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

DOI10.1007/S00209-016-1677-YMaRDI QIDQ343615zbMATH OpenOpenAlexFDO

Authors Martin Kolb, David Krejčiřík

Publication date 28 November 2016

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.08487

zbMATH Keywords

eigenvalue problemrandom jumpsdiffusion operator

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35) Eigenvalue problems for linear operators (47A75)

Abstract: Using an operator-theoretic framework in a Hilbert-space setting, we perform a detailed spectral analysis of the one-dimensional Laplacian in a bounded interval, subject to specific non-self-adjoint connected boundary conditions modelling a random jump from the boundary to a point inside the interval. In accordance with previous works, we find that all the eigenvalues are real. As the new results, we derive and analyse the adjoint operator, determine the geometric and algebraic multiplicities of the eigenvalues, write down formulae for the eigenfunctions together with the generalised eigenfunctions and study their basis properties. It turns out that the latter heavily depend on whether the distance of the interior point to the centre of the interval divided by the length of the interval is rational or irrational. Finally, we find a closed formula for the metric operator that provides a similarity transform of the problem to a self-adjoint operator.

Recommendations

• Spectral analysis of the multidimensional diffusion operator with random jumps from the boundary
• Spectral analysis of diffusions with jump boundary
• Correction to: ``Spectral analysis of the diffusion operator with random jumps from the boundary
• Spectral analysis of Brownian motion with jump boundary
• Dependence of eigenvalues on the diffusion operators with random jumps from the boundary
• MULTIPLICITIES OF EIGENVALUES OF THE DIFFUSION OPERATOR WITH RANDOM JUMPS FROM THE BOUNDARY
• Spectral analysis of a class of nonlocal elliptic operators related to Brownian motion with random jumps
• On the spectral gap of Brownian motion with jump boundary
• ON THE SPECTRUM OF A CLASS OF NON-SECTORIAL DIFFUSION OPERATORS
• Spectral analysis of fractional hyperbolic diffusion equations with random data

Cites work

• scientific article; zbMATH DE number 3676608 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• Brownian motion on the figure eight
• Classes of linear operators. Vol. I
• Coupling for drifted Brownian motion on an interval with redistribution from the boundary
• Diophantine approximation
• Elements of spectral theory without the spectral theorem
• Ergodic behavior of diffusions with random jumps from the boundary
• Linear operators and their spectra
• Non-self-adjoint graphs
• On the similarity of Sturm-Liouville operators with non-Hermitian boundary conditions to self-adjoint and normal operators
• On the spectral gap of Brownian motion with jump boundary
• Pseudospectra in non-Hermitian quantum mechanics
• 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

Cited in

(8)

• Spectral analysis of the multidimensional diffusion operator with random jumps from the boundary
• The minimally anisotropic metric operator in quasi-Hermitian quantum mechanics
• Correction to: ``Spectral analysis of the diffusion operator with random jumps from the boundary
• Spectral analysis of Brownian motion with jump boundary
• MULTIPLICITIES OF EIGENVALUES 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

This page was built for publication: Spectral analysis of the diffusion operator with random jumps from the boundary

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q343615)