274 results on '"Hypoellipticity"'
Search Results
102. A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics.
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Malliavin, Paul, Mancino, Maria, and Recchioni, Maria
- Abstract
We show that the geometry of the Heath–Jarrow–Morton interest rates market dynamics can be non-parametrically calibrated by the observation of a single trajectory of the market evolution. Then the hypoellipticity of the infinitesimal generator can be exactly measured. On a data set of actual interest rates we show the prevalence of the hypoelliptic effect together with a sharp change of regime. Volatilities are computed by applying the Fourier cross-volatility estimation methodology. [ABSTRACT FROM AUTHOR]
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- 2007
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103. Microlocal analysis on PDE : Some contributions by Yoshinori Morimoto around kinetic equations (Workshop on the Boltzmann Equation, Microlocal Analysis and Related Topics)
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Xu, Chao-Jiang
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Littlewood-Paley theory ,84C40 ,uncertainty principle ,35B65 ,76P05 ,hypoellipticity ,35D10 ,35H20 ,35A05 ,non-cutoff Boltzmann equations ,Microlocal analysis - Abstract
In this short paper, we give a brief presentation of some contribution to microlocal analysis on the partial differential equations by Yoshinori Morimoto. The first part concerns the study of the degenerate elliptic equations, by using the microlocal analysis based on the theory of pseudo-differential operators. The second part is about the analysis of non-cutoff Boltzmann equations where the microlocal analysis contribute lots of progress, in particular, using Fefferman-Phong's uncertainty principle to prove the smoothing effect of solutions and Littlewood-Paley theory to study the existence of classical solutions for non-cutoff Boltzmann equations. So that we focus only on the contribution to the study of kinetic equations by Yoshinori Morimoto., "Workshop on the Boltzmann Equation, Microlocal Analysis and Related Topics". May 27~29, 2016. edited by Hisashi Okamoto, Yoshio Tsutsumi, Naomasa Ueki, Tadayoshi Adachi and Senjo Shimizu. The papers presented in this volume of RIMS Kôkyûroku Bessatsu are in final form and refereed.
- Published
- 2017
104. Short-time asymptotics of the regularizing effect for semigroups generated by quadratic operators
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Karel Pravda-Starov, Joe Viola, Michael Hitrik, Department of Mathematics [UCLA], University of California at Los Angeles [Los Angeles] ( UCLA ), Institut de Recherche Mathématique de Rennes ( IRMAR ), Université de Rennes 1 ( UR1 ), Université de Rennes ( UNIV-RENNES ) -Université de Rennes ( UNIV-RENNES ) -AGROCAMPUS OUEST-École normale supérieure - Rennes ( ENS Rennes ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National des Sciences Appliquées ( INSA ) -Université de Rennes 2 ( UR2 ), Université de Rennes ( UNIV-RENNES ) -Centre National de la Recherche Scientifique ( CNRS ), Laboratoire de Mathématiques Jean Leray ( LMJL ), Université de Nantes ( UN ) -Centre National de la Recherche Scientifique ( CNRS ), University of California [Los Angeles] (UCLA), University of California-University of California, Institut de Recherche Mathématique de Rennes (IRMAR), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA), Laboratoire de Mathématiques Jean Leray (LMJL), Centre National de la Recherche Scientifique (CNRS)-Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), Université de Nantes (UN)-Université de Nantes (UN), BS0101901, ANR, University of California (UC)-University of California (UC), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Université de Nantes - UFR des Sciences et des Techniques (UN UFR ST), and Université de Nantes (UN)-Université de Nantes (UN)-Centre National de la Recherche Scientifique (CNRS)
- Subjects
subelliptic estimates ,Pure mathematics ,General Mathematics ,01 natural sciences ,Mathematics - Analysis of PDEs ,[ MATH.MATH-AP ] Mathematics [math]/Analysis of PDEs [math.AP] ,Quadratic equation ,0103 physical sciences ,FOS: Mathematics ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,35B65, 35H20 ,0101 mathematics ,Contraction (operator theory) ,Mathematics ,010102 general mathematics ,Degenerate energy levels ,hypoellipticity ,Differential operator ,Schwartz space ,Hypoelliptic operator ,Phase space ,010307 mathematical physics ,Smoothing ,Analysis of PDEs (math.AP) ,smoothing effect ,Quadratic operators - Abstract
We study accretive quadratic operators with zero singular spaces. These degenerate non-selfadjoint differential operators are known to be hypoelliptic and to generate contraction semigroups which are smoothing in the Schwartz space for any positive time. In this work, we study the short-time asymptotics of the regularizing effect induced by these semigroups. We show that these short-time asymptotics of the regularizing effect depend on the directions of the phase space, and that this dependence can be nicely understood through the structure of the singular space. As a byproduct of these results, we derive sharp subelliptic estimates for accretive quadratic operators with zero singular spaces pointing out that the loss of derivatives with respect to the elliptic case also depends on the phase space directions according to the structure of the singular space. Some applications of these results are then given to the study of degenerate hypoelliptic Ornstein-Uhlenbeck operators and degenerate hypoelliptic Fokker-Planck operators., Comment: 46 pages. arXiv admin note: text overlap with arXiv:1411.6223
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- 2017
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105. Maximal regularity for Kolmogorov operators in spaces with respect to invariant measures
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Farkas, B. and Lunardi, A.
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INVARIANT measures , *NUMERICAL analysis , *MEASURE theory , *MATHEMATICAL analysis - Abstract
Abstract: We prove an optimal embedding result for the domains of Kolmogorov (or degenerate hypoelliptic Ornstein–Uhlenbeck) operators in spaces with respect to invariant measures. We use an interpolation method together with optimal estimates for the space derivatives of near , where is the Ornstein–Uhlenbeck semigroup and f is any function in . [Copyright &y& Elsevier]
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- 2006
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106. Analytic hypoellipticity in the presence of nonsymplectic characteristic points
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Bove, Antonio, Derridj, Makhlouf, and Tartakoff, David S.
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COMPLEX variables , *GENERALIZED spaces , *ELLIPTIC functions , *MATHEMATICS - Abstract
Abstract: Recently, N. Hanges proved that the operator in is analytic hypoelliptic in the sense of germs at the origin and yet fails to be analytic hypoelliptic ‘in the strong sense’ in any neighborhood of the origin (there is no neighborhood U of the origin such that for every open subset V of U and distribution u in U, Pu analytic in V implies that u is analytic in V). Here . We give a short proof of this result which generalizes easily and suggestively to other operators with nonsymplectic characteristic varieties. [Copyright &y& Elsevier]
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- 2006
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107. Periodic homogenization for inertial particles
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Pavliotis, G.A. and Stuart, A.M.
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ASYMPTOTIC homogenization , *PARTIAL differential equations , *PARTICLES , *DIFFUSION - Abstract
Abstract: We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of the inertial particles is governed by an effective diffusion equation for the position variable alone. To achieve this we use a formal multiple scale expansion in the scale parameter. This expansion relies on the hypo-ellipticity of the underlying diffusion. An expression for the diffusivity tensor is found and various of its properties studied. In particular, an expansion in terms of the non-dimensional particle relaxation time (the Stokes number) is shown to co-incide with the known result for passive (non-inertial) tracers in the singular limit . This requires the solution of a singular perturbation problem, achieved by means of a formal multiple scales expansion in Incompressible and potential fields are studied, as well as fields which are neither, and theoretical findings are supported by numerical simulations. [Copyright &y& Elsevier]
- Published
- 2005
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108. Hypoelliptic heat kernel inequalities on the Heisenberg group
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Driver, Bruce K. and Melcher, Tai
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STOCHASTIC analysis , *MATHEMATICAL analysis , *MATHEMATICAL functions , *CALCULUS - Abstract
Abstract: We study the existence of “-type” gradient estimates for the heat kernel of the natural hypoelliptic “Laplacian” on the real three-dimensional Heisenberg Lie group. Using Malliavin calculus methods, we verify that these estimates hold in the case . The gradient estimate for implies a corresponding Poincaré inequality for the heat kernel. The gradient estimate for is still open; if proved, this estimate would imply a logarithmic Sobolev inequality for the heat kernel. [Copyright &y& Elsevier]
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- 2005
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109. Periodic Homogenization for Hypoelliptic Diffusions.
- Author
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Hairer, M. and Pavliotis, G. A.
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ASYMPTOTIC homogenization , *HYPOELLIPTIC differential equations , *ORNSTEIN-Uhlenbeck process , *WIENER processes , *STOCHASTIC convergence , *STATISTICAL physics - Abstract
We study the long time behavior of an Ornstein–Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian motion whose covariance can be expressed in terms of the solution of a Poisson equation. We also derive upper bounds on the convergence rate in several metrics. [ABSTRACT FROM AUTHOR]
- Published
- 2004
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110. OPTIMAL MOMENTUM HEDGING VIA HYPOELLIPTIC REDUCED MONGE --AMPÈRE PDEs.
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Stojanovic, Srdjan
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HEDGING (Finance) , *INVESTMENTS , *SPECULATION , *STOCK prices , *DERIVATIVE securities , *MARKOV processes - Abstract
The celebrated optimal portfolio theory of Merton was successfully extended by the author to assets that do not obey Log-Normal price dynamics in [S. Stojanovic, Computational Financial Mathematics Using Mathematica®: Optimal Trading in Stocks and Options, Birkhäuser Boston, Boston, 2003]. Namely, a general one-factor model was solved and applied in the case of appreciation-rate reversing market dynamics. Here, we extend a general methodology to solve the stochastic control problem of optimal portfolio hedging under momentum market dynamics: the corresponding HJB PDE is transformed into the associated Monge-Ampère PDE, which is, utilizing the special structure of the problem, further reduced to a lower-dimensional Monge-Ampère PDE, which is then finally solved numerically. The present problem, in addition to being a two-factor model, has a substantive difficulty due to the degeneracy of the underlying Markov process, yielding the hypoellipticity of its infinitesimal generator, and the corresponding degeneracy of all the fully nonlinear PDEs derived. Furthermore, we solve the problem of optimal hedging and pricing of European and American options in momentum markets, derive a hypoelliptic Black-Scholes PDE/obstacle problem, and introduce a notion of options trading opportunity. [ABSTRACT FROM AUTHOR]
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- 2004
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111. Analysis of the Kohn Laplacian on quadratic CR manifolds
- Author
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Peloso, Marco M. and Ricci, Fulvio
- Subjects
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LAPLACIAN operator , *PARTIAL differential equations , *MANIFOLDS (Mathematics) , *MATHEMATICS - Abstract
We study the Kohn Laplacian
□b(q) acting on(0,q) -forms on quadratic CR manifolds. We characterize the operators□b(q) that are locally solvable and hypoelliptic, respectively, in terms of the signatures of the scalar components of the Levi form. [Copyright &y& Elsevier]- Published
- 2003
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112. On a Class of Non-Translation Invariant Feller Semigroups on Lie Groups.
- Author
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Applebaum, David
- Abstract
We consider a class of Feller semigroups on Lie groups which fail to commute with left translation due to the existence of a cocycle h which is identically one for Lévy processes. Under certain conditions, we are able to show that the infinitesimal generator of such a semigroup has the Lévy–Khintchine–Hunt form but with variable characteristics, thus we obtain an extension of classical work in Euclidean space by Courrège. [ABSTRACT FROM AUTHOR]
- Published
- 2002
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113. Some Examples of Nonhypoelliptic Infinitely Degenerate Elliptic Differential Operators.
- Author
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Tri, Nguen
- Abstract
This paper contains examples of nonhypoelliptic infinitely degenerate elliptic differential operators. Global nonsmooth solutions of the corresponding homogeneous equations are constructed. [ABSTRACT FROM AUTHOR]
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- 2002
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114. Tube estimates for diffusions under a local strong Hörmander condition
- Author
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Vlad Bally, Paolo Pigato, Lucia Caramellino, Mathematical Risk Handling (MATHRISK), Université Paris-Est Marne-la-Vallée (UPEM)-École des Ponts ParisTech (ENPC)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM), Dipartimento di Matematica [Rome], Università degli Studi di Roma Tor Vergata [Roma], Institut Élie Cartan de Lorraine (IECL), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS), Inria de Paris, and Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-École des Ponts ParisTech (ENPC)-Université Paris-Est Marne-la-Vallée (UPEM)
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Statistics and Probability ,Tube estimates ,010102 general mathematics ,Malliavin calculus ,01 natural sciences ,Settore MAT/06 - Probabilita' e Statistica Matematica ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,010104 statistics & probability ,60H07 ,Hypoellipticity ,60H10 ,0101 mathematics ,Statistics, Probability and Uncertainty ,60H30 ,Short-time density estimates ,Mathematical physics ,Mathematics ,Strong Hörmander condition - Abstract
On etudie des bornes inferieures et superieures pour la probabilite qu’un processus de diffusion dans $R^{n}$ reste dans un petit tube autour d’un squelette deterministe jusqu’a un temps fixe. Les coefficients de diffusion $\sigma_{1},\dots,\sigma_{d}$ peuvent degenerer, mais on suppose qu’ils satisfont a une condition d’Hormander forte sur les coefficients et leurs crochets de Lie de premier ordre autour du squelette d’interet. Le tube est ecrit en termes d’une norme qui prend en compte la structure non isotrope du probleme: en temps $\delta$ petit, le processus de diffusion se propage avec vitesse $\sqrt{\delta}$ dans la direction des vecteurs de diffusion $\sigma_{j}$ et avec vitesse $\delta$ dans la direction de $[\sigma_{i},\sigma_{j}]$. On prouve d’abord des bornes inferieures et superieures en temps court (non asymptotiques) pour la densite de la diffusion. Ensuite, on prouve l’estimee de tube en utilisant une concatenation de ces estimees de densite en temps court.
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- 2019
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115. Equations de Fokker-Planck cinétiques : hypocoercivité et hypoellipticité
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Cao, Chuqi, CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Université Paris sciences et lettres, and Stéphane Mischler
- Subjects
Fokker-Planck cinétiques ,Hypocoercivity ,Hypocoercivité ,Convergence vers l’équilibre ,[MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph] ,Hypoellipticity ,Hypoellipticité ,Kinetic Fokker-Planck ,Boltzmann linéaire ,Linear Boltzmann ,Convergence to the equilibrium - Abstract
This thesis mainly study the hypocoercivity and long time behaviour of kinetic equations. We first consider the kinetic Fokker-Planck equation with weak confinement force and a class of general force. We prove the existence and uniqueness of a positive normalized equilibrium (in the case of a general force) and establish some exponential rate or sub-geometric rate of convergence to the equilibrium (and the rate can be explicitly computed). Then we study convergence to equilibriumof the linear relaxation Boltzmann (also known as linear BGK) and the linear Boltzmann equations either on the torus or on the whole space with a confining potential. We present explicit convergence results in total variation or weighted total variation norms. The convergence rates are exponential when the equations are posed on the torus, or with a confining potential growing at least quadratically at infinity. Moreover, we give algebraic convergence rates when subquadratic potentials considered. We use a method known as Harris’s Theorem.; Cette thèse porte principalement sur l’hypocoercivité et le comportement à long terme d’équations cinétiques. Nous considérons d’abord l’équation cinétique de Fokker-Planck avec la force de confinement faible et une classe de force générale. Nous prouvons l’existence et l’unicité d’un équilibre normalisé positif (dans le cas d’une force générale) et établissons un certain taux exponentiel ou sous-géométrique de convergence vers l’équilibre (et le taux peut être explicitement calculé). Ensuite, nous étudions la convergence vers l’équilibre de la relaxation Boltzmann linéaire (également appelé BGK linéaire) et le équations de Boltzmann linéaire soit sur le tore ou sur tout l’espace avec un confinement potentiel.Nous présentons des résultats de convergence explicites au normes de variation total ou de variation totale pondérée.Les taux de convergence sont exponentiels lorsque les équations sont posées sur le tore ou avec un potentiel de confinement grandir au moins quadratiquement à l’infini. De plus, nous donnons taux de convergence algébrique lorsque les potentiels sousquadratiqué pris en considération. Nous utilisons le théorème de Harris.
- Published
- 2019
116. On a new method of proving Gevrey hypoellipticity for certain sums of squares
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Marco Mughetti, Antonio Bove, Bove, Antonio, and Mughetti, Marco
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Discrete mathematics ,Pure mathematics ,Conjecture ,Parametrix ,General Mathematics ,Operator (physics) ,Gevrey hypoellipticity ,010102 general mathematics ,Explained sum of squares ,Pseudodifferential operator ,Sums of squares of vector field ,Type (model theory) ,01 natural sciences ,010101 applied mathematics ,Hypoellipticity ,Hypoelliptic operator ,Mathematics (all) ,Vector field ,0101 mathematics ,Mathematics ,Symplectic geometry - Abstract
We consider an operator being a sum of squares of vector fields. It has the form, p , r ∈ N , P ( x , D x , D y , D t ) = D x 2 + x 2 ( p − 1 ) ( D y − x r D t ) 2 . This type of operator is C ∞ hypoelliptic by Hormander's theorem, [18] . Its analytic or Gevrey hypoellipticity has then been studied by a number of authors and is relevant in relation to the Treves conjecture. The Poisson–Treves stratification of P includes both symplectic and non-symplectic strata. In this paper we show that P is Gevrey ( p + r ) / p hypoelliptic, by constructing a parametrix whose symbol belongs to some exotic classes. One can also show that this number is optimal.
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- 2016
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117. Subcoercivity and subelliptic operators on Lie groups I: Free nilpotent groups.
- Author
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Elst, A. and Robinson, Derek
- Abstract
Let ( χ, G, U) be a continuous representation of a Lie group G by bounded operators g → U( g) on the Banach space χ and let (χ, $$\mathfrak{g}$$ , dU) denote the representation of the Lie algebra $$\mathfrak{g}$$ obtained by differentiation. If a, ..., a is a Lie algebra basis of $$\mathfrak{g}$$ , A= dU( a) and $$A^\alpha = A_{i_1 } ...A_{i_k } $$ whenever α=( i, ..., i) we consider the operators where the c are complex coefficients satisfying a subcoercivity condition. This condition is such that the class of operators considered encompasses all the standard second-order subelliptic operators with real coefficients, all operators of the form $$\sum _{i = 1}^{d'} \lambda _i ( - A_i^2 )^n $$ with Re λ>0 together with operators of the form where α=( i, ..., i) if α=( i, ..., i) and the real part of the matrix ( c) is strictly positive. In case the Lie algebra $$\mathfrak{g}$$ is free of step r, where r is the rank of the algebraic basis a, ..., a, G is connected and U is the left regular representation in G we prove that the closure $$\overline H $$ of H generates a holomorphic semigroup S. Moreover, the semigroup S has a smooth kernel and we derive bounds on the kernel and all its derivatives. This will be a key ingredient for the paper [13] in which the above results will be extended to general groups and representations. [ABSTRACT FROM AUTHOR]
- Published
- 1994
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118. Local Solvability of a Class of Degenerate Second Order Operators
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Federico, Serena and Serena Federico
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Non-smooth coefficients ,lcsh:QA299.6-433 ,lcsh:Analysis ,Local solvability ,Degenerate operators ,Mathematics and Statistics ,Mathematics - Analysis of PDEs ,DIFFERENTIAL-OPERATORS ,35A01 ,35B45 ,FOS: Mathematics ,HYPOELLIPTICITY ,Degenerate operator ,Analysis of PDEs (math.AP) - Abstract
In this paper we will first present some results about the local solvability property of a class of degenerate second order linear partial differential operators with smooth coefficients. The class under consideration (which in turn is a generalization of the Kannai operator) exhibits a degeneracy due to the interplay between the singularity associated with the characteristic set of a system of vector fields and the vanishing of a function. Afterward we will also discuss some local solvability results for two classes of degenerate second order linear partial differential operators with non-smooth coefficients which are a variation of the main class presented above., Bruno Pini Mathematical Analysis Seminar, Seminars 2017
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- 2018
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119. Null-controllability of hypoelliptic quadratic differential equations
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Karine Beauchard, Karel Pravda-Starov, École normale supérieure - Rennes (ENS Rennes), Centre de Mathématiques Laurent Schwartz (CMLS), Centre National de la Recherche Scientifique (CNRS)-École polytechnique (X), Institut de Recherche Mathématique de Rennes (IRMAR), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA), ANR-11-BS01-0017,EMAQS,Estimation et manipulation à l'échelle Quantique(2011), École normale supérieure - Rennes ( ENS Rennes ), Centre de mathematiques Laurent Schwartz, Centre de Mathématiques Laurent Schwartz ( CMLS ), École polytechnique ( X ) -Centre National de la Recherche Scientifique ( CNRS ) -École polytechnique ( X ) -Centre National de la Recherche Scientifique ( CNRS ), Institut de Recherche Mathématique de Rennes ( IRMAR ), Université de Rennes 1 ( UR1 ), Université de Rennes ( UNIV-RENNES ) -Université de Rennes ( UNIV-RENNES ) -AGROCAMPUS OUEST-École normale supérieure - Rennes ( ENS Rennes ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National des Sciences Appliquées ( INSA ) -Université de Rennes 2 ( UR2 ), Université de Rennes ( UNIV-RENNES ) -Centre National de la Recherche Scientifique ( CNRS ), ANR-11-BS01-0017,EMAQS,Estimation et manipulation à l'échelle Quantique ( 2011 ), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, and Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)
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Pure mathematics ,observability ,General Mathematics ,Null-controllability ,01 natural sciences ,Fokler-Planck operators ,[ MATH.MATH-AP ] Mathematics [math]/Analysis of PDEs [math.AP] ,Operator (computer programming) ,Quadratic equation ,Mathematics - Analysis of PDEs ,FOS: Mathematics ,93H05, 35H10 ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,0101 mathematics ,quadratic differential operators ,Contraction (operator theory) ,Quadratic differential ,Mathematics ,Ornstein-Uhlenbeck operators ,010102 general mathematics ,hypoellipticity ,Differential operator ,Parabolic partial differential equation ,010101 applied mathematics ,Hypoelliptic operator ,Heat equation ,Analysis of PDEs (math.AP) - Abstract
We study the null-controllability of parabolic equations associated to a general class of hypoelliptic quadratic differential operators. Quadratic differential operators are operators defined in the Weyl quantization by complex-valued quadratic symbols. We consider in this work the class of accretive quadratic operators with zero singular spaces. These possibly degenerate non-selfadjoint differential operators are known to be hypoelliptic and to generate contraction semigroups which are smoothing in specific Gelfand-Shilov spaces for any positive time. Thanks to this regularizing effect, we prove by adapting the Lebeau-Robbiano method that parabolic equations associated to these operators are null-controllable in any positive time from control regions, for which null-controllability is classically known to hold in the case of the heat equation on the whole space. Some applications of this result are then given to the study of parabolic equations associated to hypoelliptic Ornstein-Uhlenbeck operators acting on weighted $L^2$ spaces with respect to invariant measures. By using the same strategy, we also establish the null-controllability in any positive time from the same control regions for parabolic equations associated to any hypoelliptic Ornstein-Uhlenbeck operator acting on the flat $L^2$ space extending in particular the known results for the heat equation or the Kolmogorov equation on the whole space., Comment: 41 pages
- Published
- 2018
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120. Large-time behavior of solutions to Vlasov-Poisson-Fokker-Planck equations: from evanescent collisions to diffusive limit
- Author
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Luis Miguel Rodrigues, Maxime Herda, Institut Camille Jordan [Villeurbanne] (ICJ), École Centrale de Lyon (ECL), Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université Jean Monnet [Saint-Étienne] (UJM)-Institut National des Sciences Appliquées de Lyon (INSA Lyon), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS), Institut de Recherche Mathématique de Rennes (IRMAR), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA), ANR-13-BS01-0009-01, ANR BoND, ANR-13-BS01-0009,BoND,Frontières, numérique, dispersion.(2013), Institut Camille Jordan [Villeurbanne] ( ICJ ), École Centrale de Lyon ( ECL ), Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 ( UCBL ), Université de Lyon-Institut National des Sciences Appliquées de Lyon ( INSA Lyon ), Université de Lyon-Institut National des Sciences Appliquées ( INSA ) -Institut National des Sciences Appliquées ( INSA ) -Université Jean Monnet [Saint-Étienne] ( UJM ) -Centre National de la Recherche Scientifique ( CNRS ), Institut de Recherche Mathématique de Rennes ( IRMAR ), Université de Rennes 1 ( UR1 ), Université de Rennes ( UNIV-RENNES ) -Université de Rennes ( UNIV-RENNES ) -AGROCAMPUS OUEST-École normale supérieure - Rennes ( ENS Rennes ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National des Sciences Appliquées ( INSA ) -Université de Rennes 2 ( UR2 ), Université de Rennes ( UNIV-RENNES ) -Centre National de la Recherche Scientifique ( CNRS ), ANR-13-BS01-0009,BoND,Frontières, numérique, dispersion. ( 2013 ), Institut Camille Jordan (ICJ), Université de Lyon-Institut National des Sciences Appliquées de Lyon (INSA Lyon), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Jean Monnet - Saint-Étienne (UJM)-Centre National de la Recherche Scientifique (CNRS), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, and Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)
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Bounded set ,diffusion limit ,hypocoercivity ,Space (mathematics) ,01 natural sciences ,symbols.namesake ,Mathematics - Analysis of PDEs ,[ MATH.MATH-AP ] Mathematics [math]/Analysis of PDEs [math.AP] ,[PHYS.PHYS.PHYS-PLASM-PH]Physics [physics]/Physics [physics]/Plasma Physics [physics.plasm-ph] ,large-time behavior ,FOS: Mathematics ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,0101 mathematics ,Exponential decay ,Mathematical Physics ,Debye length ,Physics ,010102 general mathematics ,Mathematical analysis ,hypoellipticity ,Statistical and Nonlinear Physics ,[ PHYS.PHYS.PHYS-PLASM-PH ] Physics [physics]/Physics [physics]/Plasma Physics [physics.plasm-ph] ,16. Peace & justice ,Vlasov-Poisson ,010101 applied mathematics ,35Q83, 35Q84, 35B35, 35B40, 35B30 ,Nonlinear system ,2010 MSC: 35Q83, 35Q84, 35B35, 35B40, 35B30 ,Bounded function ,Hypoelliptic operator ,symbols ,Fokker–Planck equation ,Fokker-Planck ,Analysis of PDEs (math.AP) - Abstract
The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted $L^2$ space, and where dependencies on the mean-free path $\tau$ and the Debye length $\delta$ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions $\tau\to\infty$ to the strongly collisional regime $\tau\to0$. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the $\tau$-dependent constraint on $\delta$ ensuring exponential decay with explicit $\tau$-dependent rates towards the stationary solution. In the strongly collisional limit $\tau\to0$, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a $L^2$ space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates., Comment: minor revisions added
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- 2018
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121. De Giorgi-Nash-Moser and Hörmander theories: new interplay
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Mouhot, Clément, Department of Pure Mathematics and Mathematical Statistics (DPMMS), Faculty of mathematics Centre for Mathematical Sciences [Cambridge] (CMS), University of Cambridge [UK] (CAM)-University of Cambridge [UK] (CAM), and European Project
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Boltzmann equation ,Mathematics - Analysis of PDEs ,Mathematics::Analysis of PDEs ,kinetic theory ,hypoellipticity ,De Giorgi-Nash-Moser estimates ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,Kolmogorov equation ,Landau equation ,ultraparabolic equation - Abstract
We report on recent results and a new line of research at the crossroad of two major theories in the analysis of partial differential equations. The celebrated De Giorgi-Nash-Moser theory shows H{\"o}lder estimates and the Harnack inequality for uniformly elliptic or parabolic equations with rough coefficients in divergence form. The theory of hypoellipticity of H{\"o}rmander shows, under general "bracket" conditions, the regularity of solutions to partial differential equations combining first and second order derivative operators when ellipticity fails in some directions. We discuss recent extensions of the De Giorgi-Nash-Moser theory to hypoelliptic equations of Kolmogorov (kinetic) type with rough coefficients. These equations combine a first-order skew-symmetric operator with a second-order elliptic operator involving derivatives in only certain variables, and with rough coefficients. We then discuss applications to the Boltzmann and Landau equations in kinetic theory and present a program of research with some open questions.
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- 2018
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122. Optimal control for estimation in partially observed elliptic and hypoelliptic stochastic differential equations
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Clairon, Quentin, Samson, Adeline, Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise (ENSIIE), Statistique pour le Vivant et l’Homme (SVH), Laboratoire Jean Kuntzmann (LJK ), Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2016-2019] (UGA [2016-2019])-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP )-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2016-2019] (UGA [2016-2019]), and Samson, Adeline
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Linear-Quadratic Theory ,Stochastic Differential Equations ,Ellipticity ,[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] ,Hypoellipticity ,Pontryagin maximum principle ,Optimal Control Theory ,[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST] ,Estimation - Abstract
Multi-dimensional Stochastic Differential Equations (SDEs) are a powerful tool to describe dynamics of several fields (pharmacokinetic, neurosciences, ecology, etc). The estimation of the parameters of these systems has been widely studied. We focus in this paper in the case of partial observations, only a one-dimensional observation is available. We consider two families of SDE, the elliptic family with a full-rank diffusion coefficient and the hypoelliptic family with a degenerate diffusion coefficient. The estimation for the second class is much more difficult and only few references have proposed estimation strategies in that case. Here, we adopt the framework of the optimal control theory to derive an estimation contrast (or cost function) based on the best control sequence mimicking the (unobserved) Brownian motion. We propose a full data-driven approach to estimate the parameters of the drift and of the diffusion coefficient. The estimation reveals to be very stable in a simulation study conducted on different examples (Harmonic Oscillator, FitzHugh-Nagumo, Lotka-Volterra).
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- 2017
123. Duality and hypoellipticity: one-dimensional case studies
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Laurent Miclo, Institut de Mathématiques de Toulouse UMR5219 ( IMT ), Université Toulouse 1 Capitole ( UT1 ) -Université Toulouse - Jean Jaurès ( UT2J ) -Université Toulouse III - Paul Sabatier ( UPS ), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-PRES Université de Toulouse-Institut National des Sciences Appliquées - Toulouse ( INSA Toulouse ), Institut National des Sciences Appliquées ( INSA ) -Institut National des Sciences Appliquées ( INSA ) -Centre National de la Recherche Scientifique ( CNRS ), ANR-12-BS01-0019,STAB,Stabilité du comportement asymptotique d'EDP, de processus stochastiques et de leurs discrétisations. ( 2012 ), Institut de Mathématiques de Toulouse UMR5219 (IMT), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS), ANR-12-BS01-0019,STAB,Stabilité du comportement asymptotique d'EDP, de processus stochastiques et de leurs discrétisations.(2012), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), and Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)
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Statistics and Probability ,Pure mathematics ,Bessel 3 process ,Duality (mathematics) ,Markov process ,Type (model theory) ,01 natural sciences ,Measure (mathematics) ,strong stationary times ,010104 statistics & probability ,symbols.namesake ,duality by intertwining ,Simple (abstract algebra) ,Quantification ,60F05 ,Hörmander’s density theorem ,Doob transform ,0101 mathematics ,Randomness ,Mathematics ,60J60 ,37A25 ,MSC2010: primary: 60J60, secondary: 60J35, 60H30, 35K65, 60F05, 37A25 ,010102 general mathematics ,Degenerate energy levels ,hypoellipticity ,35K65 ,16. Peace & justice ,Dual (category theory) ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,symbols ,60J35 ,intertwining ,One-dimensional diffusions ,free motion ,Statistics, Probability and Uncertainty ,60H30 ,Hörmander's density theorem ,[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR] - Abstract
International audience; To visualize how the randomness of a Markov process X is spreading, one can consider subset-valued dual processes I constructed by intertwining. In the framework of one-dimensional diffu-sions, we investigate the behavior of such dual processes I in the presence of hypoellipticity for X. The Pitman type property asserting that the measure of I is a time-changed Bessel 3 process is preserved, the effect of hypoellipticity is only found at the level of the time change. It enables to recover the density theorem of Hörmander in this simple degenerate setting, as well as to construct strong stationary times by introducing different dual processes.
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- 2017
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124. Spectral asymptotics for infinite order pseudo-differential operators
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Stevan Pilipović, Bojan Prangoski, and Jasson Vindas
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Class (set theory) ,Pure mathematics ,Ultradistributions ,TEMPERED ULTRADISTRIBUTIONS ,General Mathematics ,Context (language use) ,SPACES ,35P20, 35S05, 46F05, 47D03 ,01 natural sciences ,Mathematics - Spectral Theory ,Mathematics - Analysis of PDEs ,FOS: Mathematics ,Order (group theory) ,Weyl asymptotic formula ,0101 mathematics ,Spectral Theory (math.SP) ,Mathematics ,Spectral counting ,010102 general mathematics ,Spectral properties ,Differential operator ,Functional Analysis (math.FA) ,010101 applied mathematics ,Infinite order pseudo-differential operators ,Mathematics - Functional Analysis ,Mathematics and Statistics ,Hypoellipticity ,Heat parametrix ,Spectral asymptotics ,Analysis of PDEs (math.AP) - Abstract
We study spectral properties of a class of global infinite order pseudo-differential operators and obtain the asymptotic behaviour of the spectral counting functions of such operators. Unlike their finite order counterparts, their spectral asymptotics are not of power-log-type but of log-type. The ultradistributional setting of such operators of infinite order makes the theory more complex so that the standard finite order global Weyl calculus cannot be used in this context., Comment: 32 pages
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- 2017
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125. Gevrey hypoellipticity for sums of squares with a non-homogeneous degeneracy
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Antonio Bove, David S. Tartakoff, Bove, Antonio, and Tartakoff, David S.
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Hypoellipticity ,Applied Mathematics ,General Mathematics ,Non homogeneous ,Gevrey hypoellipticity ,Sums of squares of vector field ,Degeneracy (mathematics) ,Mathematical physics ,Mathematics - Abstract
In this paper we consider sums of squares of vector fields in R 2 \mathbb {R}^2 satisfying Hörmander’s condition and with polynomial, but non-(quasi-)homoge- neous, coefficients. We obtain a Gevrey hypoellipticity index which we believe to be sharp. The general operator we consider is \[ P = X 2 + Y 2 + ∑ j = 1 L Z j 2 , P=X^2+Y^2+\sum _{j=1}^{L}Z_j^2, \] with \[ X = D x , Y = a 0 ( x , y ) x q − 1 D y , Z j = a j ( x , y ) x p j − 1 y k j D y , X=D_x, \quad Y= a_{0}(x, y) x^{q-1}{D_y}, \quad Z_j= a_{j}(x, y) x^{p_j-1}y^{k_j}\,D_y, \] with a j ( 0 , 0 ) ≠ 0 a_{j}(0, 0) \neq 0 , j = 0 , 1 , … , L j = 0, 1, \ldots , L and q > p j , { k j } q>p_j, \{k_j\} arbitrary. The theorem we prove is that P P is Gevrey-s hypoelliptic for s ≥ 1 1 − T , T = max j q − p j q k j . s\geq \frac {1}{1-T}, T = \max _j \frac {q-p_j}{q k_j}.
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- 2014
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126. Hypoellipticity of the $\overline{\partial}$-Neumann problem at a point of infinite type
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Tran Vu Khanh, Luca Baracco, and Giuseppe Zampieri
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Pure mathematics ,Overline ,Mathematics::Complex Variables ,infinite type ,Applied Mathematics ,General Mathematics ,Mathematical analysis ,32F20 ,32F10 ,Mathematics::Spectral Theory ,Type (model theory) ,superlogarithmic estimate ,Hypoellipticity ,Neumann boundary condition ,Point (geometry) ,32T25 ,32N15 ,$\overline{\partial}$-Neumann ,Mathematics - Abstract
We prove local hypoellipticity of the complex Laplacian $\square$ in a domain which has superlogarithmic estimates outside a curve transversal to the CR directions and for which the holomorphic tangential derivatives of a defining function are superlogarithmic multipliers in the sense of "A general method of weights in the $\overline{\partial}$-Neumann problem," [T. V. Khanh, Ph.D. Thesis, Padua (2009)].
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- 2014
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127. On the boundary values of continuous functions, respectively hyperfunctions, various settings and some relations between them (Recent development of microlocal analysis and asymptotic analysis)
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LIESS, Otto
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boundary values ,MSC: 32A45 ,Mild hyperfunctions ,hypoellipticity ,35H110 ,temperate growth - Published
- 2013
128. Hypoellipticity and nonhypoellipticity for sums of squares of complex vector fields
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Antonio Bove, Marco Mughetti, David S. Tartakoff, A. Bove, M. Mughetti, and D. S. Tartakoff
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Numerical Analysis ,Pure mathematics ,35B65 ,Pseudodifferential operators ,Applied Mathematics ,Operator (physics) ,Gevrey hypoellipticity ,hypoellipticity ,35H10 ,35H20 ,Range (mathematics) ,Point singularity ,Complex vector ,Hypoelliptic operator ,pseudodifferential operators ,sums of squares of complex vector field ,Analysis ,sums of squares of complex vector fields ,Mathematics - Abstract
In this paper we consider a model sum of squares of complex vector fields in the plane, close to Kohn’s operator but with a point singularity, ¶ P = B B ∗ + B ∗ ( t 2 ℓ + x 2 k ) B , B = D x + i x q − 1 D t . ¶ The characteristic variety of [math] is the symplectic real analytic manifold [math] . We show that this operator is [math] -hypoelliptic and Gevrey hypoelliptic in [math] , the Gevrey space of index [math] , provided [math] , for every [math] . We show that in the Gevrey spaces below this index, the operator is not hypoelliptic. Moreover, if [math] , the operator is not even hypoelliptic in [math] . This fact leads to a general negative statement on the hypoellipticity properties of sums of squares of complex vector fields, even when the complex Hörmander condition is satisfied.
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- 2013
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129. Comparison of continuous and discrete-time data-based modeling for hypoelliptic systems
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Fei Lu, Kevin K. Lin, and Alexandre J. Chorin
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math.NA ,Dynamical systems theory ,Discretization ,01 natural sciences ,62M09 ,010104 statistics & probability ,Stochastic differential equation ,stochastic parametrization ,FOS: Mathematics ,Applied mathematics ,Kramers oscillator ,62M20 ,Mathematics - Numerical Analysis ,0101 mathematics ,Mathematics ,discrete partial data ,Applied Mathematics ,hypoellipticity ,Numerical Analysis (math.NA) ,Moving-average model ,Computer Science Applications ,010101 applied mathematics ,Nonlinear system ,NARMA ,Computational Theory and Mathematics ,Autoregressive model ,Discrete time and continuous time ,Hypoelliptic operator ,65C60 ,65C60, 62M09, 62M20 ,statistical inference - Abstract
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations, which are then discretized for numerical solution. The second is discrete in time, where one directly infers a discrete-time model in the form of a nonlinear autoregression moving average model. The comparison is performed in a special case where the observations are known to have been obtained from a hypoelliptic stochastic differential equation. We show that the discrete-time approach has better predictive skills, especially when the data are relatively sparse in time. We discuss open questions as well as the broader significance of the results., 25 pages
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- 2016
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130. Comparison of continuous and discrete-time data-based modeling for hypoelliptic systems
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Lu, F, Lu, F, Lin, KK, Chorin, AJ, Lu, F, Lu, F, Lin, KK, and Chorin, AJ
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© 2016 Mathematical Sciences Publishers. We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations, which are then discretized for numerical solution. The second is discrete in time, where one directly infers a discrete-time model in the form of a nonlinear autoregression moving average model. The comparison is performed in a special case where the observations are known to have been obtained from a hypoelliptic stochastic differential equation. We show that the discrete-time approach has better predictive skills, especially when the data are relatively sparse in time. We discuss open questions as well as the broader significance of the results.
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- 2016
131. On the solvability of the characteristic Dirichlet problem for linear degenerate parabolic equations
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Alessandro Oliaro, Nicolai Kutev, and Petar Popivanov
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Dirichlet problem ,a priori estimates ,Dirichlet form ,characteristic Dirichlet problem ,Applied Mathematics ,General Mathematics ,Mathematical analysis ,Degenerate energy levels ,hypoellipticity ,Mathematics::Analysis of PDEs ,Boundary (topology) ,Mixed boundary condition ,Degenerate parabolic equations ,elliptic regularization ,symbols.namesake ,Dirichlet boundary condition ,symbols ,Boundary value problem ,Linear equation ,Mathematics - Abstract
We investigate the classical solvability for some classes of linear, degenerate equations in divergence form with prescribed Dirichlet data. Since the boundary value problem is characteristic according to Fichera on a part of the boundary, some typical nonlinear phenomena at these points are observed as boundary gradient blowups of the classical solutions in space directions. The regularity results explain the lack of hypoellipticity for special right-hand sides or boundary data for linear degenerate parabolic equations.
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- 2010
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132. Regularity of solutions of convolution equations
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Enrique Jordá and M. Carmen Gómez-Collado
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Algebra ,Regularity ,Work (thermodynamics) ,Ultradistributions ,Hypoellipticity ,Applied Mathematics ,Mathematical analysis ,Frame (networking) ,Convolution operators ,Convolution equation ,Analysis ,Convolution ,Mathematics - Abstract
This paper investigates the regularity of solutions of convolution equations in the frame of classes of ultradifferentiable functions and ultradistributions. We improve previous work by Bonet, Chou, Fernández, Galbis, Meise and others.
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- 2008
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133. Hypoellipticity for a class of operators with multiple characteristics
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Fabio Nicola, Marco Mughetti, M. Mughetti, and F. Nicola
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Discrete mathematics ,Pure mathematics ,PSEUDODIFFERENTIAL OPERATORS ,Partial differential equation ,MULTIPLE CHARACTERISTICS ,Pseudodifferential operators ,General Mathematics ,Mathematics::Analysis of PDEs ,HYPOELLIPTICITY ,Invariant (mathematics) ,Analysis ,Mathematics - Abstract
We study C ∞ and analytic hypoellipticity for an invariant class of operators with multiple characteristics, which generalize the Gilioli-Treves model.
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- 2007
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134. Short and long time behavior of the Fokker–Planck equation in a confining potential and applications
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Frédéric Hérau, Laboratoire de Mathématiques de Reims (LMR), and Université de Reims Champagne-Ardenne (URCA)-Centre National de la Recherche Scientifique (CNRS)
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Space dimension ,Semigroup ,01 natural sciences ,Hypocoercivity ,Mathematics - Analysis of PDEs ,Vlasov–Poisson–Fokker–Planck ,Exponential decay ,FOS: Mathematics ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,semi-group ,0101 mathematics ,Poisson–Emden ,Entropy (arrow of time) ,Mathematical physics ,Mathematics ,Poisson-Emden ,010102 general mathematics ,hypoellipticity ,non-linear PDE ,Vlasov-Poisson ,Fokker–Planck ,010101 applied mathematics ,Fokker–Planck equation ,Fokker-Planck ,entropy ,Spectral method ,Analysis ,Analysis of PDEs (math.AP) - Abstract
We consider the linear Fokker-Planck equation in a confining potential in space dimension $d \geq 3$. Using spectral methods, we prove bounds on the derivatives of the solution for short and long time, and give some applications., corrected version of the outdated article "Uniform bounds and exponential time decay results for the Vlasov-Poisson-Fokker-Planck system"
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- 2007
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135. Invariant measure of duplicated diffusions and application to Richardson–Romberg extrapolation
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Fabien Panloup, Vincent Lemaire, Gilles Pagès, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), Institut de Mathématiques de Toulouse UMR5219 (IMT), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), and Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)
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65C05 ,Statistics and Probability ,Euler scheme ,Extrapolation ,Lyapunov exponent ,Invariant measure ,symbols.namesake ,60F05 ,Optimal transport ,Ergodic theory ,Uniqueness ,Invariant (mathematics) ,ComputingMilieux_MISCELLANEOUS ,Central Limit Theorem ,Brownian motion ,60J60 ,Mathematics ,Mathematical analysis ,Confluence ,Asymptotic flatness ,Richardson–Romberg extrapolation ,Gradient System ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Ergodic diffusion ,Hypoellipticity ,symbols ,Statistics, Probability and Uncertainty ,60G10 ,Two-point motion - Abstract
With a view to numerical applications we address the following question: given an ergodic Brownian diffusion with a unique invariant distribution, what are the invariant distributions of the duplicated system consisting of two trajectories? We mainly focus on the interesting case where the two trajectories are driven by the same Brownian path. Under this assumption, we first show that uniqueness of the invariant distribution (weak confluence) of the duplicated system is essentially always true in the one-dimensional case. In the multidimensional case, we begin by exhibiting explicit counter-examples. Then, we provide a series of weak confluence criterions (of integral type) and also of a.s. pathwise confluence, depending on the drift and diffusion coefficients through a non-infinitesimal Lyapunov exponent. As examples, we apply our criterions to some non-trivially confluent settings such as classes of gradient systems with non-convex potentials or diffusions where the confluence is generated by the diffusive component. We finally establish that the weak confluence property is connected with an optimal transport problem. ¶ As a main application, we apply our results to the optimization of the Richardson–Romberg extrapolation for the numerical approximation of the invariant measure of the initial ergodic Brownian diffusion.
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- 2015
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136. Estimations de tube pour des diffusions hypoelliptiques et propriétés d'échelle de modèles à volatilité stochastique
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Pigato, Paolo, Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Fédération de Recherche Bézout-Université Paris-Est Marne-la-Vallée (UPEM), Université Paris-Est, Vlad Bally, Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS), and STAR, ABES
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Regularité ,hypoellipticity, Hormander condition, tube estimates for Ito processes, density estimates, stochastic volatility, multi-scaling ,Hormander condition ,Hypoellipticité ,Volatilité ,tube estimates for Ito processes ,Density ,[MATH.MATH-GM] Mathematics [math]/General Mathematics [math.GM] ,Échelle ,multi-scaling ,Scaling ,Settore MAT/06 - Probabilita' e Statistica Matematica ,Diffusion ,Regularity ,[MATH.MATH-GM]Mathematics [math]/General Mathematics [math.GM] ,MAT/06 Probabilità e statistica matematica ,Volatility ,Hypoellipticity ,Densité ,stochastic volatility ,density estimates - Abstract
In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under both strong and weak Hormander condition. We find Gaussian estimates for the density of the law of the solution at a fixed, short time. A main tool to prove these estimates is Malliavin Calculus, in particular some techniques recently developed to deal with degenerate problems. We then use these short-time estimates to show exponential two-sided bounds for the probability that the diffusion remains in a small tube around a deterministic path up to a given time. In our hypoelliptic framework, the shape of the tube must reflect the fact the diffusion moves with a different speed in the direction of the diffusion coefficient and in the direction of the Lie brackets. For this reason we introduce a norm accounting of this anisotropic behavior, which can be adapted to both the strong and weak Hormander framework. We establish a connection between this norm and the standard control distance in the strong Hormander case. In the weak Hormander case, we introduce a suitable equivalent control distance. In the second part of the thesis we work with mean reverting stochastic volatility models, with a volatility driven by a jump process. We first suppose that the jumps follow a Poisson process, and consider the decay of cross asset correlations, both theoretically and empirically. This leads us to study an algorithm for the detection of jumps in the volatility profile. We then consider a more subtle phenomenon widely observed in financial indices: the multiscaling of moments, i.e. the fact that the q-moment of the log-increment of the price on a time lag of length h scales as h to a certain power of q, which is non-linear in q. We work with models where the volatility follows a mean reverting SDE driven by a Lévy subordinator. We show that multiscaling occurs if the characteristic measure of the Lévy has power law tails and the mean reversion is super-linear at infinity. In this case the scaling function is piecewise linear, Dans cette thèse on aborde deux problèmes. Dans la première partie on considère des diffusions hypoelliptiques, à la fois sur une condition d'Hormander forte et faible. On trouve des estimations gaussiennes pour la densité de la loi de la solution à un temps court fixé. Un outil fondamental pour prouver ces estimations est le calcul de Malliavin, et en particulier on utilise des techniques développées récemment pour faire face à des problèmes de dégénérescence. Ensuite, grâce à ces estimations en temps court, on trouve des bornes inférieures et supérieures exponentielles sur la probabilité que la diffusion reste dans un petit tube autour d'une trajectoire déterministe jusqu'à un moment fixé. Dans ce cadre hypoelliptique, la forme du tube doit tenir compte du fait que la diffusion se déplace avec une vitesse différente dans les directions du coefficient de diffusion et dans les directions des crochets de Lie. Pour cette raison, on introduit une norme qui prend en compte ce comportement anisotrope, qui peut être adaptée aux cas d'Hormander fort et faible. Dans le cas Hormander fort on établit un lien entre cette norme et la distance de contrôle classique. Dans le cas Hormander faible on introduit une distance de contrôle équivalente appropriée. Dans la deuxième partie de la thèse, on travaille avec des modèles à volatilité stochastique avec retour à la moyenne, oú la volatilité est dirigée par un processus de saut. On suppose d'abord que les sauts suivent un processus de Poisson, et on considère la décroissance des corrélations croisées, théoriquement et empiriquement. Ceci nous amène à étudier un algorithme pour la détection de sauts de la volatilité. On considère ensuite un phénomène plus subtil largement observé dans les indices financiers: le "multiscaling" des moments, c'est-à-dire le fait que les moments d'ordre q des log-incréments du prix sur un temps h, ont une amplitude d'ordre h à une certaine puissance, qui est non linéaire dans q. On travaille avec des modèles oú la volatilité suit une EDS avec retour à la moyenne dirigée par un subordinateur de Lévy. On montre que le multiscaling se produit si la mesure caractéristique du Lévy a des queues de loi de puissance et le retour à la moyenne est superlinéaire à l'infini. Dans ce cas l'exposant de scaling est linéaire par morceaux
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- 2015
137. Invariant measures for a stochastic Fokker-Planck equation
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Julien Vovelle, Luis Miguel Rodrigues, Sylvain De Moor, Institut de Recherche Mathématique de Rennes ( IRMAR ), Université de Rennes 1 ( UR1 ), Université de Rennes ( UNIV-RENNES ) -Université de Rennes ( UNIV-RENNES ) -AGROCAMPUS OUEST-École normale supérieure - Rennes ( ENS Rennes ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National des Sciences Appliquées ( INSA ) -Université de Rennes 2 ( UR2 ), Université de Rennes ( UNIV-RENNES ) -Centre National de la Recherche Scientifique ( CNRS ), Kinetic models AppLIed for Future of Fusion Energy ( KALiFFE ), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut Camille Jordan [Villeurbanne] ( ICJ ), École Centrale de Lyon ( ECL ), Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 ( UCBL ), Université de Lyon-Institut National des Sciences Appliquées de Lyon ( INSA Lyon ), Université de Lyon-Institut National des Sciences Appliquées ( INSA ) -Institut National des Sciences Appliquées ( INSA ) -Université Jean Monnet [Saint-Étienne] ( UJM ) -Centre National de la Recherche Scientifique ( CNRS ) -École Centrale de Lyon ( ECL ), Université de Lyon-Institut National des Sciences Appliquées ( INSA ) -Institut National des Sciences Appliquées ( INSA ) -Université Jean Monnet [Saint-Étienne] ( UJM ) -Centre National de la Recherche Scientifique ( CNRS ) -INSMI (CNRS), Institut Camille Jordan [Villeurbanne] ( ICJ ), Université de Lyon-Institut National des Sciences Appliquées ( INSA ) -Institut National des Sciences Appliquées ( INSA ) -Université Jean Monnet [Saint-Étienne] ( UJM ) -Centre National de la Recherche Scientifique ( CNRS ), ANR-12-BS01-0019,STAB,Stabilité du comportement asymptotique d'EDP, de processus stochastiques et de leurs discrétisations. ( 2012 ), ANR-13-BS01-0009,BoND,Boundaries, Numerics, Dispersion ( 2013 ), Institut de Recherche Mathématique de Rennes (IRMAR), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA), Institut Camille Jordan [Villeurbanne] (ICJ), École Centrale de Lyon (ECL), Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université Jean Monnet [Saint-Étienne] (UJM)-Institut National des Sciences Appliquées de Lyon (INSA Lyon), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS), Unité de Mathématiques Pures et Appliquées (UMPA-ENSL), Centre National de la Recherche Scientifique (CNRS)-École normale supérieure - Lyon (ENS Lyon), ANR-12-BS01-0019,STAB,Stabilité du comportement asymptotique d'EDP, de processus stochastiques et de leurs discrétisations.(2012), ANR-13-BS01-0009,BoND,Frontières, numérique, dispersion.(2013), ANR-11-BS01-0015,STOSYMAP,Systèmes stochastiques en mathématiques et physique mathématique(2011), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Institut Camille Jordan (ICJ), Université de Lyon-Institut National des Sciences Appliquées de Lyon (INSA Lyon), Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Jean Monnet - Saint-Étienne (UJM)-Centre National de la Recherche Scientifique (CNRS), and École normale supérieure de Lyon (ENS de Lyon)-Centre National de la Recherche Scientifique (CNRS)
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Fokker-Planck operator ,hypocoercivity ,Kinetic energy ,01 natural sciences ,010305 fluids & plasmas ,Mathematics - Analysis of PDEs ,[ MATH.MATH-AP ] Mathematics [math]/Analysis of PDEs [math.AP] ,Exponential growth ,0103 physical sciences ,FOS: Mathematics ,mixing ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,0101 mathematics ,Mathematics ,Cauchy problem ,Numerical Analysis ,invariant measure ,010102 general mathematics ,Mathematical analysis ,Probability (math.PR) ,hypoellipticity ,Invariant (physics) ,Stochastic Vlasov equation ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Modeling and Simulation ,Hypoelliptic operator ,Stochastic forcing ,Fokker–Planck equation ,Invariant measure ,[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR] ,Mathematics - Probability ,Analysis of PDEs (math.AP) - Abstract
We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when the noise intensity is sufficiently small, the system with prescribed mass admits a unique invariant measure which is exponentially mixing. The proof uses hypocoercive decay estimates and hypoelliptic gains of regularity. At last we also exhibit an explicit example showing that some restriction on the noise intensity is indeed required., Comment: Extended version
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- 2015
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138. Loss of regularity for Kolmogorov equations
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Martin Hairer, Martin Hutzenthaler, and Arnulf Jentzen
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Statistics and Probability ,LIPSCHITZ CONTINUOUS COEFFICIENTS ,STEP-SIZE CONTROL ,Hormander condition ,Statistics & Probability ,degenerate noise ,UNIFORM APPROXIMATION ,DIFFUSION-COEFFICIENTS ,math.PR ,loss of regularity ,Stochastic differential equation ,Mathematics - Analysis of PDEs ,Hörmander condition ,HAMILTON-JACOBI EQUATIONS ,STRONG-CONVERGENCE RATES ,SYSTEMS ,Kolmogorov equations (Markov jump process) ,FOS: Mathematics ,STOCHASTIC DIFFERENTIAL-EQUATIONS ,Differentiable function ,math.AP ,Mathematics ,viscosity solution ,Science & Technology ,Partial differential equation ,35B65 ,BACKWARD EULER ,0104 Statistics ,Probability (math.PR) ,Mathematical analysis ,hypoellipticity ,Kolmogorov equation ,nonglobally Lipschitz continuous ,roughening effect ,Rate of convergence ,Hypoelliptic operator ,Bounded function ,Physical Sciences ,Mathematik ,VISCOSITY SOLUTIONS ,Statistics, Probability and Uncertainty ,Viscosity solution ,Mathematics - Probability ,smoothing effect ,Analysis of PDEs (math.AP) - Abstract
The celebrated H\"{o}rmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of Kolmogorov PDEs are smooth at all positive times if the coefficients of the PDE are smooth and satisfy H\"{o}rmander's condition even if the initial function is only continuous but not differentiable. First-order linear Kolmogorov PDEs with smooth coefficients do not have this smoothing effect but at least preserve regularity in the sense that solutions are smooth if their initial functions are smooth. In this article, we consider the intermediate regime of nonhypoelliptic second-order Kolmogorov PDEs with smooth coefficients. The main observation of this article is that there exist counterexamples to regularity preservation in that case. More precisely, we give an example of a second-order linear Kolmogorov PDE with globally bounded and smooth coefficients and a smooth initial function with compact support such that the unique globally bounded viscosity solution of the PDE is not even locally H\"{o}lder continuous. From the perspective of probability theory, the existence of this example PDE has the consequence that there exists a stochastic differential equation (SDE) with globally bounded and smooth coefficients and a smooth function with compact support which is mapped by the corresponding transition semigroup to a function which is not locally H\"{o}lder continuous. In other words, degenerate noise can have a roughening effect. A further implication of this loss of regularity phenomenon is that numerical approximations may converge without any arbitrarily small polynomial rate of convergence to the true solution of the SDE. More precisely, we prove for an example SDE with globally bounded and smooth coefficients that the standard Euler approximations converge to the exact solution of the SDE in the strong and numerically weak sense, but at a rate that is slower then any power law., Comment: Published in at http://dx.doi.org/10.1214/13-AOP838 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
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- 2015
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139. Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation
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Lemaire, Vincent, Pagès, Gilles, Panloup, Fabien, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Centre National de la Recherche Scientifique (CNRS)-Université Paris Diderot - Paris 7 (UPD7)-Université Pierre et Marie Curie - Paris 6 (UPMC), Institut de Mathématiques de Toulouse UMR5219 (IMT), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), and Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)
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Probability (math.PR) ,Euler scheme ,Confluence ,Asymptotic flatness ,Optimal transport ,Richardson-Romberg extrapolation ,60G10, 60J60, 65C05, 60F05 ,Gradient System ,Invariant measure ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Ergodic diffusion ,Hypoellipticity ,FOS: Mathematics ,Mathematics - Probability ,Central Limit Theorem ,Lyapunov exponent ,Two-point motion - Abstract
With a view to numerical applications we address the following question: given an ergodic Brownian diffusion with a unique invariant distribution, what are the invariant distributions of the duplicated system consisting of two trajectories? We mainly focus on the interesting case where the two trajectories are driven by the same Brownian path. Under this assumption, we first show that uniqueness of the invariant distribution (weak confluence) of the duplicated system is essentially always true in the one-dimensional case. In the multidimensional case, we begin by exhibiting explicit counter-examples. Then, we provide a series of weak confluence criterions (of integral type) and also of a.s. pathwise confluence, depending on the drift and diffusion coefficients through a non-infinitesimal Lyapunov exponent. As examples, we apply our criterions to some non-trivially confluent settings such as classes of gradient systems with non-convex potentials or diffusions where the confluence is generated by the diffusive component. We finally establish that the weak confluence property is connected with an optimal transport problem. As a main application, we apply our results to the optimization of the Richardson-Romberg extrapolation for the numerical approximation of the invariant measure of the initial ergodic Brownian diffusion., Comment: to appear in "Annales de l'Institut Henri Poincar\'e"
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- 2015
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140. Hölder Regularity for Hypoelliptic Kinetic Equations with Rough Diffusion Coefficients
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Golse, François, Vasseur, Alexis, and Golse, François
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Regularity ,Hypoellipticity ,Kinetic equations ,Fokker-Planck equation ,DeGiorgi method ,[MATH.MATH-AP] Mathematics [math]/Analysis of PDEs [math.AP] - Abstract
This paper is dedicated to the application of the DeGiorgi-Nash-Moser regularity theory to the kinetic Fokker-Planck equation. This equation is hypoelliptic. It is parabolic only in the velocity variable, while the Liouville transport operator has a mixing effect in the position/velocity phase space. The mixing effect is incorporated in the classical DeGiorgi method via the averaging lemmas. The result can be seen as a Hölder regularity version of the classical averaging lemmas.
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- 2015
141. Some remarks on degenerate hypoelliptic Ornstein-Uhlenbeck operators
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Karel Pravda-Starov, Grigorios A. Pavliotis, Michela Ottobre, Heriot-Watt University [Edinburgh] ( HWU ), Imperial College London, Department of Mathematics [Imperial College London], Institut de Recherche Mathématique de Rennes ( IRMAR ), Université de Rennes 1 ( UR1 ), Université de Rennes ( UNIV-RENNES ) -Université de Rennes ( UNIV-RENNES ) -AGROCAMPUS OUEST-École normale supérieure - Rennes ( ENS Rennes ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National des Sciences Appliquées ( INSA ) -Université de Rennes 2 ( UR2 ), Université de Rennes ( UNIV-RENNES ) -Centre National de la Recherche Scientifique ( CNRS ), Heriot-Watt University [Edinburgh] (HWU), Institut de Recherche Mathématique de Rennes (IRMAR), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, and Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)
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Pure mathematics ,return to equilibrium ,Resolvent estimates ,Mathematics - Analysis of PDEs ,Quadratic equation ,[ MATH.MATH-AP ] Mathematics [math]/Analysis of PDEs [math.AP] ,Mathematics::Probability ,quadratic operators ,Spectrum ,FOS: Mathematics ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,Resolvent ,Mathematics ,Ornstein-Uhlenbeck operators ,Pseudospectrum ,Resolvent set ,Applied Mathematics ,Degenerate energy levels ,Ornstein–Uhlenbeck process ,Norm (mathematics) ,Hypoelliptic operator ,Hypoellipticity ,35H10, 35P05 ,Analysis ,Analysis of PDEs (math.AP) ,rate of convergence - Abstract
We study degenerate hypoelliptic Ornstein-Uhlenbeck operators in $L^2$ spaces with respect to invariant measures. The purpose of this article is to show how recent results on general quadratic operators apply to the study of degenerate hypoelliptic Ornstein-Uhlenbeck operators. We first show that some known results about the spectral and subelliptic properties of Ornstein-Uhlenbeck operators may be directly recovered from the general analysis of quadratic operators with zero singular spaces. We also provide new resolvent estimates for hypoelliptic Ornstein-Uhlenbeck operators. We show in particular that the spectrum of these non-selfadjoint operators may be very unstable under small perturbations and that their resolvents can blow-up in norm far away from their spectra. Furthermore, we establish sharp resolvent estimates in specific regions of the resolvent set which enable us to prove exponential return to equilibrium., Comment: 37 pages, 3 figures
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- 2015
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142. Radiative transfer with long-range interactions: regularity and asymptotics
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Christophe Gomez, Olivier Pinaud, Lenya Ryzhik, Institut de Mathématiques de Marseille (I2M), Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS), Colorado State University [Fort Collins] (CSU), Department of Mathematics [Stanford], Stanford University, NSF grant DMS-1311903, AFOSR NSSEFF, and NSF CAREER grant DMS-1452349
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Unit sphere ,Work (thermodynamics) ,General Physics and Astronomy ,diffusion limit ,01 natural sciences ,Mathematics - Analysis of PDEs ,Radiative transfer ,FOS: Mathematics ,Wavenumber ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,Limit (mathematics) ,0101 mathematics ,Diffusion (business) ,long-range interactions ,Physics ,Ecological Modeling ,Operator (physics) ,peaked-forward limit ,010102 general mathematics ,Mathematical analysis ,hypoellipticity ,General Chemistry ,Computer Science Applications ,010101 applied mathematics ,35Q20 (35B40 35B65 35F10 35H10) ,radiative transfer ,Modeling and Simulation ,Hypoelliptic operator ,Analysis of PDEs (math.AP) - Abstract
This work is devoted to radiative transfer equations with long-range interactions. Such equations arise in the modeling of high frequency wave propagation in random media with long-range dependence. In the regime we consider, the singular collision operator modeling the interaction between the wave and the medium is conservative, and as a consequence wavenumbers take values on the unit sphere. Our goal is to investigate the regularizing effects of grazing collisions, the diffusion limit, and the peaked-forward limit. As in the case where wavenumbers take values in ${\mathbb R}^{d+1}$, we show that the transport operator is hypoelliptic, which implies in particular that the solutions are infinitely differentiable in all variables. Using probabilistic techniques, we show as well that the diffusion limit can be carried out as in the case of a regular collision operator and that as a consequence, the diffusion coefficient is nonzero and finite. Finally, we consider the regime where grazing collisions are domi...
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- 2015
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143. Maximal regularity for Kolmogorov operators in L2 spaces with respect to invariant measures
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Alessandra Lunardi and Bálint Farkas
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Discrete mathematics ,Pure mathematics ,Semigroup ,Applied Mathematics ,General Mathematics ,Degenerate energy levels ,Invariant measure ,Mathematics::Probability ,Degenerate Ornstein–Uhlenbeck operator ,Hypoellipticity ,Hypoelliptic operator ,Embedding ,Maximal regularity ,Invariant (mathematics) ,Mathematics - Abstract
We prove an optimal embedding result for the domains of Kolmogorov (or degenerate hypoelliptic Ornstein–Uhlenbeck) operators in L 2 spaces with respect to invariant measures. We use an interpolation method together with optimal L 2 estimates for the space derivatives of T ( t ) f near t = 0 , where T ( t ) is the Ornstein–Uhlenbeck semigroup and f is any function in L 2 .
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- 2006
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144. Hypoelliptic heat kernel inequalities on the Heisenberg group
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Tai Melcher and Bruce K. Driver
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Discrete mathematics ,Pure mathematics ,Heat kernels ,Inequality ,media_common.quotation_subject ,010102 general mathematics ,Malliavin calculus ,Lie group ,Mathematics::Spectral Theory ,01 natural sciences ,Heisenberg group ,010104 statistics & probability ,Hypoelliptic operator ,Hypoellipticity ,0101 mathematics ,Heat kernel ,Analysis ,Mathematics ,media_common - Abstract
We study the existence of “Lp-type” gradient estimates for the heat kernel of the natural hypoelliptic “Laplacian” on the real three-dimensional Heisenberg Lie group. Using Malliavin calculus methods, we verify that these estimates hold in the case p>1. The gradient estimate for p=2 implies a corresponding Poincaré inequality for the heat kernel. The gradient estimate for p=1 is still open; if proved, this estimate would imply a logarithmic Sobolev inequality for the heat kernel.
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- 2005
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145. Failure of hypoellipticity for the canonical solution to $${\bar\partial_b}$$ on some nilpotent Lie groups
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Flores, Manuel
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- 2008
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146. Parametrices and hypoellipticity for pseudodifferential operators on spaces of tempered ultraditributions
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Bojan Prangoski, Stevan Pilipović, and Marco Cappiello
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Class (set theory) ,Pure mathematics ,Mathematics::Functional Analysis ,Functional analysis ,Pseudodifferential operators ,Mathematics::Complex Variables ,Mathematics::Operator Algebras ,Applied Mathematics ,47G30, 46F05, 35A17 ,hypoellipticity ,Mathematics::Analysis of PDEs ,Operator theory ,Type (model theory) ,Mathematics::Spectral Theory ,Mathematics - Analysis of PDEs ,parametrices ,FOS: Mathematics ,Algebra over a field ,Tempered ultradistributions ,pseudodifferential operators ,Analysis ,Mathematics ,Analysis of PDEs (math.AP) - Abstract
We construct parametrices for a class of pseudodifferential operators of infinite order acting on spaces of tempered ultradistributions of Beurling and Roumieu type. As a consequence we obtain a result of hypoellipticity in these spaces., 16 pages
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- 2014
147. Hypoellipticity of Anisotropic Partial Differential Equations
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De Donno, Giuseppe
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Hypoellipticity ,Partial Differential Equations ,Gevrey Spaces - Abstract
We propose an approach based on methods from microlocal analysis, for characterizing the hypoellipticity in C°° and Gevrey classes of semilinear anisotropic partial differential operators with multiple characteristics, in dimension n > 3., 2002 Mathematics Subject Classification: 35S05
- Published
- 2014
148. Gelfand-Shilov and Gevrey smoothing effect for the spatially inhomogeneous non-cutoff Kac equation
- Author
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Karel Pravda-Starov, Chao-Jiang Xu, Yoshinori Morimoto, Nicolas Lerner, Institut de Mathématiques de Jussieu (IMJ), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), Graduate School of Human and Environmental Studies, Kyoto University, Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), North China Electric Power University, ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011), Institut de Mathématiques de Jussieu ( IMJ ), Université Pierre et Marie Curie - Paris 6 ( UPMC ) -Université Paris Diderot - Paris 7 ( UPD7 ) -Centre National de la Recherche Scientifique ( CNRS ), Kyoto University [Kyoto], Institut de Recherche Mathématique de Rennes ( IRMAR ), Université de Rennes 1 ( UR1 ), Université de Rennes ( UNIV-RENNES ) -Université de Rennes ( UNIV-RENNES ) -AGROCAMPUS OUEST-École normale supérieure - Rennes ( ENS Rennes ) -Institut National de Recherche en Informatique et en Automatique ( Inria ) -Institut National des Sciences Appliquées ( INSA ) -Université de Rennes 2 ( UR2 ), Université de Rennes ( UNIV-RENNES ) -Centre National de la Recherche Scientifique ( CNRS ), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), and Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA)
- Subjects
Distribution (number theory) ,Mathematical analysis ,Gevrey regularity ,Boltzmann equation ,Kac equation ,Mathematics - Analysis of PDEs ,[ MATH.MATH-AP ] Mathematics [math]/Analysis of PDEs [math.AP] ,Position (vector) ,Hypoellipticity ,FOS: Mathematics ,Cutoff ,Initial value problem ,[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP] ,35H10, 35Q20, 35S05 ,Gelfand–Shilov regularity ,Mathematics::Representation Theory ,Analysis ,Smoothing ,ComputingMilieux_MISCELLANEOUS ,Mathematics ,Variable (mathematics) ,Analysis of PDEs (math.AP) - Abstract
We consider the spatially inhomogeneous non-cutoff Kac's model of the Boltzmann equation. We prove that the Cauchy problem for the fluctuation around the Maxwellian distribution enjoys Gelfand-Shilov regularizing properties with respect to the velocity variable and Gevrey regularizing properties with respect to the position variable., Comment: 47 pages
- Published
- 2014
- Full Text
- View/download PDF
149. Hypoellipticity of the ∂-Neumann problem at a point of infinite type
- Author
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Baracco, Luca, Khanh, Tran Vu, and Zampieri, Giuseppe
- Subjects
Hypoellipticity ,Infinite type ,Superlogarithmic estimate ,∂-Neumann problem ,Mathematics (all) ,Applied Mathematics - Published
- 2014
150. Spectral triples on Carnot manifolds
- Author
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Hasselmann, Stefan
- Subjects
Carnot-Carathéodory Metrik ,Spectral triple ,hypoellipticity ,Hypoelliptizität ,ddc:510 ,Carnot-Carathéodory metric ,Spektrales Tripel ,Dewey Decimal Classification::500 | Naturwissenschaften::510 | Mathematik - Abstract
[no abstract]
- Published
- 2014
- Full Text
- View/download PDF
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