Related papers: Computing eigenfunctions of the multidimensional O…
Starting from the 1-dimensional complex-valued Ornstein-Uhlenbeck process, we present two natural ways to imply the associated eigenfunctions of the 2-dimensional normal Ornstein-Uhlenbeck operators in the complex Hilbert space…
We prove sharp bounds for the growth rate of eigenfunctions of the Ornstein-Uhlenbeck operator and its natural generalizations. The bounds are sharp even up to lower order terms and have important applications to geometric flows.
We study the orthogonality of the generalized eigenspaces of an Ornstein--Uhlenbeck operator $\mathcal L$ in $\mathbb{R}^N$, with drift given by a real matrix $B$ whose eigenvalues have negative real parts. If $B$ has only one eigenvalue,…
We consider the nonautonomous Ornstein-Uhlenbeck operator in some weighted spaces of continuous functions in $\R^N$. We prove sharp uniform estimates for the spatial derivatives of the associated evolution operator $\OU$, which we use to…
We study degenerate hypoelliptic Ornstein-Uhlenbeck operators in $L^2$ spaces with respect to invariant measures. The purpose of this article is to show how recent results on general quadratic operators apply to the study of degenerate…
Eigendecomposition of the Laplace-Beltrami operator is instrumental for a variety of applications from physics to data science. We develop a numerical method of computation of the eigenvalues and eigenfunctions of the Laplace-Beltrami…
We study the Ornstein-Uhlenbeck operator and the Ornstein-Uhlenbeck semigroup in an open convex subset of an infinite dimensional separable Banach space $X$. This is done by finite dimensional approximation. In particular we prove…
If we add a simple rotation term to both the Ornstein-Uhlenbeck semigroup and the definition of the H-derivative, then analogue to the classical Malliavin calculus on the real Wiener space [I. Shigekawa, Stochastic analysis, 2004], we get a…
We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…
In this paper we point out an connection between eigenfunctions of one-dimensional Schrodinger operator with polynomial potentials of degree 3, 4 and eigenfunctions of rank two commuting ordinary differential operators.
Based on the novel prescription for the power of a complex number, a new expression for the eigenfunction of the operator of the third component of the angular momentum is presented. These functions are normalizable, single valued and are…
In this article we are interested for the numerical computation of spectra of non-self adjoint quadratic operators, in two and three spatial dimensions. Indeed, in the multidimensional case very few results are known on the location of the…
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex…
The goal of this work is to characterize all second order difference operators of several variables that have discrete orthogonal polynomials as eigenfunctions. Under some mild assumptions, we give a complete solution of the problem.
This article analyzes well-definedness and regularity of renormalized powers of Ornstein-Uhlenbeck processes and uses this analysis to establish local existence, uniqueness and regularity of strong solutions of stochastic Ginzburg-Landau…
An Ornstein-Uhlenbeck (OU) process can be considered as a continuous time interpolation of the discrete time AR$(1)$ process. Departing from this fact, we analyse in this work the effect of iterating OU treated as a linear operator that…
We prove smoothing properties along suitable directions of the Ornstein-Uhlenbeck evolution operator, namely the evolution operator associated to non autonomous Ornstein-Uhlenbeck equations. Moreover we use such smoothing estimates to prove…
Using the concept of $\mathcal{D}$-operator and the classical discrete family of dual Hahn, we construct orthogonal polynomials $(q_n)_n$ which are also eigenfunctions of higher order difference operators.
We consider the problem of estimating the eigenvalues and the integral of the corresponding eigenfunctions, associated to the Newtonian potential operator, defined in a bounded domain $\Omega \subset \mathbb{R}^{d},$ where $d = 2, 3$, in…
We study the spectral problems associated with the finite-difference operators $H_N = 2 \cosh(p) + V_N(x)$, where $V_N(x)$ is an arbitrary polynomial potential of degree $N$. These systems can be regarded as a solvable deformation of the…