Eb. Dynkin et Se. Kuznetsov, SOLUTIONS OF NONLINEAR DIFFERENTIAL-EQUATIONS ON A RIEMANNIAN MANIFOLD AND THEIR TRACE ON THE MARTIN BOUNDARY, Transactions of the American Mathematical Society, 350(11), 1998, pp. 4521-4552
Let L be a second order elliptic differential operator on a Riemannian
manifold E with no zero order terms. We say that a function h is L-ha
rmonic if Lh = 0. Every positive L-harmonic function has a unique repr
esentation h(x) = integral(E') k(x,y)nu(dy), where k is the Martin ker
nel, E' is the Martin boundary and nu is a finite measure on E' concen
trated on the minimal part E of E'. We call nu the trace of h on E'.
Our objective is to investigate positive solutions of a nonlinear equa
tion () Lu = u(alpha) on E for 1 < alpha less than or equal to 2 [the
restriction alpha less than or equal to 2 is imposed because our main
tool is the (L,alpha)-superdiffusion, which is not defined for alpha
> 2]. We associate with every solution u of () a pair (Gamma, nu), wh
ere Gamma is a closed subset of E' and nu is a Radon measure on O = E'
\ Gamma. We call (Gamma, nu) the trace of u on E'. Gamma is empty if
and only if u is dominated by an L-harmonic function. We call such sol
utions moderate. A moderate solution is determined uniquely by its tra
ce. In general, many solutions can have the same trace. In an earlier
paper, we investigated the case when L is a second order elliptic diff
erential operator in R-d and E is a bounded smooth domain in R-d. We o
btained necessary and sufficient conditions for a pair (Gamma, nu) to
be a trace, and we gave a probabilistic formula for the maximal soluti
on with a given trace. The general theory developed in the present pap
er is applicable, in particular, to elliptic operators L with bounded
coefficients in an arbitrary bounded domain of R-d, assuming only that
the Martin boundary and the geometric boundary coincide.