We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded $C^2$-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.

In this paper we explicit the derivative of the flows of one-dimensional reflected diffusion processes. We then get stochastic representations for derivatives of viscosity solutions of one-dimensional semilinear parabolic partial differential equations and parabolic variational inequalities with Neumann boundary conditions.

These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern–Gauss–Bonnet theorem.

We study the generalized Stokes resolvent equations in asymptotically flat layers, which can be considered as compact perturbations of an infinite (flat) layer $\Omega ₀={ℝ}^{n-1}\times (-1,1)$. Besides standard non-slip boundary conditions, we consider a mixture of slip and non-slip boundary conditions on the upper and lower boundary, respectively. We discuss the results on unique solvability of the generalized Stokes resolvent equations as well as the existence of a bounded $H_{\infty }$-calculus for the associated Stokes operator and some...

We consider a planar stationary flow of an incompressible viscous fluid in a semi-infinite strip governed by the Navier-Stokes system with a feed-back body forces field which depends on the velocity field. Since the presence of this type of non-linear terms is not standard in the fluid mechanics literature, we start by establishing some results about existence and uniqueness of weak solutions. Then, we prove how this fluid can be stopped at a finite distance of the semi-infinite strip entrance by...

Let X(t) be a diffusion process satisfying the stochastic differential equation dX(t) = a(X(t))dW(t) + b(X(t))dt. We analyse the asymptotic behaviour of p(t) = ProbX(t) ≥ 0 as t → ∞ and construct an equation such that $limsu{p}_{t\to \infty }{t}^{-1}{\int }_0^{t}p\left(s\right)ds=1$ and $limin{f}_{t\to \infty }{t}^{-1}{\int }_0^{t}p\left(s\right)ds=0$.

We present a novel approach for bounding the resolvent of $$H=-\Delta +i(A·\nabla +\nabla ·A)+V=:-\Delta +L1$$ for large energies. It is shown here that there exist a large integer $m$ and a large number ${\lambda }_0$ so that relative to the usual weighted $L^2$-norm, $$\parallel {\left(L{(-\Delta +(\lambda +i0))}^{-1}\right)}^m\parallel <\frac{1}{2}2$$ for all $\lambda >{\lambda }_0$. This requires suitable decay and smoothness conditions on $A,V$. The estimate (2) is trivial when $A=0$, but difficult for large $A$ since the gradient term exactly cancels the natural decay of the free resolvent. To obtain (2), we introduce a conical decomposition of the resolvent and then sum over...

In this paper we investigate the dispersive properties of the solutions of the two dimensional water-waves system with surface tension. First we prove Strichartz type estimates with loss of derivatives at the same low level of regularity we were able to construct the solutions in [3]. On the other hand, for smoother initial data, we prove that the solutions enjoy the optimal Strichartz estimates (i.e, without loss of regularity compared to the system linearized at ($\eta =0,\psi =0$)).

We prove wellposedness of the Cauchy problem for the nonlinear Schrödinger equation for any defocusing power nonlinearity on a domain of the plane with Dirichlet boundary conditions. The main argument is based on a generalized Strichartz inequality on manifolds with Lipschitz metric.

We prove Strichartz inequalities for the solution of the Schrödinger equation related to the full Laplacian on the Heisenberg group. A key point consists in estimating the decay in time of the $L^{\infty }$ norm of the free solution; this requires a careful analysis due also to the non-homogeneous nature of the full Laplacian.

We prove a Strichartz inequality for a system of orthonormal functions, with an optimal behavior of the constant in the limit of a large number of functions. The estimate generalizes the usual Strichartz inequality, in the same fashion as the Lieb-Thirring inequality generalizes the Sobolev inequality. As an application, we consider the Schrödinger equation in a time-dependent potential and we show the existence of the wave operator in Schatten spaces.

The author is partially supported by: M. U. R. S. T. Prog. Nazionale “Problemi e Metodi nella Teoria delle Equazioni Iperboliche”.We treat the oscillatory problem for semilinear wave equation. The oscillatory initial data are of the type u(0, x) = h(x) + ε^(σ+1) * e^(il(x)/ε) * b0 (ε, x) ∂t u(0, x) = ε^σ * e^(il(x)/ε) * b1(ε, x). By using suitable variants of Strichartz estimate we extend the results from [6] on a priori estimates of the approximations of geometric optics.The main improvement...