Spectral analysis of diffusions with jump boundary (Q639520): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 00:50, 5 March 2024

scientific article
Language Label Description Also known as
English
Spectral analysis of diffusions with jump boundary
scientific article

    Statements

    Spectral analysis of diffusions with jump boundary (English)
    0 references
    0 references
    0 references
    22 September 2011
    0 references
    This article answers in the negative two questions raised by Ben-Ari and Pinsky, namely, whether the eigenvalue of the generator of a diffusion with jump boundary possessing the least real part is necessarily real, and whether its spectral gap is larger than the bottom of the spectrum of the diffusion killed at the boundary. Using the known fact that the former implies the latter, the authors construct a counterexample to the latter, thus disproving both. The counterexample is a scalar diffusion in an interval with constant drift and diffusion and a deterministic jump distribution, for which the aforementioned spectral gap is independent of the drift when the drift is large enough, but the corresponding bottom of the spectrum of the killed diffusion grows unbounded. Both quantities are calculated explicitly.
    0 references
    spectral gap
    0 references
    diffusions with jump boundary
    0 references
    killed diffusions
    0 references
    second order elliptic operators
    0 references

    Identifiers