On estimation of the logarithmic Sobolev constant and gradient estimates of heat semigroups

Summary. This paper presents some explicit lower bound estimates of logarithmic Sobolev constant for diffusion processes on a compact Riemannian manifold with negative Ricci curvature. Let Ric≧−K for some K>0 and d, D be respectively the dimension and the diameter of the manifold. If the boundary of the manifold is either empty or convex, then the logarithmic Sobolev constant for Brownian motion is not less than max {(d d+2) ^d 1 2(d+1)D ² exp [−1−(3d+2)D ² K],     (d−1 d+1) ^d K exp [−4D√d K]} . Next, the gradient estimates of heat semigroups (including the Neumann heat semigroup and the Dirichlet one) are studied by using coupling method together with a derivative formula modified from [11]. The resulting estimates recover or improve those given in [7, 21] for harmonic functions. Received: 19 September 1995 / In revised form 11 April 1996     

Relative entropy and mixing properties of infinite dimensional diffusions

Summary. Let η be a diffusion process taking values on the infinite dimensional space T ^Z , where T is the circle, and with components satisfying the equations dη _i =σ _i (η) dW _i +b _i (η) dt for some coefficients σ _i and b _i , i∈Z. Suppose we have an initial distribution μ and a sequence of times t _n →∞ such that lim _{n →∞}μS _tn =ν exists, where S _t is the semi-group of the process. We prove that if σ _i and b _i are bounded, of finite range, have uniformly bounded second order partial derivatives, and inf _{i ,η}σ _i (η)>0, then ν is invariant. Received: 12 September 1996 / In revised form: 10 November 1997     

Mountain pass type solutions for quasilinear elliptic equations

We establish the existence of weak solutions in an Orlicz-Sobolev space to the Dirichlet problem where is a bounded domain in , , and the function is an increasing homeomorphism from onto . Under appropriate conditions on , , and the Orlicz-Sobolev conjugate of (conditions which reduce to subcriticality and superlinearity conditions in the case the functions are given by powers), we obtain the existence of nontrivial solutions which are of mountain pass type. Received April 22, 1999 / Accepted June 11, 1999 / Published online April 6, 2000     

Smoothing properties of transition semigroups in hilbert spaces

The paper gives conditions under which the transition semigroup corresponding to a large class of semilinear equations on a Hilbert space transforms Borel functions onto Frechet differentia hies ones.     

Convex integration with constraints and applications to phase transitions and partial differential equations

We study solutions of first order partial differential relations Du∈K, where u:Ω⊂ℝ ⁿ →ℝ ^m is a Lipschitz map and K is a bounded set in m×n matrices, and extend Gromov’s theory of convex integration in two ways. First, we allow for additional constraints on the minors of Du and second we replace Gromov’s P-convex hull by the (functional) rank-one convex hull. The latter can be much larger than the former and this has important consequences for the existence of ‘wild’ solutions to elliptic systems. Our work was originally motivated by questions in the analysis of crystal microstructure and we establish the existence of a wide class of solutions to the two-well problem in the theory of martensite. Received April 23, 1999 / final version received September 11, 1999     

Nonexistence of invariant semigroups in affine symmetric spaces

Let be an affine symmetric space with a simple Lie group, an involutive automorphism of and an open subgroup of the -fixed point group . It is proved here that the existence of a proper semigroup with and implies that is of Hermitian type, as conjectured by Hilgert and Neeb [4]. When exists, it turns out that it leaves invariant an open -orbit in a minimal flag manifold of . A byproduct of our approach is an alternate proof of the maximality of the compression semigroup of an open orbit (see Hilgert and Neeb [31]). Received: 10 September 1999 / Published online: 23 July 2001     

On Feller processes with sample paths in Besov spaces

Under mild regularity assumptions on its domain the infinitesimal generator of a Feller process is known to be a pseudo-differential operator. We give a simple condition on the symbol of the generator in order to characterize the smoothness of the sample paths of real-valued Feller processes in terms of Besov spaces . Our result extends previous papers on the paths of Gaussian, symmetric -stable [6], [20], and Lévy processes [11]. Received: 31 May 1996 / Revised version: 10 December 1996     

Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: Stratonovitch's case

In this article we prove new results concerning the long-time behavior of random fields that are solutions in some sense to a class of semilinear parabolic equations subjected to a homogeneous and multiplicative white noise. Our main results state that these random fields eventually homogeneize with respect to the spatial variable and finally converge to a non-random global attractor which consists of two spatially and temporally homogeneous asymptotic states. More precisely, we prove that the random fields either stabilize exponentially rapidly with probability one around one of the asymptotic states, or that they set out to oscillate between them. In the first case we can also determine exactly the corresponding Lyapunov exponents. In the second case we prove that the random fields are in fact recurrent in that they can reach every point between the two asymptotic states in a finite time with probability one. In both cases we also interpret our results in terms of stability properties of the global attractor and we provide estimates for the average time that the random fields spend in small neighborhoods of the asymptotic states. Our methods of proof rest upon the use of a suitable regularization of the Brownian motion along with a related Wong-Zaka? approximation procedure. Received: 8 April 1997/Revised version: 30 January 1998     

Concavity estimates for a class of nonlinear elliptic equations in two dimensions

We study solutions of the nonlinear elliptic equation on a bounded domain in . It is shown that the set of points where the graph of the solution has negative Gauss curvature always extends to the boundary, unless it is empty. The meethod uses an elliptic equation satisfied by an auxiliary function given by the product of the Hessian determinant and a suitable power of the solutions. As a consequence of the result, we give a new proof for power concavity of solutions to certain semilinear boundary value problems in convex domains. Received: 12 January 2000; in final form: 15 March 2001 / Published online: 4 April 2002     

Dependent percolation in two dimensions

For a natural number k, define an oriented site percolation on ℤ² as follows. Let x _i , y _j be independent random variables with values uniformly distributed in {1, …, k}. Declare a site (i, j) ∈ℤ² closed if x _i = y _j , and open otherwise. Peter Winkler conjectured some years ago that if k≥ 4 then with positive probability there is an infinite oriented path starting at the origin, all of whose sites are open. I.e., there is an infinite path P = (i ₀, j ₀)(i ₁, j ₁) · · · such that 0 = i ₀≤i ₁≤· · ·, 0 = j ₀≤j ₁≤· · ·, and each site (i _n , j _n ) is open. Rather surprisingly, this conjecture is still open: in fact, it is not known whether the conjecture holds for any value of k. In this note, we shall prove the weaker result that the corresponding assertion holds in the unoriented case: if k≤ 4 then the probability that there is an infinite path that starts at the origin and consists only of open sites is positive. Furthermore, we shall show that our method can be applied to a wide variety of distributions of (x _i ) and (y _j ). Independently, Peter Winkler [14] has recently proved a variety of similar assertions by different methods. Received: 4 March 1999 / Revised version: 27 September 1999 / Published online: 21 June 2000     

Some new estimates for solutions of degenerate two dimensional Monge-Ampère equations

We derive a monotonicity formula for smooth solutions u of degenerate two dimensional Monge-Ampère equations, and use this to obtain a local H?lder gradient estimate, depending on for some . Received August 9, 1999; in final form December 8, 1999/ Published online December 8, 2000     

Four positive solutions for the semilinear elliptic equation: -Delta u+u=a(x)u^p+f(x) in {mathbb R}^N

We consider the existence of positive solutions of the following semilinear elliptic problem in : where , , , and . Under the conditions: 1° for all , 2° as , 3° there exist and such that 4°, we show that (*) has at least four positive solutions for sufficiently small but . Received December 11, 1998 / Accepted July 16, 1999 / Published online April 6, 2000     

Étude d'une EDPS conduite par un bruit poissonnien

Résumé . Nous étudions une équation aux dérivées partielles stochastique (EDPS), de type parabolique, posée sur ℝ ^d , d entier, et conduite par un bruit poissonnien, compensé ou non. La première partie de ce travail montre l'existence et l'unicité d'une solution progressivement mesurable. Les techniques employées sont proches de celles utilisées pour résoudre les équations analogues conduites par un bruit blanc. La seconde partie donne des conditions, portant sur l'intensité du bruit poissonnien, et permettant d'assurer certaines régularités, en espace ou bien en temps, pour le processus solution.

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Summary. We study a Stochastic Partial Differential Equation, of parabolic type, set on ℝ ^d , with d∈ℕ. This equation is driven by a Poisson random measure, either compensated or not. The first part of this work shows existence and uniqueness of a progressively measurable solution. The technics involved are close to those used to deal with analogous equations driven by a Gaussian noise. The second part gives some criterions on the intensity of the Poisson random measure, in order to ensure some smoothness, either in space or in time, for the solution of this equation.

Received: 7 April 1997/In revised form: 20 January 1998     

Zeno's walk: A random walk with refinements

Summary. A self-modifying random walk on is derived from an ordinary random walk on the integers by interpolating a new vertex into each edge as it is crossed. This process converges almost surely to a random variable which is totally singular with respect to Lebesgue measure, and which is supported on a subset of having Hausdorff dimension less than , which we calculate by a theorem of Billingsley. By generating function techniques we then calculate the exponential rate of convergence of the process to its limit point, which may be taken as a bound for the convergence of the measure in the Wasserstein metric. We describe how the process may viewed as a random walk on the space of monotone piecewise linear functions, where moves are taken by successive compositions with a randomly chosen such function. Received: 20 November 1995 / In revised form: 14 May 1996     

Least energy solutions of a critical Neumann problem with a weight

We investigate the effect of the coefficient of the critical nonlinearity for the Neumann problem on the existence of least energy solutions. As a by-product we establish a Sobolev inequality with interior norm. Received: 26 April 2000 / Accepted: 25 February 2001 / Published online: 5 September 2002     

Anisotropic branching random walks on homogeneous trees

Symmetric branching random walk on a homogeneous tree exhibits a weak survival phase: For parameter values in a certain interval, the population survives forever with positive probability, but, with probability one, eventually vacates every finite subset of the tree. In this phase, particle trails must converge to the geometric boundaryΩ of the tree. The random subset Λ of the boundary consisting of all ends of the tree in which the population survives, called the limit set of the process, is shown to have Hausdorff dimension no larger than one half the Hausdorff dimension of the entire geometric boundary. Moreover, there is strict inequality at the phase separation point between weak and strong survival except when the branching random walk is isotropic. It is further shown that in all cases there is a distinguished probability measure μ supported by Ω such that the Hausdorff dimension of Λ∩Ω_μ, where Ω_μ is the set of μ-generic points of Ω, converges to one half the Hausdorff dimension of Ω_μ at the phase separation point. Exact formulas are obtained for the Hausdorff dimensions of Λ and Λ∩Ω_μ, and it is shown that the log Hausdorff dimension of Λ has critical exponent 1/2 at the phase separation point. Received: 30 June 1998 / Revised version: 10 March 1999     

Self-attracting diffusions: Case of the constant interaction

Summary. In this paper we study a self-attracting diffusion in the case of a constant self-attraction and for dimension larger than two. We prove that this process converges almost surely. Received: 27 March 1995 / In revised form: 22 May 1996