Spectral analysis of diffusions with jump boundary

DOI10.1016/J.JFA.2011.05.025MaRDI QIDQ639520zbMATH OpenOpenAlexFDO

Authors Martin Kolb, A. Wübker

Publication date 22 September 2011

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.2679

zbMATH Keywords

killed diffusionsspectral gapsecond order elliptic operatorsdiffusions with jump boundary

Mathematics Subject Classification ID

Diffusion processes (60J60)

Abstract: In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a Corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky.

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Cites work

• scientific article; zbMATH DE number 707209 (Why is no real title available?)
• scientific article; zbMATH DE number 1966269 (Why is no real title available?)
• Brownian flow on a finite interval with jump boundary conditions
• Brownian motion on the figure eight
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• Ergodic properties of multidimensional Brownian motion with rebirth
• On the spectral gap of Brownian motion with jump boundary
• 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

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(14)

• Spectral analysis of the multidimensional diffusion operator with random jumps from the boundary
• The behavior of the spectral gap under growing drift
• Correction to: ``Spectral analysis of the diffusion operator with random jumps from the boundary
• Spectral Method for Analysis of Switching Diffusions
• Front propagation and quasi-stationary distributions: two faces of the same coin
• On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions
• scientific article; zbMATH DE number 6302927 (Why is no real title available?)
• Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions
• 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
• Real diffusion with complex spectral gap
• Dependence of eigenvalues on the diffusion operators with random jumps from the boundary

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