Limiting Behaviour of Dirichlet Forms for Stable Processes on Metric Spaces

Katarzyna Pietruska-Pałuba

Displaying similar documents to “Limiting Behaviour of Dirichlet Forms for Stable Processes on Metric Spaces”

Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series

M. Magdziarz, A. Weron (2007)

Studia Mathematica

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We introduce a fractional Langevin equation with α-stable noise and show that its solution $Y_{κ} (t), t \geq 0$ is the stationary α-stable Ornstein-Uhlenbeck-type process recently studied by Taqqu and Wolpert. We examine the asymptotic dependence structure of $Y_{κ} (t)$ via the measure of its codependence r(θ₁,θ₂,t). We prove that $Y_{κ} (t)$ is not a long-memory process in the sense of r(θ₁,θ₂,t). However, we find two natural continuous-time analogues of fractional ARIMA time series with long memory in the framework of...

Regularity of solutions of the fractional porous medium flow

Luis Caffarelli, Fernando Soria, Juan Luis Vázquez (2013)

Journal of the European Mathematical Society

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We study a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. The precise model is $u_{t} = \nabla \cdot (u \nabla {(- Δ)}^{- s} u), 0 < s < 1$ . The problem is posed in ${x \in ℝ^{n}, t \in ℝ}$ with nonnegative initial data $u (x, 0)$ that are integrable and decay at infinity. A previous paper has established the existence of mass-preserving, nonnegative weak solutions satisfying energy estimates and finite propagation. As main results we establish the boundedness and $C^{α}$ regularity of such weak solutions. Finally, we extend...

Single-point blow-up on the boundary where the zero Dirichlet boundary condition is imposed

Marek Fila, Michael Winkler (2008)

Journal of the European Mathematical Society

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We consider a reaction-diffusion-convection equation on the halfline (0,1) with the zero Dirichlet boundary condition at $x = 0$ . We find a positive selfsimilar solution $u$ which blows up in a finite time $T$ at $x = 0$ while $u (x, T)$ remains bounded for $x > 0$ .

Fractional Laplacian with singular drift

Tomasz Jakubowski (2011)

Studia Mathematica

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For α ∈ (1,2) we consider the equation $\partial_{t} u = Δ^{α / 2} u + b \cdot \nabla u$ , where b is a time-independent, divergence-free singular vector field of the Morrey class $M ₁^{1 - α}$ . We show that if the Morrey norm ${| | b | |}_{M ₁^{1 - α}}$ is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.

Set-valued fractional order differential equations in the space of summable functions

Hussein A.H. Salem (2008)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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In this paper, we study the existence of integrable solutions for the set-valued differential equation of fractional type $(D^{α ₙ} - \sum_{i = 1}^{n - 1} a_{i} D^{α_{i}}) x (t) \in F (t, x (φ (t)))$ , a.e. on (0,1), $I^{1 - α ₙ} x (0) = c$ , αₙ ∈ (0,1), where F(t,·) is lower semicontinuous from ℝ into ℝ and F(·,·) is measurable. The corresponding single-valued problem will be considered first.

Density of some sequences modulo 1

Artūras Dubickas (2012)

Colloquium Mathematicae

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Recently, Cilleruelo, Kumchev, Luca, Rué and Shparlinski proved that for each integer a ≥ 2 the sequence of fractional parts ${a ⁿ / n}_{n = 1}^{\infty}$ is everywhere dense in the interval [0,1]. We prove a similar result for all Pisot numbers and Salem numbers α and show that for each c > 0 and each sufficiently large N, every subinterval of [0,1] of length $c N^{- 0.475}$ contains at least one fractional part Q(αⁿ)/n, where Q is a nonconstant polynomial in ℤ[z] and n is an integer satisfying 1 ≤ n ≤ N.

Barenblatt solutions and asymptotic behaviour for a nonlinear fractional heat equation of porous medium type

Juan Luis Vázquez (2014)

Journal of the European Mathematical Society

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We establish the existence, uniqueness and main properties of the fundamental solutions for the fractional porous medium equation introduced in [51]. They are self-similar functions of the form $u (x, t) = t^{- α} f (| x | t^{- β})$ with suitable and $β$ . As a main application of this construction, we prove that the asymptotic behaviour of general solutions is represented by such special solutions. Very singular solutions are also constructed. Among other interesting qualitative properties of the equation we prove an Aleksandrov...

Heat kernel estimates for the Dirichlet fractional Laplacian

Zhen-Qing Chen, Panki Kim, Renming Song (2010)

Journal of the European Mathematical Society

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We consider the fractional Laplacian $- {(- Δ)}^{α / 2}$ on an open subset in $ℝ^{d}$ with zero exterior condition. We establish sharp two-sided estimates for the heat kernel of such a Dirichlet fractional Laplacian in $C^{1, 1}$ open sets. This heat kernel is also the transition density of a rotationally symmetric $α$ -stable process killed upon leaving a $C^{1, 1}$ open set. Our results are the first sharp twosided estimates for the Dirichlet heat kernel of a non-local operator on open sets.

Fractional integral operators on $B^{p, λ}$ with Morrey-Campanato norms

Katsuo Matsuoka, Eiichi Nakai (2011)

Banach Center Publications

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We introduce function spaces $B^{p, λ}$ with Morrey-Campanato norms, which unify $B^{p, λ}$ , $C M O^{p, λ}$ and Morrey-Campanato spaces, and prove the boundedness of the fractional integral operator $I_{α}$ on these spaces.

Multiplicity results for a class of fractional boundary value problems

Nemat Nyamoradi (2013)

Annales Polonici Mathematici

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We prove the existence of at least three solutions to the following fractional boundary value problem: ⎧ $- d / d t (1 / 2_{0} D_{t}^{- σ} (u^{'} (t)) + 1 / 2_{t} D_{T}^{- σ} (u^{'} (t))) - λ β (t) f (u (t)) - μ γ (t) g (u (t)) = 0$ , a.e. t ∈ [0, T], ⎨ ⎩ u (0) = u (T) = 0, where $_{0} D_{t}^{- σ}$ and $_{t} D_{T}^{- σ}$ are the left and right Riemann-Liouville fractional integrals of order 0 ≤ σ < 1 respectively. The approach is based on a recent three critical points theorem of Ricceri [B. Ricceri, A further refinement of a three critical points theorem, Nonlinear Anal. 74 (2011), 7446-7454].

A uniform dimension result for two-dimensional fractional multiplicative processes

Xiong Jin (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Given a two-dimensional fractional multiplicative process ${(F_{t})}_{t \in [0, 1]}$ determined by two Hurst exponents $H_{1}$ and $H_{2}$ , we show that there is an associated uniform Hausdorff dimension result for the images of subsets of $[0, 1]$ by $F$ if and only if $H_{1} = H_{2}$ .

Stochastic differential equations with Sobolev drifts and driven by $α$ -stable processes

Xicheng Zhang (2013)

Annales de l'I.H.P. Probabilités et statistiques

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In this article we prove the pathwise uniqueness for stochastic differential equations in $ℝ^{d}$ with time-dependent Sobolev drifts, and driven by symmetric $α$ -stable processes provided that $α \in (1, 2)$ and its spectral measure is non-degenerate. In particular, the drift is allowed to have jump discontinuity when $α \in (\frac{2 d}{d + 1}, 2)$ . Our proof is based on some estimates of Krylov’s type for purely discontinuous semimartingales.

Generalized fractional integrals on central Morrey spaces and generalized λ-CMO spaces

Katsuo Matsuoka (2014)

Banach Center Publications

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We introduce the generalized fractional integrals $I ̃_{α, d}$ and prove the strong and weak boundedness of $I ̃_{α, d}$ on the central Morrey spaces $B^{p, λ} (ℝ ⁿ)$ . In order to show the boundedness, the generalized λ-central mean oscillation spaces $Λ_{p, λ}^{(d)} (ℝ ⁿ)$ and the generalized weak λ-central mean oscillation spaces $W Λ_{p, λ}^{(d)} (ℝ ⁿ)$ play an important role.

Commutators with fractional integral operators

Irina Holmes, Robert Rahm, Scott Spencer (2016)

Studia Mathematica

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We investigate weighted norm inequalities for the commutator of a fractional integral operator and multiplication by a function. In particular, we show that, for $μ, λ \in A_{p, q}$ and α/n + 1/q = 1/p, the norm $| | [b, I_{α}] : L^{p} (μ^{p}) \to L^{q} (λ^{q}) | |$ is equivalent to the norm of b in the weighted BMO space BMO(ν), where $ν = μ λ^{- 1}$ . This work extends some of the results on this topic existing in the literature, and continues a line of investigation which was initiated by Bloom in 1985 and was recently developed further by the first author, Lacey,...

Metastability in reversible diffusion processes I: Sharp asymptotics for capacities and exit times

Anton Bovier, Michael Eckhoff, Véronique Gayrard, Markus Klein (2004)

Journal of the European Mathematical Society

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We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form $- ϵ Δ + \nabla F (\cdot) \nabla$ 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 $ϵ ↓ 0$ , to the capacities of suitably constructed sets. We show that...

Fractional global domination in graphs

Subramanian Arumugam, Kalimuthu Karuppasamy, Ismail Sahul Hamid (2010)

Discussiones Mathematicae Graph Theory

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Let G = (V,E) be a graph. A function g:V → [0,1] is called a global dominating function (GDF) of G, if for every v ∈ V, $g (N [v]) = \sum_{u \in N [v]} g (u) \geq 1$ and $g (\bar{N (v)}) = \sum_{u \notin N (v)} g (u) \geq 1$ . A GDF g of a graph G is called minimal (MGDF) if for all functions f:V → [0,1] such that f ≤ g and f(v) ≠ g(v) for at least one v ∈ V, f is not a GDF. The fractional global domination number $γ_{f g} (G)$ is defined as follows: $γ_{f g} (G)$ = min|g|:g is an MGDF of G where $| g | = \sum_{v \in V} g (v)$ . In this paper we initiate a study of this parameter.

The Bohr inequality for ordinary Dirichlet series

R. Balasubramanian, B. Calado, H. Queffélec (2006)

Studia Mathematica

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We extend to the setting of Dirichlet series previous results of H. Bohr for Taylor series in one variable, themselves generalized by V. I. Paulsen, G. Popescu and D. Singh or extended to several variables by L. Aizenberg, R. P. Boas and D. Khavinson. We show in particular that, if $f (s) = \sum_{n = 1}^{\infty} a ₙ n^{- s}$ with ${| | f | |}_{\infty} : = s u p_{ℜ s > 0} | f (s) | < \infty$ , then $\sum_{n = 1}^{\infty} | a ₙ | n^{- 2} {\leq | | f | |}_{\infty}$ and even slightly better, and $\sum_{n = 1}^{\infty} | a ₙ | n^{- 1 / 2} {\leq C | | f | |}_{\infty}$ , C being an absolute constant.

Stability of nonlinear $h$ -difference systems with $n$ fractional orders

Małgorzata Wyrwas, Ewa Pawluszewicz, Ewa Girejko (2015)

Kybernetika

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In the paper we study the subject of stability of systems with $h$ -differences of Caputo-, Riemann-Liouville- and Grünwald-Letnikov-type with $n$ fractional orders. The equivalent descriptions of fractional $h$ -difference systems are presented. The sufficient conditions for asymptotic stability are given. Moreover, the Lyapunov direct method is used to analyze the stability of the considered systems with $n$ -orders.

On Dirichlet type spaces on the unit ball of $ℂ^{n}$

Małgorzata Michalska (2011)

Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica

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In this paper we discuss characterizations of Dirichlet type spaces on the unit ball of $ℂ^{n}$ obtained by P. Hu and W. Zhang [2], and S. Li [4].

The Dirichlet-Bohr radius

Daniel Carando, Andreas Defant, Domingo A. Garcí, Manuel Maestre, Pablo Sevilla-Peris (2015)

Acta Arithmetica

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Denote by Ω(n) the number of prime divisors of n ∈ ℕ (counted with multiplicities). For x∈ ℕ define the Dirichlet-Bohr radius L(x) to be the best r > 0 such that for every finite Dirichlet polynomial $\sum_{n \leq x} a_{n} n^{- s}$ we have $\sum_{n \leq x} | a_{n} | r^{Ω (n)} \leq s u p_{t \in ℝ} | \sum_{n \leq x} a_{n} n^{- i t} |$ . We prove that the asymptotically correct order of L(x) is ${(l o g x)}^{1 / 4} x^{- 1 / 8}$ . Following Bohr’s vision our proof links the estimation of L(x) with classical Bohr radii for holomorphic functions in several variables. Moreover, we suggest a general setting which allows translating various results...

On estimation of diffusion coefficient based on spatio-temporal FRAP images: An inverse ill-posed problem

Kaňa, Radek, Matonoha, Ctirad, Papáček, Štěpán, Soukup, Jindřich

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We present the method for determination of phycobilisomes diffusivity (diffusion coefficient $D$ ) on thylakoid membrane from fluorescence recovery after photobleaching (FRAP) experiments. This was usually done by analytical models consisting mainly of a simple curve fitting procedure. However, analytical models need some unrealistic conditions to be supposed. Our method, based on finite difference approximation of the process governed by the Fickian diffusion equation and on the minimization...

Pointwise inequalities and approximation in fractional Sobolev spaces

David Swanson (2002)

Studia Mathematica

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We prove that a function belonging to a fractional Sobolev space $L^{α, p} (ℝ ⁿ)$ may be approximated in capacity and norm by smooth functions belonging to $C^{m, λ} (ℝ ⁿ)$ , 0 < m + λ < α. Our results generalize and extend those of [12], [4], [14], and [11].

Limiting behaviour of intrinsic seminorms in fractional order Sobolev spaces

Rémi Arcangéli, Juan José Torrens (2013)

Studia Mathematica

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We collect and extend results on the limit of $σ^{1 - k} {(1 - σ)}^{k} {| v |}_{l + σ, p, Ω}^{p}$ as σ → 0⁺ or σ → 1¯, where Ω is ℝⁿ or a smooth bounded domain, k ∈ 0,1, l ∈ ℕ, p ∈ [1,∞), and ${| \cdot |}_{l + σ, p, Ω}$ is the intrinsic seminorm of order l+σ in the Sobolev space $W^{l + σ, p} (Ω)$ . In general, the above limit is equal to $c {[v]}^{p}$ , where c and [·] are, respectively, a constant and a seminorm that we explicitly provide. The particular case p = 2 for Ω = ℝⁿ is also examined and the results are then proved by using the Fourier transform.