Questions tagged [semigroups-of-operators]
(Usually one-parameter) semigroups of linear operators and their applications to partial differential equations, stochastic processes such as Markov processes and other branches of mathematics.
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questions with no upvoted or accepted answers
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Tauberian Theorem for 1-parameter groups of operators
The Wiener Tauberian Theorem gives condition on an $f\in L^1(\mathbb{R})$ such that the "induced 1-parameter family" $\{T_b(f)\}_{b\in \mathbb{R}}$ has a dense span in $L^1(\mathbb{R})$; ...
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Contraction semigroup on Hilbert space
I'd like to know whether a certain unbounded operator on a Hilbert space is the generator of a strongly continuous contraction semigroup.
(Such operators are known as maximally dissipative operators.)
...
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Error estimates for projection onto the Wiener chaos expansion for stochastic Sobolev spaces (stochastic Rellich–Kondrachov theorem)
Let $n$ be a positive integer, $s\in \mathbb{R}$, $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t\ge 0},\mathbb{P})$ be a filtered probability space whose filtration supports and is generated by an $n$-...
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Series representation for unbounded perturbations of semigroup generators
Let $A$ generate an analytic $C_0$-semigroup on a Banach space $X$ and $B$ be a relatively compact perturbation, i.e., $B$ is compact as an operator from $D(A)$ (with the graph norm) to $X$. Then $A+B$...
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Reference/Help request for formula $[A,e^{-itB}]$ found in physics thread
I'm wondering if anyone has a rigorous reference or a proof of the formula (2) found in the main answer of this thread on the physics stack exchange. I want to use it but in the case where $A, B$ are ...
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4
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Infinitesimal generator of a Markov process acting on a measure
Short version: The transition operator of a Markov process can act on measures (on the left) or functions (on the right). The infinitesimal generator acts on functions. Is there a way to understand ...
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4
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Compactness of semigroups of one-dimensional diffusions
I have a question about semigroups of one-dimensional diffusions.
Let $X$ be the Ornstein-Uhlenbeck process on $\mathbb{R}$. The generator is expresses as
$$\frac{d^2}{dx^2}-x\frac{d}{dx}.$$
It is ...
- 701
3
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A few questions on Feller processes
Update. Most of my questions have been answered in the comments. I am adding these answers to the post.
There are at least three definitions of Feller semigroup and the corresponding processes: $C_0 \...
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3
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Algebra core for generator of Dirichlet form
This is a question about the existence of a core $C$ for the generator $A$ of a regular Dirichlet form $\mathcal{E}$ having a carré du champ $\Gamma$, so that $C$ is an algebra with respect to ...
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Extrapolated Integral operator (compactness)
I am studying the compactness of some convolution operators. Let the convolution with extrapolation
$$ \Gamma: X\longrightarrow X; x\mapsto\int_0^t T_{-1}(t-s)B(s)x\mathrm{d}s. $$
Here $T(\cdot)$ is a ...
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3
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Ornstein-Ulhenbeck like semigroup for the orthogonal group with a hypercontractive inequality
I am looking for an Ornstein-Uhlenbeck like semigroup $P_t$ and associated generator $\mathcal{L}$ on $G = \operatorname{SO}(n)$ or $\operatorname{O}(n)$ that has a hypercontractive inequality with a ...
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3
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Uniform stability of linear operators - reference request
Let $T$ be a bounded linear operator on a complex Banach space $X$. I am looking for a reference for the following result:
Theorem 1. Let $p \in [1,\infty]$. The following assertions are equivalent:
(...
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3
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A strange convergence for a semigroup of operators
I am reading B. Simon's "Kato's inequality and the comparison of semigroups", and I am having troubles understanding a part of the proof of Theorem 1 therein, that goes as follows:
Let $A,B$ ...
- 5,357
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How does one define the gradient of a Markov semigroup?
In the context of functional inequalities for Markov semigroups $(\mathcal P_t)_{t\ge0}$, what is one denoting by $\nabla\mathcal P_tf$? For example, I've found the following assumption in this paper:
...
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Reference on noncommutative PDE
I would like to ask if there is reference on semi-linear parabolic PDE (or more generally any kinds of PDE) with non-commutative unknown variable. For example, assume $u$ is a matrix-valued function (...
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