Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

Carleson embeddings for Sobolev spaces via heat equation

Let u(t,x) be the solution of the heat equation (∂_t-Δ_x)u(t,x)=0 on subject to u(0,x)=f(x) on Rⁿ. The main goal of this paper is to characterize such a nonnegative measure μ on that f(x)?u(t²,x) induces a bounded embedding from the Sobolev space , p∈[1,n) into the Lebesgue space , q∈(0,∞).     

The Third Problem for the Laplace Equation with a Boundary Condition from L p

The third problem for the Laplace equation is studied on an open set with Lipschitz boundary. The boundary condition is in L_p and it is fulfilled in the sense of the nontangential limit. The existence and the uniqueness of a solution is proved and the solution is expressed in the form of a single layer potential. For domains with C¹ boundary the explicit solution of the problem is calculated.     

Subordination of Regular Kernels and Abelian Theorems for Quotients

We prove general boundary limit theorems of abelian type for quotients of functions defined in the half space . The functions considered are defined as convolutions of a kernel with Borel measures defined on the boundary . Our theorems are of the form

On coderivatives and Lipschitzian properties of the dual pair in optimization

In this paper, we apply the concept of coderivative and other tools from the generalized differentiation theory for set-valued mappings to study the stability of the feasible sets of both the primal and the dual problem in infinite-dimensional linear optimization with infinitely many explicit constraints and an additional conic constraint. After providing some specific duality results for our dual pair, we study the Lipschitz-like property of both mappings and also give bounds for the associated Lipschitz moduli. The situation for the dual shows much more involved than the case of the primal problem.     

Sine-Gordon theory in a semi-strip

Initial-boundary value problems for sine-Gordon and complex sine-Gordon equations in a semi-strip are treated. The evolution of the Weyl function and a uniqueness result are obtained for the complex sine-Gordon equation. The evolution of the Weyl function as well as an existence result and a procedure to recover solution are given for the sine-Gordon equation. It is shown that for a wide class of examples the solutions of the sine-Gordon equation are unbounded in the quarter-plane.     

Conservation laws for some compacton equations using the multiplier approach

This paper is an application of the variational derivative method to the derivation of the conservation laws for partial differential equations. The conservation laws for (1+1) dimensional compacton k(2,2) and compacton k(3,3) equations are studied via multiplier approach. Also the conservation laws for (2+1) dimensional compacton Zk(2,2) equation are established by first computing the multipliers.     

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.