Transition Semigroup Research Articles

Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena

We establish partial smoothing properties of the transition semigroup (Pt)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$(P_t)$$\\end{document} associated to the linear stochastic wave equation driven by a cylindrical Wiener noise on a separable Hilbert space. These new results allow the study of related vector-valued infinite-dimensional PDEs in spaces of functions which are Hölder continuous along special directions. As an application we prove strong uniqueness for semilinear stochastic wave equations involving nonlinearities of Hölder type. We stress that we are able to prove well-posedness although the Markov semigroup (Pt)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$(P_t)$$\\end{document} is not strong Feller.

Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping

In this paper, we consider a 2D liquid crystal model with damping and examine some asymptotic behaviors of the strong solution. More precisely, we establish the asymptotic log-Harnack inequality for the transition semigroup associated with a simplified liquid crystal model driven by an additive degenerate noise via the asymptotic coupling method. As consequences of the asymptotic log-Harnack inequality, we derive the gradient estimate, the asymptotic irreducibility, the asymptotic strong Feller property, the asymptotic heat kernel estimate and the ergodicity.

Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise

We consider stochastic reaction-diffusion equations with colored noise on the space of real-valued and continuous functions on a compact subset of ℝ d for d = 1 , 2 , 3 . We prove Schauder-type estimates, which will depend on the color of the noise, for the stationary and evolution problems associated with the corresponding transition semigroup.

The Fractional Laplacian with Reflections

Motivated by the notion of isotropic α\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha $$\\end{document}-stable Lévy processes confined, by reflections, to a bounded open Lipschitz set D⊂Rd\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$D\\subset \\mathbb {R}^d$$\\end{document}, we study some related analytical objects. Thus, we construct the corresponding transition semigroup, identify its generator and prove exponential speed of convergence of the semigroup to a unique stationary distribution for large time.

Evolution systems of probability measures for nonautonomous Klein-Gordon Itô equations on [formula omitted

Invariant probability measures of time-homogeneous transition semigroups for autonomous stochastic ODEs/PDEs/lattice systems have been widely discussed in the literature. In this work we investigate evolution systems of probability measures of time inhomogeneous transition operators for a class of nonautonomous Klein-Gordon Itô equation defined on an integer set ZN. The existence, periodicity, pointwise ergodicity and tightness of evolution systems of probability measures are established in an infinite-dimensional phase space by using a generalized Krylov-Bogolyubov method developed by Da Prato and Röckner [21]. The asymptotic stability of every periodic evolution system of probability measures with respect to the noise intensity is discussed by using a recent result on this topic established by Wang, Caraballo and Tuan [49]. The uniqueness, global exponential mixing, forward strong mixing and backward strong mixing of every evolution system of probability measures are also discussed under some globally monotone conditions. The idea of uniform tail-estimate due to Wang [41] is used to overcome several difficulties caused by the lack of compactness in infinite lattices. It seems that this is the first time to study evolution systems of probability measures for nonautonomous hyperbolic stochastic equations.

Solving stochastic equations with unbounded nonlinear perturbations

This paper is interested in semilinear stochastic equations having unbounded nonlinear perturbations in the deterministic part and/or in the random part. Moreover, the linear part of these equations is governed by a not necessarily analytic semigroup. The main difficulty with these equations is how to define the concept of mild solutions due to the chosen type of unbounded perturbations. To overcome this problem, we first proved a regularity property of the stochastic convolution with respect to the domain of ‘admissible’ unbounded linear operators (not necessarily closed or closable). This is done using Yosida extensions of such unbounded linear operators. After proving the well-posedness of these equations, we also establish the Feller property for the corresponding transition semigroups. Several examples like heat equations and Schrödinger equations with nonlocal perturbations terms are given. Finally, we give an application to a general class of semilinear neutral stochastic equations.

Freezing limits for Calogero–Moser–Sutherland particle models

AbstractOne‐dimensional interacting particle models of Calogero–Moser–Sutherland type with N particles can be regarded as diffusion processes on suitable subsets of like Weyl chambers and alcoves with second‐order differential operators as generators of the transition semigroups, where these operators are singular on the boundaries of the state spaces. The most relevant examples are multivariate Bessel processes and Heckman–Opdam processes in a compact and noncompact setting where in all cases, these processes are related to special functions associated with root systems. More precisely, the transition probabilities can be described with the aid of multivariate Bessel functions, Jack and Heckman–Opdam Jacobi polynomials, and Heckman–Opdam hypergeometric functions, respectively. These models, in particular, form dynamic eigenvalue evolutions of the classical random matrix models like β‐Hermite, β‐ Laguerre, and β‐Jacobi, that is, MANOVA, ensembles. In particular, Dyson's Brownian motions and multivariate Jacobi processes are included. In all cases, the processes depend on so‐called coupling parameters. We review several freezing limit theorems for these diffusions where, for fixed N, one or several of the coupling parameters tend to ∞. In many cases, the limits will be N‐dimensional normal distributions and, in the process case, Gauss processes. However, in some cases, normal distributions on half spaces and distributions related to some other ensembles appear as limits. In all cases, the limits are connected with the zeros of the classical one‐dimensional orthogonal polynomials of order N.

Schauder regularity results in separable Hilbert spaces

We prove Schauder type estimates for solutions of stationary and evolution equations driven by weak generators of transition semigroups associated to a semilinear stochastic partial differential equations with values in a separable Hilbert space.

Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear infinite-dimensional degenerate stochastic differential equations in terms of their infinitesimal generators. In the first part of this article we use resolvent methods developed by Beznea, Boboc and Röckner to construct diffusion processes with infinite lifetime and explicit invariant measures. The processes provide weak solutions to infinite-dimensional Langevin dynamics. The second part deals with a general abstract Hilbert space hypocoercivity method, developed by Dolbeaut, Mouhot and Schmeiser. In order to treat stochastic (partial) differential equations, Grothaus and Stilgenbauer translated these concepts to the Kolmogorov backwards setting taking domain issues into account. To apply these concepts in the context of infinite-dimensional Langevin dynamics we use an essential m-dissipativity result for infinite-dimensional Ornstein–Uhlenbeck operators, perturbed by the gradient of a potential. We allow unbounded diffusion operators as coefficients and apply corresponding regularity estimates. Furthermore, essential m-dissipativity of a non-sectorial Kolmogorov backward operator associated to the dynamic is needed. Poincaré inequalities for measures with densities w.r.t. infinite-dimensional non-degenerate Gaussian measures are studied. Deriving a stochastic representation of the semigroup generated by the Kolmogorov backward operator as the transition semigroup of a diffusion process enables us to show an L2\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$L^2$$\\end{document}-exponential ergodicity result for the weak solution. Finally, we apply our results to explicit infinite-dimensional degenerate diffusion equations.

Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives

This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the dynamic programming approach due to the unboudedness of the control operator and to the lack of regularity of the underlying transition semigroup. We introduce a specific concept of partial derivative, designed for this situation, and we develop a method to prove that the associated HJB equation has a solution with enough regularity to find optimal controls in feedback form.

Global martingale and pathwise solutions and infinite regularity of invariant measures for a stochastic modified Swift–Hohenberg equation

We consider a 2D stochastic modified Swift–Hohenberg equations with multiplicative noise and periodic boundary. First, we establish the existence of local and global martingale and pathwise solutions in the regular Sobolev space for each . Associated with the unique global pathwise solution, we obtain a Markovian transition semigroup. Then, we show the existence of invariant measures and ergodic invariant measures for this Markovian semigroup on . At last, we improve the regularity of the obtained invariant measures to . With appropriate conditions on the diffusion coefficient, we can deduce the infinite regularity of the invariant measures, which was conjectured by Glatt-Holtz et al in their situation (2014 J. Math. Phys. 55 277–304).

Asymptotic stability of evolution systems of probability measures for nonautonomous stochastic systems: Theoretical results and applications

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study the asymptotic stability of evolution systems of probability measures of time inhomogeneous transition operators for nonautonomous stochastic systems. Two general theoretical results on this topic are established in a Polish space by establishing some sufficient conditions which can be verified in applications. Our abstract results are applied to a stochastic lattice reaction-diffusion equation driven by a time-dependent nonlinear noise. A time-average argument and an extended Krylov-Bogolyubov method due to Da Prato and Röckner [Seminar on stochastic analysis, random fields and applications V, Birkhäuser, Basel, 2008] are employed to prove the existence of evolution systems of probability measures. A mild condition on the time-dependent diffusion function is used to prove that the limit of every evolution system of probability measures must be an evolution system of probability measures of the limiting equation. The theoretical results are expected to be applied to various stochastic lattice systems/ODEs/PDEs in the future.

Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes

Let (P_t) be the transition semigroup of the Markov family (X^x(t)) defined by SDE dX=b(X)dt+dZ,X(0)=x,\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\begin{aligned} \\mathrm{d}X= b(X)\\mathrm{d}t + \\mathrm{d}Z, \\qquad X(0)=x, \\end{aligned}$$\\end{document}where Z=left( Z_1, ldots , Z_dright) ^* is a system of independent real-valued Lévy processes. Using the Malliavin calculus we establish the following gradient formula ∇Ptf(x)=EfXx(t)Y(t,x),f∈Bb(Rd),\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\begin{aligned} \ abla P_tf(x)= {\\mathbb {E}}\\, f\\left( X^x(t)\\right) Y(t,x), \\qquad f\\in B_b({\\mathbb {R}}^d), \\end{aligned}$$\\end{document}where the random field Y does not depend on f. Moreover, in the important cylindrical alpha -stable case alpha in (0,2), where Z_1, ldots , Z_d are alpha -stable processes, we are able to prove sharp L^1-estimates for Y(t, x). Uniform estimates on nabla P_tf(x) are also given.

Harnack inequalities with power $$\pmb {p\in (1,+\infty )}$$ for transition semigroups in Hilbert spaces

Harnack inequalities with power $$\pmb {p\in (1,+\infty )}$$ for transition semigroups in Hilbert spaces

Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control

In this present paper we consider the transition semigroup {Pt}t≥0 related to the stochastic Burgers-Huxley equation which describes a prototype model for describing the interaction between reaction mechanisms, convection effects and diffusion transports. We are proving that it has a regularizing effect in the Banach space of continuous functions C(0,1), that is, the transition semigroup {Pt}t≥0 possesses strong Feller property. Some estimates on derivative of the transition semigroup related to stochastic Burgers-Huxley equation are established based on the exponential moment estimates of the solution of stochastic Burgers-Huxley equation and its first variation equation. Finally, certain application in Hamilton-Jacobi-Bellman equation arising from stochastic optimal control problem is provided to illustrate our results.

Smoothing effect and derivative formulas for Ornstein–Uhlenbeck processes driven by subordinated cylindrical Brownian noises

We investigate the concept of cylindrical Wiener process subordinated to a strictly α–stable Lévy process, with α∈(0,1), in an infinite–dimensional, separable Hilbert space, and consider the related stochastic convolution. We then introduce the corresponding Ornstein–Uhlenbeck process, focusing on the regularizing properties of the Markov transition semigroup defined by it. In particular, we provide an explicit, original formula –which is not of Bismut–Elworthy–Li's type– for the Gateaux derivatives of the functions generated by the operators of the semigroup, as well as an upper bound for the norm of their gradients. In the case α∈(12,1), this estimate represents the starting point for studying the Kolmogorov equation in its mild formulation.

Stability of the invariant measure for the 3D stochastic cubic Ginzburg–Landau systems

The current paper is devoted to 3D stochastic Ginzburg–Landau equations with degenerate random forcing. We establish the stability of stochastic systems by investigating the relationship between invariant measures under the action of transition semigroups corresponding to different sets of parameters. Towards this aim a new form of bound on the difference between solutions along with the spectral gap plays a significant role.

$$L^2$$-theory for transition semigroups associated to dissipative systems

$$L^2$$-theory for transition semigroups associated to dissipative systems

Long-Time Behavior for Subcritical Measure-Valued Branching Processes with Immigration

AbstractIn this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration mechanisms, we prove the existence and uniqueness of an invariant probability measure for the corresponding Markov transition semigroup. Moreover, we show that it converges with exponential rate to the unique invariant measure in the Wasserstein distance as well as in a distance defined in terms of Laplace transforms. Finally, we consider an application of our results to super-Lévy processes as well as branching particle systems on the lattice with noncompact spins.

Partial smoothing of delay transition semigroups acting on special functions

It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bounded and continuous functions. In this paper we study regularizing properties of this transition semigroup when acting on special functions of the past trajectory. With this regularizing property, we are able to prove existence and uniqueness of a mild solution for a special class of semilinear Kolmogorov equations; we apply these results to a stochastic optimal control problem.