental solution for hypoelliptic second order partial differential equations with nonnegative characteristic form, Ricerche Mat. 48 (1999), 81–106.

  32. E. Lanconelli and S. Polidoro, On a class of hypoelliptic evolution operators, Partial differential equations, II (Turin, 1993), Rend. Sem. Mat. Univ. Politec. Torino 52 (1994), 29–63.

  33. V. Y. Lin and Y. Pinchover, Manifolds with group actions and elliptic operators, Mem. Amer. Math. Soc., 112 (1994), pp. vi+78.

  34. L. Lorenzi and M. Bertoldi, Analytical methods for Markov semigroups, vol. 283 of Pure and Applied Mathematics (Boca Raton), Chapman & Hall/CRC, Boca Raton, FL, 2007.

  35. Maeda F.-Y.: Martin boundary of a harmonic space with adjoint structure and its applications. Hiroshima Math. J. 21, 163–186 (1991)

    MathSciNet  MATH  Google Scholar 

  36. R. Montgomery, A tour of subriemannian geometries, their geodesics and applications, Mathematical Surveys and Monographs, 91, American Mathematical Society, Providence, RI, 2002.

  37. D. Mumford, Elastica and computer vision, in: Algebraic geometry and its applications (eds. Bajaj, Chandrajit) Springer-Verlag, New-York, (1994), pp. 491–506.

  38. M. Murata, Uniform restricted parabolic Harnack inequality, separation principle, and ultracontractivity for parabolic equations, in Functional analysis and related topics, 1991 (Kyoto), vol. 1540 of Lecture Notes in Math., Springer, Berlin, 1993, pp. 277–288.

  39. Murata M.: Uniqueness and nonuniqueness of the positive Cauchy problem for the heat equation on Riemannian manifolds. Proc. Amer. Math. Soc. 123, 1923–1932 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  40. Pinchover Y.: Representation theorems for positive solutions of parabolic equations. Proc. Amer. Math. Soc. 104, 507–515 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  41. Pinchover Y.: On uniqueness and nonuniqueness of the positive Cauchy problem for parabolic equations with unbounded coefficients, Math. Z. 223, 569–586 (1996)

    MathSciNet  MATH  Google Scholar 

  42. Pini B.: Sulla soluzione generalizzata di Wiener per il primo problema di valori al contorno nel caso parabolico. Rend. Sem. Mat. Univ. Padova 23, 422–434 (1954)

    MathSciNet  MATH  Google Scholar 

  43. Polidoro S.: Uniqueness and representation theorems for solutions of Kolmogorov–Fokker–Planck equations. Rendiconti di Matematica, Serie VII, 15, 535–560 (1995)

    MathSciNet  MATH  Google Scholar 

  44. H. Risken, The Fokker–Planck equation: Methods of solution and applications, Springer-Verlag, Berlin, second ed., 1989.

  45. Widder D.V.: Positive temperatures on an infinite rod. Trans. Amer. Math. Soc. 55, 85–95 (1944)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alessia E. Kogoj.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Kogoj, A.E., Pinchover, Y. & Polidoro, S. On Liouville-type theorems and the uniqueness of the positive Cauchy problem for a class of hypoelliptic operators. J. Evol. Equ. 16, 905–943 (2016). https://doi.org/10.1007/s00028-016-0325-7

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00028-016-0325-7

Mathematics Subject Classification

Keywords

Navigation