Diffusion with nonlocal Dirichlet boundary conditions on unbounded domains

Abstract

We consider a second order differential operator $\mathscr{A}$ on an (typically unbounded) open and Dirichlet regular set $\Omega\subset \mathbb{R}^d$ and subject to nonlocal Dirichlet boundary conditions of the form \[ u(z) = \int_\Omega u(x)\mu (z, dx) \quad \mbox{ for } z\in \partial \Omega. \] Here, $\mu : \partial\Omega \to \mathscr{M}(\Omega)$ is a $\sigma (\mathscr{M}(\Omega), C_b(\Omega))$-continuous map taking values in the probability measures on $\Omega$. Under suitable assumptions on the coefficients in $\mathscr{A}$, which may be unbounded, we prove that a realization $A_\mu$ of $\mathscr{A}$ subject to the nonlocal boundary condition, generates a (not strongly continuous) semigroup on $L^\infty(\Omega)$. We also establish a sufficient condition for this semigroup to be Markovian and prove that in this case, it enjoys the strong Feller property. We also study the asymptotic behavior of the semigroup.