Academic literature on the topic 'Symmetric diffusion semigroup'

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Journal articles on the topic "Symmetric diffusion semigroup"

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Zhuang, Yuanying, and Xiao Song. "Geometric approximations to transition densities of Jump-type Markov processes." Open Mathematics 19, no. 1 (2021): 1664–83. http://dx.doi.org/10.1515/math-2021-0120.

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Abstract This paper is concerned with the transition functions of symmetric Levy-type processes generated by a pseudo-differential operator with variable coefficients. We first give the general estimates of heat kernels of jump diffusion semigroups, which leads to diagonal estimates of transition function and subordination in the context of two-dimensional Cauchy semigroup. Then off-diagonal estimates of special classes of Levy-type processes where transition function can be expressed using the diagonal estimation results and related metrics are derived. Furthermore, we show geometric approxim
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FITZSIMMONS, P. J. "DRIFT TRANSFORMATIONS OF SYMMETRIC DIFFUSIONS, AND DUALITY." Infinite Dimensional Analysis, Quantum Probability and Related Topics 10, no. 04 (2007): 613–31. http://dx.doi.org/10.1142/s0219025707002890.

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Starting with a symmetric Markov diffusion process X (with symmetry measure m and L2 (m) infinitesimal generator A) and a suitable core [Formula: see text] for the Dirichlet form of X, we describe a class of derivations defined on [Formula: see text]. Associated with each such derivation B is a drift transformation of X, obtained through Girsanov's theorem. The transformed process XB is typically non-symmetric, but we are able to show that if the "divergence" of B is positive, then m is an excessive measure for XB, and the L2 (m) infinitesimal generator of XB is an extension of f ↦ Af + B (f).
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Goldberg, Maxim J., and Seonja Kim. "A Natural Diffusion Distance and Equivalence of Local Convergence and Local Equicontinuity for a General Symmetric Diffusion Semigroup." Abstract and Applied Analysis 2018 (October 2, 2018): 1–9. http://dx.doi.org/10.1155/2018/6281504.

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In this paper, we consider a general symmetric diffusion semigroup Ttft≥0 on a topological space X with a positive σ-finite measure, given, for t>0, by an integral kernel operator: Ttf(x)≜∫X‍ρt(x,y)f(y)dy. As one of the contributions of our paper, we define a diffusion distance whose specification follows naturally from imposing a reasonable Lipschitz condition on diffused versions of arbitrary bounded functions. We next show that the mild assumption we make, that balls of positive radius have positive measure, is equivalent to a similar, and an even milder looking, geometric demand. In the
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Tong, Zhigang, and Allen Liu. "Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change." International Journal of Financial Engineering 04, no. 02n03 (2017): 1750028. http://dx.doi.org/10.1142/s2424786317500281.

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We propose a new class of models for pricing generalized variance swaps. We assume that, in the most general form, the process for the asset price is a function of a general time-homogeneous diffusion process belonging to a symmetric pricing semigroup, time changed by a composition of a Lévy subordinator and an absolutely continuous process. We derive the analytical pricing formulas for various types of generalized variance swaps based on eigenfunction expansion method. We also numerically implement the model and test its sensitivity to some of the key parameters of the model.
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Karaa, Samir, and Amiya K. Pani. "Error analysis of a FVEM for fractional order evolution equations with nonsmooth initial data." ESAIM: Mathematical Modelling and Numerical Analysis 52, no. 2 (2018): 773–801. http://dx.doi.org/10.1051/m2an/2018029.

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In this paper, a finite volume element (FVE) method is considered for spatial approximations of time fractional diffusion equations involving a Riemann-Liouville fractional derivative of order α ∈ (0, 1) in time. Improving upon earlier results [Karaa et al., IMA J. Numer. Anal. 37 (2017) 945–964], error estimates in L2 (Ω)- and H1 (Ω)-norms for the semidiscrete problem with smooth and mildly smooth initial data, i.e., v ∈ H2(Ω) ∩ H01(Ω) and v ∈ H01(Ω) are established. For nonsmooth data, that is, v ∈ L2 (Ω), the optimal L2 (Ω)-error estimate is shown to hold only under an additional assumption
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Wu, Liming. "Two Inequalities for Symmetric Diffusion Semigroups underΓ3⩾0". Journal of Functional Analysis 175, № 2 (2000): 393–414. http://dx.doi.org/10.1006/jfan.2000.3603.

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Xu, Quanhua. "Vector-valued Littlewood-Paley-Stein Theory for Semigroups II." International Mathematics Research Notices 2020, no. 21 (2018): 7769–91. http://dx.doi.org/10.1093/imrn/rny200.

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Abstract Inspired by a recent work of Hytönen and Naor, we solve a problem left open in our previous work joint with Martínez and Torrea on the vector-valued Littlewood-Paley-Stein theory for symmetric diffusion semigroups. We prove a similar result in the discrete case, namely, for any $T$ which is the square of a symmetric diffusion Markovian operator on a measure space $(\Omega , \mu )$. Moreover, we show that $T\otimes{ \textrm{Id}}_X$ extends to an analytic contraction on $L_p(\Omega ; X)$ for any $1<p<\infty $ and any uniformly convex Banach space $X$.
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Chen, Zhen-Qing, Zhongmin Qian, Yaozhong Hu, and Weian Zheng. "Stability and Approximations of Symmetric Diffusion Semigroups and Kernels." Journal of Functional Analysis 152, no. 1 (1998): 255–80. http://dx.doi.org/10.1006/jfan.1997.3147.

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Kim, Panki, and Renming Song. "Intrinsic ultracontractivity of non-symmetric diffusion semigroups in bounded domains." Tohoku Mathematical Journal 60, no. 4 (2008): 527–47. http://dx.doi.org/10.2748/tmj/1232376165.

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Chen, Zhen-Qing, and Xicheng Zhang. "Heat kernels and analyticity of non-symmetric jump diffusion semigroups." Probability Theory and Related Fields 165, no. 1-2 (2015): 267–312. http://dx.doi.org/10.1007/s00440-015-0631-y.

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Dissertations / Theses on the topic "Symmetric diffusion semigroup"

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SALOGNI, FRANCESCA. "Harmonic Bergman spaces, Hardy-type spaces and harmonic analysis of a symmetric diffusion semigroup on R^n." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2013. http://hdl.handle.net/10281/41814.

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This thesis is divided into two parts, which deal with quite diverse subjects. The first part is, in turn, divided into two chapters. The first focuses on the development of new function spaces in $R^n$, called generalized Bergman spaces, and on their application to the Hardy space $H^1(R^n)$. The second is devoted to the theory of Bergman spaces on noncompact Riemannian manifolds which possess the doubling property and to its relationships with spaces of Hardy type. The latter are tailored to produce endpoint estimates for interesting operators, mainly related to the Laplace-Beltrami op
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Taggart, Robert James Mathematics &amp Statistics Faculty of Science UNSW. "Evolution equations and vector-valued Lp spaces: Strichartz estimates and symmetric diffusion semigroups." 2008. http://handle.unsw.edu.au/1959.4/43298.

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The results of this thesis are motivated by the investigation of abstract Cauchy problems. Our primary contribution is encapsulated in two new theorems. The first main theorem is a generalisation of a result of E. M. Stein. In particular, we show that every symmetric diffusion semigroup acting on a complex-valued Lebesgue space has a tensor product extension to a UMD-valued Lebesgue space that can be continued analytically to sectors of the complex plane. Moreover, this analytic continuation exhibits pointwise convergence almost everywhere. Both conclusions hold provided that the UMD space sa
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Conference papers on the topic "Symmetric diffusion semigroup"

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Balas, Mark J., and Susan A. Frost. "A Stabilization of Fixed Gain Controlled Infinite Dimensional Systems by Augmentation With Direct Adaptive Control." In ASME 2017 Conference on Smart Materials, Adaptive Structures and Intelligent Systems. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/smasis2017-3726.

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Linear infinite dimensional systems are described by a closed, densely defined linear operator that generates a continuous semigroup of bounded operators on a general Hilbert space of states and are controlled via a finite number of actuators and sensors. Many distributed applications are included in this formulation, such as large flexible aerospace structures, adaptive optics, diffusion reactions, smart electric power grids, and quantum information systems. We have developed the following stability result: an infinite dimensional linear system is Almost Strictly Dissipative (ASD) if and only
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