Related papers: Bakry-Emery Calculus For Diffusion With Additional…
We present a new formula for umbral operators that yields three main insights. First, it makes explicit a connection between umbral calculus and iteration theory. Second, it leads naturally to a definition of fractional exponents of umbral…
Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study Darboux transformation from the point of view of Markov semigroups of diffusion…
In this paper we present the Edgeworth expansion for the Euler approximation scheme of a continuous diffusion process driven by a Brownian motion. Our methodology is based upon a recent work \cite{Yoshida2013}, which establishes Edgeworth…
This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…
We give some extensions of Mercer's theorem to continuous Carleman kernels inducing unbounded integral operators.
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
The paper deals with singular Sturm-Liouville expressions with matrix-valued distributional coefficients. Due to a suitable regularization, the corresponding operators are correctly defined as quasi-differentials. Their resolvent…
We present a new scheme for the general computation of cosmic propagators that allow to interpolate between standard perturbative results at low-k and their expected large-k resummed behavior. This scheme is applicable to any multi-point…
In a previous article of the authors with M. Canalis-Durand, monomial asymptotic expansions, Gevrey asymptotic expansions and monomial summability were introduced and applied to certain systems of singularly perturbed differential…
This paper is the third part of our study started with Cattiaux, Le\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained…
We prove an entropy formula for certain expansive actions of a countable discrete residually finite group $\Gamma $ by automorphisms of compact abelian groups in terms of Fuglede-Kadison determinants. This extends an earlier result proved…
Gradient bounds had proved to be a very efficient tool for the control of the rate of convergence to equilibrium for parabolic evolution equations. Among the gradient bounds methods, the celebrated Bakry-\'Emery criterion is a powerful way…
From a transfer formula in multivariate finite operator calculus, comes an expansion for the determinant similar to Ryser's formula for the permanent. Although this one contains many more terms than the usual determinant formula. To prove…
Linear second order differential equations having a large real parameter and turning point in the complex plane are considered. Classical asymptotic expansions for solutions involve the Airy function and its derivative, along with two…
Yeh and Hummer's simplified estimation method has often been adopted to obtain diffusion coefficients for solute molecules using molecular dynamic simulation. However, the simplified formula is not necessarily valid when a small basic cell…
Aubry-Mather is traditionally concerned with Tonelli Hamiltonian (convex and super-linear). In \cite{Vi,MVZ}, Mather's $\alpha$ function is recovered from the homogenization of symplectic capacities. This allows the authors to extend the…
This paper extends the Bakry-\'{E}mery theorem connecting the Ricci curvature and log-Sobolev inequalities to the matrix-valued setting. Using tools from noncommuative geometry, it is shown that for a right invariant second order…
We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…
A natural consequence of the fractional calculus is its extension to a matrix order of differentiation and integration. A matrix-order derivative definition and a matrix-order integration arise from the generalization of the gamma function…
We study the elliptic version of doubly nonlinear diffusion equations on a complete Riemannian manifold $(M,g)$. Through the combination of a special nonlinear transformation and the standard Nash-Moser iteration procedure, some Cheng-Yau…