The Manifold-Valued Dirichlet Problem for Symmetric Diffusions

Harmonic maps between two Riemannian manifolds M and N are often constructed as energy minimizing maps. This construction is extended for the Dirichlet problem to the case where the Riemannian energy functional on M is replaced by a more general Dirichlet form. We obtain weakly harmonic maps and prove that these maps send the diffusion to N-valued martingales. The basic tools are the reflected Dirichlet space and the stochastic calculus for Dirichlet processes.     

Semiclassical Pseudodifferential Calculus and the Reconstruction of a Magnetic Field

We give a procedure for reconstructing a magnetic field and electric potential from boundary measurements given by the Dirichlet to Neumann map for the magnetic Schrödinger operator in R ⁿ , n ≥ 3. The magnetic potential is assumed to be continuous with L ^∞ divergence and zero boundary values. The method is based on semiclassical pseudodifferential calculus and the construction of complex geometrical optics solutions in weighted Sobolev spaces.     

Complex Dirichlet Forms: Non Symmetric Diffusion Processes and Schrödinger Operators

The concept of complex Dirichlet forms ^c resp. operators L _c in complex weighted L ²-spaces is introduced. Perturbations of classical Dirichlet forms by forms associated with complex first-order differential operators provide examples of complex Dirichlet forms.Complex Dirichlet operators L _c are unitarily equivalent with (a family of) Schrödinger operators with electromagnetic potentials.To ^c there is associated a pair of real-valued non symmetric Dirichlet forms on the corresponding real weighted L ²-spaces, which in turn are associated with (non-symmetric) diffusion processes.Results by Stannat on non symmetric Dirichlet forms and their perturbations can be used for discussing the essential self-adjointness of L _c .New closability criteria for (perturbation of) non symmetric Dirichlet forms are obtained.     

Why are there only three quantum noises?

In quantum stochastic calculus on the symmetric Fock space over L ²(ℝ₊), adapted processes of operators are integrated with respect to creation, annihilation and number processes. The main property which allows this integration is that the increments of integrators between s and t act only on Fock space over L ²([s, t]). In this article, we prove that there are no other process of closable operators on coherent vectors with this property. Thus the only possible integrators in quantum stochastic calculus are the creation, annihilation and number processes.     

Potential spaces and traces of Lévy processes on <Emphasis Type="Italic">h</Emphasis>-sets

Potential spaces and Dirichlet forms associated with Lévy processes subordinate to Brownian motion in ℝ ⁿ with generator f(−Δ) are investigated. Estimates for the related Rieszand Bessel-type kernels of order s are derived which include the classical case f(r) = r ^α/2 with 0 < α < 2 corresponding to α-stable Lévy processes. For general (tame) Bernstein functions f potential representations of the trace spaces, the trace Dirichlet forms, and the trace processes on fractal h-sets are derived. Here we suppose the trace condition ∫₀¹ r ⁻⁽ⁿ⁺¹⁾ f(r ⁻²)⁻¹ h(r) dr < ∞ on f and the gauge function h. Dedicated to the 80th birthday of Klaus Krickeberg     

Boundary Integral Equations for Mixed Boundary Value Problems in R3

Both exterior and interior mixed Dirichlet-Neumann problems in R³ for the scalar Helmholtz equation are solved via boundary integral equations. The integral equations are equivalent to the original problem in the sense that the traces of the weak seolution satisfy the integral equations, and, conversely, the solution of the integral equations inserted into Green's formula yields the solution of the mixed boundary value problem. The calculus of pseudodifferential operators is used to prove existence and regularity of the solution of the integral equations. The regularity results — obtained via Wiener-Hopf technique — show the explicit “edge” behavior of the solution near the submanifold which separates the Dirichlet boundary from the Neumann boundary.     

Stochastic differential equations with fractal noise

Stochastic differential equations in ?ⁿ with random coefficients are considered where one continuous driving process admits a generalized quadratic variation process. The latter and the other driving processes are assumed to possess sample paths in the fractional Sobolev space W^β₂ for some β > 1/2. The stochastic integrals are determined as anticipating forward integrals. A pathwise solution procedure is developed which combines the stochastic Itô calculus with fractional calculus via norm estimates of associated integral operators in W^α ₂ for 0 < α < 1. Linear equations are considered as a special case. This approach leads to fast computer algorithms basing on Picard's iteration method. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Periodic Homogenization of Green and Neumann Functions

For a family of second‐order elliptic operators with rapidly oscillating periodic coefficients, we study the asymptotic behavior of the Green and Neumann functions, using Dirichlet and Neumann correctors. As a result we obtain asymptotic expansions of Poisson kernels and the Dirichlet‐to‐Neumann maps as well as optimal convergence rates in L^p and W^1,p for solutions with Dirichlet or Neumann boundary conditions. © 2014 Wiley Periodicals, Inc.     

Stochastic Differentiation – A Generalized Approach

The space (D ^*) of Wiener distributions allows a natural Pettis-type stochastic calculus. For a certain class of generalized multiparameter processes X: R ^N (D ^*) we prove several differentiation rules (Itô formulas); these processes can be anticipating. We then apply these rules to some examples of square integrable Wiener functionals and look at the integral versions of the resulting formulas.     

Topologische Affine Ebenen Mit Nichtstetigem Parallelismus

In this paper, we present a general method of constructing topological affine planes having non-continuous parallelism. We prove that a topological affine plane E with point set L ^k ×L ^k , and with a special K-algebraic slope has a topological affine subplane with non-continuous parallelism (Satz 4.6). Here, K is a real-closed subfield of a real-closed field L. The crucial tools needed to make our method work are the notion of a slope and the notion of K-algebraicity, a concept which is introduced and intensively studied here. As an application of our general method, we obtain in Section 5 affine Salzmann planes with lines being bent countably infinitely often admitting a subplane with non-continuous parallelism. This provides a negative answer to a question posed by H. Salzmann [13, p. 52].     

On Regularity for Beurling–Deny Type Dirichlet Forms

Characteristic examples of Beurling–Deny type Dirichlet forms are considered. The forms are identified with bilinear forms of integro-differential operators that arise as generators of jump-diffusion processes. The aim of this article is to prove Harnack inequalities for these operators and consequently Hölder regularity of weak H ¹-solutions. Moser's iteration technique is used.     

Robin Approximation of Dirichlet Boundary Value Problems

This paper describes the rate of convergence of solutions of Robin boundary value problems of an elliptic equation to the solution of a Dirichlet problem as a boundary parameter decreases to zero. The results are found using representations for solutions of the equations in terms of Steklov eigenfunctions. Particular interest is in the case where the Dirichlet data is only in L²(?Ω,dσ). Various approximation bounds are obtained and the rate of convergence of the Robin approximations in the H¹ and L² norms are shown to have convergence rates that depend on the regularity of the Dirichlet data.     

PSPACE complexity of modal logic <Emphasis Type="Italic">K D</Emphasis>45<Subscript>n</Subscript>

We study sequent calculus for multi-modal logic K D45_n and its complexity. We introduce a loop-check free sequent calculus. Loop-check is eliminated by using the marked modal operator □_i^•, which is used as an alternative to sequents with histories ([8], [3], [5]). All inference rules are invertible or semi-invertible. To get this, we use or branches beside common and branches. We prove the equivalence between known sequent calculus and our newly introduced efficient sequent calculus. We concentrate on the complexity analysis of the introduced sequent calculus for multi-modal logic K D45_n. We prove that the space complexity of the given calculus is polynomial (O(l ³)). We show the maximum height of the constructed derivation tree that leads to the reduction of the time and space complexity. We present a decision algorithm for multi-modal logic K D45_n and some nontrivial examples to improve the introduced loop-check free sequent calculus.     

Explosion of Jump-Type Symmetric Dirichlet Forms on ℝ d

We give a sufficient condition for a class of jump-type symmetric Dirichlet forms on ? ^d to be conservative in terms of the jump kernel and the associated measure. Our condition allows the coefficients dominating big jumps to be unbounded. We derive the conservativeness for Dirichlet forms related to symmetric stable processes. We also show that our criterion is sharp by using time changed Dirichlet forms. We finally remark that our approach is applicable to jump-diffusion type symmetric Dirichlet forms on ? ^d .     

The Exterior Dirichlet Problem for the Biharmonic Equation: Solutions with Bounded Dirichlet Integral

We study the unique solvability of the Dirichlet problem for the biharmonic equation in the exterior of a compact set under the assumption that a generalized solution of this problem has a bounded Dirichlet integral with weight |x|^a. Depending on the value of the parameter ^a,a we prove uniqueness theorems or present exact formulas for the dimension of the solution space of the Dirichlet problem.     

An Extension of Itô's Formula for Anticipating Processes

In this paper we introduce a class of square integrable processes, denoted by L^F, defined in the canonical probability space of the Brownian motion, which contains both the adapted processes and the processes in the Sobolev space L^2,2. The processes in the class L^F satisfy that for any time t, they are twice weakly differentiable in the sense of the stochastic calculus of variations in points (r, s) such that r s t. On the other hand, processes belonging to the class L^F are Skorohod integrable, and the indefinite Skorohod integral has properties similar to those of the Ito integral. In particular we prove a change-of-variable formula that extends the classical Itô formula. Those results are generalization of similar properties proved by Nualart and Pardoux⁽⁷⁾ for processes in L^2,2.     

Spectral Exterior Calculus

A spectral approach to building the exterior calculus in manifold learning problems is developed. The spectral approach is shown to converge to the true exterior calculus in the limit of large data. Simultaneously, the spectral approach decouples the memory requirements from the amount of data points and ambient space dimension. To achieve this, the exterior calculus is reformulated entirely in terms of the eigenvalues and eigenfunctions of the Laplacian operator on functions. The exterior derivatives of these eigenfunctions (and their wedge products) are shown to form a frame (a type of spanning set) for appropriate L² spaces of k -forms, as well as higher-order Sobolev spaces. Formulas are derived to express the Laplace-de Rham operators on forms in terms of the eigenfunctions and eigenvalues of the Laplacian on functions. By representing the Laplace-de Rham operators in this frame, spectral convergence results are obtained via Galerkin approximation techniques. Numerical examples demonstrate accurate recovery of eigenvalues and eigenforms of the Laplace-de Rham operator on 1-forms. The correct Betti numbers are obtained from the kernel of this operator approximated from data sampled on several orientable and non-orientable manifolds, and the eigenforms are visualized via their corresponding vector fields. These vector fields form a natural orthonormal basis for the space of square-integrable vector fields, and are ordered by a Dirichlet energy functional which measures oscillatory behavior. The spectral framework also shows promising results on a non-smooth example (the Lorenz 63 attractor), suggesting that a spectral formulation of exterior calculus may be feasible in spaces with no differentiable structure. © 2020 Wiley Periodicals, Inc.     

The Dirichlet problem for the minimal surface system in arbitrary dimensions and codimensions

Let Ω be a bounded C² domain in ?ⁿ and ? ?Ω → ?^m be a continuous map. The Dirichlet problem for the minimal surface system asks whether there exists a Lipschitz map f : Ω → ?^m with f|_?Ω = ? and with the graph of f a minimal submanifold in ?^n+m. For m = 1, the Dirichlet problem was solved more than 30 years ago by Jenkins and Serrin [12] for any mean convex domains and the solutions are all smooth. This paper considers the Dirichlet problem for convex domains in arbitrary codimension m. We prove that if ψ : ¯Ω → ?^m satisfies 8nδ sup_Ω |D²ψ| + √2 sup_?Ω |Dψ| < 1, then the Dirichlet problem for ψ|_?Ω is solvable in smooth maps. Here δ is the diameter of Ω. Such a condition is necessary in view of an example of Lawson and Osserman [13]. In order to prove this result, we study the associated parabolic system and solve the Cauchy‐Dirichlet problem with ψ as initial data. © 2003 Wiley Periodicals, Inc.     

Time-dependent diffusion operators on <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>

We study the Cauchy problem for time-dependent diffusion operators with singular coefficients on L¹-spaces induced by infinitesimal invariant measures. We give sufficient conditions on the coefficients such that the Cauchy-Problem is well-posed. We construct associated diffusion processes with the help of the theory of generalized Dirichlet forms. We apply our results in particular to construct a large class of Nelson-diffusions that could not been constructed before.     

On a grid-method solution of the Laplace equation in an infinite rectangular cylinder under periodic boundary conditions

We study the Dirichlet problem for the Laplace equation in an infinite rectangular cylinder. Under the assumption that the boundary values are continuous and bounded, we prove the existence and uniqueness of a solution to the Dirichlet problem in the class of bounded functions that are continuous on the closed infinite cylinder. Under an additional assumption that the boundary values are twice continuously differentiable on the faces of the infinite cylinder and are periodic in the direction of its edges, we establish that a periodic solution of the Dirichlet problem has continuous and bounded pure second-order derivatives on the closed infinite cylinder except its edges. We apply the grid method in order to find an approximate periodic solution of this Dirichlet problem. Under the same conditions providing a low smoothness of the exact solution, the convergence rate of the grid solution of the Dirichlet problem in the uniform metric is shown to be on the order of O(h ² ln h ⁻¹), where h is the step of a cubic grid.