Related papers: Degenerate Diffusion Operators Arising in Populati…
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…
Operator spreading provides a new characterization of quantum chaos beyond the semi-classical limit. There are two complementary views of how the characteristic size of an operator, also known as the butterfly light cone, grows under…
We prove estimates for the stationary state $n$-point functions at zero molecular diffusivity in the Kraichnan model. This is done by proving upper bounds for the heat kernels and Green's functions of the degenerate elliptic operators $M_n$…
This paper deals with a certain class of second-order conformally invariant operators acting on functions taking values in particular (finite-dimensional) irreducible representations of the orthogonal group. These operators can be seen as a…
A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk…
Let $X$ be a manifold with boundary, and let $L$ be a 0-elliptic operator on X which is semi-Fredholm essentially surjective with infinite-dimensional kernel. Examples include Hodge Laplacians and Dirac operators on conformally compact…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…
We show how a rescaling of fractional operators with bounded kernels may help circumvent their documented deficiencies, for example, the inconsistency at zero or the lack of inverse integral operator. On the other hand, we build a novel…
We study infinite weighted graphs with view to \textquotedblleft limits at infinity,\textquotedblright or boundaries at infinity. Examples of such weighted graphs arise in infinite (in practice, that means \textquotedblleft…
We present a mechanistic formalism for the study of evolutionary dynamics models based on the diffusion approximation described by the Kimura Equation. In this formalism, the central component is the fitness potential, from which we obtain…
In this work we investigate the well-posedness for difussion equations associated to subelliptic pseudo-differential operators on compact Lie groups. The diffusion by strongly elliptic operators is considered as a special case and in…
The stationary distribution of the diffusion limit of the 2-island, 2-allele Wright-Fisher with small but otherwise arbitrary mutation and migration rates is investigated. Following a method developed by Burden and Tang (2016, 2017) for…
A semiclassical approximation for an evolving density operator, driven by a "closed" hamiltonian operator and "open" markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the…
Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients and a possibly unbounded potential term.
Let $K$ be an absolutely convex infinite-dimensional compact in a Banach space $\mathcal{X}$. The set of all bounded linear operators $T$ on $\mathcal{X}$ satisfying $TK\supset K$ is denoted by $G(K)$. Our starting point is the study of the…
The Kimura equation is a degenerated partial differential equation of drift-diffusion type used in population genetics. Its solution is required to satisfy not only the equation but a series of conservation laws formulated as integral…
A proof that minimum uncertainty states of the simplest periodic quantum system exist in a state space that is represented by a Colombeau algebra of generalised functions but not in Hilbert space or in the space of Schwartz distributions is…