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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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L^p- spectrum of Ornstein-Uhlenbeck operators

\(L^p\)-spectrum of Ornstein-Uhlenbeck operators
Authors: METAFUNE, Giorgio Gustavo Ermanno;

L^p- spectrum of Ornstein-Uhlenbeck operators

Abstract

In this paper the author considers the spectrum of drift operators \(\mathcal L = \sum_{i,j=1}^n b_{ij}x_j D_i\) and the Ornstein--Uhlenbeck operators \({\mathcal A}= \sum_{i,j=1}^n q_{ij} D_{ij}+ \mathcal L\) in \(L^p(\mathbb R^n)\) and \(BUC(\mathbb R^n)\). Let \(B\) be the (nonzero real) matrix \((b_{ij})\), and let \(Q\) be the real symmetric positive-definite matrix \((q_{ij})\). For a linear operator \(\mathcal B\) let the spectral bound of \(\mathcal B\) be \(s(\mathcal B) = \{ \sup \text{Re}\, \mu \, : \,\mu \in \sigma (\mathcal B) \}\). Next, let the boundary spectrum of \(\mathcal B\) be \(\sigma(\mathcal B) \cap \{ \mu \in \mathbb C:\text{Re} \, \mu = s(\mathcal B)\}\). Finally, set \(D_p(\mathcal B)\) be the set of all \(u\in L^p\) such that \(\mathcal B u \in L^p\). In Section 2 of the paper, the author characterises the \(L^p\) spectrum of the drift operator \(\mathcal L\), \(\sigma_p(\mathcal L)\), under different conditions on the matrix \(B\). It turns out that the spectrum is \(p\)-dependent; a typical result is Theorem 2.3. which shows that if \(\text{tr}(B) \neq 0\), then \(\sigma_p(\mathcal L) = - \text{tr}(B)/p + i \mathbb R\). The main result of Section 3 is Theorem 3.3, which states that the boundary spectrum of \((\mathcal A, \; D_p(\mathcal A))\) contains the spectrum of the drift operator \((\mathcal L, \; D_p(\mathcal L))\). Section 4, the central section of the paper, concerns the \(L^p\) spectrum of Ornstein-Uhlenbeck operators. Precise results here depend on \(p\), and on the location of the spectrum of \(B\). The results in this section assume that either \(\sigma(\mathcal B) \subset \mathbb C_+\) or \(\sigma(\mathcal B) \subset \mathbb C_-\). As a typical result we quote Theorem 4.12: If \(1 \leq p \leq \infty\) and \(\sigma (B) \subset \mathbb C_-\), then \[ \sigma_p (\mathcal A) = \{ \mu \in \mathbb C \, : \, \hbox{Re} \, \mu \leq -\text{tr}(B)/p \}. \] Finally, in Section 5 the author considers \(L^p\) spectra of Ornstein-Uhlenbeck operators under less restrictive conditions on the spectrum of \(B\), but under the additional assumptions that \(B\) is symmetric and that \(B\) and \(Q\) commute. A result similar to Theorem 4.12, Theorem 5.1, holds in that case. In Section 6 the author proves results about spectra in \(BUC(\mathbb R^n)\). For example (see Theorem 6.2), if \(\sigma(B) \subset \mathcal C_-\), the spectrum of \((\mathcal A, \, \mathcal D( \mathcal A))\) is the left half-plane; here the domain of \(\mathcal A\) is defined as \[ \{ u \in BUC (\mathbb R^n) \cap W^{2,p}_{\text{loc}} (\mathbb R^n) \; \forall \, p > n \, : \, u \in BUC(\mathbb R^n) \}. \] The proofs use an attractive mixture of results from semigroup theory, Fourier methods and results of Arendt.

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Italy
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Keywords

General theory of partial differential operators, drift operators, General topics in linear spectral theory for PDEs, boundary spectrum, Degenerate elliptic equations, Degenerate parabolic equations, Diffusion processes, \(L^p\)-spectrum, Ornstein-Uhlenbeck operators

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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