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

diffusions with jump boundarykilled diffusionssecond order elliptic operatorsspectral gap

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.

Review text

This article answers in the negative two questions raised by Ben-Ari and Pinsky, namely, whether the eigenvalue of the generator of a diffusion with jump boundary possessing the least real part is necessarily real, and whether its spectral gap is larger than the bottom of the spectrum of the diffusion killed at the boundary. Using the known fact that the former implies the latter, the authors construct a counterexample to the latter, thus disproving both. The counterexample is a scalar diffusion in an interval with constant drift and diffusion and a deterministic jump distribution, for which the aforementioned spectral gap is independent of the drift when the drift is large enough, but the corresponding bottom of the spectrum of the killed diffusion grows unbounded. Both quantities are calculated explicitly.

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Cites work

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

Cited in

(14)

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

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