124 research outputs found

    Semi-classical analysis of a random walk on a manifold

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    We prove a sharp rate of convergence to stationarity for a natural random walk on a compact Riemannian manifold (M,g)(M,g). The proof includes a detailed study of the spectral theory of the associated operator.Comment: Published in at http://dx.doi.org/10.1214/09-AOP483 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Dispersion for the wave equation outside a ball and counterexamples

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    The purpose of this note is to prove dispersive estimates for the wave equation outside a ball in R^d. If d = 3, we show that the linear flow satisfies the dispersive estimates as in R^3. In higher dimensions d ≥\ge 4 we show that losses in dispersion do appear and this happens at the Poisson spot

    Dispersion for the wave equation inside strictly convex domains I: the Friedlander model case

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    We consider a model case for a strictly convex domain of dimension d≥2d\geq 2 with smooth boundary and we describe dispersion for the wave equation with Dirichlet boundary conditions. More specifically, we obtain the optimal fixed time decay rate for the smoothed out Green function: a t1/4t^{1/4} loss occurs with respect to the boundary less case, due to repeated occurrences of swallowtail type singularities in the wave front set.Comment: 53 pages, 4 figures, to appear in Annals of Math. Fixed typos, added remark

    Gibbs/Metropolis algorithms on a convex polytope

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    This paper gives sharp rates of convergence for natural versions of the Metropolis algorithm for sampling from the uniform distribution on a convex polytope. The singular proposal distribution, based on a walk moving locally in one of a fixed, finite set of directions, needs some new tools. We get useful bounds on the spectrum and eigenfunctions using Nash and Weyl-type inequalities. The top eigenvalues of the Markov chain are closely related to the Neuman eigenvalues of the polytope for a novel Laplacian.Comment: 21 pages, 1 figur
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