Nonlinear parabolic characterizations of stochastic completeness at infinity on weighted graphs

Abstract

We prove a nonlinear parabolic characterization of stochastic completeness at infinity for weighted graphs. For the filtration equation \[ (\partial_t + \Delta \Phi)u =0 \] where $\Delta$ is the non-negative formal graph Laplacian and $\Phi u =\phi \circ u$ with $\phi \colon \R\to\R$ nonconstant, continuous and increasing, stochastic completeness at infinity is equivalent to uniqueness of bounded pointwise solutions for every bounded initial datum. For \(\Phi=\id\), this recovers the classical heat equation characterization of stochastic completeness at infinity, and of stochastic completeness when the killing term is trivial, i.e., when \(\kappa=0\). If stochastic completeness at infinity fails, then every bounded initial datum admits infinitely many bounded pointwise solutions of the filtration equation. Admissible nonlinearities include the signed porous medium and fast diffusion powers $\phi(s)=s|s|^{m-1}$ for all $m>0$, as well as many others. Stochastic completeness at infinity is further characterized by a generalized mass balance: the total mass of a positive pointwise solution at time $t$, augmented by the mass $\int_0^t\sum_{x}\kappa(x)\phi(u(s,x)) \dd s$ dissipated by the killing term $\kappa$, equals the initial mass. This balance holds for every bounded positive solution on graphs of finite measure and for bounded finite-mass data on graphs of arbitrary measure under the sharp condition $\limsup_{r\to0^+}\phi(r)/r<\infty$. It also extends to positive pointwise solutions in $\ell^1$ that are bounded on every positive time interval. When the killing term is trivial, stochastic completeness at infinity reduces to stochastic completeness and generalized balance to conservation of mass.