All Questions
23
questions
2
votes
0
answers
81
views
Holder-Besov space and time continuity
Let $\mathbb{T}^d$ be the $d$-dimensional torus, $\mathscr{S}:=C^\infty(\mathbb{T}^d)$ the Schwartz space, $\mathscr{S}'$ the space of tempered distributions.
We consider a dyadic partition of unity $(...
- 465
4
votes
0
answers
125
views
Weighted logarithmic Sobolev inequality
$\DeclareMathOperator\Ent{Ent}$The usual logarithmic Sobolev inequality says that
$$
\Ent_\mu(f^2)\leq C\int |\nabla f|^2 d\mu
$$
where the entropy
$$
\Ent_\mu(f^2)=\int f^2 \log\left( \frac{f^2}{\int ...
- 5,223
3
votes
1
answer
443
views
Equivalence between two fractional Sobolev spaces
For $s \in (0,1)$, we consider the spectral fractional Laplacian
\begin{align}
(-\Delta)^{-s}u = \sum_{k=1}^{\infty}\lambda_k^{-s}(\phi_k,u)_{L^2}\phi_k
\end{align}
where
\begin{align*}
\begin{cases}
...
- 161
1
vote
0
answers
140
views
Poisson Kernel and solution formula for fractional elliptic problem
$$
k (-\Delta)^s u + u = 0, \qquad x \in U, \\
u(x) = f(x), \qquad x \in \mathbb R^n \setminus U,
$$
with $f \in L^\infty(\mathbb R^n)$, $k>0$, and $(-\Delta)^s$ is the singular integral ...
- 829
3
votes
0
answers
140
views
$L^\infty-L^\infty$ bounds for heat semigroups constructed from the Dirichlet Laplacian
Let $D \subset \mathbb{R}^n$ be a bounded domain with Lipschitz boundary, and let $\Delta$ be the Laplace operator with the Dirichlet boundary condition on $D$. Let $e^{t\Delta}$ be the corresponding ...
- 1,377
0
votes
1
answer
138
views
Iterated integrations by parts using the fractional Laplacian
Let $u \in C^\infty_c(\mathbb{\Omega})$ and $\varphi$ be an eigenfunction of the fractional Laplacian $(-\Delta)^s$ in $\Omega$ with eigenvalue $\lambda$. In what sense, if any, is it true that
$$\...
- 829
2
votes
0
answers
86
views
Continuity of the entropy of the solution of a parabolic PDE at $t=0$
Consider the following initial value problem for a parabolic PDE :
$$\begin{cases}
\textrm{div}\big(A\,\nabla u(t,x) + b(x)\, u(t,x)\big) \,=\,\partial_t u(t,x) \quad x\in\mathbb R^d\,,\ t>0 \\[4pt]...
- 311
3
votes
0
answers
131
views
Density of invariant measure of stochastic differential equation
I have a question: is it possible that an SDE has a "nice" density, but its invariant measure does not have a "nice" density? I asked this question at math.stackexchange but ...
- 931
2
votes
1
answer
151
views
Mean value formula for fractional heat equation
For the solution $u(z) = u(t,x)$ of the heat equation $u_t -\Delta u = 0$ we have
$$u(z_0) = \int_{\Omega_r(z_0)}u(z) K_r(z_0-z) dz,$$
where $$\Omega_r(z_0) = \left\{z \in \mathbb{R}^{N+1}: \Gamma(z_0-...
- 161
4
votes
1
answer
382
views
Asymptotic formula for fractional Laplacian
For the solution of
$$
\begin{cases}
\lambda u^\epsilon - \frac{\epsilon^2}{2} \Delta u^\epsilon = 0 &\text{in } \Omega \\
u^\epsilon=1 & \text{on } \partial \Omega
\end{cases}
$$
Varadhan ...
- 303
2
votes
0
answers
52
views
Reference Request: Dirichlet operators with singular coefficients
Let $d\geq 2$, $\delta \in (0,1)$ and let $\mathcal{L}_{d,\delta}$ be the second order differential operator defined by
\begin{align*}
\mathcal{L}_{d,\delta}(f)(x) = \Delta(f)(x)-\delta \|x\|^{\delta-...
- 758
2
votes
2
answers
148
views
Existence of classical solution for a parabolic equation without Hölder continuity in time for its coefficients
Consider equation
$$\partial_t u = \partial_x u + \partial_{xx} u - c u + f, \hbox{ on } (t, x) \in (0, \infty) \times \mathbb R$$
with initial condition $u(0, x) = g(x).$
Suppose that $c(t, x)$ and $...
- 1,369
2
votes
0
answers
160
views
Can Schauder's fixed point theorem apply to a metric space?
I am currently reading the existence proof of Mean Field Game equation, which is a coupled system of Hamilton-Jacobi-Bellman equation and Fokker-Planck equation, see page 42 of the paper here. The ...
- 1,369
1
vote
0
answers
168
views
A question about Stroock's notes on the Weyl lemma
On p.4 of these notes, D. Stroock gives a quick and efficient construction of the Markov transition functions of a certain diffusion. The idea of his construction (on page 4) is to 'freeze' the ...
- 1,451
1
vote
0
answers
110
views
Trace and second-order inverse trace on space with Gibbs measure
Consider $(t, x)\in [0,T]\times (\mathbb{R}^d,d\mu)$, where the measure $d\mu(x)=K^{-1}\exp(-U(x))dx$ is a reasonable Gibbs measure (it satisfies a Poincaré or log-Sobolev inequality. One can, for ...
- 73