We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form $-ϵ\Delta +\nabla F(·)\nabla$ on ${ℝ}^d$ or subsets of ${ℝ}^d$, where $F$ is a smooth function with finitely many local minima. In analogy to previous work on discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of $F$ can be related, up to multiplicative errors that tend to one as $ϵ\downarrow 0$, to the capacities of suitably constructed sets. We show that...

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process $\left(K\right(t),i(t),Y(t\left)\right)$ on $({𝕋}^2\times \{1,2\}\times {ℝ}^2)$, where ${𝕋}^2$ is the two-dimensional torus. Here $\left(K\right(t),i(t\left)\right)$ is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. $Y\left(t\right)$ is an additive functional of $K$, defined as ${\int }_0^{t}v\left(K\left(s\right)\right)\mathrm{d}s$, where $\left|v\right|\sim 1$ for small $k$. We prove that the rescaled process ${(NlnN)}^{-1/2}Y\left(Nt\right)$ converges in distribution to a two-dimensional Brownian motion. As a consequence,...

In this paper we examine self-similar solutions to the system $u_{it}-d_i\Delta u_i={\prod }_{k=1}^m{u}_k^{p_k^i}$, i = 1,…,m, $x\in {ℝ}^N$, t > 0, $u_i(0,x)=u_{0i}\left(x\right)$, i = 1,…,m, $x\in {ℝ}^N$, where m > 1 and $p_k^i>0$, to describe asymptotics near the blow up point.

This paper provides blow up results of Fujita type for a reaction-diffusion system of 3 equations in the form $uₜ-\Delta \left(a_{11}u\right)=h(t,x){\left|v\right|}^p$, $vₜ-\Delta \left(a_{21}u\right)-\Delta \left(a_{22}v\right)=k(t,x){\left|w\right|}^q$, $wₜ-\Delta \left(a_{31}u\right)-\Delta \left(a_{32}v\right)-\Delta \left(a_{33}w\right)=l(t,x){\left|u\right|}^r$, for $x\in {ℝ}^N$, t > 0, p > 0, q > 0, r > 0, $a_{ij}=a_{ij}(t,x,u,v)$, under initial conditions u(0,x) = u₀(x), v(0,x) = v₀(x), w(0,x) = w₀(x) for $x\in {ℝ}^N$, where u₀, v₀, w₀ are nonnegative, continuous and bounded functions. Subject to conditions on dependence on the parameters p, q, r, N and the growth of the functions h, k, l at infinity, we prove finite blow up time for every solution of the...

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space $𝙴$. For an open set $𝙶\subseteq 𝙴$, let ${\tau }_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$. Let $r:[0,\infty [\to [0,\infty [$ and $R\left(t\right)={\int }_0^{t}r\left(s\right)\mathrm{d}s$. We give necessary and sufficient conditions for ${𝔼}_{\mu }R\left({\tau }_{𝙶}\right)lt;\infty$ in terms of the behavior near the origin of the spectral measure of $-A^{𝙶}$. When $r\left(t\right)=t^l$, $l\ge 0$, by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l+1$ for ${\tau }_{𝙶}$...

This paper considers the initial-boundary value problem for the nonlinear diffusion equation with the perturbation term $$u_t+(-\Delta +1)\beta \left(u\right)+G\left(u\right)=g\text{in}\Omega \times (0,T)$$ in an unbounded domain $\Omega \subset {ℝ}^N$ with smooth bounded boundary, where $N\in \mathbb{N}$, $T>0$, $\beta$, is a single-valued maximal monotone function on $ℝ$, e.g., $$\beta \left(r\right)={\left|r\right|}^{q-1}r(q>0,q\ne 1)$$ and $G$ is a function on $ℝ$ which can be regarded as a Lipschitz continuous operator from ${\left(H^1\left(\Omega \right)\right)}^{*}$ to ${\left(H^1\left(\Omega \right)\right)}^{*}$. The present work establishes existence and estimates for the above problem.

We consider the stochastic differential equation $X_t=X₀+{\int }_0^t(A_s+B_s{X}_s)ds+{\int }_0^t{C}_{s}d{Y}_s$, where $A_t$, $B_t$, $C_t$ are nonrandom continuous functions of t, X₀ is an initial random variable, $Y=(Y_t,t\ge 0)$ is a Gaussian process and X₀, Y are independent. We give the form of the solution ($X_t$) to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that ($X_t$) is a quasi-diffusion proces.

We prove the existence of uniform attractors ${}_{\epsilon }$ in the space $H¹\left({ℝ}^N\right)$ for the nonautonomous nonclassical diffusion equation $u_t-\epsilon \Delta u_t-\Delta u+f(x,u)+\lambda u=g(x,t)$, ε ∈ [0,1]. The upper semicontinuity of the uniform attractors ${{}_{\epsilon }}_{\epsilon \in [0,1]}$ at ε = 0 is also studied.

We study nonlinear diffusion problems of the form $u_t=u_{xx}+f\left(u\right)$ with free boundaries. Such problems may be used to describe the spreading of a biological or chemical species, with the free boundary representing the expanding front. For special $f\left(u\right)$ of the Fisher-KPP type, the problem was investigated by Du and Lin [DL]. Here we consider much more general nonlinear terms. For any $f\left(u\right)$ which is $C^1$ and satisfies $f\left(0\right)=0$, we show that the omega limit set $\omega \left(u\right)$ of every bounded positive solution is determined by a stationary...

A notion of a wide-sense Markov process $X_t$ of order k ≥ 1, $X_t\sim WM\left(k\right)$, is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of $X_t$ is the k-dimensional process $x_t=(X_{t-k+1},...,X_t)$. The covariance structure of $X_t\sim WM\left(k\right)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_t\sim WM\left(k\right)$ iff $x_t$ is a k-dimensional WM(1) process and iff the covariance function of $x_t$ has the triangular...

In the present work, we consider spectrally positive Lévy processes $(X_t,t\ge 0)$ not drifting to $+\infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with $X$) before hitting $0$. This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law ${\mathbb{P}}_x^{☆}$ of this conditioned process (starting at $xgt;0$) is defined as a Doob $h$-transform via a martingale. For Lévy processes with infinite variation paths,...

Motivated by the fundamental theorem of calculus, and based on the works of W. Feller as well as M. Kac and M. G. Kreĭn, given an atomless Borel probability measure $\eta$ supported on a compact subset of $ℝ$ U. Freiberg and M. Zähle introduced a measure-geometric approach to define a first order differential operator ${\nabla }_{\eta }$ and a second order differential operator ${\Delta }_{\eta }$, with respect to $\eta$. We generalize this approach to measures of the form $\eta :=\nu +\delta$, where $\nu$ is non-atomic and $\delta$ is finitely supported. We determine...

We show that the essential spectral radius ${\varrho }_e\left(T\right)$ of T ∈ B(H) can be calculated by the formula ${\varrho }_e\left(T\right)$ = inf${ℱ}_{♯·♯}\left(XT{X}^{-1}\right)$: X an invertible operator, where ${ℱ}_{♯·♯}\left(T\right)$ is a Φ₁-perturbation function introduced by Mbekhta [J. Operator Theory 51 (2004)]. Also, we show that if ${}_{♯·♯}\left(T\right)$ is a Φ₂-perturbation function [loc. cit.] and if T is a Fredholm operator, then $dist(0,{\sigma }_e\left(T\right))$ = sup${}_{♯·♯}\left(XT{X}^{-1}\right)$: X an invertible operator.

Let $a=(a_1,a_2,...,a_n)$ be a nonincreasing sequence of positive real numbers. Denote by $S=\{1,2,...,n\}$ the index set and by $J_k=\{I=\{r_1,r_2,...,r_k\}$, $1\le r_1<r_2<\cdots <r_k\le n\}$ the set of all subsets of $S$ of cardinality $k$, $1\le k\le n-1$. In addition, denote by $a_I=a_{r_1}+a_{r_2}+\cdots +a_{r_k}$, $1\le k\le n-1$, $1\le r_1<r_2<\cdots <r_k\le n$, the sum of $k$ arbitrary elements of sequence $a$, where $a_{I_1}=a_1+a_2+\cdots +a_k$ and $a_{I_n}=a_{n-k+1}+a_{n-k+2}+\cdots +a_n$. We consider bounds of the quantities $R{S}_k\left(a\right)=a_{I_1}/a_{I_n}$, $L{S}_k\left(a\right)=a_{I_1}-a_{I_n}$ and $S_{k,\alpha }\left(a\right)={\sum }_{I\in J_k}{a}_I^{\alpha }$ in terms of $A={\sum }_{i=1}^n{a}_i$ and $B={\sum }_{i=1}^n{a}_i^2$. Then we use the obtained results to generalize some results regarding Laplacian and normalized Laplacian eigenvalues of graphs.

Let ϕ: [0,1] → [0,1] be a nondecreasing continuous function such that ϕ(x) > x for all x ∈ (0,1). Let the operator $V_{\varphi }:f\left(x\right)\mapsto {\int }_0^{\varphi \left(x\right)}f\left(t\right)dt$ be defined on L₂[0,1]. We prove that $V_{\varphi }$ has a finite number of nonzero eigenvalues if and only if ϕ(0) > 0 and ϕ(1-ε) = 1 for some 0 < ε < 1. Also, we show that the spectral trace of the operator $V_{\varphi }$ always equals 1.

We consider regenerative processes with values in some general Polish space. We define their $\epsilon$-big excursions as excursions $e$ such that $\varphi \left(e\right)gt;\epsilon$, where $\varphi$ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of $e$. We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of $\epsilon$-big excursions and of their endpoints, for all $\epsilon$ in a set whose closure contains $0$. Finally,...

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ are approximately independent, once we add a sprinkling to the process ${ℐ}^u$ by slightly increasing the parameter $u$. Our results differ from previous ones in that we allow the mutual distance between the sets $A_1$ and $A_2$ to be much smaller than their diameters. We then provide an important application...

We survey recent results concerning estimates of the principal eigenvalue of the Dirichlet $p$-Laplacian and the Navier $p$-biharmonic operator on a ball of radius $R$ in ${ℝ}^N$ and its asymptotics for $p$ approaching $1$ and $\infty$. Let $p$ tend to $\infty$. There is a critical radius $R_C$ of the ball such that the principal eigenvalue goes to $\infty$ for $0<R\le R_C$ and to $0$ for $R>R_C$. The critical radius is $R_C=1$ for any $N\in \mathbb{N}$ for the $p$-Laplacian and $R_C=\sqrt{2N}$ in the case of the $p$-biharmonic operator. When $p$ approaches $1$, the principal eigenvalue...