Questions tagged [semigroups-of-operators]
(Usually one-parameter) semigroups of linear operators and their applications to partial differential equations, stochastic processes such as Markov processes and other branches of mathematics.
152
questions
0
votes
0answers
62 views
+50
Asymptotics for fractional Laplacian
This question is motivated by Asymptotic formula for fractional Laplacian
For the equation
$$
\begin{cases}
\lambda u^\epsilon - \frac{\epsilon^2}{2} \Delta u^\epsilon = 0 &\text{in } \Omega \\
u^\...
0
votes
0answers
17 views
Identify input maps corresponding to control system ($A,B$), where $B = \delta_0$
The text I'm struggling with comes from "Observation and Control for Operator Semigroups" by Tucsnak and Weiss, page 119.
Take $X = L^2(0,\infty)$ and let $X_{-1}$ be the dual of the Sobolev ...
0
votes
0answers
39 views
Independence of variables predicted by the generator
Let $X$ be en compact metric set, and denote by $\mathcal{C}(X)$ the set of real continuous functions defined on $X$, endowed with the supremum norm $\|\cdot\|_{\infty}$. Let $\Omega$ be the generator ...
4
votes
1answer
200 views
+50
Asymptotic formula for fractional Laplacian
For the solution of
$$
\begin{cases}
\lambda u^\epsilon - \frac{\epsilon^2}{2} \Delta u^\epsilon = 0 &\text{in } \Omega \\
u^\epsilon=1 & \text{on } \partial \Omega
\end{cases}
$$
Varadhan ...
2
votes
0answers
86 views
Explicit computation of a norm in context of operator-semigroups and differential equations
I am interested in the explicit calculation of the following norm $\vert \cdot \vert$.
Let $X$ a Banach space with norm $\Vert \cdot \Vert$ and $(T(t))_{t \geq 0}$ a strongly continuous one-parameter ...
1
vote
2answers
121 views
Is a linear combination of Markov generator a Markov generator?
Let $X$ be a compact metric set and $\mathcal{C}(X)$ be the set on continuous real functions over $X$ endowed with the supremum norm $\|\cdot\|_{\infty}$. Let $\Omega_1$ and $\Omega_2$ be two Markov ...
1
vote
0answers
41 views
Conservation of the Feller property after passage to the limit
Let $K\subset\mathbb{R}^d$ $(d\geq 1)$ be a compact set, $(D,\|\cdot\|_{\infty)}$ be the set of continuous functions form $[0,1]$ to $K$ endowed with the topology of the supremum norm, and $\mathcal{C}...
2
votes
0answers
45 views
Boundary terms in integration by parts for the fractional Laplacian
Let $u,v \in C^\infty(\Omega)$ and assume that $v$ is compactly supported inside a domain $\Omega$.
Is it true that
$$
\int_\Omega v (-\Delta)^su \, d x = \int_\Omega (-\Delta)^{s/2}v(-\Delta)^{s/2}u \...
1
vote
0answers
28 views
Existence and uniqueness for fractional parabolic equation with transport term
Let us consider the problem
\begin{equation}
\begin{cases}
u_t+(-\Delta)^{\sigma}u+\mathrm{div}(a(t,x)u) = 0 & \text{in } \mathbb{R}^n \times [0, T) \\
u(x,0)=u_0(x) & \text{in } \...
1
vote
1answer
71 views
Integrability of fractional heat kernel
In Estimates of fractional heat kernel, it was stated that $$ \partial_{x_j} p_t^{(n)}(x) = -\frac{x_j}{2 \pi} \, p_t^{(n+2)}(\tilde x) $$
where $x = (x_1, \ldots, x_n) \in \mathbb R^n$, $\tilde x = (...
5
votes
1answer
66 views
Spectrum of an elliptic operator in divergence form with a reflecting boundary condition
Let $\Omega$ be a bounded open domain and $v:\Omega\to\mathbb{R}^n$. Consider the following elliptic operator in divergence form, defined on smooth functions $u: \Omega \to \mathbb{R}$
\begin{align}
L ...
0
votes
0answers
45 views
Eigenvalues of the Laplacian and min-max formula in any space dimension
In which reference book can I find a proof that the eigenvalue of the Laplace operator in a domain $\Omega \subset \mathbb R^d$ with $d \ge 1$ are given by
$$
\lambda_1 = \min_{u \in H^1_0(\Omega), \|...
0
votes
0answers
87 views
Spectral fractional Laplacian of power-function $(-\Delta)^s x^{\alpha}$ in $(0,1) \subset \mathbb R$
How can one compute the Neumann spectral fractional Laplacian of power function, $(-\Delta)^s x^{\alpha}$, with $\alpha >0$, in an interval $(0,1)$. I'm only aware of the formula in the whole space....
2
votes
0answers
86 views
Strongly continuous semigroups on weighted $\ell^1$ space
Let $x=(x_i)$ be a sequence in $\ell^1$ such that all $x_i>0.$
Let $T(t):\ell^1 \rightarrow \ell^1$ be a strongly continuous semigroup of, i.e. $t \mapsto T(t)y$ is continuous for every $y \in \ell^...
2
votes
1answer
48 views
Link between exact null controllability of two systems
Let $A: D(A) \subset H \rightarrow H$ generate a strongly continuous semigroup $T(t)$ on a Hilbert space $H$ and $B\in \mathcal{B}(H)$. Consider the two control systems:
$$(1)\; x'(t)=Ax(t)+ Bu(t) \...
1
vote
1answer
54 views
Fractional Laplacian equation on a ball and explicit solutions
Let us consider
\begin{align*}
(-\Delta)^s u &= 0 && x \in B_r(0) \\
u&=0 && x \in \mathbb R^N \setminus B_r(0),
\end{align*}
where $$
(-\Delta)^s u(x) = \int_{\mathbb{R}^N} \...
1
vote
2answers
153 views
How can I prove that $(I+\lambda G)$ is invertible, where $G$ is the Green function of an elliptic operator?
How can I prove that the operator $$(I+\lambda G)$$ is invertible, where $\lambda >0$ and $G$ is the Green function of an elliptic operator $A$ in a bounded domain $\Omega$?
$\Omega$ can be very ...
3
votes
1answer
107 views
Neumann/Robin Laplacian semigroup well-known estimate
Let $\Delta_R:D(\Delta_R)\to L^2(\Omega)$ the Robin Laplacian defined on:
$$D(\Delta_R)=\left\{u\in H^1(\Omega)\ \big |\ \Delta u\in L^2(\Omega),\ \dfrac{\partial u}{\partial\nu}+bu=0 \ \text{on}\ \...
1
vote
0answers
57 views
Show that the Laplacian on these domains is isospectral
Let $\Omega_i\subseteq\mathbb R^d$ be bounded and open, $A_i$ denote the weak Laplacian with domain $\mathcal D(A):=\{u\in H_0^1(\Omega_i):\Delta u\in L^2(\Omega_i)\}$ on $L^2(\Omega_i)$ and $$T_i(t)f:...
2
votes
0answers
58 views
Weighted translation semigroup
Given a strictly positive function $a:[0,1]\longrightarrow \mathbb{R}$, I have a question about the generation of a $C_0$-semigroup on $L^p([0,1])$ ($1\le p<\infty$) by the following maximal ...
7
votes
3answers
312 views
What is dispersive estimate?
Consider free NLS: $i\partial_tu+\Delta u=0, \quad u(0, x)=u_0$
The solution of this IVP, can be written as
$$u(x,t)=e^{it\Delta}u_0(x)$$
It is clear to me that how to prove following estimate:
$$ \|e^...
1
vote
1answer
50 views
Stability of densly defined $C_{0}$-semigroup
Let $(S(t))_{t \geq 0}$ be a $C_{0}$-semigroup on $H$ where $H$ is a Hilbert space. Suppose that $(S(t))_{t \geq 0}$ satisfies the following estimate on a dense subspace on $H$
$$||S(t)x||_H \leq e^{-...
1
vote
0answers
68 views
Spectrum of generalized Ornstein-Uhlenbeck generator?
At some point, I stumbled over the work by Giorgio Metafune who basically solved, with collaborators, the problem of understanding the spectrum of the Ornstein-Uhlenbeck operator on $L^p$ with respect ...
1
vote
1answer
65 views
Spectrum decomposition of the scaling operator on weighted spaces
Consider the bounded linear operator $M_a$ defined by $M_au(x)=\frac{1}{\sqrt{a}}u\left(\frac{x}{a}\right)$, for $a>1$. On $L^2(\mathbb{R})$, it is easy to see that this is a unitary operator and ...
1
vote
0answers
46 views
Is every cyclic right action of a cancellative invertible-free monoid on a set isomorphic to the set of shifts of some homography?
The terms are defined in a related question. [1]
Conjecture 1. Let $A$ be a set, $W$ a cancellative invertible-free monoid, and $\cdot\colon A\times W\rightarrow A$ a cyclic right $W$-action generated ...
4
votes
1answer
127 views
Is every invertible-free cancellative monoid action represented by “shifting” certain maps?
[Note: This question is closed. It's current content reflects a draft of a potential new question, modified from the original by adding conditions to the premises; see comments]
Let $W,X$ be ...
0
votes
0answers
22 views
Convergence of steady states for Lindblad systems in infinite volume
In the physics of open quantum systems it is common to consider the Lindblad form.
Which for a (super)-operator $\mathcal{L} \in B(B(\mathbb{C}^n ))$ means that
\begin{align*}
\mathcal{L}(\rho) = - i \...
1
vote
1answer
93 views
Holomorphic semigroups on $L^1$ spaces
Let $E$ be a locally compact metric space and $\mu$ a non-negative Radon measure on $E$ (we also assume that the support is $E$).
I am concerned with holomorphic semigroups on $L^1(E,\mu)$. In ...
0
votes
0answers
46 views
Reference on infinitesimal generators for functional SDEs
I am trying to solve a problem using convergence of infinitesimal generators of functional SDEs. I havt yet found good material on this.
The setting is that of Wanatbe Ikeda -88 page 167. It looks ...
1
vote
1answer
47 views
Jensen’s inequality for Heat semigroup is valid for Schrödinger semigroup?
The following result can be found in this article
(Jensen’s inequality) Let $v = v(x, t)$ be any nonnegative function.
Then it holds that, for all $t > 0$,
$$[S(t)v(s)]^q \leq S(t)v^q(s)$$
if $q \...
0
votes
1answer
62 views
Characterization of the generator of a Lévy process using martingale problems
Let $(X_t)_{t\ge0}$ be a real-valued Lévy process. Note that $$\mu_t:=\mathcal L(X_t)\;\;\;\text{for }t\ge0$$ is a continuous convolution semigroup$^1$. Let $$\tau_x:\mathbb R\to\mathbb R\;,\;\;\;y\...
1
vote
0answers
45 views
Time dependent reaction-diffusion semigroup
I'm interested in the following linear reaction-diffusion equation
\begin{align*}
&\partial_tu(t,x) = \sigma(t)\Delta u(t,x),\\
& u(0)=u_0\in X
\end{align*}
where $X$ is a Banach space and $\...
1
vote
0answers
27 views
Generator of a Hilbert space valued Wiener process from the solution of a martingale problem
Let $H$ be a separable $\mathbb R$-Hilbert space, $Q\in\mathfrak L(U)$ be nonnegative and self-adjoint with $\operatorname{tr}Q<\infty$ and $(W_t)_{t\ge0}$ be a $H$-valued Wiener process on a ...
3
votes
0answers
52 views
Uniform stability of linear operators - reference request
Let $T$ be a bounded linear operator on a complex Banach space $X$. I am looking for a reference for the following result:
Theorem 1. Let $p \in [1,\infty]$. The following assertions are equivalent:
(...
5
votes
2answers
247 views
The contractivity of the heat semigroup in $L^p$ spaces
Let $M$ be a Riemannian manifold. By functional calculus, it is immediate to show that the heat semigroup is a contraction in $L^2(M)$. I can also show that it is a contraction in any $L^p(M)$ with $p ...
1
vote
1answer
147 views
Poisson-like random walk expressed as Bernoulli-like random walks (splitting scheme)
In our problem we have the transition density for $x,y\in \mathbb{Z}$ and $t\in \mathbb{N}$
$$R_{t}(x,y):=e^{-t}\frac{t^{x-y}}{(x-y)!}1_{x\geq y},$$
which is the Poisson distribution pdf. (This is ...
1
vote
0answers
43 views
Semigroup theory for non-symmetric Markov processes / complex-valued potentials
Let $X$ be a continuous-time Markov process on a countable state space $E$, and let $V:E\mapsto\mathbb C$ be some complex function. $X$ can be characterized by its transition rates
$(\lambda_{xy})_{x,...
0
votes
0answers
51 views
Continuity of operator exponential on subspace
Let $H$ be a separable Hilbert space with overcomplete basis $(e_t)_{t \in (0,\infty)}$ such that $\langle e_t, e_s \rangle = e^{-\vert t-s \vert}.$
We can then define the projection $P_t$ which is ...
1
vote
0answers
66 views
What types of semigroups have a Laplacean type operator as infinitesimal generator?
Let $\Omega\subseteq\mathbb{R}^N$ be an open, bounded connected set having Lipschitz uniform boundary. Moreover let $d\in L^{\infty}(\Omega,\mathbb{R}^M),\ d_1(x),d_2(x),\dots, d_M(x)>d>0,\ \...
9
votes
1answer
168 views
Literature request: Schatten class difference of semigroups
Let $\mathcal{H}$ be a Hilbert space and $A,B$ two operators on it (not necessarily self-adjoint) such that $A, A+B$ are generators of strongly continuous one parameter semigroups $e^{-tA},e^{-t(A+B)}$...
2
votes
0answers
50 views
$\|(A_n-z)^{-1} - (A-z)^{-1}\|\to 0\;\Rightarrow\; \|e^{-tA_n}-e^{-tA}\|\to 0$ for general $C_0$ semigroups?
In short, the question is whether norm-resolvent convergence implies operator-norm convergence of the assocoated semigroups. More specifically, assume the following:
The $A_n$ generate contraction ...
3
votes
0answers
52 views
A strange convergence for a semigroup of operators
I am reading B. Simon's "Kato's inequality and the comparison of semigroups", and I am having troubles understanding a part of the proof of Theorem 1 therein, that goes as follows:
Let $A,B$ ...
0
votes
2answers
59 views
The derivative of a $C_0$-semigroup with respect to a perturbation parameter
Let $H$ be a Hilbert space, and $A : H \to H$ be the (semi-bounded) generator of the $1$-parameter $C_0$-semigroup $[0, \infty) \ni t \mapsto \mathrm e ^{-t A}$. Let $B : H \to H$ be a bounded ...
3
votes
0answers
61 views
How does one define the gradient of a Markov semigroup?
In the context of functional inequalities for Markov semigroups $(\mathcal P_t)_{t\ge0}$, what is one denoting by $\nabla\mathcal P_tf$? For example, I've found the following assumption in this paper:
...
3
votes
0answers
140 views
Reference on noncommutative PDE
I would like to ask if there is reference on semi-linear parabolic PDE (or more generally any kinds of PDE) with non-commutative unknown variable. For example, assume $u$ is a matrix-valued function (...
5
votes
1answer
120 views
Equality in spectral inclusion theorem
I asked this question on Math SE but didn't receive any response.
Let $(T_t)$ be a $C_0$-semigroup on a Banach space $X$ with generator $A.$ If $\lambda_0\in \mathbb{C}$ is such that $e^{\lambda_0 t}$...
2
votes
1answer
85 views
Spectral representation of closed operators with finite spectral bound
Assume $A$ is a closed linear operator on a Banach space $X$ and is densely defined. Assume the spectral bound $s(A) = \sup\{Re\lambda: \lambda\in \sigma(A)\}$ is finite. For example, if $A$ is the ...
4
votes
1answer
118 views
Analyticity of the semigroup generated by a time-changed Brownian motion
Let $d$ be an integer. We denote by $m$ the Lebesgue measure on $\mathbb{R}^d$. We define $BL(\mathbb{R}^d)$ by
\begin{align*}
BL(\mathbb{R}^d)=\{f \in L^2_{\rm loc}(\mathbb{R}^d,m) \mid |\nabla f|\in ...
0
votes
1answer
45 views
Friedrich's extension of the generator of a continuous time markov chaoin
Consider the infinitesimal generator $G$ of a Markov chain with state space $\mathbb{Z}$ such that it is symmetric with respect to a measure $\mu$ on $\mathbb{Z}$. Then, the operator $(G,C_c(\mathbb{Z}...
3
votes
3answers
208 views
$u_t=Au+F(u)$ where $A$ is the infinitesimal generator of $C_0$-semigroup
I asked this question on Mathematics Stackexchange, but got no answer.
In Pavel's book: Nonlinear Evolution Operators and Semigroups - Applications to Partial Differential Equations, we have the ...
