Functional Inequalities for the Decay of Sub-Markov Semigroups

A general functional inequality is introduced to describe various decays of semigroups. Our main result generalizes the classical one on the equivalence of the L ²-exponential decay of a sub-Markov semigroup and the Poincaré inequality for the associated Dirichlet form. Conditions for the general inequality to hold are presented. The corresponding isoperimetric inequality is studied in the context of diffusion and jump processes. In particular, Cheeger's inequality for the principal eigenvalue is generalized. Moreover, our results are illustrated by examples of diffusion and jump processes.     

Functional Inequalities and Spectrum Estimates: The Infinite Measure Case

As a continuation of [13] where a Poincaré-type inequality was introduced to study the essential spectrum on the L²-space of a probability measure, this paper provides a modification of this inequality so that the infimum of the essential spectrum is well described even if the reference measure is infinite. High-order eigenvalues as well as the corresponding semigroup are estimated by using this new inequality. Criteria of the inequality and estimates of the inequality constants are presented. Finally, some concrete examples are considered to illustrate the main results. In particular, estimates of high-order eigenvalues obtained in this paper are sharp as checked by two examples on the Euclidean space.     

Φ-entropy inequality and application for SDEs with jumps

By using the Φ-entropy inequality derived in [16] and [2] for Poisson measures, the same type of inequality is established for a class of stochastic differential equations driven by purely jump Lévy processes. This inequality implies the exponential convergence in Φ-entropy of the associated Markov semigroup. The semigroup Φ-entropy inequality for SDEs driven by Poisson point processes is also considered.     

The Neumann Problem on Unbounded Domains of ℝ d and Stochastic Variational Inequalities

ABSTRACT

An elliptic equation with Neumann boundary conditions and unbounded drift coefficients is studied in a space L ²(? ^d , ν) where ν is an invariant measure. The corresponding semigroup generated by the elliptic operator is identified with the transition semigroup associated with a stochastic variational inequality.     

Upper Bound Estimates of the Cramér Functionals for Markov Processes

We prove that the Cramér functional of a Markov process can be controlled by a function of an integral functional if the transition semigroup is uniformly integrable in L ^p . As an application of this result, a general large deviation upper bound is obtained. Then, the notation of F-Sobolev inequality is extended to general Markov processes by replacing the Dirichlet form with the Donsker–Varadhan entropy. As the other application, it is proved that the uniform integrability of a transition semigroup implies a F-Sobolev inequality.     

Higher order Ostrowski type inequalities over Euclidean domains

The classical Ostrowski inequality for functions on intervals estimates the value of the function minus its average in terms of the maximum of its first derivative. This result is extended to functions on general domains using the L^∞ norm of its nth partial derivatives. For radial functions on balls the inequality is sharp.     

On a Class of Stochastic Semilinear PDEs

Abstract

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the space L ²(H;ν), where ν is the invariant measure. We also prove the closability of the derivative operator and an integration by parts formula. Finally, under boundness conditions on the nonlinear term, we prove a Poincaré inequality, a logarithmic Sobolev inequality, and the ipercontractivity of the transition semigroup.     

The general optimal L-Euclidean logarithmic Sobolev inequality by Hamilton-Jacobi equations

We prove a general optimal L^p-Euclidean logarithmic Sobolev inequality by using Prékopa-Leindler inequality and a special Hamilton-Jacobi equation. In particular we generalize the inequality proved by Del Pino and Dolbeault in (J. Funt. Anal.).     

Integrability of optimal mappings

In this paper, we study the integrability of optimal mappings T taking a probability measure μ to another measure g · μ. We assume that T minimizes the cost function c and μ satisfies some special inequalities related to c (the infimum-convolution inequality or the logarithmic c-Sobolev inequality). The results obtained are applied to the analysis of measures of the form exp(?|x|^α).     

Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [G. Da Prato, M. Röckner, Singular dissipative stochastic equations in Hilbert spaces, Probab. Theory Related Fields 124 (2) (2002) 261-303]. We prove a Harnack inequality (in the sense of [F.-Y. Wang, Logarithmic Sobolev inequalities on noncompact Riemannian manifolds, Probab. Theory Related Fields 109 (1997) 417-424]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure μ (satisfying some mild integrability conditions). Finally, we prove existence of such a measure μ for noncontinuous drifts.     

Weak curvature conditions and functional inequalities

We give sufficient conditions for a measured length space (X,d,ν) to admit local and global Poincaré inequalities, along with a Sobolev inequality. We first introduce a condition DM on (X,d,ν), defined in terms of transport of measures. We show that DM, together with a doubling condition on ν, implies a scale-invariant local Poincaré inequality. We show that if (X,d,ν) has nonnegative N-Ricci curvature and has unique minimizing geodesics between almost all pairs of points then it satisfies DM, with constant N². The condition DM is preserved by measured Gromov-Hausdorff limits. We then prove a Sobolev inequality for measured length spaces with N-Ricci curvature bounded below by K>0. Finally we derive a sharp global Poincaré inequality.     

Bohr's inequalities for Hilbert space operators

The classical Bohr's inequality states that

²|z+w|?p²|z|+q²|w|     

Rellich type inequalities related to Grushin type operator and Greiner type operator

We prove some sharp Hardy inequality associated with the gradient ? _?? = (? _x ,|x| ^?? ? _y ) by a direct and simple approach. Moreover, similar method is applied to obtain some weighted sharp Rellich inequality related to the Grushin operator in the setting of L ^p . We also get some weighted Hardy and Rellich type inequalities related to a class of Greiner type operators.     

A proof of Hessian Sobolev inequality

In this paper, taking the Hessian Sobolev inequality (0<p≤k) (X.-J. Wang, 1994 [2]) as the starting point, we give a proof of the Hessian Sobolev inequality when k<p≤k^∗, where k^∗ is the critical Sobolev embedding index of k-Hessian type. We also prove that k^∗ is optimal by one-dimensional Hardy’s inequality.     

Tent spaces associated with semigroups of operators

We study tent spaces on general measure spaces (Ω,μ). We assume that there exists a semigroup of positive operators on Lp(Ω,μ) satisfying a monotone property but do not assume any geometric/metric structure on Ω. The semigroup plays the same role as integrals on cones and cubes in Euclidean spaces. We then study BMO spaces on general measure spaces and get an analogue of Fefferman's H¹-BMO duality theory. We also get a H¹-BMO duality inequality without assuming the monotone property. All the results are proved in a more general setting, namely for noncommutative Lp spaces.     

Existence of extremal functions for a Hardy-Sobolev inequality

We present the best constant and the extremal functions for an Improved Hardy-Sobolev inequality. We prove that, under a proper transformation, this inequality is equivalent to the Sobolev inequality in RN.     

Estimation of the L p -norms of stress functions for finitely connected plane domains

Let u(x, G) be the classical stress function of a finitely connected plane domain G. The isoperimetric properties of the L ^p -norms of u(x, G) are studied. Payne’s inequality for simply connected domains is generalized to finitely connected domains. It is proved that the L ^p -norms of the functions u(x, G) and u ^?1 (x, G) strictly decrease with respect to the parameter p, and a sharp bound for the rate of decrease of the L ^p -norms of these functions in terms of the corresponding L ^p -norms of the stress function for an annulus is obtained. A new integral inequality for the L ^p -norms of u(x, G), which is an analog of the inequality obtained by F. G. Avkhadiev and the author for the L ^p -norm of conformal radii, is proved.     

Refinements of generalized triangle inequalities

In this paper, we discuss refinements of the well-known triangle inequality and it is reverse inequality for strongly integrable functions with values in a Banach space X. We also discuss refinement of a generalized triangle inequality of the second kind for Lp functions. For both cases, the attainability of the equality is also investigated.     

Two-level pressure projection finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions

The two-level pressure projection stabilized finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions are investigated in this paper, whose variational formulation is the Navier-Stokes type variational inequality problem of the second kind. Based on the P₁-P₁ triangular element and using the pressure projection stabilized finite element method, we solve a small Navier-Stokes type variational inequality problem on the coarse mesh with mesh size H and solve a large Stokes type variational inequality problem for simple iteration or a large Oseen type variational inequality problem for Oseen iteration on the fine mesh with mesh size h. The error analysis obtained in this paper shows that if h=O(H²), the two-level stabilized methods have the same convergence orders as the usual one-level stabilized finite element methods, which is only solving a large Navier-Stokes type variational inequality problem on the fine mesh. Finally, numerical results are given to verify the theoretical analysis.     

Generalizations of Bohr inequality for Hilbert space operators

Let B(H) be the space of all bounded linear operators on a complex separable Hilbert space H. Bohr inequality for Hilbert space operators asserts that for A,B∈B(H) and p,q>1 real numbers such that 1/p+1/q=1,

²|A+B|?p²|A|+q²|B|