Spectral analysis of the multidimensional diffusion operator with random jumps from the boundary

DOI10.1007/S00028-020-00647-1MaRDI QIDQ2044648zbMATH OpenOpenAlexFDO

Authors David Krejčiřík, V. Lotoreichik, Matěj Tušek, Konstantin Pankrashkin

Publication date 10 August 2021

Published in Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.14392

zbMATH Keywords

Brownian motionnumerical rangeelliptic differential operatorroot vectorsnon-self-adjoint and non-local boundary conditionspectral enclosures

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) General topics in linear spectral theory for PDEs (35P05)

Abstract: We develop a Hilbert-space approach to the diffusion process of the Brownian motion in a bounded domain with random jumps from the boundary introduced by Ben-Ari and Pinsky in 2007. The generator of the process is introduced by a diffusion elliptic differential operator in the space of square-integrable functions, subject to non-self-adjoint and non-local boundary conditions expressed through a probability measure on the domain. We obtain an expression for the difference between the resolvent of the operator and that of its Dirichlet realization. We prove that the numerical range is the whole complex plane, despite the fact that the spectrum is purely discrete and is contained in a half-plane. Furthermore, for the class of absolutely continuous probability measures with square-integrable densities we characterise the adjoint operator and prove that the system of root vectors is complete. Finally, under certain assumptions on the densities, we obtain enclosures for the non-real spectrum and find a sufficient condition for the non-zero eigenvalue with the smallest real part to be real. The latter supports the conjecture of Ben-Ari and Pinsky that this eigenvalue is always real.

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• Correction to: ``Spectral analysis of the diffusion operator with random jumps from the boundary
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• Spectral analysis of Brownian motion with jump boundary
• Spectral analysis of a family of second-order elliptic operators with nonlocal boundary condition indexed by a probability measure
• Spectral analysis of diffusions with jump boundary
• Spectral analysis of the diffusion operator with random jumps from the boundary

Cited in

(9)

• Correction to: ``Spectral analysis of the diffusion operator with random jumps from the boundary
• Spectral analysis of a family of second-order elliptic operators with nonlocal boundary condition indexed by a probability measure
• Spectral analysis of a class of nonlocal elliptic operators related to Brownian motion with random jumps
• Spectral analysis of Brownian motion with jump boundary
• MULTIPLICITIES OF EIGENVALUES OF THE DIFFUSION OPERATOR WITH RANDOM JUMPS FROM THE BOUNDARY
• Spectral analysis of the diffusion operator with random jumps from the boundary
• On the spectral gap of Brownian motion with jump boundary
• Spectral analysis of diffusions with jump boundary
• Dependence of eigenvalues on the diffusion operators with random jumps from the boundary

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