Dirichlet form
Builds on MeasureHilbert spaceLp spaceBilinear formSobolev spaceSelf-adjoint operator
Definition
Let be a -finite measure space. Let be the real Hilbert space of square-integrable functions (an Lp space), with inner product . Let be a dense linear subspace of and let be a bilinear form. The pair is a Dirichlet form on if:
- is symmetric: for all .
- is nonnegative: for all .
- is closed: is complete for the norm .
- is Markovian: for every , the function lies in and .
Remarks
Example: on with Lebesgue measure, take to be the Sobolev space and . It is symmetric and nonnegative, and is the Sobolev norm, which is complete. The truncation of lies in , with almost everywhere on and almost everywhere elsewhere, so .
Non-example: on take and . Clauses 1 to 3 hold, but clause 4 fails. If is smooth and crosses the level with nonzero slope, its truncation has a corner there, so it is not in .
A closed, symmetric, nonnegative, densely defined form corresponds to a nonnegative self-adjoint operator with and the domain of . Clause 4 holds if and only if the semigroup is Markovian: almost everywhere implies almost everywhere, for every . Let be a locally compact separable metric space and a Radon measure of full support. The form is then regular if is dense in for and dense in for the uniform norm.
Reading path
To understand this page from the ground up, read these 12 pages in order. The foundations come first.
Show the path as a graph
- no evidence level
- Bilinear form concept
- Countable additivity concept
- Dirac measure concept
- Extended real number line object
- Hilbert space concept
- Lp space concept
- Measurable space concept
- Self-adjoint operator concept
- Series concept
- Sobolev space concept
- Measure definition
- Dirichlet form definition
Further reading
About this page
| Tag | DW5G0SQ2G5 |
|---|---|
| URI | m2://DW5G0SQ2G5 |
| Kind | definition |
| Writing | W0 stub |
| MSC | 31C25, 60J46 |
| Defines | Dirichlet form |
| Uses | Measure, Hilbert space, Lp space, Bilinear form, Sobolev space, Self-adjoint operator |
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