Search results for "Dirichlet form"

Feynman-Kac formulae

2015

In this chapter, we establish the connection between the deterministic EIT forward problem and the class of reflecting diffusion processes. We proceed along the lines of the recent paper [137] by Piiroinen and the author: We derive Feynman-Kac formulae in terms of these processes for the solutions to the forward problems corresponding to the continuum model and the complete electrode model, respectively. These results extend the classical Feynman-Kac formulae for elliptic boundary value problems in smooth domains and with smooth coefficients which were obtained in the 1980s and 1990s using the Feller semigroup approach and Ito stochastic calculus. In contrast to this well-studied situation,…

Geometry and analysis of Dirichlet forms

2012

Let $ \mathscr E $ be a regular, strongly local Dirichlet form on $L^2(X, m)$ and $d$ the associated intrinsic distance. Assume that the topology induced by $d$ coincides with the original topology on $ X$, and that $X$ is compact, satisfies a doubling property and supports a weak $(1, 2)$-Poincar\'e inequality. We first discuss the (non-)coincidence of the intrinsic length structure and the gradient structure. Under the further assumption that the Ricci curvature of $X$ is bounded from below in the sense of Lott-Sturm-Villani, the following are shown to be equivalent: (i) the heat flow of $\mathscr E$ gives the unique gradient flow of $\mathscr U_\infty$, (ii) $\mathscr E$ satisfies the Ne…

Dirichlet Forms, Poincaré Inequalities, and the Sobolev Spaces of Korevaar and Schoen

2004

We answer a question of Jost on the validity of Poincare inequalities for metric space-valued functions in a Dirichlet domain. We also investigate the relationship between Dirichlet domains and the Sobolev-type spaces introduced by Korevaar and Schoen.

Uniqueness of diffusion on domains with rough boundaries

2016

Let $\Omega$ be a domain in $\mathbf R^d$ and $h(\varphi)=\sum^d_{k,l=1}(\partial_k\varphi, c_{kl}\partial_l\varphi)$ a quadratic form on $L_2(\Omega)$ with domain $C_c^\infty(\Omega)$ where the $c_{kl}$ are real symmetric $L_\infty(\Omega)$-functions with $C(x)=(c_{kl}(x))>0$ for almost all $x\in \Omega$. Further assume there are $a, \delta>0$ such that $a^{-1}d_\Gamma^{\delta}\,I\le C\le a\,d_\Gamma^{\delta}\,I$ for $d_\Gamma\le 1$ where $d_\Gamma$ is the Euclidean distance to the boundary $\Gamma$ of $\Omega$. We assume that $\Gamma$ is Ahlfors $s$-regular and if $s$, the Hausdorff dimension of $\Gamma$, is larger or equal to $d-1$ we also assume a mild uniformity property for $\Omega$ i…

Stochastic Processes on Ends of Tree and Dirichlet Forms

2016

We present main ideas and compare two constructions of stochastic processes on the ends (leaves) of the trees with varying numbers of edges at the nods. In one of them the trees are represented by spaces of numerical sequences and the processes are obtained by solving a class of Chapman-Kolmogorov Equations. In the other the trees are described by the set of nodes and edges. To each node there is naturally associated a finite dimensional function space and the Dirichlet form on it. Having a class of Dirichlet forms at the nodes one can under certain conditions build a Dirichlet form on L2 space of funcions on the ends of the trees. We show that the state spaces of two approaches are homeomo…

L∞-variational problem associated to dirichlet forms

2012

Analysis on free Riemannian path spaces

2005

Abstract The gradient operator is defined on the free path space with reference measure P μ , the law of the Brownian motion on the base manifold with initial distribution μ, where μ has strictly positive density w.r.t. the volume measure. The formula of integration by parts is established for the underlying directional derivatives, which implies the closability of the gradient operator so that it induces a conservative Dirichlet form on the free path space. The log-Sobolev inequality for this Dirichlet form is established and, consequently, the transportation cost inequality is obtained for the associated intrinsic distance.

Geometry and analysis of Dirichlet forms (II)

2014

Abstract Given a regular, strongly local Dirichlet form E , under assumption that the lower bound of the Ricci curvature of Bakry–Emery, the local doubling and local Poincare inequalities are satisfied, we obtain that: (i) the intrinsic differential and distance structures of E coincide; (ii) the Cheeger energy functional Ch d E is a quadratic norm. This shows that (ii) is necessary for the Riemannian Ricci curvature defined by Ambrosio–Gigli–Savare to be bounded from below. This together with some recent results of Ambrosio–Gigli–Savare yields that the heat flow gives a gradient flow of Boltzman–Shannon entropy under the above assumptions. We also obtain an improvement on Kuwada's duality …

Diffusion processes with ultrametric jumps

2007

Abstract In the theory of spin glasses the relaxation processes are modelled by random jumps in ultrametric spaces. One may argue that at the border of glassy and nonglassy phases the processes combining diffusion and jumps may be relevant. Using the Dirichlet form technique we construct a model of diffusion on the real line with jumps on the Cantor set. The jumps preserve the ultrametric feature of a random process on unit ball of 2-adic numbers.

Poincare Inequalities and Spectral Gap, Concentration Phenomenon for G-Measures

2002

We produce a new approach based upon inequalities of Poincare’s type for giving constructive estimates of the mixing rate for a family of mixing stationary processes continuously depending on their past called g-measures. We establish also exponential inequalities of Hoeffding’s type leading to a concentration phenomenon for a large class of observables; this last property permits in particular to give the typical behaviour of the n-orbits of a g-measure.