Author(s):  
Charles L. Epstein ◽  
Rafe Mazzeo

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the martingale problem and therefore the existence of the associated Markov process. The book uses an “integral kernel method” to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. The book establishes the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. It shows that the semigroups defined by these operators have holomorphic extensions to the right half plane. The book also demonstrates precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.


2020 ◽  
Vol 10 (1) ◽  
pp. 301-310
Author(s):  
Weilin Zou ◽  
Xinxin Li

Abstract In this paper, we prove the existence and regularity of solutions of the homogeneous Dirichlet initial-boundary value problem for a class of degenerate elliptic equations with lower order terms. The results we obtained here, extend some existing ones of [2, 9, 11] in some sense.


Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 729
Author(s):  
Miquel Montero

Random walks with invariant loop probabilities comprise a wide family of Markov processes with site-dependent, one-step transition probabilities. The whole family, which includes the simple random walk, emerges from geometric considerations related to the stereographic projection of an underlying geometry into a line. After a general introduction, we focus our attention on the elliptic case: random walks on a circle with built-in reflexing boundaries.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Roland Duduchava

AbstractThe purpose of the present research is to investigate a general mixed type boundary value problem for the Laplace–Beltrami equation on a surface with the Lipschitz boundary 𝒞 in the non-classical setting when solutions are sought in the Bessel potential spaces \mathbb{H}^{s}_{p}(\mathcal{C}), \frac{1}{p}<s<1+\frac{1}{p}, 1<p<\infty. Fredholm criteria and unique solvability criteria are found. By the localization, the problem is reduced to the investigation of model Dirichlet, Neumann and mixed boundary value problems for the Laplace equation in a planar angular domain \Omega_{\alpha}\subset\mathbb{R}^{2} of magnitude 𝛼. The model mixed BVP is investigated in the earlier paper [R. Duduchava and M. Tsaava, Mixed boundary value problems for the Helmholtz equation in a model 2D angular domain, Georgian Math. J.27 (2020), 2, 211–231], and the model Dirichlet and Neumann boundary value problems are studied in the non-classical setting. The problems are investigated by the potential method and reduction to locally equivalent 2\times 2 systems of Mellin convolution equations with meromorphic kernels on the semi-infinite axes \mathbb{R}^{+} in the Bessel potential spaces. Such equations were recently studied by R. Duduchava [Mellin convolution operators in Bessel potential spaces with admissible meromorphic kernels, Mem. Differ. Equ. Math. Phys.60 (2013), 135–177] and V. Didenko and R. Duduchava [Mellin convolution operators in Bessel potential spaces, J. Math. Anal. Appl.443 (2016), 2, 707–731].


2003 ◽  
Vol 189 (1) ◽  
pp. 71-98 ◽  
Author(s):  
Sunčica Čanić ◽  
Eun Heui Kim

2002 ◽  
Vol 2 (3) ◽  
pp. 203-202 ◽  
Author(s):  
A. Cohen ◽  
W. Dahmen ◽  
R. DeVore

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