Related papers: Markov semi-groups generated by elliptic operators…

We investigate a smoothing property for strongly-continuous operator semigroups, akin to ultracontractivity in parabolic evolution equations. Specifically, we establish the stability of this property under certain relatively bounded…

We prove the monotonicity of positive solutions to the problem $-\Delta u = f(u)$ in $\mathbb{R}^N_+ := \{(x',x_N)\in\mathbb{R}^N \mid x_N>0 \}$ under zero Dirichlet boundary condition with a possible singular nonlinearity $f$. In some…

We study an elliptic differential equation set in two habitats under semi-permeability conditions at the interface. This equation describes some dispersal process in population dynamics. Using functional calculus and results in Lutz Weis…

We analyze new phenomena arising in linear damped wave equations on unbounded domains when the damping is allowed to become unbounded at infinity. We prove the generation of a contraction semigroup, study the relation between the spectra of…

We present an efficient robust value iteration for \texttt{s}-rectangular robust Markov Decision Processes (MDPs) with a time complexity comparable to standard (non-robust) MDPs which is significantly faster than any existing method. We do…

By solving a control problem and using Malliavin calculus, explicit derivative formula is derived for the semigroup $P_t$ generated by the Gruschin type operator on $\R^{m}\times \R^{d}:$ $$L (x,y)=\ff 1 2 \bigg\{\sum_{i=1}^m \pp_{x_i}^2…

Detecting broken time-reversibility at micro- and nanoscale is often difficult when experiments offer limited state resolution. We introduce a lumping method that builds an effective semi-Markov model able to reproduce exactly the full…

Motivated by positivity-, monotonicity-, and convexity preserving differential equations, we introduce a definition of shape preserving operator semigroups and analyze their fundamental properties. In particular, we prove that the class of…

We consider non-local in time semilinear subdiffusion equations on a bounded domain, where the kernel in the integro-differential operator belongs to a large class, which covers many relevant cases from physics applications, in particular…

Gaussian quantum Markov semigroups are the natural non-commutative extension of classical Ornstein-Uhlenbeck semigroups. They arise in open quantum systems of bosons where canonical non-commuting random variables of positions and momenta…

We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to $\Gamma$-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under…

We study the finite-time blow-up in two variants of the parabolic-elliptic Keller-Segel system with nonlinear diffusion and logistic source. In $n$-dimensional balls, we consider \begin{align*} \begin{cases} u_t = \nabla \cdot…

We consider a class of quantum dissipative semigroup on a von-Neumann algebra which admits a normal invariant state. We investigate asymptotic behavior of the dissipative dynamics and their relation to that of the canonical Markov shift. In…

We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…

Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…

We consider dynamical semigroups with unbounded Kossakowski-Lindblad-Davies generators which are related to evolution of an open system with a tuned repeated harmonic perturbation. Our main result is the proof of existence of uniquely…

Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

We give locally finite Markov trees in $L^p$-compact$,$ separable Hilbert$,$ supersymmetric process$:$ $[0,\infty)\!\times\!\mathbb{R}^{\lvert\mathcal{A}^{\otimes m}\rvert}/\mathcal{A}^{\otimes m}$ on quantum ${\rm…

We study the chemotaxis model $\partial$ t u = div($\nabla$u -- u$\nabla$w) + $\theta$v -- u in (0, $\infty$) x $\Omega$, $\partial$ t v = u -- $\theta$v in (0, $\infty$) x $\Omega$, $\partial$ t w = D$\Delta$w -- $\alpha$w + v in (0,…