Related papers: Derivative Formula and Gradient Estimates for Grus…
We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product…
We examine the degenerate elliptic system $$-\Delta_{s} u = v^p, \quad -\Delta_{s} v= u^\theta, \quad u,v>0 \quad\mbox{in }\; \mathbb{R}^N=\mathbb{R}^{N_1}\times \mathbb{R}^{N_2}, \quad\mbox{where }\;\;\;\; s \geq 0\;\; \mbox{and}…
We study the Grushin operators acting on $\mathbb{R}^{d_1}_x \times \mathbb{R}^{d_2}_t$ and defined by the formula \begin{equation*}…
Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…
In the sub-Riemannian setting of Carnot groups, this work investigates a-priori estimates and Liouville type theorems for solutions of coercive, quasilinear differential inequalities of the type $$ \Delta_{\mathbb{G}}^\varphi u \ge b(x)…
In this paper, we establish a probabilistic representation as well as some integration by parts formulae for the marginal law at a given time maturity of some stochastic volatility model with unbounded drift. Relying on a perturbation…
For each prime $\ell$, let $|\cdot|_\ell$ be an extension to $\bar \Q$ of the usual $\ell$-adic absolute value on $\Q$. Suppose $g(z) = \sum_{n=0}^\infty c(n)q^n \in M_{k+\half}(N)$ is an eigenform whose Fourier coefficients are algebraic…
In this paper we use a contour integral method to derive a generating function in the form of a double series involving the product of two Chebyshev polynomials over generalized independent indices expressed in terms of the incomplete gamma…
In this work derivations of definite integrals listed in Prudnikov volume I, Gradshteyn and Ryzhik and a few other tables are produced. Special cases of these integrals in terms of fundamental constants are also evaluated. The method used…
This paper develops a discontinuous Galerkin (DG) finite element differential calculus theory for approximating weak derivatives of Sobolev functions and piecewise Sobolev functions. By introducing numerical one-sided derivatives as…
Let $G_n=\mathrm{GL}_n(F)$ be the general linear group over a non-Archimedean local field $F$. We formulate and prove a necessary and sufficient condition on determining when \[ \mathrm{Hom}_{G_n}(\pi, \pi') \neq 0 \] for irreducible smooth…
Based on the Chernoff approximation, we provide a general approximation result for convex monotone semigroups which are continuous w.r.t. the mixed topology on suitable spaces of continuous functions. Starting with a family $(I(t))_{t\geq…
We develop a unified Petrov-Galerkin spectral method for a class of fractional partial differential equations with two-sided derivatives and constant coefficients of the form $ _{0}{\mathcal{D}}_{t}^{2\tau}u^{} + \sum_{i=1}^{d}$ $[c_{l_i}$…
This paper studies a class of $p$-Laplace equations with cubic polynomial nonlinearity \[ \Delta_p v + (v-a_1)(v-a_2)(v-a_3) = 0 \] on complete Riemannian manifolds $M$ with lower Ricci curvature bounds, where $a_1 < a_2 < a_3$ are real…
We analyze degenerate, second-order, elliptic operators $H$ in divergence form on $L_2(\Ri^{n}\times\Ri^{m})$. We assume the coefficients are real symmetric and $a_1H_\delta\geq H\geq a_2H_\delta$ for some $a_1,a_2>0$ where \[…
In this note the Chernoff Theorem is used to approximate evolution semigroups constructed by the procedure of subordination. The considered semigroups are subordinate to some original, unknown explicitly but already approximated by the same…
We present a numerical scheme that can be combined with any fixed boundary finite element based Poisson or Grad-Shafranov solver to compute the first and second partial derivatives of the solution to these equations with the same order of…
By establishing a local version of Bismut formula for Dirichlet semigroups on a regular domain, gradient estimates are derived for killed SDEs with singular drifts. As an application, the total variation distance between two solutions of…
The Chernoff approximation method is a powerful and flexible tool of functional analysis, which allows in many cases to express exp(tL) in terms of variable coefficients of a linear differential operator L. In this paper, we prove a theorem…
We give a review of our recent works related to the Malliavin Calculus of Bismut type for non-Markovian generators. Part IV is new and relates the Malliavin Calculus and the general theory of elliptic pseudo-differential operators.