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We consider partial differential equations (PDE) of drift-diffusion type in the unit interval, supplemented by either two conservation laws or by a conservation law and a further boundary condition. We treat two different cases: (i) uniform…
We consider the Kolmogorov operator associated with a reaction-diffusion equation having polynomially growing reaction coefficient and perturbed by a noise of multiplicative type, in the Banach space $E$ of continuous functions. By…
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered. The results on existence and uniqueness of solutions of these problems as…
The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…
We introduce a unital associative algebra A over degenerate CP^1. We show that A is a commutative algebra and whose Poincar'e series is given by the number of partitions. Thereby we can regard A as a smooth degeneration limit of the…
We explore a new class of general properties of thermal holographic Green's functions that can be deduced from the near-horizon behaviour of classical perturbations in asymptotically anti-de Sitter spacetimes. We show that at negative…
In this work we adopt a combination of probabilistic approach and analytic methods to study the fundamental solutions to variations of the Wright-Fisher equation in one dimension. To be specific, we consider a diffusion equation on…
We introduce a class of partial differential equations on metric graphs associated with mixed evolution: on some edges we consider diffusion processes, on other ones transport phenomena. This yields a system of equations with possibly…
In this article we study port-Hamiltonian partial differential equations on certain one-dimensional manifolds. We classify those boundary conditions that give rise to contraction semigroups. As an application we study port-Hamiltonian…
We consider a class of second-order partial differential operators $\mathscr A$ of H\"ormander type, which contain as a prototypical example a well-studied operator introduced by Kolmogorov in the '30s. We analyze some properties of the…
Solving high-dimensional partial differential equations necessitates methods free of exponential scaling in the dimension of the problem. This work introduces a tensor network approach for the Kolmogorov backward equation via approximating…
We analyze a class of mixed type generalized Kimura operators on 2-dimensional compact manifolds with corners that find applications in the analysis of topological insulators. We model the operator and provide the degenerate H\"older…
We study certain dynamical systems which leave invariant an indefinite quadratic form via semigroups or evolution families of complex symmetric Hilbert space operators. In the setting of bounded operators we show that a…
We study infinite order differential operators acting in the spaces of exponential type entire functions. We derive conditions under which such operators preserve the set of Laguerre entire functions which consists of the polynomials…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…
In this article we develop a new abstract strategy for proving ergodicity with explicit computable rate of convergence for diffusions associated with a degenerate Kolmogorov operator L. A crucial point is that the evolution operator L may…
We develop a global and hierarchical scheme for the forward Kolmogorov (Fokker-Planck) equation of the diffusion approximation of the Wright-Fisher model of population genetics. That model describes the random genetic drift of several…
We consider a class of non-trivial perturbations ${\mathscr A}$ of the degenerate Ornstein-Uhlenbeck operator in ${\mathbb R}^N$. In fact we perturb both the diffusion and the drift part of the operator (say $Q$ and $B$) allowing the…
We study lifting problems for operator semigroups in the Calkin algebra $\mathscr{Q}(\mathcal{H})$, our approach being mainly based on the Brown--Douglas--Fillmore theory. With any normal $C_0$-semigroup $(q(t))_{t\geq 0}$ in…