A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
V LADIMIR I. B OGACHEV N ICOLAI V. K RYLOV
M ICHAEL R ÖCKNER
Elliptic regularity and essential self-adjointness of Dirichlet operators on R
nAnnali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 24, n
o3 (1997), p. 451-461
<http://www.numdam.org/item?id=ASNSP_1997_4_24_3_451_0>
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of Dirichlet Operators
on RnVLADIMIR I. BOGACHEV - NICOLAI V. KRYLOV MICHAEL
ROCKNER
One of the classical
problems
in mathematicalphysics
is theproblem
ofessential
self-adjointness
for Dirichlet operatorswith domain
(:=
allinfinitely
differentiable functions on R" with com-pact support)
on~c,c),
where A is a measure on withdensity
p~02,
with w
and0 (By
definition = 0 ifp(x)
=0).
The results obtained in
[ 1 ], [8], [9], [ 11 ], [14], [25]
have beenimportant
steps in the
investigation
of thisproblem.
One motivation tostudy
thisprob-
lem is that the
operator -L
isunitary equivalent
to theSchrodinger operator
H := -A +
V,
V :=O~p/~p,
considered on(see,
e.g.,[1], [5])
where dx denotes
Lebesgue
measure on Thecorresponding isomorphism L2 (~n ~ JL)
-dx)
isgiven by / ~ ~ . f. Conversely,
if H = -A + Vis a
Schrodinger
operator on with lower bounded spectrum whose minimum is aneigenvalue
E, then theisomorphism
above holds for thepotential
V - E(and
cp := theground state).
Since thisunitary equivalence only
holds forsufficiently regular
cp, Dirichletoperators
are also sometimes calledgeneralized Schrddinger operators.
Weemphasize
that under the aboveisomorphism
ingeneral
domainschange drastically.
Hence known results onthe essential
self-adjointness
of H with domain on do notapply.
On thecontrary
in many cases the essentialself-adjointness
ofDirichlet operators
implies
thisproperty
forSchrodinger operators (see
e.g.[16,
pp.
217, 218]).
There are
basically
two differenttypes
of sufficient conditions known for the essentialself-adjointness
of Dirichletoperators: global
and local. Atypical global
condition obtained in[14]
is:IfJl I
EL4 (II~n, ~,c) (provided
p > 0a.e.).
The best local condition obtained so far has been found in
[25]
where p has beenrequired
to belocally Lipschitzian
andstrictly positive if n >
2(and
Pervenuto alla Redazione il 28 maggio 1996 e in forma definitiva il 20 novembre 1996.
with even weaker conditions if n =
1,
cf. Remark 2below).
Inparticular,
this means that
f3
islocally
bounded. One of our main results in this paper(cf.
Theorem 7below)
says that L isessentially self-adjoint provided
that p ismerely locally
bounded andlocally uniformly positive (cf. below) and 1f31 (
Efor some y > n
(which
as we shall showbelow,
isequivalent
to1f31 I
e cf.Corollary 8).
Theproof
of Theorem 7 is based on anelliptic regularity
result(which
is the first main result of thispaper) giving regularity
of distributional solutions of theelliptic equation
L * F =0,
whereL f :
:=0 f + B, V f)
+c f .
This result is formulated as Theorem 1 below.As a consequence one
gets Hi§j-regflarity
of invariant measures for diffusion processes with driftssatisfying
certain mild localintegrability
conditions(which
extends a result from
[3], [4] ). Finally,
we note that for the above mentionedspecial applications
toSchrodinger
operators H = - 0 -~- V, of course, one still needscorresponding
information about theground
state w to ensure thatThroughout
thispaper, Q
is a(fixed)
open subset ofJRn,
and for r E(-00, (0)
and p >1,
denotes the class of(generalized)
functions uon
2,
such that Edx)
forevery 1fr
E These spaces coincide with the usual Sobolev spaces forinteger
r > 1. Allproperties
of thesespaces which are needed below can be
found,
forinstance,
in[23].
If v is asigned
measure, thenby
where X :=and
v)
:=Iv!). If,
inaddition, v « dx,
then we write v insteadof
Furthermore, ( , )
denotes the Euclidean innerproduct
on R"and I. [
the
corresponding
norm.THEOREM 1. Let n >: 2 and let JL, v be
(signed)
Radon measures on Q. Let B =(Bi ) :
Q ~ c : maps suchthat IBI,
c ei,c,).
Assumethat
where
Then:
(i)
A Efor any p >
1 and E > 0. Here 1- n(p - 1)/p
> 0if
p E[ 1, and,
inparticular,
it admits adensity
F ELp, (0, dx) for
any(ii) I JL)
and v EL1 ~~n Y+2~ (SZ, dx)
where n >y > 1, then F :=
dg
Efor
any p E[l, n/(n -
y +1)).
Inparticular,
F Edx) for
any p E[ l , n / (n - y)),
where(here
and~ ~ ~
below) nny
= oo,if y
= n.(iii) If
y > n andeither.
then it admits a
density and,
inparticular
REMARK 2
(i)
There is a similarregularity
result for n = 1(whose proof
is easier
and,
infact, quite elementary). Therefore,
Theorem 7 andCorollary
8below also hold in this case.
However,
our conditions there for n = 1 are thenobviously equivalent
to: E and(the
continuous versionof)
p isstrictly positive.
But under these conditions in thespecial
case n = 1 bothresults are
already
contained in[25]. So,
we state and prove our resultsonly for n >
2.(ii)
Note that since c Ep)
and v is a Radon measure, theassumptions
on c, v in Theorem 1
(ii)
areautomatically fulfilled,
if y2, provided v
« dx.To prove Theorem 1 we use the
following
lemma.(iii) If A
is a Radon measure on Q, then J1 E(S2)
whenever p > 1 andm >
n(1 - 1/p).
PROOF. Assertion
(i)
is well-known.Specifically,
its first statement is awell-known
elliptic regularity
result and the second statement follows from the boundedness of Riesz’s transforms. Assertion(ii)
isjust
the Sobolevimbedding
theorems
(see [23]).
Assertion(iii)
follows fromthese imbedding
theoremssince,
forregular
sub-domains U ofQ,
CC(U)
if qm > n whenceby duality
the space contains all finite measureson U. 0
PROOF OF THEOREM 1.
(i):
We have that in the sense of distributionson Q. Here
by
Lemma 3(iii),
theright-hand
sidebelongs
to/7~ ~ B~)
ifm >
n(I - 1 / p) . By
Lemma 3(i)
we conclude It E which leadsto the result after
substituting m
=n ( 1 - 1 / p)
+ ~ .Before we prove
(ii), (iii)
we need somepreparations.
Fix a pi > 1 andassume that F :=
dx
Edx). (Such
p, existsby (i).)
Defineand observe that
owing
to theinequalities
1 y and PI >1,
we have 1 ry.
Next, starting
with the formulaand
using
H61der’sinequality (with s = r ( >
r1 )
and t : :=S S 1
y -r=1-)
andthe
assumptions IBIIFl1/Y
E and F e we get thatBi F
eBy
Lemma 3(i)
(ii): set
and note that
~>l4~/>2~~~,in particular, q
y in any case. Hencerepeating
the above argument with c,y /2, q replacing
y, r,respectively
we obtain that
Fix p 1 > 1 such that F =
dx
E and let r, q be as in(4), (6),
correspondingly.
Since y n we havethat q
n, whichby (7)
and Lemma3
(ii)
resp.(iii) yields
cF E(Q) if q
> 1 resp. cF e for any S E(1, n/(n - 1))
It turns out that if p 1
n / (n - y),
thenIndeed, if q
>1,
then(8)
follows from the fact that if pi 1 E(1, n / (n - y ) )
theinequality r nq / (n - q )
holds.If q - 1, then y
2 and(8)
follows from the fact that rn/(n -
y +1) n/(n - 1)
for pin/(n - y).
Finally by
Y Y Lemma 3(ii)
we have v E loc if y > 2 andv E for any S E
(1, n / (n - 1 ) )
if y 2. In the same way asabove,
v E
1 (Q)
whenever 1 p 1n / (n - y).
Thisalong
with(5)
and(8)
showsthat the
right-hand
side of(3)
is now inHi~ 1 (S2). By
Lemma 3(i)
we haveand
by
Lemma 3 whereThus we
get
and
One can
easily
check that p2 =f (PI)
> p 1 if p 1n / (n - y ),
and that theonly positive
solution of theequation q
=f (q ) is q
=n / (n - y). Therefore, by taking
PI from( 1, n/ (n - 1)),
which ispossible by (i),
andby defining
= we
get
anincreasing
sequence of pkt n / (n - y),
whichimplies
that F for any p
n / (n - y ) .
But as
n=/(n - y), r(pk) (defined according
to(4)) increasingly
converges to - -
By (9)
this proves(ii).
(iii):
First we consider case(b)
inwhich [B[ I
E c EE
Lloc dx). By
the last assertion in(ii)
we have F Efor any
(finite)
p 1 > 1. Let r : := be defined as in(4).
Then1 r y and
(5)
holds. Set2 n
y,implies
> 1.Therefore, (since
p 1 >1)
it follows that 1 q Hencerepeating
the arguments that led to(5)
with c,replacing
,y, r
respectively
we obtain cF Edx),
thus cF Eby
Lemma 3
(ii).
Observe that when pi --~ oo, we have rt
y, qt nY/(n
+y),
and
q) t
y.Therefore, combining
this with ourassumption
thatv E which
by
Lemma 3(ii)
is contained inby taking
pilarge enough,
we see that theright-hand
side in(3)
is in(Q)
for any E E
(0, / 2013 1). By
Lemma 3(ii)
we conclude F E and sincey > n, the function F is
locally
bounded. Now we see that above we cantake PI = oo and therefore the
right-hand
side of(3)
is in(~2),
whichby
Lemma 3(i) gives
us the desired result.In the
remaining
case(a)
we take PI >y/(y 2013 1)
and assume that F ELpl (0 , dx).
Then instead of(4)
and(10)
we defineand observe that
owing
to p 1 >y/(y - 1)
we have r >1,
which(because
PF~
allows us toapply
Holder’sinequality starting with IBFlr
=to conclude that
(5)
holds. Since c E/.i),
resp.ny
> 1 andn+Y +F
I= q -1,
we also have that c F E loObviously,
q n. As in
part (ii)
thisyields
that c F EHlo n q ’ -1 ( S2 ) if q >
1 andc F E for any S E
(1, n / (n - 1 ) )
if q - 1. We claim that(8)
holds(with
r =r(pi)
as in(11)
for all pi >y/(y - 1), ny/(ny - n - y).
Indeed, if q > 1,
then = r.If q = 1,
thenBut since
y),
we have pi 1y),
which isequivalent
to theinequality r n / (n - 1 ) .
Thus,
since v Edx)
C C(because
ry),
it followsby
Lemma 2(i)
that:Provided r n the latter in turn
by
Lemma 3(ii) implies
thatSummarizing
we have thus shown:and
and where
Also notice that
y / (y - 1) n / (n -1 )
so thatby (i)
we can take a pi 1 to start with. Thenstarting
with PI closeenough
ton / (n -1 ), by iterating (13)
we
always
increase pby
a certain factor > 1. Whiledoing
so we canobviously
choose the first p so that the iterated
p’s
will be neverequal to n y / (n y - n - y)
and the
corresponding
r’s will not coincide with n. Then after several stepswe shall come to the situation where r > n, and then we conclude from
(12)
that F is
locally
bounded(one
cannotkeep iterating (13) infinitely having
therestriction r
n).
As in case(b)
one can noweasily complete
theproof.
0REMARK 4
(i)
Forsufficiently regular
F with no zerosoperators
of thetype
considered above becomespecial
cases of operators L =Ei,j
-f- q.Additional information
(including
furtherreferences)
about the essential self-adjointness
of suchoperators, however,
considered onL2(Rn, dx)
can be foundin
[8], [15].
(ii)
In aforthcoming
paper theparabolic
case will be studied. Itis, however,
immediate from Theorem 1 that if t « pt is differentiable such that!At
is aRadon measure, then for fixed t the densities
Ft
of w.r.t. dx exist and allrespective
assertions in Theorem 1 hold forFt.
(iii)
Note that theonly
property of theoperator Lo
:= A used abovewas the one mentioned in Lemma 3
(i), i.e.,
that u Eprovided Lou
E It is known(see,
e.g.,[21,
p.270])
that this holds forarbitrary non-degenerate
second orderelliptic
operators with smooth coefficients.Therefore,
Theorem 1 remains valid if wereplace
Aby
anynon-degenerate
second order
elliptic
operatorLo
with smooth coefficients. Moreover, as athorough inspection
of theproof
of Theorem 4.2.4 in[22] shows,
one can relax theassumption
about the smoothness of the coefficients ofLo
here even more.Note, in
particular,
that Theorem 1 extends toelliptic
second order operators on smooth Riemannian manifolds withnon-degenerate
smooth second order parts.(iv)
It should be noted that theelliptic equations
discussed here cannot be reduced to those considered e.g. in[10], [13], [18], [24].
There are twomajor
differences. The first is that the solutions considered there
by
definition aresupposed
to be inHlocl (R"). Secondly,
ourintegrability
conditions for B are w.r.t. a measure Jvt which is a solution of ourequation.
For this reason, B neednot be
locally Lebesgue integrable;
e.g. if p isgiven by
thedensity x2 exp(-x2)
on
~1,
then it solves ourelliptic equation
withB(x)
=fl(x)
= -2x+ 2/x.
Ofcourse, Theorem 1
(iii)
shows that under sufficientintegrability
conditions oursolutions become solutions also in the sense of the above mentioned references.
However,
ingeneral
we get a wider class of solutions. Note also that in oursetting
due to the weakassumptions
on B theelliptic regularity
does notimply
that solutions
belong
to the second Sobolev class(e.g.
any it =pdx
withp E satisfies
(1)
with B :=V p / p,
c :=0,
v :=0).
The next
example
shows that assertion(iii)
of Theorem 1 fails if n + 8 isreplaced by n -
e.(Then
F does not even need to be inEXAMPLE 5. Let n > 3 and
where a = n - 3. Then the function
F (x )
=(er - e -r ) r - ~n -2~ , r - ~ lxi,
islocally dx-integrable
and L* F = 0 in the sense ofdistributions,
but F is not inL,2,1 n)
HereB(x) _
= andIBI [
Edx)
for all E > 0. In a similar way, if there is no "-F" in the
equation above,
then the function
F(x)
=r-~n-3~
has the sameproperties.
PROOF. Observe that
Fxi ,
arelocally dx-integrable. Therefore,
theequation
L*F = 0 followseasily
from theequation
on(0, oo)
which is satisfied for the function
f (r)
=(~ 2013 ~ ~ ~ ~.
It remains tonote that F, ~F and AF are
locally dx-integrable,
sincef(r)rn-1, f’ (r)rn-1,
f"(r)rn-1
arelocally bounded,
but VF is notdx-square-integrable
at theorigin.
(If n > 6,
then also F is notdx-square-integrable
at theorigin).
In the casewithout "- F" in the
equation
similar(but
evensimpler)
arguments can be usedto show that
F(x)
=r- (n-3)
has the sameproperties.
0REMARK 6.
Applying
theregularity
result in Theorem 1(ii)
above to thecase c = 0 = v we
get,
inparticular,
the existence of adensity
infor p E
[ 1, n n ~ ),
for any invariant measure it of adiffusion ~t
drivenby
the stochastic differential
equation d~t
- +B(~t)dt,
where the drift B is assumed to be inJL).
This is true for anyinterpretation
of a solutionwhich
implies (1)
for invariant measures.Thus,
weget
animprovement
of apart
of a theorem in[3], [4] (see
also[2]
for the case of a non-constant second orderpart).
In[3], [4]
under the apriori assumption that it
is aprobability
measure and
assuming that B ~
isglobally
inJL),
it was shown thatJL admits a
density
inH 1 ~ 1 (Il~n ) . (We
would like to mention that under thesestronger
conditions the latter result can also be deduced from[6]).
We say that a measurable function
f
on R n islocally uniformly positive
ifessinfu f
> 0 for every ball U cTHEOREM 7. Let n > 2
and let ft be
a measure on R n withdensity
p :=cp2,
cp E
H2’
loc1 (IIn), (R
which islocally uniformly positive.
Assume thatI
ELY
lo(R n, p,),
where
fl
and y > n. Then the operatorwith domain
essentially selfadjoint
onPROOF. First we note that since A satisfies
(1)
withB:==~,c:=0,p:=0,
it follows
by
Theorem 1(iii), part (b),
that p iscontinuous,
hencelocally
bounded. Assume that there is a
it)
such thatRecall that
by
definitionf3
- 0 on the set{p - O} (which
is reasonablesince
V p
= 0 dx-a.e. on{p
=OJ). Clearly, [
eConsequently, by
Theorem 1(iii),
Part(a),
F eHlocl (R").
Inparticular,
F is continuous andlocally
bounded.Then g = F/ p
EH ~1 (II~n ) (~ L lo (II~n ), I
eTherefore,
we canintegrate by parts
inequality (14)
whichyields
for everyThen
by
theproduct
ruleSince
equality (15)
extends toall ~
inH2~ 1 (I~Bn )
withcompact support,
we canapply (15)
and use(16)
to obtainThking w
:=1fr g,
onegets
Hence,
weget
Taking
a sequence1frk
e such that0 ~ 1,
= 1 ifk,
- 0 ifIxl (
> k +1,
and supkI
= M oo, weget by Lebesgue’s
dominated convergence theorem that the left hand side of(17)
tendsto while the
right
hand side tends to zero.Thus,
g = 0.By
a standardresult
(see,
e.g.,[12])
thisimplies
the essentialself-adjointness
of(L,
on
L 2 (ll~n , ~c ) .
0COROLLARY 8. The
assertion of
theprevious
theorem holdstrue if
is ameasure on M" with
density
p :=cp2,
y~ E andI
edx),
wherefl
:=V pi p and y
> n.PROOF. Note
that p
admits a continuousstrictly positive
modification. In-deed,
iffn
:= n e N,then fn
2013log p
indx),
whicheasily
n-m
follows from the fact that
log p
Edx).
The latter in turn follows from[3,
Lemma6.4]. Consequently by
the Poincareinequality,
the sequence is bounded in for every open ball U CBy
thecompactness
of theembedding C(U),
asubsequence
of the sequence of the continuous modifications of convergeslocally uniformly
tolog p.
Whence p is continuous andstrictly positive.
Inparticular,
0REMARK 9. If it =
p dx
with and ~O the so-called Markovuniqueness (i.e,
theuniqueness
of a Markoviansemigroup
on~.c)
with generator
given by Lf = 0 f +
onalways
holds withf3
:=0p/p (see [16], [17]). However,
ingeneral
Markovuniqueness
is weakerthan the essential
self-adjointness
of(L,
on(see [7]).
Optimal (local
orglobal)
conditions for the essentialself-adjointness
remainunknown except for the one-dimensional case
investigated
in[25]
and[7].
Infact, recently
in[7]
acomplete
characterization of the essentialself-adjointness
for Dirichlet
operators
has beengiven
in the case n = 1.Acknowledgement.
Financialsupport
of theSonderforschungsbereich
343(Bielefeld),
EC-ScienceProject SCI*CT92-0784,
the International Science Foun- dation(Grant
No.M38000),
and the Russian Foundation of Fundamental Re- search(Grant
No.’94-01-01556)
isgratefully acknowledged.
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Department of Mechanics and Mathematics Moscow State University
119899 Moscow Russia
School of Mathematics
University of Minnesota
Minneapolis, MN 55455
USA
Fakultat fur Mathematik Universitat Bielefeld D-33501 Bielefeld
Germany