Intrinsic scaling properties for nonlocal operators II

We study integrodifferential operators and regularity estimates for solutions to integrodifferential equations. Our emphasis is on kernels with a critically low singularity which does not allow for standard scaling. For example, we treat operators that have a logarithmic order of differentiability. For corresponding equations we prove a growth lemma and derive a priori estimates. We derive these estimates by classical methods developed for partial differential operators. Since the integrodifferential operators under consideration generate Markov jump processes, we are able to offer an alternative approach using probabilistic techniques.Comment: The assumptions have slightly been weakened. The material of arXiv:1310.5371 has been integrate

Nonlocal quadratic forms with visibility constraint

Given a subset $D$ of the Euclidean space, we study nonlocal quadratic forms that take into account tuples $(x,y) \in D \times D$ if and only if the line segment between $x$ and $y$ is contained in $D$. We discuss regularity of the corresponding Dirichlet form leading to the existence of a jump process with visibility constraint. Our main aim is to investigate corresponding Poincar\'{e} inequalities and their scaling properties. For dumbbell shaped domains we show that the forms satisfy a Poincar\'{e} inequality with diffusive scaling. This relates to the rate of convergence of eigenvalues in singularly perturbed domains

Markov chain approximations for symmetric jump processes

Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space \mathbbm{R}^d the approximating Markov chains are constructed explicitly. As a byproduct we obtain a definition of the Sobolev space H^{\alpha/2}(\mathbbm{R}^d), $\alpha \in (0,2)$, that is equivalent to the standard one.Comment: 36 page

On weighted Poincar\'e inequalities

The aim of this note is to show that Poincar\'e inequalities imply corresponding weighted versions in a quite general setting. Fractional Poincar\'e inequalities are considered, too. The proof is short and does not involve covering arguments.Comment: 6 page

Nonlocal operators with singular anisotropic kernels

We study nonlocal operators acting on functions in the Euclidean space. The operators under consideration generate anisotropic jump processes, e.g., a jump process that behaves like a stable process in each direction but with a different index of stability. Its generator is the sum of one-dimensional fractional Laplace operators with different orders of differentiability. We study such operators in the general framework of bounded measurable coefficients. We prove a weak Harnack inequality and H\"older regularity results for solutions to corresponding integro-differential equations.Comment: 1 figure, 27 page

Regularity estimates for elliptic nonlocal operators

We study weak solutions to nonlocal equations governed by integrodifferential operators. Solutions are defined with the help of symmetric nonlocal bilinear forms. Throughout this work, our main emphasis is on operators with general, possibly singular, measurable kernels. We obtain regularity results which are robust with respect to the differentiability order of the equation. Furthermore, we provide a general tool for the derivation of H\"{o}lder a-priori estimates from the weak Harnack inequality. This tool is applicable for several local and nonlocal, linear and nonlinear problems on metric spaces. Another aim of this work is to provide comparability results for nonlocal quadratic forms.Comment: 43 pages, 1 figur

Analysis of jump processes with nondegenerate jumping kernels

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions

Regularity results for nonlocal parabolic equations

We survey recent regularity results for parabolic equations involving nonlocal operators like the fractional Laplacian. We extend the results of Felsinger-Kassmann (2013) and obtain regularity estimates for nonlocal operators with kernels not being absolutely continuous with respect to the Lebesgue measure.Comment: fixed some typos from the previous versio

The Dirichlet problem for nonlocal operators

In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the "boundary data" are prescribed on the complement of a given bounded set. We formulate the problem in the classical framework of Hilbert spaces and prove unique solvability using standard techniques like the Fredholm alternative

Quadratic forms and Sobolev spaces of fractional order

We study quadratic functionals on $L^2(\mathbb{R}^d)$ that generate seminorms in the fractional Sobolev space $H^s(\mathbb{R}^d)$ for $0 < s < 1$. The functionals under consideration appear in the study of Markov jump processes and, independently, in recent research on the Boltzmann equation. The functional measures differentiability of a function $f$ in a similar way as the seminorm of $H^s(\mathbb{R}^d)$. The major difference is that differences $f(y) - f(x)$ are taken into account only if $y$ lies in some double cone with apex at $x$ or vice versa. The configuration of double cones is allowed to be inhomogeneous without any assumption on the spatial regularity. We prove that the resulting seminorm is comparable to the standard one of $H^s(\mathbb{R}^d)$. The proof follows from a similar result on discrete quadratic forms in $\mathbb{Z}^d$, which is our second main result. We establish a general scheme for discrete approximations of nonlocal quadratic forms. Applications to Markov jump processes are discussed