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Anup Biswas

Publications and source records attributed to Anup Biswas.

At least 37 records · Page 2Linked to original sources

Generalized principal eigenvalues on $\mathbb{R}^d$ of second order elliptic operators with rough nonlocal kernels

We study the generalized eigenvalue problem on the whole space for a class of integro-differential elliptic operators. The nonlocal operator is over a finite measure, but this has no particular structure. Some of our results even hold for singular kernels. The first part of the paper presents results concerning the existence of a principal eigenfunction. Then we present various necessary and/or sufficient conditions for the maximum principle to hold, and use these to characterize the simplicity of the principal eigenvalue.

math.AP↗

Boundary regularity of mixed local-nonlocal operators and its application

Let $Ω$ be a bounded $C^2$ domain in $\mathbb{R}^n$ and $u\in C(\mathbb{R}^n)$ solves \begin{equation*} \begin{aligned} Δu + a Iu + C_0|Du| \geq -K\quad \text{in}\; Ω, \quad Δu + a Iu - C_0|Du|\leq K \quad \text{in}\; Ω, \quad u=0\quad \text{in}\; Ω^c, \end{aligned} \end{equation*} in the viscosity sense, where $0\leq a\leq A_0$, $C_0, K\geq 0$, and $I$ is a suitable nonlocal operator. We show that $u/δ$ is in $C^κ(\bar Ω)$ for some $κ\in (0,1)$, where $δ(x)={\rm dist}(x, Ω^c)$. Using this result, we also establish that $u\in C^{1, γ}(\barΩ)$. Finally, we apply these results to study an overdetermined problem for mixed local-nonlocal operators.

math.AP↗

Ergodic Risk-Sensitive Control for Regime-Switching Diffusions

In this article, we study the ergodic risk-sensitive control problem for controlled regime-switching diffusions. Under a blanket stability hypothesis, we solve the associated nonlinear eigenvalue problem for weakly coupled systems and characterize the optimal stationary Markov controls via a suitable verification theorem. We also consider the near-monotone case and obtain the existence of principal eigenfunction and optimal stationary Markov controls.

math.OC↗

Harnack inequality and principal eigentheory for general infinity Laplacian operators with gradient in $\mathbb{R}^N$ and applications

Under the lack of variational structure and nondegeneracy, we investigate three notions of \textit{generalized principal eigenvalue} for a general infinity Laplacian operator with gradient and homogeneous term. A Harnack inequality and boundary Harnack inequality are proved to support our analysis. This is a continuation of our first work [3] and a contribution in the development of the theory of \textit{generalized principal eigenvalue} beside the works [8, 13, 12, 9, 29]. We use these notions to characterize the validity of maximum principle and study the existence, nonexistence and uniqueness of positive solutions of Fisher-KPP type equations in the whole space. The sliding method is intrinsically improved for infinity Laplacian to solve the problem. The results are related to the Liouville type results, which will be meticulously explained.

math.AP↗

On ergodic control problem for viscous Hamilton--Jacobi equations for weakly coupled elliptic systems

In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and the switching rates need not be constant. We prove the existence of a critical value $λ^*$ such that the ergodic eigenvalue problem has a solution for every $λ\leqλ^*$ and no solution for $λ>λ^*$. Moreover, the existence and uniqueness of non-negative solutions corresponding to the value $λ^*$ are also established. We also exhibit the implication of these results to the ergodic optimal control problems of controlled switching diffusions.

math.AP↗

Ergodic Risk-Sensitive Control of Markov Processes on Countable State Space Revisited

We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In particular, we establish uniqueness of the value function and verification result for optimal stationary Markov controls, in addition to the existence results. We also revisit this problem under a near-monotonicity condition but without any stability hypothesis. Our results also include policy improvement algorithms both in discrete and continuous time frameworks.

math.OC↗

Liouville theorems for infinity Laplacian with gradient and KPP type equation

In this paper, we prove new Liouville type results for a nonlinear equation involving infinity Laplacian with gradient of the form $$Δ^γ_\infty u + q(x)\cdot \nabla{u} |\nabla{u}|^{2-γ} + f(x, u)\,=\,0\quad \text{in}\; \mathbb{R}^d,$$ where $γ\in [0, 2]$ and $Δ^γ_\infty$ is a $(3-γ)$-homogeneous operator associated with the infinity Laplacian. Under the assumptions $\liminf_{|x|\to\infty}\lim_{s\to0}f(x,s)/s^{3-γ}>0$ and $q$ is a continuous function vanishing at infinity, we construct a positive bounded solution to the equation and if $f(x,s)/s^{3-γ}$ decreasing in $s$, we further obtain the uniqueness by improving sliding method for infinity Laplacian operator with nonlinear gradient. Otherwise, if $\limsup_{|x|\to\infty}\sup_{[δ_1,δ_2]}f(x,s)<0$, then nonexistence result holds provided additionally some suitable conditions. To this aim, we develop novel techniques to overcome the difficulties stemming from the degeneracy of infinity Laplacian and nonlinearity of the gradient term. Our approach is based on a new regularity result, the strong maximum principle, and Hopf's lemma for infinity Laplacian involving gradient and potential. We also construct some examples to illustrate our results. We further investigate some deeper qualitative properties of the principal eigenvalue of the corresponding nonlinear operator $$Δ^γ_\infty u + q(x)\cdot \nabla{u} |\nabla{u}|^{2-γ} + c(x)u^{3-γ},$$ with Dirichlet boundary condition in smooth bounded domains, which may be of independent interest. The results obtained here could be considered as sharp extension of the Liouville type results obtained in [1, 2, 11, 24, 48, 52].

math.AP↗

A Strong Maximum Principle and a Compact Support Principle for infinity Laplacian

In this article we find necessary and sufficient conditions for the strong maximum principle and compact support principle for non-negative solutions to the quasilinear elliptic inequalities $$Δ_\infty u + G(|Du|) - f(u)\,\leq 0\quad \text{in}\; \mathcal{O},$$ and $$Δ_\infty u + G(|Du|) - f(u)\,\geq 0\quad \text{in}\; \mathcal{O},$$ where $\mathcal{O}$ denotes the infinity Laplacian, $G$ is an appropriate continuous function and $f$ is a nondecreasing, continuous function with $f(0)=0$.

math.AP↗

Risk-sensitive control for a class of diffusions with jumps

We consider a class of diffusions controlled through the drift and jump size, and driven by a jump Lévy process and a nondegenerate Wiener process, and we study infinite horizon (ergodic) risk-sensitive control problem for this model. We start with the controlled Dirichlet eigenvalue problem in smooth bounded domains, which also allows us to generalize current results in the literature on exit rate control problems. Then we consider the infinite horizon average risk-sensitive minimization problem and maximization problems on the whole domain. Under suitable hypotheses, we establish existence and uniqueness of a principal eigenfunction for the Hamilton-Jacobi-Bellman (HJB) operator on the whole space, and fully characterize stationary Markov optimal controls as the measurable selectors of this HJB equation.

math.OC↗

On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems

We consider general linear non-degenerate weakly-coupled cooperative elliptic systems and study certain monotonicity properties of the generalized principal eigenvalue in $\mathbb{R}^d$ with respect to the potential. It is shown that monotonicity on the right is equivalent to the recurrence property of the twisted operator which is, in turn, equivalent to the minimal growth property at infinity of the principal eigenfunctions. The strict monotonicity property of the principal eigenvalue is shown to be equivalent with the exponential stability of the twisted operators. An equivalence between the monotonicity property on the right and the stochastic representation of the principal eigenfunction is also established.

math.AP↗

Generalized principal eigenvalues of convex nonlinear elliptic operators in $\mathbb{R}^N$

We study the generalized eigenvalue problem in $\mathbb{R}^N$ for a general convex nonlinear elliptic operator which is locally elliptic and positively $1$-homogeneous. Generalizing article of Berestycki and Rossi in [Comm. Pure Appl. Math. 68 (2015), no. 6, 1014-1065] we consider three different notions of generalized eigenvalues and compare them. We also discuss the maximum principles and uniqueness of principal eigenfunctions.

math.AP↗

A study of nonlocal spatially heterogeneous logistic equation with harvesting

We study a class of nonlocal reaction-diffusion equations with a harvesting term where the nonlocal operator is given by a Bernstein function of the Laplacian. In particular, it includes the fractional Laplacian, fractional relativistic operators, sum of fractional Laplacians of different order etc. We study existence, uniqueness and multiplicity results of the solutions to the steady state equation. We also consider the parabolic counterpart and establish the long time asymptotic of the solutions. Our proof techniques rely on both analytic and probabilistic arguments.

math.AP↗

Hopf's lemma for viscosity solutions to a class of non-local equations with applications

We consider a large family of integro-differential equations and establish a non-local counterpart of Hopf's lemma, directly expressed in terms of the symbol of the operator. As closely related problems, we also obtain a variety of maximum principles for viscosity solutions. In our approach we combine direct analysis with functional integration, allowing a robust control around the boundary of the domain, and make use of the related ascending ladder height-processes. We then apply these results to a study of principal eigenvalue problems, the radial symmetry of the positive solutions, and the overdetermined non-local torsion equation.

math.AP↗

Frequentist-approach inspired theory of quantum random phenomena predicts signaling

Different ensembles of the same density matrix are indistinguishable within the modern Kolmogorov probability measure theory of quantum random phenomena. We find that changing the framework from the Kolmogorov one to a frequentist-inspired theory of quantum random phenomena -- a la von Mises -- would lift the indistinguishability, and potentially cost us the no-signaling principle (i.e., lead to superluminal communication). We believe that this adds to the recent works on the search for a suitable representation of the state of a quantum system. While erstwhile arguments for potential modifications in the representation of the quantum state were restricted to possible variations in the formalism of the quantum theory, we indicate a possible fallout of altering the underlying theory of random processes.

quant-ph↗

A variational characterization of the risk-sensitive average reward for controlled diffusions on $\mathbb{R}^d$

We address the variational formulation of the risk-sensitive reward problem for non-degenerate diffusions on $\mathbb{R}^d$ controlled through the drift. We establish a variational formula on the whole space and also show that the risk-sensitive value equals the generalized principal eigenvalue of the semilinear operator. This can be viewed as a controlled version of the variational formulas for principal eigenvalues of diffusion operators arising in large deviations. We also revisit the average risk-sensitive minimization problem and by employing a gradient estimate developed in this paper, we extend earlier results to unbounded drifts and running costs.

math.AP↗

On the policy improvement algorithm for ergodic risk-sensitive control

In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and maximization problems under either a blanket stability hypothesis, or a near-monotone assumption on the running cost. We establish the convergence of the policy improvement algorithm for these models. We also present a more general result concerning the region of attraction of the equilibrium of the algorithm.

math.OC↗

Ambrosetti-Prodi type results for Dirichlet problems of fractional Laplacian-like operators

We establish Ambrosetti--Prodi type results for viscosity and classical solutions of nonlinear Dirichlet problems for the fractional Laplace and comparable operators. In the choice of nonlinearities we consider semi-linear and super-linear growth cases separately. We develop a new technique using a functional integration-based approach, which is more robust in the non-local context than a purely analytic treatment.

math.AP↗

Regularity results of nonlinear perturbed stable-like operators

We consider a class of fully nonlinear integro-differential operators where the nonlocal integral has two components: the non-degenerate one corresponds to the $α$-stable operator and the second one (possibly degenerate) corresponds to a class of \textit{lower order} Lévy measures. Such operators do not have a global scaling property. We establish Hölder regularity, Harnack inequality and boundary Harnack property of solutions of these operators.

math.AP↗