Spectral properties of the Cauchy process on half-line and interval

DOI10.1112/PLMS/PDQ010zbMATH Open1220.60029arXiv0906.3113OpenAlexW3104662511MaRDI QIDQ3589239FDOQ3589239

T. Kulczycki, M. Kwaśnicki, Andrzej Stós, Jacek Małecki

Publication date: 20 September 2010

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

Abstract: We study the spectral properties of the transition semigroup of the killed one-dimensional Cauchy process on the half-line (0,infty) and the interval (-1,1). This process is related to the square root of one-dimensional Laplacian A = -sqrt(-d^2/dx^2) with a Dirichlet exterior condition (on a complement of a domain), and to a mixed Steklov problem in the half-plane. For the half-line, an explicit formula for generalized eigenfunctions psi_lambda of A is derived, and then used to construct spectral representation of A. Explicit formulas for the transition density of the killed Cauchy process in the half-line (or the heat kernel of A in (0,infty)), and for the distribution of the first exit time from the half-line follow. The formula for psi_lambda is also used to construct approximations to eigenfunctions of A in the interval. For the eigenvalues lambda_n of A in the interval the asymptotic formula lambda_n = n pi/2 - pi/8 + O(1/n) is derived, and all eigenvalues lambda_n are proved to be simple. Finally, efficient numerical methods of estimation of eigenvalues lambda_n are applied to obtain lower and upper numerical bounds for the first few eigenvalues up to 9th decimal point.

Full work available at URL: https://arxiv.org/abs/0906.3113

zbMATH Keywords

generalized eigenvectorsfractional Laplacianasymptotic eigenvalue distributionmixed Steklov problemkilled Cauchy process

Mathematics Subject Classification ID

Estimates of eigenvalues in context of PDEs (35P15) Boundary value problems for second-order elliptic equations (35J25) Asymptotic distributions of eigenvalues in context of PDEs (35P20) Stable stochastic processes (60G52)

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