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Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…

Probability · Mathematics 2017-11-06 Michael B. Marcus , Jay Rosen

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

Probability · Mathematics 2019-10-08 Tadeusz Kulczycki , Michal Ryznar

We consider a one-phase free boundary problem governed by doubly degenerate fully non-linear elliptic PDEs with non-zero right hand side, which should be understood as an analog (non-variational) of certain double phase functionals in the…

Analysis of PDEs · Mathematics 2021-10-04 João Vítor da Silva , Giane C. Rampasso , Gleydson C. Ricarte , Hernán A. Vivas

This paper is concerned with the existence and decay of solutions of the following Timoshenko system: $$ \left\|\begin{array}{cc} u"-\mu(t)\Delta u+\alpha_1 \displaystyle\sum_{i=1}^{n}\frac{\partial v}{\partial x_{i}}=0,\, \in \Omega\times…

Analysis of PDEs · Mathematics 2014-09-12 M. L. Oliveira , A. J. R. Feitosa , M. Milla Miranda

Given any $d$-dimensional Lipschitz Riemannian manifold $(M,g)$ with heat kernel $\mathsf{p}$, we establish uniform upper bounds on $\mathsf{p}$ which can always be decoupled in space and time. More precisely, we prove the existence of a…

Differential Geometry · Mathematics 2021-11-25 Mathias Braun , Chiara Rigoni

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) L\'evy processes on half spaces for all $t>0$. These L\'evy processes may…

Probability · Mathematics 2016-02-22 Zhen-Qing Chen , Panki Kim

In this paper we show that Dirichlet heat kernel estimates for a class of (not necessarily symmetric) Markov processes are stable under non-local Feynman-Kac perturbations. This class of processes includes, among others, (reflected)…

Probability · Mathematics 2011-12-16 Zhen-Qing Chen , Panki Kim , Renming Song

We consider a pseudo-differential equation driven by the fractional $p$-Laplacian with $p\ge 2$ (degenerate case), with a bounded reaction $f$ and Dirichlet type conditions in a smooth domain $\Omega$. By means of barriers, a nonlocal…

Analysis of PDEs · Mathematics 2018-07-26 Antonio Iannizzotto , Sunra Mosconi , Marco Squassina

For a sufficiently regular open bounded set $D \subset R^2$ let us consider the equation $(-\Delta)^{1/2} \varphi(x) = 1$, $x \in D$ with the Dirichlet exterior condition $\varphi(x) = 0$, $x \in D^c$. $\varphi$ is the expected value of the…

Analysis of PDEs · Mathematics 2014-06-17 Tadeusz Kulczycki

We study the regularity of segregated profiles arising from competition - diffusion models, where the diffusion process is of nonlocal type and is driven by the fractional Laplacian of power $s \in (0,1)$. Among others, our results apply to…

Analysis of PDEs · Mathematics 2019-05-14 Giorgio Tortone , Alessandro Zilio

In this paper we study the existence, the optimal regularity of solutions, and the regularity of the free boundary near the so-called \emph{regular points} in a thin obstacle problem that arises as the local extension of the obstacle…

Analysis of PDEs · Mathematics 2019-06-18 Agnid Banerjee , Donatella Danielli , Nicola Garofalo , Arshak Petrosyan

Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…

Probability · Mathematics 2009-09-29 Michael B. Marcus , Jay Rosen

In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous L\'evy processes.

Probability · Mathematics 2015-05-30 Panki Kim , Renming Song , Zoran Vondracek

We use the thermodynamics of anti-de Sitter gravity to derive sparseness bounds on the spectrum of local operators in holographic conformal field theories. The simplest such bound is $\rho(\Delta) \lesssim…

High Energy Physics - Theory · Physics 2018-08-01 Eric Mefford , Edgar Shaghoulian , Milind Shyani

In this paper, we establish $C^{1, \alpha}$ regularity upto the boundary for a class of degenerate fully nonlinear elliptic equations with Neumann boundary conditions. Our main result Theorem 2.1 constitutes the boundary analogue of the…

Analysis of PDEs · Mathematics 2019-10-31 Agnid Banerjee , Ram Baran Verma

The critical behavior of semi-infinite $d$-dimensional systems with $n$-component order parameter $\bm{\phi}$ and short-range interactions is investigated at an $m$-axial bulk Lifshitz point whose wave-vector instability is isotropic in an…

Statistical Mechanics · Physics 2007-05-23 H. W. Diehl , A. Gerwinski , S. Rutkevich

In this paper we study the regularity of the free boundary for a vector-valued Bernoulli problem, with no sign assumptions on the boundary data. More precisely, given an open, smooth set of finite measure $D\subset \mathbb{R}^d$,…

Analysis of PDEs · Mathematics 2020-04-22 Dario Mazzoleni , Susanna Terracini , Bozhidar Velichkov

We prove sharp regularity estimates for solutions of obstacle type problems driven by a class of degenerate fully nonlinear operators; more specifically, we consider viscosity solutions of \[ |D u|^\gamma F(x, D^2u) = f(x)\chi_{\{u>\phi\}}…

Analysis of PDEs · Mathematics 2020-07-23 João Vitor Da Silva , Hernán Vivas

We consider divergence form, second-order strongly parabolic systems in a cylindrical domain with a finite number of subdomains under the assumption that the interfacial boundaries are $C^{1,\text{Dini}}$ and $C^{\gamma_{0}}$ in the spatial…

Analysis of PDEs · Mathematics 2020-05-19 Hongjie Dong , Longjuan Xu

The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $\alpha\in(0,2]$. This process has an infinitesimal generator…

Probability · Mathematics 2016-08-14 Tomasz Grzywny , Michał Ryznar
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