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We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander…

概率论 · 数学 2019-06-04 T. Cass , D. Crisan , P. Dobson , M. Ottobre

We obtain sharp gradient bounds for perturbed diffusion semigroups. In contrast with existing results, the perturbation is here random and the bounds obtained are pathwise. Our approach builds on the classical work of Kusuoka and Stroock…

概率论 · 数学 2013-11-05 Dan Crisan , Christian Litterer , Terry Lyons

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

概率论 · 数学 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…

概率论 · 数学 2017-08-17 Li-Juan Cheng

We derive a uniform bound for the difference of two contractive semigroups, if the difference of their generators is form-bounded by the Hermitian parts of the generators themselves. We construct a semigroup dynamics for second order…

动力系统 · 数学 2007-05-23 Kresimir Veselic

We study here the effects of a time-dependent second order perturbation to a degenerate Ornstein-Uhlenbeck type operator whose diffusive part can be either local or non-local. More precisely, we establish that some estimates, such as the…

偏微分方程分析 · 数学 2023-06-08 Lorenzo Marino , Stéphane Menozzi , Enrico Priola

We consider Higher-Order Scalar-Tensor theories which appear degenerate when restricted to the unitary gauge but are not degenerate in an arbitrary gauge. We dub them U-degenerate theories. We provide a full classification of theories that…

高能物理 - 理论 · 物理学 2018-10-24 Antonio De Felice , David Langlois , Shinji Mukohyama , Karim Noui , Anzhong Wang

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

数学物理 · 物理学 2007-05-23 Mark Naber

In this paper we are concerned with the asymptotic behavior of nonautonomous fractional approximations of oscillon equation $$ u_{tt}-\mu(t)\Delta u+\omega(t)u_t=f(u),\ x\in\Omega,\ t\in\mathbb{R}, $$ subject to Dirichlet boundary condition…

偏微分方程分析 · 数学 2020-06-08 Flank D. M. Bezerra , Rodiak N. Figueroa-López , Marcelo J. D. Nascimento

As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m\times\R^d$ is investigated, where $$X_i(x,y)= \sum_{k=1}^m…

概率论 · 数学 2014-04-15 Feng-Yu Wang

This paper concerns the long-time asymptotics of diffusions with degenerate coefficients at the domain's boundary. Degenerate diffusion operators with mixed linear and quadratic degeneracies find applications in the analysis of asymmetric…

偏微分方程分析 · 数学 2022-11-04 Guillaume Bal , Binglu Chen , Zhongjian Wang

We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup…

概率论 · 数学 2020-07-28 D. Crisan , P. Dobson , M. Ottobre

We introduce a class of (possibly) degenerate dispersive equations with a drift. We prove that, under the H\"ormander hypoellipticity condition, the relevant Cauchy problem can be uniquely solved in the Schwartz class, and the solution…

偏微分方程分析 · 数学 2025-09-30 Nicola Garofalo , Alessandra Lunardi

We consider a second order differential operator $\mathscr{A}$ on an (typically unbounded) open and Dirichlet regular set $\Omega\subset \mathbb{R}^d$ and subject to nonlocal Dirichlet boundary conditions of the form \[ u(z) = \int_\Omega…

偏微分方程分析 · 数学 2020-07-01 Markus C. Kunze

In this paper, we study solutions $u$ of parabolic systems in divergence form with zero Dirichlet boundary conditions in the upper-half cylinder $Q_1^+\subset \mathbb{R}^{n+1}$, where the coefficients are weighted by $x_n^\alpha$,…

偏微分方程分析 · 数学 2025-07-31 Hongjie Dong , Seongmin Jeon

We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate…

偏微分方程分析 · 数学 2014-01-03 A. F. M. ter Elst , Derek W. Robinson , Adam Sikora

We consider Kramers-Fokker-Planck operators with general degenerate coefficients. We prove semiclassical hypocoercivity estimates for a large class of such operators. Then, we manage to prove Eyring-Kramers formulas for the bottom of the…

偏微分方程分析 · 数学 2026-01-30 Loïs Delande

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

概率论 · 数学 2023-06-21 Benedikt Eisenhuth , Martin Grothaus

We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…

概率论 · 数学 2019-02-20 Karen Habermann

Using small deformations of the total energy, as introduced in [31], we establish that damped second order gradient systems $$u^{\prime\prime}(t)+\gamma u^\prime(t)+\nabla G(u(t))=0,$$may be viewed as quasi-gradient systems. In order to…

偏微分方程分析 · 数学 2019-04-22 Mohamed Ali Jendoubi , Pascal Bégout , Jérôme Bolte , Mohamed Jendoubi
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