Hostname: page-component-8448b6f56d-gtxcr Total loading time: 0 Render date: 2024-04-17T13:56:37.668Z Has data issue: false hasContentIssue false

Brownian Motion and Harmonic Analysis on Sierpinski Carpets

Published online by Cambridge University Press:  20 November 2018

Martin T. Barlow
Affiliation:
Department of Mathematics, University of British Columbia, Vancouver, BC, V6T 1Z2
Richard F. Bass
Affiliation:
Department of Mathematics, University of Connecticut, Storrs, CT 06269, USA
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

We consider a class of fractal subsets of ${{\mathbb{R}}^{d}}$ formed in a manner analogous to the construction of the Sierpinski carpet. We prove a uniform Harnack inequality for positive harmonic functions; study the heat equation, and obtain upper and lower bounds on the heat kernel which are, up to constants, the best possible; construct a locally isotropic diffusion $X$ and determine its basic properties; and extend some classical Sobolev and Poincaré inequalities to this setting.

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1999

References

[AO] Alexander, S. and Orbach, R., Density of states on fractals: “fractons”. J. Physique (Paris) Lett. 43(1982), L625L631.Google Scholar
[A] Aronson, D. G., Bounds on the fundamental solution of a parabolic equation. Bull. Amer. Math. Soc. 73(1967), 890896.Google Scholar
[Bar1] Barlow, M. T., Diffusions on fractals. Lectures on Probability Theory and Statistics, École d’ Été de Probabilités de Saint-Flour XXV -1995, 1121. Lecture Notes in Math. 1690, Springer 1998.Google Scholar
[BB1] Barlow, M. T. and Bass, R. F., The construction of Brownian motion on the Sierpinski carpet. Ann. Inst. H. Poincaré Probab. Statist. 25(1989), 225257.Google Scholar
[BB2] Barlow, M. T. and Bass, R. F., Local times for Brownian motion on the Sierpinski carpet. Probab. Theory Related Fields 85(1990), 91104.Google Scholar
[BB3] Barlow, M. T. and Bass, R. F., On the resistance of the Sierpinski carpet. Proc. Roy. Soc. London Ser. A 431(1990), 345360.Google Scholar
[BB4] Barlow, M. T. and Bass, R. F., Transition densities for Brownian motion on the Sierpinski carpet. Probab. Theory Related Fields 91(1992), 307330.Google Scholar
[BB5] Barlow, M. T. and Bass, R. F., Coupling and Harnack inequalities for Sierpinski carpets. Bull. Amer. Math. Soc. 29(1993), 208212.Google Scholar
[BB6] Barlow, M. T. and Bass, R. F., Random walks on graphical Sierpinski carpets. In: Proceedings of the Conference “Random walks and Discrete Potential Theory”, Cortona 1997, to appear.Google Scholar
[BBS] Barlow, M. T., Bass, R. F., and Sherwood, J. D., Resistance and spectral dimension of Sierpinski carpets. J. Phys. A 23(1990), L253L258.Google Scholar
[BP] Barlow, M. T. and Perkins, E. A., Brownian motion on the Sierpinski gasket. Probab. Theory Related Fields 79(1988), 543623.Google Scholar
[Bas1] Bass, R. F., Uniqueness for the Skorokhod equation with normal reflection in Lipschitz domains. Electron. J. Probab. (11) 1(1996), 129.Google Scholar
[Bas2] Bass, R. F., Probabilistic Techniques in Analysis. Springer, New York, 1995.Google Scholar
[Bas3] Bass, R. F., Diffusions on the Sierpinski carpet. In: Trends in Probability and Related Analysis, World Scientific, Singapore, 1997, 134.Google Scholar
[BH] Bass, R. F. and Hsu, P., Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains. Ann. Probab. 19(1991), 486508.Google Scholar
[BK] Bass, R. F. and Khoshnevisan, D., Local times on curves and uniform invariance principles. Probab. Theory Related Fields 92(1992), 465492.Google Scholar
[BAH] Ben-Avraham, D. and Havlin, S., Exact fractals with adjustable fractal and fracton dimensionalities. J. Phys. A. 16(1983), L559563.Google Scholar
[BST] Ben-Basset, O., Strichartz, R. S. and Teplyaev, A., What is not in the domain of the Laplacian on Sierpinski gasket type fractals? Preprint.Google Scholar
[Ca] Caffarelli, L., Métodos de continuação em equações eliticas não-lineares. Inst. Mat. Pura Apl., Rio de Janeiro, 1986.Google Scholar
[CKS] Carlen, E. A., Kusuoka, S., and Stroock, D. W., Upper bounds for symmetric Markov transition functions. Ann. Inst. H. Poincaré Probab. Statist. 23(1987), 245287.Google Scholar
[CRRST] Chandra, A. K., Raghavan, P., Ruzzo, W. L., Smolensky, R. and Tiwari, P., The electrical resistance of a graph captures its commute and cover times. Proceedings of the 21st ACM Symposium on theory of computing, 1989.Google Scholar
[Co] Coulhon, T., Dimensioná l’infini d’un semi-groupe analytique. Bull. Sci. Math. 114(1990), 485500.Google Scholar
[DS] Doyle, P. and Snell, J. L., RandomWalks and Electric Networks. Carus Math. Monographs, Math. Assoc. America, Washington DC, 1984.Google Scholar
[FS] Fabes, E. B. and Stroock, D. W., A new proof of Moser's parabolic Harnack inequality via the old ideas of Nash. Arch. RationalMech. Anal. 96(1986), 327338.Google Scholar
[FHK] Fitzsimmons, P. J., Hambly, B. M. and Kumagai, T., Transition density estimates for Brownian motion on affine nested fractals. Comm. Math. Phys. 165(1995), 595620.Google Scholar
[FiS] Fitzsimmons, P. J. and Salisbury, T. S., Capacity and energy for multiparameter Markov processes. Ann. Inst. H. Poincaré Probab. Statist. 25(1989), 325350.Google Scholar
[Fuk] Fukushima, M., Dirichlet forms, diffusion processes, and spectral dimensions for nested fractals. In: Ideas and methods in stochastic analysis, stochastics and applications, Cambridge University Press, Cambridge, 1992, 151161.Google Scholar
[FOT] Fukushima, M., Oshima, Y., and Takeda, M., Dirichlet Forms and Symmetric Markov Processes. de Gruyter, Berlin, 1994.Google Scholar
[GAM] Gefen, Y., Aharony, A., and Mandelbrot, B., Phase transitions on fractals: III. Infinitely ramified lattices. J. Phys. A 17(1984), 12771289.Google Scholar
[Go] Goldstein, S., Random walks and diffusion on fractals. In: Percolation theory and ergodic theory of infinite particle systems, Springer, New York, 1987, 121129.Google Scholar
[Gr] Grigor’yan, A. A., The heat equation on noncompact Riemannian manifolds. Math. USSR Sbornik 72(1992), 4777.Google Scholar
[H1] Hajłasz, P., Sobolev spaces on an arbitrary metric space. Potential Analysis 5(1996), 403415.Google Scholar
[HHW1] Hattori, K., Hattori, T., and Watanabe, H., Gaussian field theories and the spectral dimensions. Progr. Theoret. Phys. Suppl. 92(1987), 108143.Google Scholar
[HHW2] Hattori, K., Hattori, T., and Watanabe, H., New approximate renormalisation method on fractals. Phys Rev. A 32(1985), 37303733.Google Scholar
[HBA] Havlin, S. and Ben-Avraham, D., Diffusion in disordered media. Adv. in Phys. 36(1987), 695798.Google Scholar
[Hu] Hutchinson, J. E., Fractals and self-similarity. Indiana J. Math. 30(1981), 713747.Google Scholar
[Je] Jerison, D., The Poincaré inequality for vector fields satisfying Hörmander conditions. Duke Math. J. 53(1986), 503523.Google Scholar
[Kig1] Kigami, J., A harmonic calculus on the Sierpinski space. Japan J. Appl. Math. 6(1989), 259290.Google Scholar
[Kig2] Kigami, J., A harmonic calculus for p.c.f. self-similar sets. Trans. Amer. Math. Soc. 335(1993), 721755.Google Scholar
[KM] Kinnunen, J. and Martio, O., The Sobolev capacity on metric spaces. Ann. Acad. Sci. Fenn. Math. 21(1996), 367382.Google Scholar
[Kum1] Kumagai, T., Estimates of the transition densities for Brownianmotion on nested fractals. Probab. Theory Related Fields 96(1993), 205224.Google Scholar
[Kum2] Kumagai, T., Regularity, closedness, and spectral dimension of the Dirichlet forms on p.c.f. self-similar sets. J. Math. Kyoto Univ. 33(1993), 765786.Google Scholar
[Kus1] Kusuoka, S., A diffusion process on a fractal. Symposium on Probabilistic Methods in Mathematical Physics, Taniguchi, Katata. Academic Press, Amsterdam, 1987, 251–274.Google Scholar
[Kus2] Kusuoka, S., Diffusion processes on nested fractals. Statistical Mechanics and Fractals. Springer, Berlin, 1993.Google Scholar
[KZ] Kusuoka, S. and Zhou, X. Y., Dirichlet formon fractals: Poincaré constant and resistance. Probab. Theory Related Fields 93(1992), 169196.Google Scholar
[L] Lindstrøm, T., Brownian motion on nested fractals. Mem. Amer.Math. Soc. 420(1990).Google Scholar
[Lv] Lindvall, T., Lectures on the coupling method. Wiley, New York, 1992.Google Scholar
[LR] Lindvall, T. and Rogers, L. C. G., Coupling of multi-dimensional diffusions by reflection. Ann. Probab. 14(1986), 860872.Google Scholar
[Man] Mandelbrot, B., The Fractal Geometry of Nature. W. H. Freeman, San Francisco, 1982.Google Scholar
[Ma] Maz’ja, V. G., Sobolev Spaces. Springer, New York, 1985.Google Scholar
[McG] McGillivray, I., Some applications of Dirichlet forms in probability theory. Ph.D. dissertation, Cambridge University, 1992.Google Scholar
[Me] Metz, V., How many diffusions exist on the Vicsek snowflake? Acta Appl. Math. 32(1993), 227241.Google Scholar
[M] Moser, J., OnHarnack's inequality for elliptic differential equations. Comm. Pure Appl.Math. 14(1961), 577591.Google Scholar
[Ny] Nyberg, S. O., Brownian motion on simple fractal spaces. Stochastics Stochastics Rep. 55(1995), 2145.Google Scholar
[O1] Osada, H., Isoperimetric dimension and estimates of heat kernels of pre-Sierpinski carpets. Probab. Theory Related Fields 86(1990), 469490.Google Scholar
[O2] Osada, H., Personal communication.Google Scholar
[RT] Rammal, R. and Toulouse, G., Random walks on fractal structures and percolation clusters. J. Physique Lettres 44(1983), L13L22.Google Scholar
[RS-N] Riesz, F. and Nagy, B. Sz.-, Functional Analysis. Ungar, New York, 1955.Google Scholar
[Ro] Rogers, L. C. G., Multiple points of Markov processes in a complete metric space. Séminaire de Probabilités XXIII, Springer, Berlin, 1989, 186197.Google Scholar
[Sa] Sabot, C., Existence and uniqueness of diffusions on finitely ramified self-similar fractals. Ann. Sci. École Norm. Sup. 30(1997), 605673.Google Scholar
[SC] Saloff-Coste, L., A note on Poincaré, Sobolev, and Harnack inequalities. Internat. Math. Res. Notices (1992), 2738.Google Scholar
[Sie] Sierpinski, W., Sur une courbe cantorienne qui contient une image biunivoque et continue de toute courbe donnée. C. R. Acad. Sci. Paris 162(1916), 629632.Google Scholar
[Tet] Tetali, P., Random walks and the effective resistance of networks. J. Theoret. Probab. 4(1991), 101109.Google Scholar
[V1] Varopoulos, N. Th., Isoperimetric inequalities and Markov chains. J. Funct. Anal. 63(1985), 215239.Google Scholar
[V2] Varopoulos, N. Th., Random walks and Brownian motion on manifolds. Sympos. Math. 29(1987), 97109.Google Scholar
[Z] Zhou, X. Y., On the recurrence of simple random walk on fractals. J. Appl. Probab. 29(1992), 460466.Google Scholar