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In this paper we obtain the precise description of the asymptotic behavior of the solution $u$ of $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=0\quad\mbox{in}\quad{\bf R}^N\times(0,\infty), \qquad u(x,0)=\varphi(x)\quad\mbox{in}\quad{\bf…

Analysis of PDEs · Mathematics 2017-12-01 Kazuhiro Ishige , Tatsuki Kawakami , Hironori Michihisa

We study higher-order asymptotic expansions of eigenvalues in perturbed transfer operators, of the corresponding eigenfunctions and of the corresponding eigenvectors of the dual operators. In our main result, we give explicit expressions of…

Dynamical Systems · Mathematics 2022-05-26 Haruyoshi Tanaka

The purpose of this paper is to explore the asymptotics of the eigenvalue spectrum of the Laplacian on 2 dimensional spaces of constant curvature, giving strong experimental evidence for a conjecture of the second author…

Analysis of PDEs · Mathematics 2018-09-25 Timothy Murray , Robert S. Strichartz

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

This article considers a class of metastable non-reversible diffusion processes whose invariant measure is a Gibbs measure associated with a Morse potential. In a companion paper [32], we proved the Eyring-Kramers formula for the…

Probability · Mathematics 2022-07-20 Jungkyoung Lee , Insuk Seo

The aim of this paper is to provide a comprehensive study of some linear nonlocal diffusion problems in metric measure spaces. These include, for example, open subsets in $\mathbb{R}^N$, graphs, manifolds, multi-structures or some fractal…

Analysis of PDEs · Mathematics 2014-12-18 Aníbal Rodríguez-Bernal , Silvia Sastre-Gómez

We consider the Schr\"odinger operator $$-\frac{d^2}{d x^2} + V \qquad \mbox{on an interval}~~[a,b]~\mbox{with Dirichlet boundary conditions},$$ where $V$ is bounded from below and prove a lower bound on the first eigenvalue $\lambda_1$ in…

Spectral Theory · Mathematics 2017-02-06 Bogdan Georgiev , Mayukh Mukherjee , Stefan Steinerberger

Let $X$ be the branching particle diffusion corresponding to the operator $Lu+\beta (u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $\beta \geq 0$ and $\beta\not\equiv 0$). Let $\lambda_{c}$ denote the generalized principal eigenvalue for…

Probability · Mathematics 2007-09-04 Janos Englander , Simon C. Harris , Andreas E. Kyprianou

We analyze the (discrete) spectrum of the semirelativistic ``spinless-Salpeter'' Hamiltonian H = \beta \sqrt{m^2 + p^2} + V(r), beta > 0, where V(r) represents an attractive, spherically symmetric potential in three dimensions. In order to…

High Energy Physics - Theory · Physics 2014-11-18 Richard L. Hall , Wolfgang Lucha , F. F. Schoberl

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

Probability · Mathematics 2007-05-23 Arvind Singh

Based on the recent work \cite{KKK} for compact potentials, we develop the spectral theory for the one-dimensional discrete Schr\"odinger operator $$ H \phi = (-\De + V)\phi=-(\phi_{n+1} + \phi_{n-1} - 2 \phi_n) + V_n \phi_n. $$ We show…

Mathematical Physics · Physics 2009-11-13 D. E. Pelinovsky , A. Stefanov

We analytically study diffusive particle acceleration in relativistic, collisionless shocks. We find a simple relation between the spectral index s and the anisotropy of the momentum distribution along the shock front. Based on this…

Astrophysics · Physics 2009-11-10 Uri Keshet , Eli Waxman

Let $H_0$ and $H$ be a pair of self-adjoint operators satisfying some standard assumptions of scattering theory. It is known from previous work that if $\lambda$ belongs to the absolutely continuous spectrum of $H_0$ and $H$, then the…

Spectral Theory · Mathematics 2015-03-09 Alexander Pushnitski

We consider consistent diffusion dynamics, leaving the celebrated Hua-Pickrell measures, depending on a complex parameter $s$, invariant. These, give rise to Feller-Markov processes on the infinite dimensional boundary $\Omega$ of the…

Probability · Mathematics 2019-02-15 Theodoros Assiotis

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, the canonical Euler Maruyama discretization of the Langevin diffusion process, referred as Unadjusted Langevin Algorithm (ULA),…

Computation · Statistics 2021-07-28 Dao Nguyen , Xin Dang , Yixin Chen

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

Probability · Mathematics 2023-10-23 Mihail Bazhba , Jose Blanchet , Roger J. A. Laeven , Bert Zwart

Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…

Machine Learning · Statistics 2023-12-12 Yinuo Ren , Yiping Lu , Lexing Ying , Grant M. Rotskoff

We investigate the spectral stability of small-amplitude shock profiles for the one-dimensional isothermal Navier-Stokes-Poisson system, which describes ion dynamics in a collision-dominated plasma. Specifically, we establish (i) bounds on…

Analysis of PDEs · Mathematics 2026-02-02 Wanyong Shim

We study the problem of estimating the coefficients of a diffusion (X_t,t\geq 0); the estimation is based on discrete data X_{n\Delta},n=0,1,...,N. The sampling frequency \Delta^{-1} is constant, and asymptotics are taken as the number N of…

Statistics Theory · Mathematics 2007-06-13 Emmanuel Gobet , Marc Hoffmann , Markus Reiss

In this article, we prove the Eyring-Kramers formula for non-reversible metastable diffusion processes that have a Gibbs invariant measure. Our result indicates that non-reversible processes exhibit faster metastable transitions between…

Probability · Mathematics 2021-12-20 Jungkyoung Lee , Insuk Seo
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