Published online by Cambridge University Press: 01 August 2011
Let S be a sub-Markovian semigroup on L2(ℝd) generated by a self-adjoint, second-order, divergence-form, elliptic operator H with W1,∞(ℝd) coefficients ckl, and let Ω be an open subset of ℝd. We prove that if either C∞c(ℝd) is a core of the semigroup generator of the consistent semigroup on Lp(ℝd)for some p∈[1,∞] or Ω has a locally Lipschitz boundary, then S leaves L2 (Ω)invariant if and only if it is invariant under the flows generated by the vector fields ∑ dl=1ckl∂l for all k. Further, for all p∈[1,2] we derive sufficient conditions on the coefficients for the core property to be satisfied. Then by combination of these results we obtain various examples of invariance in terms of boundary degeneracy both for Lipschitz domains and domains with fractal boundaries.
Part of this work was supported by the Marsden Fund Council from Government funding, administered by the Royal Society of New Zealand.