Metric Properties of Bogoliubov Trajectories in Statistical Equilibrium Theory

We investigate some properties of the Bogoliubov measure that appear in statistical equilibrium theory for quantum systems and establish the nondifferentiability of the Bogoliubov trajectories in the corresponding function space. We prove a theorem on the quadratic variation of trajectories and study the properties implied by this theorem for the scale transformations. We construct some examples of semigroups related to the Bogoliubov measure. Independent increments are found for this measure. We consider the relation between the Bogoliubov measure and parabolic partial differential equations.     

Absolute Continuity and Convergence in Variation for Distributions of Functionals of Poisson Point Measure

General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the functionals on the probability space generated by a Poisson point measure. The phase space of the Poisson point measure is supposed to be of the form \mathbbR⁺×\mathbbU{\mathbb{R}}^{+}\times{\mathbb{U}}, and its intensity measure to equal dt Π(du). We introduce the family of time stretching transformations of the configurations of the point measure. Sufficient conditions for absolute continuity and convergence in variation are given in terms of the time stretching transformations and the relative differential operators. These conditions are applied to solutions of SDEs driven by Poisson point measures, including SDEs with non-constant jump rate.     

Geometry and dynamics of admissible metrics in measure spaces

We study a wide class of metrics in a Lebesgue space, namely the class of so-called admissible metrics. We consider the cone of admissible metrics, introduce a special norm in it, prove compactness criteria, define the ?-entropy of a measure space with an admissible metric, etc. These notions and related results are applied to the theory of transformations with invariant measure; namely, we study the asymptotic properties of orbits in the cone of admissible metrics with respect to a given transformation or a group of transformations. The main result of this paper is a new discreteness criterion for the spectrum of an ergodic transformation: we prove that the spectrum is discrete if and only if the ?-entropy of the averages of some (and hence any) admissible metric over its trajectory is uniformly bounded.     

Mutual Absolute Continuity of Interior and Exterior Harmonic Measure Implies Rectifiability

We show that, for disjoint domains in the euclidean space whose boundaries satisfy a nondegeneracy condition, mutual absolute continuity of their harmonic measures implies absolute continuity with respect to surface measure and rectifiability in the intersection of their boundaries. © 2017 Wiley Periodicals, Inc.     

On a Class of Stochastic Semilinear PDEs

Abstract

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the space L ²(H;ν), where ν is the invariant measure. We also prove the closability of the derivative operator and an integration by parts formula. Finally, under boundness conditions on the nonlinear term, we prove a Poincaré inequality, a logarithmic Sobolev inequality, and the ipercontractivity of the transition semigroup.     

Approximation of Densities of Absolutely Continuous Components of Measures in a Hilbert Space Using the Ornstein-Uhlenbeck Semigroup

We study the behavior of measures obtained as a result of the action of the Ornstein-Uhlenbeck semigroup T _t associated with the Gaussian measure μ on an arbitrary probability measure ν in a separable Hilbert space as t → 0+. We prove that the densities of the parts of T _t ν absolutely continuous with respect to μ converge in the measure μ to the density of the part of ν absolutely continuous with respect to μ. For a finite-dimensional space, we prove the convergence of these densities μ-almost everywhere. In the infinite-dimensional case, we give sufficient conditions for almost-everywhere convergence. We also consider conditions on the absolute continuity of T _t ν with respect to μ in terms of the coefficients of the expansion of T _t ν in a series in Hermite polynomials (an analog of the Ito- Wiener expansion) and the connection with finite absolute continuity.__________Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 12, pp. 1654 – 1664, December, 2004.     

Some properties of invariant measures of non symmetric dissipative stochastic systems

 We consider transition semigroups generated by stochastic partial differential equations with dissipative nonlinear terms. We prove an integration by part formula and a Logarithmic Sobolev inequality for the invariant measure. No symmetry or reversibility assumptions are made. Furthemore we prove some compactness results on the transition semigroup and on the embedding of the Sobolev spaces based on the invariant measure. We use these results to derive asymptotic properties for a stochastic reaction–diffusion equation. Received: 29 September 2000 / Revised version: 30 May 2001 / Published online: 14 June 2002     

Regular Carathéodory-type selectors under no convexity assumptions

We prove the existence of Carathéodory-type selectors (that is, measurable in the first variable and having certain regularity properties like Lipschitz continuity, absolute continuity or bounded variation in the second variable) for multifunctions mapping the product of a measurable space and an interval into compact subsets of a metric space or metric semigroup.     

Hecke Operators on Linear Ordinary Differential Equations

We construct Hecke operators acting on the space of certain linear ordinary differential equations, and describe a Hermitian inner product on the space of such differential equations. We also determine the adjoint of the Hecke operator with respect to this inner product, and prove that the space of ordinary differential equations associated to an automorphic form for a certain discrete subgroup of SL(2, R) has a basis consisting of common eigenvectors of a class of Hecke operators.     

An affine interpretation of Bäcklund transformations

The paper is devoted to an affine interpretation of Bäcklundmaps (Bäcklund transformations are a particular case of Bäcklund maps) for second order differential equations with unknown function of two arguments. Note that up to now there are no papers where Bäcklund transformations are interpreted as transformations of surfaces in a space other than Euclidean space. In this paper, we restrict our considerations to the case of so-called Bäcklund maps of class 1. The solutions of a differential equation are represented as surfaces of an affine space with induced connection determining a representation of zero curvature. We show that, in the case when a second order partial differential equation admits a Bäcklund map of class 1, for each solution of the equation there is a congruence of straight lines in an affine space formed by the tangents to the affine image of the solution. This congruence is an affine analog of a parabolic congruence in Euclidean space. The Bäcklund map can be interpreted as a transformation of surfaces of an affine space under which the affine image of a solution of the differential equation is mapped into a particular boundary surface of the congruence.     

On Multidimensional Generalized Diffusion Processes

We construct a multidimensional generalized diffusion process with the drift coefficient that is the (generalized) derivative of a vector-valued measure satisfying an analog of the Hölder condition with respect to volume. We prove the existence and continuity of the density of transition probability of this process and obtain standard estimates for this density. We also prove that the trajectories of the process are solutions of a stochastic differential equation.     

Absolute continuity of vector-valued self-affine measures

This paper is devoted to the absolute continuity of (scalar-valued or vector-valued) self-affine measures and their properties on the boundary of an invariant set. We first extend the definition of WSC to self-affine IFS, and then obtain a necessary and sufficient condition for the vector-valued self-affine measures to be absolutely continuous with respect to the Lebesgue measure. In addition, we prove that, for any IFS and any invariant open set V, the corresponding (scalar-valued or vector-valued) invariant measure is supported either in V or in ∂V.     

Brownian motion and exposed solutions of differential inclusions

We present a research program designed by A. Bressan and some partial results related to it. First, we construct a probability measure supported on the space of solutions to a planar differential inclusion, where the right-hand side is a Lipschitz continuous segment. Such measure assigns probability one to solutions having derivatives a.e. equal to one of the endpoints of the segment. Second, for a class of planar differential inclusions with Hölder continuous right-hand side F, we prove existence of solutions whose derivatives are exposed points of F. Finally, we complete the research program if the right-hand side of the differential inclusion does not depend on the state and prove a result on the Lipschitz continuity of an auxiliary map. The proofs rely on basic properties of Brownian motion.     

Markov selections for the 3D stochastic Navier–Stokes equations

We investigate the Markov property and the continuity with respect to the initial conditions (strong Feller property) for the solutions to the Navier–Stokes equations forced by an additive noise. First, we prove, by means of an abstract selection principle, that there are Markov solutions to the Navier–Stokes equations. Due to the lack of continuity of solutions in the space of finite energy, the Markov property holds almost everywhere in time. Then, depending on the regularity of the noise, we prove that any Markov solution has the strong Feller property for regular initial conditions. We give also a few consequences of these facts, together with a new sufficient condition for well-posedness.      

On a stochastic fractional partial differential equation with a fractional noise

We will prove the existence, uniqueness and regularity of the solution for a stochastic fractional partial differential equation driven by an additive fractional space–time white noise. Moreover, the absolute continuity of the solution is also obtained.     

Averaging of random walks and shift-invariant measures on a Hilbert space

We study random walks in a Hilbert space H and representations using them of solutions of the Cauchy problem for differential equations whose initial conditions are numerical functions on H. We construct a finitely additive analogue of the Lebesgue measure: a nonnegative finitely additive measure λ that is defined on a minimal subset ring of an infinite-dimensional Hilbert space H containing all infinite-dimensional rectangles with absolutely converging products of the side lengths and is invariant under shifts and rotations in H. We define the Hilbert space H of equivalence classes of complex-valued functions on H that are square integrable with respect to a shift-invariant measure λ. Using averaging of the shift operator in H over random vectors in H with a distribution given by a one-parameter semigroup (with respect to convolution) of Gaussian measures on H, we define a one-parameter semigroup of contracting self-adjoint transformations on H, whose generator is called the diffusion operator. We obtain a representation of solutions of the Cauchy problem for the Schrödinger equation whose Hamiltonian is the diffusion operator.     

Absolute continuity of the invariant measure in piecewise deterministic Markov Processes having degenerate jumps

We consider piecewise deterministic Markov processes with degenerate transition kernels of the house-of-cards- type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the invariant measure of the process. Finally, we obtain finer results on the regularity of the one-dimensional marginals of the invariant measure, using integration by parts with respect to the jump times.     

The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces

We consider a forward-backward system of stochastic evolution equations in a Hilbert space. Under nondegeneracy assumptions on the diffusion coefficient (that may be nonconstant) we prove an analogue of the well-known Bismut-Elworthy formula. Next, we consider a nonlinear version of the Kolmogorov equation, i.e. a deterministic quasilinear equation associated to the system according to Pardoux, E and Peng, S. (1992). "Backward stochastic differential equations and quasilinear parabolic partial differential equations". In: Rozowskii, B.L., Sowers, R.B. (Eds.), Stochastic Partial Differential Equations and Their Applications , Lecture Notes in Control Inf. Sci., Vol. 176, pp. 200-217. Springer: Berlin. The Bismut-Elworthy formula is applied to prove smoothing effect, i.e. to prove existence and uniqueness of a solution which is differentiable with respect to the space variable, even if the initial datum and (some) coefficients of the equation are not. The results are then applied to the Hamilton-Jacobi-Bellman equation of stochastic optimal control. This way we are able to characterize optimal controls by feedback laws for a class of infinite-dimensional control systems, including in particular the stochastic heat equation with state-dependent diffusion coefficient.     

Dynamics of local groups of conformal mappings and generic properties of differential equations on ℂ2

This paper is a survey of the present state of the problems related to the generic properties of foliations defined on ?² by algebraic differential equations. We prove that the properties of density, absolute rigidity, and existence of a countable set of complex limit cycles are inherent in all equations except possibly for the union of some real algebraic set and real analytic set of codimension at least two in the space of coefficients.