Spectral Analysis of Diffusions with Jump Boundary
Probability
2011-01-17 v1 Analysis of PDEs
Functional Analysis
Spectral Theory
Abstract
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a Corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky.
Cite
@article{arxiv.1101.2679,
title = {Spectral Analysis of Diffusions with Jump Boundary},
author = {Martin Kolb and Achim Wübker},
journal= {arXiv preprint arXiv:1101.2679},
year = {2011}
}
Comments
14 pages, 0 figures