Reflection principles for functions of Neumann and Dirichlet Laplacians on open reflection invariant subsets of Rd\mathbb{R}^d

For an open subset $\Omega$ of $\mathbb R^d$, symmetric with respect to a hyperplane and with positive part $\Omega_+$, we consider the Neumann/Dirichlet Laplacians $-\Delta_{N/D,\Omega}$ and $-\Delta_{N/D,\Omega_+}$. Given a Borel function $\Phi$ on $[0,\infty)$ we apply the spectral functional calculus and consider the pairs of operators $\Phi(-\Delta_{N,\Omega})$ and $\Phi(-\Delta_{N,\Omega_+})$, or $\Phi(-\Delta_{D,\Omega})$ and $\Phi(-\Delta_{D,\Omega_+})$. We prove relations between the integral kernels for the operators in these pairs, which in particular cases of $\Omega_+=\mathbb{R}^{d-1}\times(0,\infty)$ and $\Phi_{t}(u)=\exp(-tu)$, $u \geq 0$, $t>0$, were known as reflection principles for the Neumann/Dirichlet heat kernels. These relations are then generalized to the context of symmetry with respect to a finite number of mutually orthogonal hyperplanes.Comment: 25 page

Density behaviour related to Lévy processes

Let p t (x), f t (x) and q * t (x) be the densities at time t of a real Lévy process, its running supremum and the entrance law of the reflected excursions at the infimum. We provide relationships between the asymptotic behaviour of p t (x), f t (x) and q * t (x), when t is small and x is large. Then for large x, these asymptotic behaviours are compared to this of the density of the Lévy measure. We show in particular that, under mild conditions, if p t (x) is comparable to tν(x), as t → 0 and x → ∞, then so is f t (x)

Spectral properties of the Cauchy process

We study the spectral properties of the transition semigroup of the killed one-dimensional Cauchy process on the half-line (0,infty) and the interval (-1,1). This process is related to the square root of one-dimensional Laplacian A = -sqrt(-d^2/dx^2) with a Dirichlet exterior condition (on a complement of a domain), and to a mixed Steklov problem in the half-plane. For the half-line, an explicit formula for generalized eigenfunctions psi_lambda of A is derived, and then used to construct spectral representation of A. Explicit formulas for the transition density of the killed Cauchy process in the half-line (or the heat kernel of A in (0,infty)), and for the distribution of the first exit time from the half-line follow. The formula for psi_lambda is also used to construct approximations to eigenfunctions of A in the interval. For the eigenvalues lambda_n of A in the interval the asymptotic formula lambda_n = n pi/2 - pi/8 + O(1/n) is derived, and all eigenvalues lambda_n are proved to be simple. Finally, efficient numerical methods of estimation of eigenvalues lambda_n are applied to obtain lower and upper numerical bounds for the first few eigenvalues up to 9th decimal point.Comment: 37 pages, 1 figur