Related papers: Dirichlet forms for singular diffusion in higher d…
We study the problem of minimizing the second Dirichlet eigenvalue for the Laplacian operator among sets of given perimeter. In two dimensions, we prove that the optimum exists, is convex, regular, and its boundary contains exactly two…
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
We find the complete equivalence group of a class of (1+1)-dimensional second-order evolution equations, which is infinite-dimensional. The equivariant moving frame methodology is invoked to construct, in the regular case of the…
We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…
Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiable function but not differentiable itself. For every…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
We study the limit behaviour of a class of random walk models taking values in the $d$-dimensional unit standard simplex, $d\ge 1$, defined as follows. From an interior point $z$, the process chooses one of the $d+1$ vertices of the…
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.
We show, that under natural assumptions, solutions of Dirichlet problems for uniformly elliptic divergence form operator can be approximated pointwise by solutions of some versions of Robin problems. The proof is based on stochastic…
We consider operators arising from regular Dirichlet forms with vanishing killing term. We give bounds for the bottom of the (essential) spectrum in terms of exponential volume growth with respect to an intrinsic metric. As special cases we…
In this note, we present explicit conditions for symmetric gradient type Dirichlet forms to be recurrent. This type of Dirichlet form is typically strongly local and hence associated to a diffusion. We consider the one dimensional case and…
We consider coupled diffusions in $n$-dimensional space and on a compact manifold and the resulting effective advective-diffusive motion on large scales in space. The effective drift (advection) and effective diffusion are determined as a…
Let $\Omega \subset \mathbb R^3$ be a waveguide which is obtained by translating a cross-section in a constant direction along an unbounded spatial curve. Consider $-\Delta_{\Omega}^D$ the Dirichlet Laplacian operator in $\Omega$. Under the…
We give necessary and sufficient conditions for a regular semi-Dirichlet form to enjoy a new Feller type property, which we call \emph{weak Feller property}. Our characterization involves potential theoretic as well as probabilistic aspects…
This paper introduces a notion of differential forms on closed, potentially fractal, subsets of Euclidean space by defining pointwise cotangent spaces using the restriction of $C^1$ functions to this set. Aspects of cohomology are…
The goal of this paper is to study the Dirichlet eigenvalues of bounded domains $\Omega\subset \Omega'$. With a local spectral stability requirement on $\Omega$, we show that the difference of the Dirichlet eigenvalues of $\Omega'$ and…
The present paper studies the Dirichlet spaces in balls and upper-half Euclidean spaces. As main results, we give identical characterizations of the Dirichlet norms in the respective contexts as for the classical 2-D disc case proved by…
We consider the identification of nonlinear diffusion coefficients of the form $a(t,u)$ or $a(u)$ in quasi-linear parabolic and elliptic equations. Uniqueness for this inverse problem is established under very general assumptions using…
When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…