Spectral decomposition of fractional operators and a reflected stable semigroup

DOI10.1016/J.JDE.2016.10.026zbMATH Open1368.47032arXiv1606.04034OpenAlexW2963063348MaRDI QIDQ729923FDOQ729923

Authors: Pierre Patie, Yixuan Zhao 

Publication date: 22 December 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: In this paper, we provide the spectral decomposition in Hilbert space of the $mathcal{C}_0$-semigroup $P$ and its adjoint $hatP$ having as generator, respectively, the Caputo and the right-sided Riemann-Liouville fractional derivatives of index $1<alpha<2$. These linear operators, which are non-local and non-self-adjoint, appear in many recent studies in applied mathematics and also arise as the infinitesimal generators of some substantial processes such as the reflected spectrally negative $alpha$-stable process. Our approach relies on intertwining relations that we establish between these semigroups and the semigroup of a Bessel type process whose generator is a self-adjoint second order differential operator. In particular, from this commutation relation, we characterize the positive real axis as the continuous point spectrum of $P$ and provide a power series representation of the corresponding eigenfunctions. We also identify the positive real axis as the residual spectrum of the adjoint operator $hatP$ and elucidates its role in the spectral decomposition of these operators. By resorting to the concept of continuous frames, we proceed by investigating the domain of the spectral operators and derive two representations for the heat kernels of these semigroups. As a by-product, we also obtain regularity properties for these latter and also for the solution of the associated Cauchy problem.

Full work available at URL: https://arxiv.org/abs/1606.04034

Recommendations

• Reflected spectrally negative stable processes and their governing equations
• Symmetric differential operators of fractional order and their extensions
• Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian
• Spectral problems for fractional differential equations from nonlocal continuum mechanics
• On analytic semigroup generators involving Caputo fractional derivative

zbMATH Keywords

fractional operatorsspectral theoryMarkov semigroupscontinuous framesnon-self-adjoint integro-differential operatorsreflected stable processes

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Fractional partial differential equations (35R11) General harmonic expansions, frames (42C15) Integro-differential operators (47G20) Spectral theory; eigenvalue problems on manifolds (58C40) Stable stochastic processes (60G52)

Cites Work

• Introductory lectures on fluctuations of Lévy processes with applications.
• Title not available (Why is that?)
• Asymptotics and Mellin-Barnes integrals
• Title not available (Why is that?)
• Title not available (Why is that?)
• Variational formulation for the stationary fractional advection dispersion equation
• Mesures Associees Aux Fonctionnelles Additives de Markov. I
• Title not available (Why is that?)
• An introduction to infinite-dimensional analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Classical Expansions and Their Relation to Conjugate Harmonic Functions
• Bernstein functions. Theory and applications
• Title not available (Why is that?)
• Markov Processes, Brownian Motion, and Time Symmetry
• AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION
• On \(L^{p}\)-contractivity of Laguerre semigroups
• Title not available (Why is that?)
• Stochastic models for fractional calculus
• Frames and semi-frames
• Elementary Solutions for Certain Parabolic Partial Differential Equations
• Non-selfadjoint operators and pseudospectra
• Title not available (Why is that?)
• Title not available (Why is that?)
• Semi-stable Markov processes. I
• Exponentially small expansions in the asymptotics of the Wright function
• Some results on non-self-adjoint operators, a survey
• On entire moments of self-similar Markov processes
• Jensen polynomials and the Turán and Laguerre inequalities
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• Intertwining certain fractional derivatives
• Predicting the ultimate supremum of a stable Lévy process with no negative jumps
• Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
• Markov processes and their functional in duality
• An extension of Pitman's theorem for spectrally positive Lévy processes
• Infinitesimal generators of time changed processes
• Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials
• Reflected spectrally negative stable processes and their governing equations
• On construction of Markov processes

Cited In (13)

• On interweaving relations
• Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
• Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations
• Risk‐neutral pricing techniques and examples
• Fluctuation theory for Lévy processes with completely monotone jumps
• Analysis of non-reversible Markov chains via similarity orbits
• Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space
• Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes
• Self-similar Cauchy problems and generalized Mittag-Leffler functions
• Frankl spectral problem for an operator of mixed type with arbitrary power-law degeneration
• Bernstein-gamma functions and exponential functionals of Lévy processes
• Smoothness of continuous state branching with immigration semigroups
• Fractional partial differential equations with boundary conditions

This page was built for publication: Spectral decomposition of fractional operators and a reflected stable semigroup

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q729923)