Quantum double suspension and spectral triples

In this paper we are concerned with the construction of a general principle that will allow us to produce regular spectral triples with finite and simple dimension spectrum. We introduce the notion of weak heat kernel asymptotic expansion (WHKAE) property of a spectral triple and show that the weak heat kernel asymptotic expansion allows one to conclude that the spectral triple is regular with finite simple dimension spectrum. The usual heat kernel expansion implies this property. The notion of quantum double suspension of a C^?-algebra was introduced by Hong and Szymanski. Here we introduce the quantum double suspension of a spectral triple and show that the WHKAE is stable under quantum double suspension. Therefore quantum double suspending compact Riemannian spin manifolds iteratively we get many examples of regular spectral triples with finite simple dimension spectrum. This covers all the odd-dimensional quantum spheres. Our methods also apply to the case of noncommutative torus.     

Upper estimate of martingale dimension for self-similar fractals

We study upper estimates of the martingale dimension d _m of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that d _m  = 1 for natural diffusions on post-critically finite self-similar sets and that d _m is dominated by the spectral dimension for the Brownian motion on Sierpinski carpets.     

Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators

We investigate the small ball problem for d-dimensional fractional Brownian sheets by functional analytic methods. For this reason we show that integration operators of Riemann–Liouville and Weyl type are very close in the sense of their approximation properties, i.e., the Kolmogorov and entropy numbers of their difference tend to zero exponentially. This allows us to carry over properties of the Weyl operator to the Riemann–Liouville one, leading to sharp small ball estimates for some fractional Brownian sheets. In particular, we extend Talagrand's estimate for the 2-dimensional Brownian sheet to the fractional case. When passing from dimension 1 to dimension d2, we use a quite general estimate for the Kolmogorov numbers of the tensor products of linear operators.     

On-diagonal oscillation of the heat kernels on post-critically finite self-similar fractals

For the canonical heat kernels p _t (x, y) associated with Dirichlet forms on post-critically finite self-similar fractals, e.g. the transition densities (heat kernels) of Brownian motion on affine nested fractals, the non-existence of the limit ${\lim_{t\downarrow 0}t^{d_{s}/2}p_{t}(x,x)}$ is established for a “generic” (in particular, almost every) point x, where d _s denotes the spectral dimension. Furthermore the same is proved for any point x in the case of the d-dimensional standard Sierpinski gasket with d ≥ 2 and the N-polygasket with N ≥ 3 odd, e.g. the pentagasket (N = 5) and the heptagasket (N = 7).     

Gradient estimates for diffusion semigroups with singular coefficients

Uniform gradient estimates are derived for diffusion semigroups, possibly with potential, generated by second order elliptic operators having irregular and unbounded coefficients. We first consider the Rd-case, by using the coupling method. Due to the singularity of the coefficients, the coupling process we construct is not strongly Markovian, so that additional difficulties arise in the study. Then, more generally, we treat the case of a possibly unbounded smooth domain of Rd with Dirichlet boundary conditions. We stress that the resulting estimates are new even in the Rd-case and that the coefficients can be Hölder continuous. Our results also imply a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying diffusion semigroup.     

Kato class measures of symmetric Markov processes under heat kernel estimates

We establish the coincidence of two classes of Kato class measures in the framework of symmetric Markov processes admitting upper and lower estimates of heat kernel under mild conditions. One class of Kato class measures is defined by way of the heat kernel, another is defined in terms of the Green kernel depending on some exponents related to the heat kernel estimates. We also prove that pth integrable functions on balls with radius 1 having a uniformity of its norm with respect to centers are of Kato class if p is greater than a constant related to the estimate under the same conditions. These are complete extensions of some results for the Brownian motion on Euclidean space by Aizenman and Simon. Our result can be applicable to many examples, for instance, symmetric (relativistic) stable processes, jump processes on d-sets, Brownian motions on Riemannian manifolds, diffusions on fractals and so on.     

Heat Kernel Estimates for Schrödinger Operators on Exterior Domains with Robin Boundary Conditions

We study Schrödinger operators with Robin boundary conditions on exterior domains in ? ^d . We prove sharp point-wise estimates for the associated semigroups which show, in particular, how the boundary conditions affect the time decay of the heat kernel in dimensions one and two. Applications to spectral estimates are discussed as well.     

The Finite Spectrum of Sturm–Liouville Problems with Transmission Conditions and Eigenparameter-Dependent Boundary Conditions

We study the finite spectrum of Sturm–Liouville problems with transmission conditions and eigenparameter-dependent boundary conditions. For any positive integers m and n, we construct a class of regular Sturm–Liouville problems with transmission conditions and eigenparameter-dependent boundary conditions, which have at most m + n + 4 eigenvalues.     

A Discrete Phenomenon in the C and Analytic Regularity of the Blow-Up Curve of Solutions to the Liouville Equation in One Space Dimension

We give a complete discussion of the C^∞ or analytic regularity of blow-up curves for Cauchy problems or some mixed problems for the Liouville equation in one space dimension. In the case of mixed problems, the regularity results depend on the boundary condition: actually, we show the existence of a sequence of boundary conditions for which the regularity of the blow-up curve is better than in the general case.     

Correlation functions and spectral curves in models of minimal gravity

We discuss correlators for models of minimal gravity and propose an algorithm for calculating invariant relations from formulas for residues that can be compared with the expansion coefficients for the partition function in the Liouville theory. For (2, 2K-1) models, we explicitly obtain a factor corresponding to conversion from the semiclassical hierarchy basis to the Liouville theory basis and also test a hypothesis about the pattern of the spectral curve using a direct calculation.     

Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case

In this paper, we consider the linear stochastic heat equation with additive noise in dimension one. Then, using the representation of its solution X as a stochastic convolution of the cylindrical Brownian motion with respect to an operator-valued kernel, we derive Itô's- and Tanaka's-type formulae associated to X.     

The Hardy inequality and the heat equation with magnetic field in any dimension

In the Euclidean space of any dimension d, we consider the heat semigroup generated by the magnetic Schrödinger operator from which an inverse-square potential is subtracted to make the operator critical in the magnetic-free case. Assuming that the magnetic field is compactly supported, we show that the polynomial large-time behavior of the heat semigroup is determined by the eigenvalue problem for a magnetic Schrödinger operator on the (d ? 1)-dimensional sphere whose vector potential reflects the behavior of the magnetic field at the space infinity. From the spectral problem on the sphere, we deduce that in d = 2 there is an improvement of the decay rate of the heat semigroup by a polynomial factor with power proportional to the distance of the total magnetic flux to the discrete set of flux quanta, while there is no extra polynomial decay rate in higher dimensions. To prove the results, we establish new magnetic Hardy-type inequalities for the Schrödinger operator and develop the method of self-similar variables and weighted Sobolev spaces for the associated heat equation.     

Uniform approximation of the heat kernel on a manifold

We approximate the heat kernel h(x, y, t) on a compact connected Riemannian manifold M without boundary uniformly in \((x,y,t)\in M\times M\times [a,b]\), \(a>0\), by n-fold integrals over \(M^n\) of the densities of Brownian bridges. Moreover, we provide an estimate for the uniform convergence rate. As an immediate corollary, we get a uniform approximation of solutions of the Cauchy problem for the heat equation on M.     

A central limit theorem for branching Brownian motion with random immigration

We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.     

Analytic extension and reconstruction of obstacles from few measurements for elliptic second order operators

We deal with an inverse obstacle problem for general second order scalar elliptic operators with real principal part and analytic coefficients near the obstacle. We assume that the boundary of the obstacle is a non-analytic hypersurface. We show that, when we put Dirichlet boundary conditions, one measurement is enough to reconstruct the obstacle. In the Neumann case, we have results only for n = 2, 3 in general. More precisely, we show that one measurement is enough for n = 2 and we need 3 linearly independent inputs for n = 3. However, in the case for the Helmholtz equation, we only need n ? 1 linearly independent inputs, for any n ≥ 2. Here n is the dimension of the space containing the obstacle. These are justified by investigating the analyticity properties of the zero set of a real analytic function. In addition, we give a reconstruction procedure for each case to recover the shape of obstacle. Although we state the results for the scattering problems, similar results are true for the associated boundary value problems.     

Invariants of Isospectral Deformations and Spectral Rigidity

We introduce a notion of weak isospectrality for continuous deformations. Consider the Laplace–Beltrami operator on a compact Riemannian manifold with Robin boundary conditions. Given a Kronecker invariant torus Λ of the billiard ball map with a Diophantine vector of rotation we prove that certain integrals on Λ involving the function in the Robin boundary conditions remain constant under weak isospectral deformations. To this end we construct continuous families of quasimodes associated with Λ. We obtain also isospectral invariants of the Laplacian with a real-valued potential on a compact manifold for continuous deformations of the potential. These invariants are obtained from the first Birkhoff invariant of the microlocal monodromy operator associated to Λ. As an application we prove spectral rigidity of the Robin boundary conditions in the case of Liouville billiard tables of dimension two in the presence of a (?/2?)² group of symmetries.     

The Fractional Clifford-Fourier Kernel

The Clifford-Fourier transform was introduced by Brackx, De Schepper and Sommen who subsequently computed its kernel in dimension d=2. Here we compute the kernel of a fractional version of the transform when d=2 and 4. In doing so we solve appropriate wave-type problems on spheres in two and four dimensions. We also give formulae for the solutions of these problems in all even dimensions and hence a means of computing the fractional Clifford-Fourier kernels in even dimensions.     

Stochastic Heat Equation with Multiplicative Fractional-Colored Noise

We consider the stochastic heat equation with multiplicative noise \(u_{t}=\frac{1}{2}\Delta u+u\dot{W}\) in ?₊×? ^d , whose solution is interpreted in the mild sense. The noise \(\dot{W}\) is fractional in time (with Hurst index H≥1/2), and colored in space (with spatial covariance kernel f). When H>1/2, the equation generalizes the Itô-sense equation for H=1/2. We prove that if f is the Riesz kernel of order α, or the Bessel kernel of order α<d, then the sufficient condition for the existence of the solution is d≤2+α (if H>1/2), respectively d<2+α (if H=1/2), whereas if f is the heat kernel or the Poisson kernel, then the equation has a solution for any d. We give a representation of the kth order moment of the solution in terms of an exponential moment of the “convoluted weighted” intersection local time of k independent d-dimensional Brownian motions.     

Fast orthogonalization to the kernel of the discrete gradient operator with application to Stokes problem

We obtain a simple tensor representation of the kernel of the discrete d-dimensional gradient operator defined on tensor semi-staggered grids. We show that the dimension of the nullspace grows as O(n^d-2), where d is the dimension of the problem, and n is one-dimensional grid size. The tensor structure allows fast orthogonalization to the kernel. The usefulness of such procedure is demonstrated on three-dimensional Stokes problem, discretized by finite differences on semi-staggered grids, and it is shown by numerical experiments that the new method outperforms usually used stabilization approach.