Search results for "Bounded"

Random walk approach to the analytic solution of random systems with multiplicative noise—The Anderson localization problem

2006

We discuss here in detail a new analytical random walk approach to calculating the phase-diagram for spatially extended systems with multiplicative noise. We use the Anderson localization problem as an example. The transition from delocalized to localized states is treated as a generalized diffusion with a noise-induced first-order phase transition. The generalized diffusion manifests itself in the divergence of averages of wavefunctions (correlators). This divergence is controlled by the Lyapunov exponent $\gamma$, which is the inverse of the localization length, $\xi=1/\gamma$. The appearance of the generalized diffusion arises due to the instability of a fundamental mode corresponding to…

Thermalization of Random Motion in Weakly Confining Potentials

2010

We show that in weakly confining conservative force fields, a subclass of diffusion-type (Smoluchowski) processes, admits a family of "heavy-tailed" non-Gaussian equilibrium probability density functions (pdfs), with none or a finite number of moments. These pdfs, in the standard Gibbs-Boltzmann form, can be also inferred directly from an extremum principle, set for Shannon entropy under a constraint that the mean value of the force potential has been a priori prescribed. That enforces the corresponding Lagrange multiplier to play the role of inverse temperature. Weak confining properties of the potentials are manifested in a thermodynamical peculiarity that thermal equilibria can be approa…

Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals

2020

Abstract We consider Malliavin smoothness of random variables f ( X 1 ) , where X is a pure jump Levy process and the function f is either bounded and Holder continuous or of bounded variation. We show that Malliavin differentiability and fractional differentiability of f ( X 1 ) depend both on the regularity of f and the Blumenthal–Getoor index of the Levy measure.

Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes

2000

A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties as the derivation and divergence operator on the Wiener space over $\eufrak{h}$. The derivation operator is then used to give sufficient conditions for the existence of smooth Wigner densities for pairs of operators satisfying the canonical commutation relations. For $\eufrak{h}=L^2(\mathbb{R}_+)$, the divergence operator is shown to coincide with the Hudson-Parthasarathy quantum stochastic integral for adapted integrable processes and with the non-causal…

Bounded Drift-Diffusion Motion

2009

The Mean-Field Limit for Solid Particles in a Navier-Stokes Flow

2008

We propose a mathematical derivation of Brinkman's force for a cloud of particles immersed in an incompressible viscous fluid. Specifically, we consider the Stokes or steady Navier-Stokes equations in a bounded domain Omega subset of R-3 for the velocity field u of an incompressible fluid with kinematic viscosity v and density 1. Brinkman's force consists of a source term 6 pi rvj where j is the current density of the particles, and of a friction term 6 pi vpu where rho is the number density of particles. These additional terms in the motion equation for the fluid are obtained from the Stokes or steady Navier-Stokes equations set in Omega minus the disjoint union of N balls of radius epsilo…

THE MINIMIZING TOTAL VARIATION FLOW WITH MEASURE INITIAL CONDITIONS

2004

In this paper we obtain existence and uniqueness of solutions for the Cauchy problem for the minimizing total variation flow when the initial condition is a Radon measure in ℝN. We study limit solutions obtained by weakly approximating the initial measure μ by functions in L1(ℝN). We are able to characterize limit solutions when the initial condition μ=h+μs, where h∈L1(ℝN)∩L∞(ℝN), and μs=αℋk⌊ S,α≥0,k is an integer and S is a k-dimensional manifold with bounded curvatures. In case k<N-1 we prove that the singular part of the solution does not move, it remains equal to μs for all t≥0. In particular, u(t)=δ0 when u(0)=δ0. In case k=N-1 we prove that the singular part of the limit solution …

On modal mu-calculus over finite graphs with bounded strongly connected components.

2010

For every positive integer k we consider the class SCCk of all finite graphs whose strongly connected components have size at most k. We show that for every k, the Modal mu-Calculus fixpoint hierarchy on SCCk collapses to the level Delta2, but not to Comp(Sigma1,Pi1) (compositions of formulas of level Sigma1 and Pi1). This contrasts with the class of all graphs, where Delta2=Comp(Sigma1,Pi1).

Maximal Operators with Respect to the Numerical Range

2018

Let $\mathfrak{n}$ be a nonempty, proper, convex subset of $\mathbb{C}$. The $\mathfrak{n}$-maximal operators are defined as the operators having numerical ranges in $\mathfrak{n}$ and are maximal with this property. Typical examples of these are the maximal symmetric (or accretive or dissipative) operators, the associated to some sesquilinear forms (for instance, to closed sectorial forms), and the generators of some strongly continuous semi-groups of bounded operators. In this paper the $\mathfrak{n}$-maximal operators are studied and some characterizations of these in terms of the resolvent set are given.

Symmetry of minimizers with a level surface parallel to the boundary

2015

We consider the functional $$I_\Omega(v) = \int_\Omega [f(|Dv|) - v] dx,$$ where $\Omega$ is a bounded domain and $f$ is a convex function. Under general assumptions on $f$, G. Crasta [Cr1] has shown that if $I_\Omega$ admits a minimizer in $W_0^{1,1}(\Omega)$ depending only on the distance from the boundary of $\Omega$, then $\Omega$ must be a ball. With some restrictions on $f$, we prove that spherical symmetry can be obtained only by assuming that the minimizer has one level surface parallel to the boundary (i.e. it has only a level surface in common with the distance). We then discuss how these results extend to more general settings, in particular to functionals that are not differenti…