Related papers: Derivative Formulae and Poincar\'e Inequality for …
We discuss finite difference techniques for hyperbolic equations in non-trivial domains, as those that arise when simulating black hole spacetimes. In particular, we construct dissipative and difference operators that satisfy the {\it…
The theory of pseudo-differential operators is a powerful tool to deal with differential equations involving differential operators under the square root sign. These type of equations are pivotal elements to treat problems in anomalous…
Let $A_1,\ldots,A_d$ be a $d$-tuple of commuting dissipative operators on a separable Hilbert space $\mathcal{H}$. Using the theory of operator vessels and their associated systems, we give a construction of a dilation of the…
Ranges of the real-valued parameters $\alpha$, $a$, $b$, and $m$ are identified for which the operator $$\mathcal{A}_{\alpha}(a,b)f(x):=x^\alpha\left(f''(x)+\frac{a}{x}f'(x)+\frac{b}{x^2}f(x)\right), \quad x>0,$$ generates an analytic…
We suggest a systematic procedure for classifying partial differential equations invariant with respect to low dimensional Lie algebras. This procedure is a proper synthesis of the infinitesimal Lie's method, technique of equivalence…
We study semigroups generated by general fractional Ornstein-Uhlenbeck operators acting on $L2(\mathbb R^n)$. We characterize geometrically the partial Gevrey-type smoothing properties of these semigroups and we sharply describe the blow-up…
Let $P$ be a generalized laplacian on $R^{2n+1}$. It is known that $P$ is the generating functional of semigroups of measures $\mu_{t}$ on the Heisenberg group $H^{n}$ and $\nu_{t}$ on the Abelian group $R^{2n+1}$. Under some smoothness and…
In this paper, we prove a form of the strong comparison principle for a class of fully nonlinear subelliptic operators of the form $\nabla^{2}_{H}\psi+L(\cdot,\psi,\nabla_{H}\psi)$ on the Heisenberg group, which include the CR invariant…
We establish Holder continuity of the horizontal gradient of weak solutions to quasi-linear p-Laplacian type non-homogeneous equations in the Heisenberg Group.
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 introduce a special class of nilpotent Lie groups of step 2, that generalizes the so called $H$(eisenberg)-type groups, defined by A. Kaplan in 1980. We change the presence of inner product to an arbitrary scalar product and relate the…
For coupled-dimer Heisenberg magnets, a paradigm of magnetic quantum phase transitions, we develop a systematic expansion in 1/d, the inverse number of space dimensions. The expansion employs a formulation of the bond-operator technique and…
We prove a perturbation result for positive semigroups, thereby extending a heat kernel estimate by Barlow, Grigor'yan and Kumagai for Dirichlet forms (\cite{bgk2009}) to positive semigroups. This also leads to a generalization of…
Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a…
We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show that the derivative of the semi-group can be expressed as…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
We introduce extensions of the multidimensional Heisenberg group $\mathbb{H}^n$ by two-parameter groups of dilations, and then classify the extended groups up to isomorphism, by employing Lie algebra techniques. We show that the groups are…
We consider a complete non-compact Riemannian manifold satisfying the volume doubling property and a Gaussian upper bound for its heat kernel (on functions). Let -- $\rightarrow$ $\Delta$ k be the Hodge-de Rham Laplacian on differential…
We look at the semigroup generated by a system of heat equations. Applications to testing normality and option pricing are addressed.
In this paper, we derive the explicit expressions of two Markov semi-groups constructed by P. Biane in \cite{Bia1} from the restriction of a particular positive definite function on the complex unimodular group $Sl(2,\mathbb{C})$ to two…