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In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman-Kac formulae. These are expressed in a discrete time formulation and are associated with a Markov chain and a potential function.…

Probability · Mathematics 2024-07-23 Elsiddig Awadelkarim , Michel Caffarel , Pierre Del Moral , Ajay Jasra

We investigate discrete Poincar\'e inequalities on piecewise polynomial subspaces of the Sobolev spaces H(curl) and H(div) in three space dimensions. We characterize the dependence of the constants on the continuous-level constants, the…

Numerical Analysis · Mathematics 2025-11-06 Alexandre Ern , Johnny Guzmán , Pratyush Potu , Martin Vohralík

We characterize the real interpolation space between weighted $L^1$ and $W^{1,1}$ spaces on arbitrary domains different from $\mathbb{R}^n$, when the weights are positive powers of the distance to the boundary multiplied by an $A_1$ weight.…

Classical Analysis and ODEs · Mathematics 2024-04-30 Irene Drelichman

We develop an existence, regularity and potential theory for nonlinear integrodifferential equations involving measure data. The nonlocal elliptic operators considered are possibly degenerate and cover the case of the fractional…

Analysis of PDEs · Mathematics 2015-05-20 Tuomo Kuusi , Giuseppe Mingione , Yannick Sire

We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…

Analysis of PDEs · Mathematics 2013-06-25 Tomasz Klimsiak , Andrzej Rozkosz

In a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality, we show that functions of bounded variation (BV functions) can be approximated in the strict sense and pointwise uniformly by special…

Metric Geometry · Mathematics 2018-06-13 Panu Lahti

We study symmetric Dirichlet forms on metric measure spaces, which may possess both strongly local and pure-jump parts. We introduce a new formulation of a tail condition for jump measures and weighted functional inequalities. Our framework…

Probability · Mathematics 2025-03-04 Soobin Cho , Panki Kim

We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr\'e du champ on a locally compact separable metric space. These form an…

Probability · Mathematics 2017-10-10 Minjung Gim , Gerald Trutnau

We study weak Harnack inequality and a priori H\"older regularity of harmonic functions for symmetric nonlocal Dirichlet forms on metric measure spaces with volume doubling condition. Our analysis relies on three main assumptions: the…

Analysis of PDEs · Mathematics 2024-07-24 Soobin Cho

We extend a Poincar\'{e}-type inequality for functions with large zero-sets by Jiang and Lin to fractional Sobolev spaces. As a consequence, we obtain a Hausdorff dimension estimate on the size of zero sets for fractional Sobolev functions…

Analysis of PDEs · Mathematics 2013-07-22 Armin Schikorra

Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…

Probability · Mathematics 2012-02-13 Arnaud Guillin , Aldéric Joulin

We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu…

Probability · Mathematics 2007-05-23 Alexander V. Kolesnikov

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse…

Probability · Mathematics 2020-11-13 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

We establish Zaremba problem for Laplacian and $p$-Laplacian with degenerate weights when the Dirichlet condition is only imposed in a set of positive weighted capacity. We prove weighted Sobolev-Poincar\'{e} inequality with sharp…

Analysis of PDEs · Mathematics 2024-04-01 Anna Kh. Balci , Ho-Sik Lee

A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…

Analysis of PDEs · Mathematics 2007-05-23 A. S. Fokas

In this paper, we consider a problem in calculus of variations motivated by a quantitative isoperimetric inequality in the plane. More precisely, the aim of this article is the computation of the minimum of the variational problem…

Optimization and Control · Mathematics 2022-01-07 Gisella Croce , Antoine Henrot

In this paper, we prove capacitary versions of the fractional Sobolev--Poincar\'e inequalities. We characterize localized variant of the boundary fractional Sobolev--Poincar\'e inequalities through uniform fatness condition of the domain in…

Analysis of PDEs · Mathematics 2024-08-15 Firoj Sk

Fractional (L\'{e}vy-type) operators are known to be spatially nonlocal. This becomes an issue if confronted with a priori imposed exterior Dirichlet boundary data. We address spectral properties of the prototype example of the Cauchy…

Mathematical Physics · Physics 2016-08-08 Mariusz Żaba , Piotr Garbaczewski

We prove Rellich-Kondrachov type theorems and weighted Poincar\'e inequalities on the half-space $\mathbb{R}^{N+1}_+=\{z=(x,y): x \in \mathbb{R}^N, y>0\}$ endowed with the weighted Gaussian measure $\mu :=y^ce^{-a|z|^2}dz$ where $c+1>0$ and…

Analysis of PDEs · Mathematics 2024-10-07 Luigi Negro , Chiara Spina