Related papers: Extension Technique for Functions of Diffusion Ope…
This paper is a follow-up on the \emph{noncommutative differential geometry on infinitesimal spaces} [15]. In the present work, we extend the algebraic convergence from [15] to the geometric setting. On the one hand, we reformulate the…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
In this paper, we look at a probabilistic approach to a non-local quadratic form that has lately attracted some interest. This form is related to a recently introduced non-local normal derivative. The goal is to construct two Markov…
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
We use the well-posedness of transmission problems on classes of two-sided Sobolev extension domains to give variational definitions for (boundary) layer potential operators and Neumann-Poincar{\'e} operators. These classes of domains…
We study semilinear problems in bounded $C^{1,1}$ domains for non-local operators with a boundary condition. The operators cover and extend the case of the spectral fractional Laplacian. We also study harmonic functions with respect to the…
We propose using the Dirichlet-to-Neumann operator as an extrinsic alternative to the Laplacian for spectral geometry processing and shape analysis. Intrinsic approaches, usually based on the Laplace-Beltrami operator, cannot capture the…
We provide closed formulas for (unique) solutions of nonhomogeneous Dirichlet problems on balls involving any positive power $s>0$ of the Laplacian. We are able to prescribe values outside the domain and boundary data of different orders…
Gaussian random fields over infinite-dimensional Hilbert spaces require the definition of appropriate covariance operators. The use of elliptic PDE operators to construct covariance operators allows to build on fast PDE solvers for…
We study strictly elliptic differential operators with Dirichlet boundary conditions on the space $\mathrm{C}(\overline{M})$ of continuous functions on a compact, Riemannian manifold $\overline{M}$ with boundary and prove sectoriality with…
We study the boundary regularity of solutions of elliptic operators in divergence form with $C^{0,\alpha}$ coefficients or operators which are small perturbations of the Laplacian in non-smooth domains. We show that, as in the case of the…
We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…
We consider uniformly subelliptic operators on certain unimodular Lie groups of polynomial growth. It was shown by Saloff-Coste and Stroock that classical results of De Giorgi, Nash, Moser, Aronson extend to this setting. It was then…
We consider second order uniformly elliptic operators of divergence form in $\R^{d+1}$ whose coefficients are independent of one variable. For such a class of operators we establish a factorization into a product of first order operators…
The fractional Laplacian can be obtained as a Dirichlet-to-Neumann map via an extension problem to the upper half space. In this paper we prove the same type of characterization for the fractional powers of second order partial differential…
We show that the boundary behaviour of solutions to nonlocal fractional equations posed in bounded domains strongly differs from the one of solutions to elliptic problems modelled upon the Laplace-Poisson equation with zero boundary data.…
In this paper, we study the spectral fractional Laplacian with inhomogeneous Dirichlet boundary data. Our contributions are twofold: first we introduce a Dirichlet-to-Neumann map for this operator and analyze an associated inverse problem;…
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 establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…
This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…