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We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…

Numerical Analysis · Mathematics 2025-01-27 Zhihui Liu

We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…

Probability · Mathematics 2022-07-14 Anindya Goswami , Subhamay Saha , Ravishankar Kapildev Yadav

We use the variational approach to investigate periodic measures for a class of SPDEs with regime-switching. The hybrid system is driven by degenerate L\'{e}vy noise. We use the Lyapunov function method to study the existence of periodic…

Probability · Mathematics 2022-06-06 Chun Ho Lau , Wei Sun

We present conservativeness criteria for sub-Markovian semigroups generated by divergence type operators with specified infinitesimally invariant measures. The conservativeness criteria in this article are derived by $L^1$-uniqueness and…

Probability · Mathematics 2022-08-16 Haesung Lee

In this article we introduce a complete gradient estimate for symmetric quantum Markov semigroups on von Neumann algebras equipped with a normal faithful tracial state, which implies semi-convexity of the entropy with respect to the…

Operator Algebras · Mathematics 2021-09-06 Melchior Wirth , Haonan Zhang

Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained…

Probability · Mathematics 2007-05-23 Panki Kim , Renming Song

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

Probability · Mathematics 2014-02-18 Sabine Jansen , Noemi Kurt

The first aims of this work are to endorse the advent of finitely additive set functions as equilibrium states and the possibility to replace the metric entropy by an upper semi-continuous map associated to a general variational principle.…

Dynamical Systems · Mathematics 2022-04-07 Andrzej Bis , Maria Carvalho , Miguel Mendes , Paulo Varandas

Let $(\E,\F)$ be a symmetric non-local Dirichlet from with unbounded coefficient on $L^2(\R^d;\d x)$ defined by $$\E(f,g)=\iint_{\R^d\times \R^d} (f(y)-f(x))(g(x)-g(y)){W(x,y)}\, J(x,\d y)\,\d x, \quad f,g\in \F,$$ where $J(x,\d y)$ is…

Probability · Mathematics 2020-05-13 Yuichi Shiozawa , Jian Wang

Characteristic functions of weighted sums of independent random variables exhibit low-rank structure in the quantized tensor train (QTT) representation, also known as matrix product states (MPS), enabling up to exponential compression of…

Machine Learning · Statistics 2026-03-25 Juan José Rodríguez-Aldavero , Juan José García-Ripoll

We investigate a transmission problem featuring a specific type of damping. Our primary focus is on analyzing the asymptotic behavior of the associated semigroup, $({\mathcal S}_{\mathcal A}(t))_{t\geq 0}$. We demonstrate that this…

Analysis of PDEs · Mathematics 2026-03-24 Kais Ammari , Vilmos Komornik , Mauricio Sepúlveda , Octavio Vera

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

Probability · Mathematics 2010-08-11 Martin Hairer

This paper is aim to extend Kenneth R. Berg's findings on the maximal entropy theorem and the ergodicity of measure convolution to the case of surjective homomorphisms. We further explores dynamical systems under surjective homomorphism in…

Dynamical Systems · Mathematics 2024-03-22 Binghui Xiao

The Markov group conjecture, a long-standing open problem in the theory of Markov processes with countable state space, asserts that a strongly continuous Markov semigroup $T = (T_t)_{t \in [0,\infty)}$ on $\ell^1$ has bounded generator if…

Functional Analysis · Mathematics 2020-10-21 Jochen Glück

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

In this paper we study two semigroups of completely positive unital self-adjoint maps on the von Neumann algebras of the free orthogonal quantum group $O_N^+$ and the free permutation quantum group $S_N^+$. We show that these semigroups…

Operator Algebras · Mathematics 2019-09-20 Uwe Franz , Guixiang Hong , François Lemeux , Michaël Ulrich , Haonan Zhang

Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…

Probability · Mathematics 2015-01-13 Feng-Yu Wang

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

We introduce sufficient conditions on discrete singular integral operators for their maximal truncations to satisfy a sparse bound. The latter imply a range of quantitative weighted inequalities, which are new. As an application, we prove…

Classical Analysis and ODEs · Mathematics 2017-05-11 Ben Krause , Michael Lacey , Máté Wierdl

In this article, we study the pressure at infinity of potentials defined over countable Markov shifts. We establish an upper semi-continuity result concerning the limiting behaviour of the pressure of invariant probability measures, where…

Dynamical Systems · Mathematics 2026-03-11 Anibal Velozo
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