Geometric analysis on Ornstein-Uhlenbeck operators with quadratic potentials

DOI10.1007/S12220-012-9370-9MaRDI QIDQ472054zbMATH OpenOpenAlexFDO

Authors Sheng-Ya Feng, Der-Chen Chang

Publication date 18 November 2014

Published in The Journal of Geometric Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.4264

zbMATH Keywords

Hamiltonian formalismheat kernelOrnstein-Uhlenbeck operator

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Hamilton-Jacobi equations (35F21) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

Abstract: In this paper, we study Ornstein-Uhlenbeck operators with quadratic potentials. We use Hamiltonian formalism to characterise the singularities produced by the potentials by finding explicit geodesics of the operators, and obtain the heat kernels via a probabilistic ansatz. All the formulae are closed.

Review text

The paper focuses on Ornstein-Uhlenbeck operators perturbed by quadratic potentials. Through Hamiltonian formalism, induced geodesics are explicitly determined and heat kernels are constructed.

Recommendations

• Variational analysis for the heat kernels of Chandrasekhar-type operators
• Heat kernels for generalized Ornstein-Uhlenbeck operators
• An \(L^p\)-theory for generalized Ornstein-Uhlenbeck operators with nonnegative singular potentials
• scientific article; zbMATH DE number 1174327
• On the Ornstein Uhlenbeck operator perturbed by singular potentials in \(L^p\)-spaces

Cites work

• A Note on fundamental solutions
• A particular case of correlation inequality for the Gaussian measure
• A transport equation of mixed type
• An isoperimetric inequality on the discrete cube and an elementary proof of the isoperimetric inequality in Gauss space
• Characterization of equality in the correlation inequality for convex functions, the U-conjecture
• Complex Hamiltonian mechanics and parametrices for subelliptic Laplacians. I
• Elliptic operators with unbounded drift coefficients and Neumann boundary condition.
• Fundamental solutions for Hermite and subelliptic operators
• Fundamental Solutions for Some Partial Differential Operators from Fluid Dynamics and Statistical Physics
• Fundamental solutions on partial differential operators of second order with application to matrix Riccati equations
• Geometric analysis on generalized Hermite operators
• Gradient estimates for Dirichlet parabolic problems in unbounded domains
• Heat kernels for elliptic and sub-elliptic operators. Methods and techniques
• scientific article; zbMATH DE number 4103721 (Why is no real title available?)
• scientific article; zbMATH DE number 1223843 (Why is no real title available?)
• scientific article; zbMATH DE number 2152971 (Why is no real title available?)
• scientific article; zbMATH DE number 1884264 (Why is no real title available?)
• scientific article; zbMATH DE number 3417266 (Why is no real title available?)
• scientific article; zbMATH DE number 2210110 (Why is no real title available?)
• scientific article; zbMATH DE number 2217252 (Why is no real title available?)
• Hypoelliptic second order differential equations
• Shift inequalities of Gaussian type and norms of barycentres
• The free Markoff field
• The Ornstein-Uhlenbeck semigroup in exterior domains
• Volume Ratios and a Reverse Isoperimetric Inequality
• Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)

Cited in

(3)

• Variational analysis for generalized Kolmogorov operators
• Heat kernels for generalized Ornstein-Uhlenbeck operators
• Evolution equations and diffusion operators for demographic dynamics

This page was built for publication: Geometric analysis on Ornstein-Uhlenbeck operators with quadratic potentials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q472054)