All Questions
10 questions
6
votes
2
answers
352
views
Elliptic Regularity with Gibbs Measure Satisfying Bakry-Emery Condition
Consider $\mathbb{R}^d$ with Gibbs measure $d\mu=Z^{-1}\exp(-V(x))dx$, where the potential $V(x)$ is strongly convex ($\nabla^2 V(x) \ge \lambda Id $). We can assume the regularity of $V$ is as good ...
- 73
5
votes
1
answer
437
views
Elliptic PDEs in Finance
In mathematical finance, one often encounters parabolic PDEs typically through the Feynman-Kac representation theorem/formula. However, I'm curious are there interesting examples of Elliptic boundary ...
- 5,405
3
votes
0
answers
167
views
Asymptotic behaviour of principal eigenfunctions and large deviations
Dear Math Overflowers,
I am currently interested in a particular problem involving Large Deviations. I am only going to talk about the PDE side of the problem, but I'll be happy to provide more ...
- 5,380
3
votes
0
answers
140
views
Sufficient condition for the unique solvability of Dirichlet problem of Hamilton-Jacobi equation
It shall be an old story in PDE.
I am looking for a sufficient condition of Dirichlet problem for the existence of the unique viscosity solution of the equation in the form of
$$\inf_{a \in [-1,1]} \{...
- 1,399
2
votes
0
answers
52
views
Reference Request: Dirichlet operators with singular coefficients
Let $d\geq 2$, $\delta \in (0,1)$ and let $\mathcal{L}_{d,\delta}$ be the second order differential operator defined by
\begin{align*}
\mathcal{L}_{d,\delta}(f)(x) = \Delta(f)(x)-\delta \|x\|^{\delta-...
- 778
1
vote
2
answers
899
views
Solving the Poisson equation using a random walk on $\mathbb Z ^d$
How do I solve the Poisson equation with the help of a discrete random walk on $\mathbb Z ^d$?
- 11
1
vote
0
answers
152
views
Poisson Kernel and solution formula for fractional elliptic problem
$$
k (-\Delta)^s u + u = 0, \qquad x \in U, \\
u(x) = f(x), \qquad x \in \mathbb R^n \setminus U,
$$
with $f \in L^\infty(\mathbb R^n)$, $k>0$, and $(-\Delta)^s$ is the singular integral ...
- 839
1
vote
0
answers
358
views
"Brownian motion" related to the $p$-Laplace operator
The link between the Brownian motion and the Laplace operator is well-known.
What stochastic process plays an analogous role with respect to the $p$-Laplace operator?
user124345
0
votes
0
answers
34
views
Inequalities for generalized variance
Let $(X, \mu)$ be a measured space with $\mu(X) = 1$.
Given $\phi \in L^\infty(X, \mu)$, $\phi > 0$, let me define, for $\alpha \geq 1$, $\beta > 0$, the quantity
$$
I(\alpha, \beta) = \left(\...
- 1,263
0
votes
1
answer
162
views
Iterated integrations by parts using the fractional Laplacian
Let $u \in C^\infty_c(\mathbb{\Omega})$ and $\varphi$ be an eigenfunction of the fractional Laplacian $(-\Delta)^s$ in $\Omega$ with eigenvalue $\lambda$. In what sense, if any, is it true that
$$\...
- 839