On a semigroup generated by a convex combination of two Feller generators

Let be a locally compact Hausdorff space. Let A and B be two generators of Feller semigroups in with related Feller processes {X _A (t), t ≥ 0} and {X _B (t), t ≥ 0} and let α and β be two non-negative continuous functions on with α + β = 1. Assume that the closure C of C ₀ = αA + βB with generates a Feller semigroup {T _C (t), t ≥ 0} in . It is natural to think of a related Feller process {X _C (t), t ≥ 0} as that evolving according to the following heuristic rules. Conditional on being at a point , with probability α(p) the process behaves like {X _A (t), t ≥ 0} and with probability β(p) it behaves like {X _B (t), t ≥ 0}. We provide an approximation of {T _C (t), t ≥ 0} via a sequence of semigroups acting in that supports this interpretation. This work is motivated by the recent model of stochastic gene expression due to Lipniacki et al. [17].     

A Hille–Yosida Type Theorem in Ordered Convex Cones

It is proved that the Laplace transform establishes a bijection between a class of resolvents (V_α)_α>0 and a class of semi-groups Φ of kernels, acting on an abstract ordered convex cone. The compactness (in some weak topology) of the closed convex envelopes of the trajectories: Φ(t, x), t > 0, resp. of (nV_n)^kx, n, k ∈ ȑ, plays a central role in these results.     

On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions

We extend to infinite dimensions an explicit formula of Chill, Fašangová, Metafune, and Pallara for the optimal angle of analyticity of analytic Ornstein-Uhlenbeck semigroups. The main ingredient is an abstract representation of the Ornstein-Uhlenbeck operator in divergence form. The authors are supported by the ‘VIDI subsidie’ 639.032.201 of the Netherlands Organization for Scientific Research (NWO) and by the Research Training Network HPRN-CT-2002-00281. Received: 28 June 2006 Revised: 5 January 2007     

Approximation of regularized evolution operators

This paper is devoted to the approximation of a regularized evolution operator by a sequence of regularized discrete parameter evolution operators, and the results obtained here are applied to some degenerate partial differential equation.Received: 4 December 2001     

Dirichlet operators and the positive maximum principle

Let (A, D(A)) denote the infinitesimal generator of some strongly continuous sub-Markovian contraction semigroup onL ^p (m), p1 andm not necessarily -finite. We show under mild regularity conditions thatA is a Dirichlet operator in all spacesL ^q (m), qp. It turns out that, in the limitq,A satisfies the positive maximum principle. If the test functionsC _c D(A), then the positive maximum principle implies thatA is a pseudo-differential operator associated with a negative definite symbol, i.e., a Lévy-type operator. Conversely, we provide sufficient criteria for an operator (A, D(A)) onL ^p(m) satisfying the positive maximum principle to be a Dirichlet operator. If, in particular,A onL ² (m) is a symmetric integro-differential operator associated with a negative definite symbol, thenA extends to a generator of a regular (symmetric) Dirichlet form onL ² (m) with explicitly given Beurling-Deny formula.     

Invariant measures for the linear stochastic Cauchy problem and R-boundedness of the resolvent

We study the asymptotic behaviour of solutions of the stochastic abstract Cauchy problem $$ \left\{ {\begin{array}{*{20}l} {dU\left( t \right) = AU\left( t \right)dt + BdW_H \left( t \right),\quad t \geqslant 0,} \hfill\ {U\left( 0 \right) = 0,} \hfill\ \end{array}} \right. $$ where A is the generator of a C₀-semigroup on a Banach space E, W_H is a cylindrical Brownian motion over a separable Hilbert space H, and $$ B \in \user1{\mathscr L}\left( {H,E} \right) $$ is a bounded operator. Assuming the existence of a solution U, we prove that a unique invariant measure exists if the resolvent R(λ, A) is R-bounded in the right half-plane {Reλ > 0}, and that conversely the existence of an invariant measure implies the R-boundedness of R(λ, A)B in every half-plane properly contained in {Re λ > 0}. We study various abscissae related to the above problem and show, among other things, that the abscissa of R-boundedness of the resolvent of A coincides with the abscissa corresponding to the existence of invariant measures for all γ -radonifying operators B provided the latter abscissa is finite. For Hilbert spaces E this result reduces to the Gearhart-Herbst-Prüss theorem. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

Reproducing Kernel Quaternionic Pontryagin Spaces

This paper studies various aspects of reproducing kernel spaces with a possibly indefinite metric when the field of scalar is replaced by the skew–field of quaternions. We first discuss in some details the positive case. A key fact which allows to consider the non–positive case is that Hermitian matrices with quaternionic entries have only real eigenvalues. This permits to extend the notion of functions with a finite number of negative squares to the present setting and we prove in particular that there is a one–to–one correspondence between such functions and reproducing kernel Pontryagin quaternionic spaces.     

On the Clark Ocone formula for the abstract Wiener space

Fix an abstract Wiener space where is a separable Hilbert space densely embedded into a Banach space . A pathwise construction of the Itô integral as a continuous square integrable martingale is given, where the integrands are -valued processes and the integrator is a -valued Brownian motion. We use this approach to the vector integral to prove that each Malliavin differentiable functional ? defined on the space of continuous -valued functions on [0,1], endowed with the Wiener measure, can be decomposed into the sum of the expected value of ? and the Itô integral of the conditional expectation of the Malliavin derivative of ? with respect to the Brownian filtration. The Malliavin derivative of ? is an -valued stochastic process. In a second application, it is shown that the iterated Itô integral, defined as a process on , is a continuous square integrable martingale.     

L p-Theory of elliptic differential operators on manifolds of bounded geometry

This paper is devoted to some of the properties of uniformly elliptic differential operators with bounded coefficients on manifolds of bounded geometry in L ^pspaces. We prove the coincidence of minimal and maximal extensions of an operator of a considered type with a positive principal symbol, the existence of holomorphic semigroup, generated by it, and the estimates of L ^p-norms of the operators of this semigroup. Some spectral properties of such operators in L ^pspaces are also studied.     

Invertibility symbol for a Banach algebra generated by two idempotents and a shift

A Banach algebra generated by two idempotentsp, r, identitye and a shiftv which satisfy the conditionspv=vp andrv=v(e–r) is investigated. It is proved that all irreducible representations of algebraA are two- and four-dimensional. The explicit form of these representations is obtained. An Invertibility Symbol is constructed. Some examples are considered.     

On the essential spectrum of the linearized Navier-Stokes operator

We determine the essential spectrum of the linearized Navier-Stokes operator with physical boundary conditions. In contrast to other approaches we do not make use of pseudo-differential operators. We establish a direct proof using only some fundamental results for matrix operators.Supported in part by a grant from the NRF of South Africa and by the John Knopfmacher Centre for Applicable Analysis and Number Theory, University of the Witwatersrand, Johannesburg     

Parametric Factorizations of Second-, Third- and Fourth-Order Linear Partial Differential Operators with a Completely Factorable Symbol on the Plane

Parametric factorizations of linear partial operators on the plane are considered for operators of orders two, three and four. The operators are assumed to have a completely factorable symbol. It is proved that “irreducible” parametric factorizations may exist only for a few certain types of factorizations. Examples are given of the parametric families for each of the possible types. For the operators of orders two and three, it is shown that any factorization family is parameterized by a single univariate function (which can be a constant function).      

Modulation spaces and pseudodifferential operators

We use methods from time-frequency analysis to study boundedness and traceclass properties of pseudodifferential operators. As natural symbol classes, we use the modulation spaces onR ^2d , which quantify the notion of the time-frequency content of a function or distribution. We show that if a symbol lies in the modulation spaceM _,1 (R ^2d ), then the corresponding pseudodifferential operator is bounded onL ²(R ^d ) and, more generally, on the modulation spacesM _p,p (R ^d ) for 1p. If lies in the modulation spaceM _2,2 ^s (R ^2d )=L _s ^/2 (R ^2d )H ^s (R ^2d ), i.e., the intersection of a weightedL ²-space and a Sobolev space, then the corresponding operator lies in a specified Schatten class. These results hold for both the Weyl and the Kohn-Nirenberg correspondences. Using recent embedding theorems of Lipschitz and Fourier spaces into modulation spaces, we show that these results improve on the classical Calderòn-Vaillancourt boundedness theorem and on Daubechies' trace-class results.