Domain theory and differential calculus (functions of one variable)

Published versio

A non-local vector calculus,non-local volume-constrained problems,and non-local balance laws

A vector calculus for nonlocal operators is developed, including the definition of nonlocal divergence, gradient, and curl operators and the derivation of the corresponding adjoints operators. Nonlocal analogs of several theorems and identities of the vector calculus for differential operators are also presented. Relationships between the nonlocal operators and their differential counterparts are established, first in a distributional sense and then in a weak sense by considering weighted integrals of the nonlocal adjoint operators. The nonlocal calculus gives rise to volume-constrained problems that are analogous to elliptic boundary-value problems for differential operators; this is demonstrated via some examples. Another application is posing abstract nonlocal balance laws and deriving the corresponding nonlocal field equations

Maximal LpL^p-regularity for stochastic evolution equations

We prove maximal $L^p$-regularity for the stochastic evolution equation \{{aligned} dU(t) + A U(t)\, dt& = F(t,U(t))\,dt + B(t,U(t))\,dW_H(t), \qquad t\in [0,T], U(0) & = u_0, {aligned}. under the assumption that $A$ is a sectorial operator with a bounded $H^\infty$-calculus of angle less than $\frac12\pi$ on a space $L^q(\mathcal{O},\mu)$. The driving process $W_H$ is a cylindrical Brownian motion in an abstract Hilbert space $H$. For $p\in (2,\infty)$ and $q\in [2,\infty)$ and initial conditions $u_0$ in the real interpolation space \XAp we prove existence of unique strong solution with trajectories in L^p(0,T;\Dom(A))\cap C([0,T];\XAp), provided the non-linearities F:[0,T]\times \Dom(A)\to L^q(\mathcal{O},\mu) and B:[0,T]\times \Dom(A) \to \g(H,\Dom(A^{\frac12})) are of linear growth and Lipschitz continuous in their second variables with small enough Lipschitz constants. Extensions to the case where $A$ is an adapted operator-valued process are considered as well. Various applications to stochastic partial differential equations are worked out in detail. These include higher-order and time-dependent parabolic equations and the Navier-Stokes equation on a smooth bounded domain \OO\subseteq \R^d with $d\ge 2$. For the latter, the existence of a unique strong local solution with values in (H^{1,q}(\OO))^d is shown.Comment: Accepted for publication in SIAM Journal on Mathematical Analysi

Fractional Calculus in Wave Propagation Problems

Fractional calculus, in allowing integrals and derivatives of any positive order (the term "fractional" kept only for historical reasons), can be considered a branch of mathematical physics which mainly deals with integro-differential equations, where integrals are of convolution form with weakly singular kernels of power law type. In recent decades fractional calculus has won more and more interest in applications in several fields of applied sciences. In this lecture we devote our attention to wave propagation problems in linear viscoelastic media. Our purpose is to outline the role of fractional calculus in providing simplest evolution processes which are intermediate between diffusion and wave propagation. The present treatment mainly reflects the research activity and style of the author in the related scientific areas during the last decades.Comment: 33 pages, 9 figures. arXiv admin note: substantial text overlap with arXiv:1008.134

Bounded H∞H_\infty-calculus for cone differential operators

We prove that parameter-elliptic extensions of cone differential operators have a bounded $H_\infty$-calculus. Applications concern the Laplacian and the porous medium equation on manifolds with warped conical singularities

On the fractional Poisson process and the discretized stable subordinator

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed these two processes, concretely the corresponding counting number and Erlang processes, the latter being the processes inverse to the former. Furthermore we have obtained the diffusion limits of all these processes by well-scaled refinement of waiting times and jumpsComment: 30 pages, 4 figures. A preliminary version of this paper was an invited talk given by R. Gorenflo at the Conference ICMS2011, held at the International Centre of Mathematical Sciences, Pala-Kerala (India) 3-5 January 2011, devoted to Prof Mathai on the occasion of his 75 birthda