On analyticity in homogeneous first order partial differential equations
Let be a transition semigroup of the Hilbert space-valued nonsymmetric Ornstein-Uhlenbeck process and let denote its Gaussian invariant measure. We show that the semigroup is analytic in if and only if its generator is variational. In particular, we show that the transition semigroup of a finite dimensional Ornstein-Uhlenbeck process is analytic if and only if the Wiener process is nondegenerate.
We consider a random, uniformly elliptic coefficient field on the lattice . The distribution of the coefficient field is assumed to be stationary. Delmotte and Deuschel showed that the gradient and second mixed derivative of the parabolic Green’s function satisfy optimal annealed estimates which are and , respectively, in probability, i.e., they obtained bounds on and . In particular, the elliptic Green’s function satisfies optimal annealed bounds. In their recent work, the authors...
We prove that penalization of constraints occuring in the linear elliptic Neumann problem yields directly the exact solution for an arbitrary set of penalty parameters. In this case there is a continuum of Lagrange's multipliers. The proposed penalty method is applied to calculate the magnetic field in the window of a transformer.
Boundary value problems for the system of linear elasticity with rapidly alternating boundary conditions are studied and asymptotic behavior of solutions is considered when a small parameter, which defines the oscillation of the boundary conditions, tends to zero. Estimates for the difference between such solutions and solutions of the limit problem are given.