70 research outputs found
Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
We prove a Miyadera-Voigt type perturbation theorem for strong Feller
semigroups. Using this result, we prove well-posedness of the semilinear
stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW_H(t) on a separable
Banach space E, assuming that F is bounded and measurable and that the
associated linear equation, i.e. the equation with F = 0, is well-posed and its
transition semigroup is strongly Feller and satisfies an appropriate gradient
estimate. We also study existence and uniqueness of invariant measures for the
associated transition semigroup.Comment: Revision based on the referee's comment
Kernel estimates for nonautonomous Kolmogorov equations with potential term
Using time dependent Lyapunov functions, we prove pointwise upper bounds for
the heat kernels of some nonautonomous Kolmogorov operators with possibly
unbounded drift and diffusion coefficients and a possibly unbounded potential
term
Calculus and heat flow in metric measure spaces and applications to spaces with Ricci bounds from below
This paper is devoted to a deeper understanding of the heat flow and to the
refinement of calculus tools on metric measure spaces (X,d,m). Our main results
are:
- A general study of the relations between the Hopf-Lax semigroup and
Hamilton-Jacobi equation in metric spaces (X,d).
- The equivalence of the heat flow in L^2(X,m) generated by a suitable
Dirichlet energy and the Wasserstein gradient flow of the relative entropy
functional in the space of probability measures P(X).
- The proof of density in energy of Lipschitz functions in the Sobolev space
W^{1,2}(X,d,m).
- A fine and very general analysis of the differentiability properties of a
large class of Kantorovich potentials, in connection with the optimal transport
problem.
Our results apply in particular to spaces satisfying Ricci curvature bounds
in the sense of Lott & Villani [30] and Sturm [39,40], and require neither the
doubling property nor the validity of the local Poincar\'e inequality.Comment: Minor typos corrected and many small improvements added. Lemma 2.4,
Lemma 2.10, Prop. 5.7, Rem. 5.8, Thm. 6.3 added. Rem. 4.7, Prop. 4.8, Prop.
4.15 and Thm 4.16 augmented/reenforced. Proof of Thm. 4.16 and Lemma 9.6
simplified. Thm. 8.6 corrected. A simpler axiomatization of weak gradients,
still equivalent to all other ones, has been propose
Uniform shrinking and expansion under isotropic Brownian flows
We study some finite time transport properties of isotropic Brownian flows.
Under a certain nondegeneracy condition on the potential spectral measure, we
prove that uniform shrinking or expansion of balls under the flow over some
bounded time interval can happen with positive probability. We also provide a
control theorem for isotropic Brownian flows with drift. Finally, we apply the
above results to show that under the nondegeneracy condition the length of a
rectifiable curve evolving in an isotropic Brownian flow with strictly negative
top Lyapunov exponent converges to zero as with positive
probability
Conservative interacting particles system with anomalous rate of ergodicity
We analyze certain conservative interacting particle system and establish
ergodicity of the system for a family of invariant measures. Furthermore, we
show that convergence rate to equilibrium is exponential. This result is of
interest because it presents counterexample to the standard assumption of
physicists that conservative system implies polynomial rate of convergence.Comment: 16 pages; In the previous version there was a mistake in the proof of
uniqueness of weak Leray solution. Uniqueness had been claimed in a space of
solutions which was too large (see remark 2.6 for more details). Now the
mistake is corrected by introducing a new class of moderate solutions (see
definition 2.10) where we have both existence and uniquenes
Computability of the Radon-Nikodym derivative
We study the computational content of the Radon-Nokodym theorem from measure
theory in the framework of the representation approach to computable analysis.
We define computable measurable spaces and canonical representations of the
measures and the integrable functions on such spaces. For functions f,g on
represented sets, f is W-reducible to g if f can be computed by applying the
function g at most once. Let RN be the Radon-Nikodym operator on the space
under consideration and let EC be the non-computable operator mapping every
enumeration of a set of natural numbers to its characteristic function. We
prove that for every computable measurable space, RN is W-reducible to EC, and
we construct a computable measurable space for which EC is W-reducible to RN
Adjoint bi-continuous semigroups and semigroups on the space of measures
For a given bi-continuous semigroup T on a Banach space X we define its
adjoint on an appropriate closed subspace X^o of the norm dual X'. Under some
abstract conditions this adjoint semigroup is again bi-continuous with respect
to the weak topology (X^o,X). An application is the following: For K a Polish
space we consider operator semigroups on the space C(K) of bounded, continuous
functions (endowed with the compact-open topology) and on the space M(K) of
bounded Baire measures (endowed with the weak*-topology). We show that
bi-continuous semigroups on M(K) are precisely those that are adjoints of a
bi-continuous semigroups on C(K). We also prove that the class of bi-continuous
semigroups on C(K) with respect to the compact-open topology coincides with the
class of equicontinuous semigroups with respect to the strict topology. In
general, if K is not Polish space this is not the case
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