Related papers: Essential m-dissipativity for generators of infini…
We obtain an estimate of free entropy of generators in a type ${II}_1$-factor $\mc{M}$ which has a subfactor $\mc{N}$ of finite index with a subalgebra $\mc{P}=\mc{P}_1\vee\mc{P}_2\subset\mc{N}$ where $\mc{P}_1=\mc{R}_1'\cap\mc{P}$,…
We analyze the uniform conductivity of a one dimensional degenerate fermion system placed in a random disorder potential so smooth that backward scattering can be neglected. We use the nonlinear Luttinger liquid model to consider effects of…
We investigate the band structure of the three-dimensional Hofstadter model on cubic lattices, with an isotropic magnetic field oriented along the diagonal of the cube with flux $\Phi=2 \pi \cdot m /n$, where $m,n$ are co-prime integers.…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
The eigenfunctions and eigenvalues of the Fokker-Planck operator with linear drift and constant diffusion are required for expanding time-dependent solutions and for evaluating our recent perturbation expansion for probability densities…
We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switching in a finite state space and an infinite countable state…
A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…
This is the first part of a series of two papers where we study perturbations of divergence form second order elliptic operators $-\mathop{\operatorname{div}} A \nabla$ by first and zero order terms, whose coefficients lie in critical…
We propose a probabilistic derivation of the so-called chemical diffusion master equation (CDME) and describe an infinite dimensional moment generating function method for finding its analytical solution. CDMEs model by means of an infinite…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…
Superdiffusions corresponding to differential operators of the form $\LL u+\beta u-\alpha u^{2}$ with large mass creation term $\beta$ are studied. Our construction for superdiffusions with large mass creations works for the branching…
We show that for any fixed $\theta\in(-\frac{\pi}{2},\,0)\cup (0,\,\frac{\pi}{2})$, the 1-dimensional complex Ornstein-Uhlenbeck operator \begin{equation*} \tilde{\mathcal{L}}_{\theta}= 4\cos\theta \frac{\partial^2}{\partial z\partial…
Finite-difference simulations of fluid dynamics and magnetohydrodynamics generally require an explicit diffusion operator, either to maintain stability by attenuating grid-scale structure, or to implement physical diffusivities such as…
We analyze a reaction coefficient identification problem for the spectral fractional powers of a symmetric, coercive, linear, elliptic, second-order operator in a bounded domain $\Omega$. We realize fractional diffusion as the…
We put forward a complete theory on moment explosion for fairly general state-spaces. This includes a characterization of the validity of the affine transform formula in terms of minimal solutions of a system of generalized Riccati…
We consider nonlinear partial differential equations (PDEs) for advection-diffusion processes which are augmented by an auxiliary parameter $\delta$ such that $\delta=0$ corresponds to linear advection-diffusion. We derive potentially…
We establish spectral enclosures and spectral approximation results for the inhomogeneous lossy Drude-Lorentz system with purely imaginary poles, in a possibly unbounded Lipschitz domain of $\mathbb{R}^3$. Under the assumption that the…
We prove sharp lower bound estimates for the first nonzero eigenvalue of the non-linear elliptic diffusion operator $L_p$ on a smooth metric measure space, without boundary or with a convex boundary and Neumann boundary condition,…