Diffusion processes and heat kernels on certain nilpotent groups

Author(s):  
Hideaki Uemura ◽  
Shinzo Watanabe
Author(s):  
Toshihiro Yamada ◽  
Yuga Iguchi

This paper proposes a general higher order operator splitting scheme for diffusion semigroups using the Baker-Campbell-Hausdorff type commutator expansion of non-commutative algebra and the Malliavin calculus. An accurate discretization method for the fundamental solution of heat equations or the heat kernel is introduced with a new computational algorithm which will be useful for the inference for diffusion processes. The approximation is regarded as the splitting around the Euler-Maruyama scheme for the density. Numerical examples for diffusion processes are shown to validate the proposed scheme.


1998 ◽  
Vol 26 (1) ◽  
pp. 1-55 ◽  
Author(s):  
K. T. Sturm

1979 ◽  
Vol 64 (3) ◽  
pp. 227-238 ◽  
Author(s):  
Jacek Cygan

1976 ◽  
Vol 32 ◽  
pp. 109-116 ◽  
Author(s):  
S. Vauclair

This paper gives the first results of a work in progress, in collaboration with G. Michaud and G. Vauclair. It is a first attempt to compute the effects of meridional circulation and turbulence on diffusion processes in stellar envelopes. Computations have been made for a 2 Mʘstar, which lies in the Am - δ Scuti region of the HR diagram.Let us recall that in Am stars diffusion cannot occur between the two outer convection zones, contrary to what was assumed by Watson (1970, 1971) and Smith (1971), since they are linked by overshooting (Latour, 1972; Toomre et al., 1975). But diffusion may occur at the bottom of the second convection zone. According to Vauclair et al. (1974), the second convection zone, due to He II ionization, disappears after a time equal to the helium diffusion time, and then diffusion may happen at the bottom of the first convection zone, so that the arguments by Watson and Smith are preserved.


Author(s):  
Ari Arapostathis ◽  
Vivek S. Borkar ◽  
Mrinal K. Ghosh

1980 ◽  
Vol 41 (C6) ◽  
pp. C6-28-C6-31 ◽  
Author(s):  
R. Messer ◽  
H. Birli ◽  
K. Differt

2014 ◽  
Vol 51 (4) ◽  
pp. 547-555 ◽  
Author(s):  
B. Wehrfritz

Let G be a nilpotent group with finite abelian ranks (e.g. let G be a finitely generated nilpotent group) and suppose φ is an automorphism of G of finite order m. If γ and ψ denote the associated maps of G given by \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \usepackage{bbm} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $$\gamma :g \mapsto g^{ - 1} \cdot g\phi and \psi :g \mapsto g \cdot g\phi \cdot g\phi ^2 \cdots \cdot \cdot g\phi ^{m - 1} for g \in G,$$ \end{document} then Gγ · kerγ and Gψ · ker ψ are both very large in that they contain subgroups of finite index in G.


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