Spectrum of a non-self-adjoint operator associated with the periodic heat equation

We study the spectrum of the linear operator L=−θ_∂−?θ_∂(sinθθ_∂) subject to the periodic boundary conditions on θ∈[−π,π]. We prove that the operator is closed in with the domain in for |?|<2, its spectrum consists of an infinite sequence of isolated eigenvalues and the set of corresponding eigenfunctions is complete. By using numerical approximations of eigenvalues and eigenfunctions, we show that all eigenvalues are simple, located on the imaginary axis and the angle between two subsequent eigenfunctions tends to zero for larger eigenvalues. As a result, the complete set of linearly independent eigenfunctions does not form a basis in .     

Spectral Gap for Stable Process on Convex Planar Double Symmetric Domains

We study the semigroup of the symmetric α-stable process in bounded domains in R ². We obtain a variational formula for the spectral gap, i.e. the difference between two first eigenvalues of the generator of this semigroup. This variational formula allows us to obtain lower bound estimates of the spectral gap for convex planar domains which are symmetric with respect to both coordinate axes. For rectangles, using “midconcavity” of the first eigenfunction (Bañuelos et al., Potential Anal. 24(3): 205–221, 2006), we obtain sharp upper and lower bound estimates of the spectral gap.     

Ergodicity for time-changed symmetric stable processes

In this paper we study ergodicity and related semigroup property for a class of symmetric Markov jump processes associated with time-changed symmetric α$\alpha$-stable processes. For this purpose, explicit and sharp criteria for Poincaré type inequalities (including Poincaré, super Poincaré and weak Poincaré inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our main results, when applied to a class of one-dimensional stochastic differential equations driven by symmetric α$\alpha$-stable processes, yield sharp criteria for their various ergodic properties and corresponding functional inequalities.     

Higher order PDEs and symmetric stable processes

We describe a connection between the semigroup of a symmetric stable process with rational index and higher order partial differential equations. As an application, we obtain a variational formula for the eigenvalues associated with the process killed upon leaving a bounded open set D. The variational formula is more user friendly than the classical Rayleigh--Ritz formula. We illustrate this by obtaining upper bounds on the eigenvalues in terms of Dirichlet eigenvalues of the Laplacian on D. These results generalize some work of Banuelos and Kulczycki on the Cauchy process. Along the way we prove an operator inequality for the operators associated with the transition densities of Brownian motion and the Brownian motion killed upon leaving D.     

Drift transforms and Green function estimates for discontinuous processes

In this paper, we consider Girsanov transforms of pure jump type for discontinuous Markov processes. We show that, under some quite natural conditions, the Green functions of the Girsanov transformed process are comparable to those of the original process. As an application of the general results, the drift transform of symmetric stable processes is studied in detail. In particular, we show that the relativistic α-stable process in a bounded C^1,1-smooth open set D can be obtained from symmetric α-stable process in D through a combination of a pure jump Girsanov transform and a Feynman-Kac transform. From this, we deduce that the Green functions for these two processes in D are comparable.     

Approximation of the semigroup generated by the Robin Laplacian in terms of the Gaussian semigroup

We consider the Laplacian ΔR subject to Robin boundary conditions on the space , where Ω is a smooth, bounded, open subset of RN. It is known that ΔR generates an analytic contraction semigroup. We show how this semigroup can be obtained from the Gaussian semigroup on C₀(RN) via a Trotter formula. As the main ingredient, we construct a positive, contractive, linear extension operator Eβ from to C₀(RN) which maps an operator core for ΔR into the domain of the generator of the Gaussian semigroup.     

Eigenvalue gaps for the Cauchy process and a Poincaré inequality

A connection between the semigroup of the Cauchy process killed upon exiting a domain D and a mixed boundary value problem for the Laplacian in one dimension higher known as the mixed Steklov problem, was established in [R. Bañuelos, T. Kulczycki, The Cauchy process and the Steklov problem, J. Funct. Anal. 211 (2004) 355-423]. From this, a variational characterization for the eigenvalues λn, n?1, of the Cauchy process in D was obtained. In this paper we obtain a variational characterization of the difference between λn and λ₁. We study bounded convex domains which are symmetric with respect to one of the coordinate axis and obtain lower bound estimates for λ_∗−λ₁ where λ_∗ is the eigenvalue corresponding to the “first” antisymmetric eigenfunction for D. The proof is based on a variational characterization of λ_∗−λ₁ and on a weighted Poincaré-type inequality. The Poincaré inequality is valid for all α symmetric stable processes, 0<α?2, and any other process obtained from Brownian motion by subordination. We also prove upper bound estimates for the spectral gap λ₂−λ₁ in bounded convex domains.     

Spectral characterization of some weighted rooted graphs with cliques

The level of a vertex in a rooted graph is one more than its distance from the root vertex. A generalized Bethe tree is a rooted tree in which vertices at the same level have the same degree. We characterize completely the eigenvalues of the Laplacian, signless Laplacian and adjacency matrices of a weighted rooted graph G obtained from a weighted generalized Bethe tree of k levels and weighted cliques in which

(1)

the edges connecting vertices at consecutive levels have the same weight,

(2)

each set of children, in one or more levels, defines a weighted clique, and

(3)

cliques at the same level are isomorphic.

These eigenvalues are the eigenvalues of symmetric tridiagonal matrices of order Moreover, we give results on the multiplicity of the eigenvalues, on the spectral radii and on the algebraic conectivity. Finally, we apply the results to the unweighted case and some particular graphs are studied.     

On estimates of the density of Feynman-Kac semigroups of α-stable-like processes

Suppose that α∈(0,2) and that X is an α-stable-like process on Rd. Let F be a function on Rd belonging to the class Jd,α (see Introduction) and be _∑s?tF(Xs−,Xs), t>0, a discontinuous additive functional of X. With neither F nor X being symmetric, under certain conditions, we show that the Feynman-Kac semigroup defined by

     

Continuous dependence results for inhomogeneous ill-posed problems in Banach space

We apply semigroup theory and other operator-theoretic methods to prove Hölder-continuous dependence on modeling for the inhomogeneous ill-posed Cauchy problem in Banach space. The inhomogeneous ill-posed Cauchy problem is given by , u(0)=χ, 0?t<T; where −A is the infinitesimal generator of a holomorphic semigroup on a Banach space X, χ∈X, and . For a suitable function f, the approximate problem is given by , v(0)=χ. Under certain stabilizing conditions, we prove that for a related norm, where and M are computable constants independent of β, 0<β<1, and ω(t) is a harmonic function. These results extend earlier work of Ames and Hughes on the homogeneous ill-posed problem.     

Data analysis and representation on a general domain using eigenfunctions of Laplacian

We propose a new method to analyze and efficiently represent data recorded on a domain of general shape in by computing the eigenfunctions of Laplacian defined over there and expanding the data into these eigenfunctions. Instead of directly solving the eigenvalue problem on such a domain via the Helmholtz equation (which can be quite complicated and costly), we find the integral operator commuting with the Laplacian and diagonalize that operator. Although our eigenfunctions satisfy neither the Dirichlet nor the Neumann boundary condition, computing our eigenfunctions via the integral operator is simple and has a potential to utilize modern fast algorithms to accelerate the computation. We also show that our method is better suited for small sample data than the Karhunen–Loève transform/principal component analysis. In fact, our eigenfunctions depend only on the shape of the domain, not the statistics of the data. As a further application, we demonstrate the use of our Laplacian eigenfunctions for solving the heat equation on a complicated domain.     

Exponential Ergodicity for SDEs Driven by <Emphasis Type="Italic">α</Emphasis>-Stable Processes with Markovian Switching in Wasserstein Distances

In this paper, we consider the ergodicity for stochastic differential equations driven by symmetric α-stable processes with Markovian switching in Wasserstein distances. Some sufficient conditions for the exponential ergodicity are presented by using the theory of M-matrix, coupling method and Lyapunov function method. As applications, the Ornstein-Uhlenbeck type process and some other processes driven by symmetric α-stable processes with Markovian switching are presented to illustrate our results. In addition, under some conditions, an explicit expression of the invariant measure for Ornstein-Uhlenbeck process is given.     

On the Estrada and Laplacian Estrada indices of graphs

The Estrada index of a graph G is defined as , where λ₁,λ₂,…,λ_n are the eigenvalues of G. The Laplacian Estrada index of a graph G is defined as , where μ₁,μ₂,…,μ_n are the Laplacian eigenvalues of G. An edge grafting operation on a graph moves a pendent edge between two pendent paths. We study the change of Estrada index of graph under edge grafting operation between two pendent paths at two adjacent vertices. As the application, we give the result on the change of Laplacian Estrada index of bipartite graph under edge grafting operation between two pendent paths at the same vertex. We also determine the unique tree with minimum Laplacian Estrada index among the set of trees with given maximum degree, and the unique trees with maximum Laplacian Estrada indices among the set of trees with given diameter, number of pendent vertices, matching number, independence number and domination number, respectively.     

Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes

By using the existing sharp estimates of the density function for rotationally invariant symmetric α-stable Lévy processes and rotationally invariant symmetric truncated α-stable Lévy processes, we obtain that the Harnack inequalities hold for rotationally invariant symmetric α-stable Lévy processes with α∈(0,2) and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric α-stable Lévy process, while the logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated α-stable Lévy processes.     

Two-sided eigenvalue estimates for subordinate processes in domains

Let X={X_t,t?0} be a symmetric Markov process in a state space E and D an open set of E. Denote by X^D the subprocess of X killed upon leaving D. Let S={S_t,t?0} be a subordinator with Laplace exponent φ that is independent of X. The processes X^φ?{X_St,t?0} and are called the subordinate processes of X and X^D, respectively. Under some mild conditions, we show that, if {-μ_n,n?1} and {-λ_n,n?1} denote the eigenvalues of the generators of the subprocess of X^φ killed upon leaving D and of the process X^D respectively, then

     

Universal adjacency matrices with two eigenvalues

Consider a graph Γ on n vertices with adjacency matrix A and degree sequence (d₁,…,d_n). A universal adjacency matrix of Γ is any matrix in Span {A,D,I,J} with a nonzero coefficient for A, where and I and J are the n×n identity and all-ones matrix, respectively. Thus a universal adjacency matrix is a common generalization of the adjacency, the Laplacian, the signless Laplacian and the Seidel matrix. We investigate graphs for which some universal adjacency matrix has just two eigenvalues. The regular ones are strongly regular, complete or empty, but several other interesting classes occur.     

Well-posedness and persistence properties for the Novikov equation

Recently, Novikov found a new integrable equation (we call it the Novikov equation in this paper), which has nonlinear terms that are cubic, rather than quadratic, and admits peaked soliton solutions (peakons). Firstly, we prove that the Cauchy problem for the Novikov equation is locally well-posed in the Besov spaces (which generalize the Sobolev spaces Hs) with the critical index . Then, well-posedness in Hs with , is also established by applying Kato's semigroup theory. Finally, we present two results on the persistence properties of the strong solution for the Novikov equation.     

Norms of some operators on bounded symmetric domains

Let D be a bounded symmetric domain, H(D) the class of all holomorphic functions on D and u∈H(D). Operator norm of the multiplication operator on the weighted Bergman space , as well as of weighted composition operator from to a weighted-type space are calculated.