arXiv subjects
Publications and source records attributed to Anup Biswas.
Our main aim is to study Green function for the fractional Hardy operator $P:=(-Δ)^s -\fracθ{|x|^{2s}}$ in $\mathbb{R}^N$, where $0<θ<Λ_{N,s}$ and $Λ_{N,s}$ is the best constant in the fractional Hardy inequality. Using Green function, we also show that the integral representation of the weak solution holds.
Uniqueness of positive solutions to viscous Hamilton-Jacobi-Bellman (HJB) equations of the form $-Δu(x) + \frac{1}γ |D{u}(x)|^γ= f(x) - λ$, with $f$ a coercive function and $λ$ a constant, in the subquadratic case, that is, $γ\in(1,2)$, appears to be an open problem. Barles and Meireles [Comm. Partial Differential Equations 41 (2016)] show uniqueness in the case that $f(x) \approx |x|^β$ and $|D f(x)|\lessapprox |x|^{(β-1)_+}$ for some $β>0$, essentially matching earlier results of Ichihara, who considered more general Hamiltonians but with better regularity for $f$. Without enforcing this assumption, to our knowledge, there are no results on uniqueness in the literature. In this short article, we show that the equation has a unique positive solution for any locally Lipschitz continuous, coercive $f$ which satisfies $|D f(x)| \le κ\bigl(1 +|f(x)|^{2-\frac{1}γ}\bigr)$ for some positive constant $κ$. Since $2-\frac{1}γ>1$, this assumption imposes very mild restrictions on the growth of the potential $f$. We also show that this solution fully characterizes optimality for the associated ergodic problem. Our method involves the study of an infinite dimensional linear program for elliptic equations for measures, and is very different from earlier approaches. It also applies to the larger class of Hamiltonians studied by Ichihara, and we show that it is well suited to provide verification of optimality results for the associated ergodic control problems, even in a pathwise sense, and without resorting to the parabolic problem.
We address the variational problem for the generalized principal eigenvalue on $\mathbb{R}^d$ of linear and semilinear elliptic operators associated with nondegenerate diffusions controlled through the drift. We establish the Collatz-Wielandt formula for potentials that vanish at infinity under minimal hypotheses, and also for general potentials under blanket geometric ergodicity assumptions. We also present associated results having the flavor of a refined maximum principle.
In this article we present a simple and unified probabilistic approach to prove nonexistence of positive super-solutions for systems of equations involving potential terms and the fractional Laplacian in an exterior domain. Such problems arise in the analysis of a priori estimates of solutions. The class of problems we consider in this article is quite general compared to the literature. The main ingredient for our proofs is the hitting time estimates for the symmetric $α$-stable process and probabilistic representation of the super-solutions.
We consider Dirichlet exterior value problems related to a class of non-local Schrödinger operators, whose kinetic terms are given in terms of Bernstein functions of the Laplacian. We prove elliptic and parabolic Aleksandrov-Bakelman-Pucci type estimates, and as an application obtain existence and uniqueness of weak solutions. Next we prove a refined maximum principle in the sense of Berestycki-Nirenberg-Varadhan, and a converse. Also, we prove a weak anti-maximum principle in the sense of Clément-Peletier, valid on compact subsets of the domain, and a full anti-maximum principle by restricting to fractional Schrödinger operators. Furthermore, we show a maximum principle for narrow domains, and a refined elliptic ABP-type estimate. Finally, we obtain Liouville-type theorems for harmonic solutions and for a class of semi-linear equations. Our approach is probabilistic, making use of the properties of subordinate Brownian motion.
We derive a lower bound on the location of global extrema of eigenfunctions for a large class of non-local Schrödinger operators in convex domains under Dirichlet exterior conditions, featuring the symbol of the kinetic term, the strength of the potential, and the corresponding eigenvalue, and involving a new universal constant. We show a number of probabilistic and spectral geometric implications, and derive a Faber-Krahn type inequality for non-local operators. Our study also extends to potentials with compact support, and we establish bounds on the location of extrema relative to the boundary edge of the support or level sets around minima of the potential.
We consider a general class of metric measure spaces equipped with a regular Dirichlet form and then provide a lower bound on the hitting time probabilities of the associated Hunt process. Using these estimates we establish (i) a generalization of the classical Lieb's inequality on metric measure spaces and (ii) uniqueness of nonnegative super-solutions on metric measure spaces. Finally, using heat-kernel estimates we generalize the local Faber-Krahn inequality recently obtained in [LS18].
We present certain Liouville properties of eigenfunctions of second-order elliptic operators with real coefficients, via an approach that is based on stochastic representations of positive solutions, and criticality theory of second-order elliptic operators. These extend results of Y. Pinchover to the case of nonsymmetric operators of Schrödinger type. In particular, we provide an answer to an open problem posed by Pinchover in [Comm. Math. Phys. 272 (2007), no. 1, 75-84, Problem 5]. In addition, we prove a lower bound on the decay of positive supersolutions of general second-order elliptic operators in any dimension, and discuss its implications to the Landis conjecture.
We consider a class of semilinear nonlocal problems with vanishing exterior condition and establish a Ambrosetti-Prodi type phenomenon when the nonlinear term satisfies certain conditions. Our technique makes use of the probabilistic tools and heat kernel estimates.
We consider a class of nonlinear integro-differential operators and prove existence of two principal (half) eigenvalues in bounded smooth domains with exterior Dirichlet condition. We then establish simplicity of the principal eigenfunctions in viscosity sense, maximum principles, continuity property of the principal eigenvalues with respect to domains etc. We also prove an anti-maximum principle and study existence result for some nonlinear problem via Rabinowitz bifurcation-type results.
This paper studies the eigenvalue problem on $\mathbb{R}^d$ for a class of second order, elliptic operators of the form $\mathscr{L} = a^{ij}\partial_{x_i}\partial_{x_j} + b^{i}\partial_{x_i} + f$, associated with non-degenerate diffusions. We show that strict monotonicity of the principal eigenvalue of the operator with respect to the potential function $f$ fully characterizes the ergodic properties of the associated ground state diffusion, and the unicity of the ground state, and we present a comprehensive study of the eigenvalue problem from this point of view. This allows us to extend or strengthen various results in the literature for a class of viscous Hamilton-Jacobi equations of ergodic type with smooth coefficients to equations with measurable drift and potential. In addition, we establish the strong duality for the equivalent infinite dimensional linear programming formulation of these ergodic control problems. We also apply these results to the study of the infinite horizon risk-sensitive control problem for diffusions, and establish existence of optimal Markov controls, verification of optimality results, and the continuity of the controlled principal eigenvalue with respect to stationary Markov controls.
We show a strong maximum principle and an Alexandrov-Bakelman-Pucci estimate for the weak solutions of a Cauchy problem featuring Caputo time-derivatives and non-local operators in space variables given in terms of Bernstein functions of the Laplacian. To achieve this, first we propose a suitable meaning of a weak solution, show their existence and uniqueness, and establish a probabilistic representation in terms of time-changed Brownian motion. As an application, we also discuss an inverse source problem.
Zero sum games with risk-sensitive cost criterion are considered with underlying dynamics being given by controlled stochastic differential equations. Under the assumption of geometric stability on the dynamics , we completely characterize all possible saddle point strategies in the class of stationary Markov controls. In addition, we also establish existence-uniqueness result for the value function of the Hamilton-Jacobi-Isaacs equation.
Eigenfunctions of the fractional Schrödinger operators in a domain $\mathcal{D}$ are considered, and a relation between the supremum of the potential and the distance of a maximizer of the eigenfunction from $\partial\mathcal{D}$ is established. This, in particular, extends a recent result of Rachh and Steinerberger to the fractional Schrödinger operators. We also propose a fractional version of the Barta's inequality and also generalize a celebrated Lieb's theorem for fractional Schrödinger operators. As applications of above results we obtain a Faber-Krahn inequality for non-local Schrödinger operators.
We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assumption on the running cost function, namely near-monotonicity, and show that there always exists a solution to the risk-sensitive Hamilton-Jacobi-Bellman (HJB) equation, and that any minimizer in the Hamiltonian is optimal in the class of stationary Markov controls. Under the additional hypothesis that the coefficients of the diffusion are bounded, and satisfy a condition that limits (even though it still allows) transient behavior, we show that any minimizer in the Hamiltonian is optimal in the class of all admissible controls. In addition, we present a sufficient condition, under which the solution of the HJB is unique (up to a multiplicative constant), and establish the usual verification result. We also present some new results concerning the multiplicative Poisson equation for elliptic operators in $\mathbb{R}^d$.
A many-server queue operating under the earliest deadline first discipline, where the distributions of service time and deadline are generic, is studied at the law of large numbers scale. Fluid model equations, formulated in terms of the many-server transport equation and the recently introduced measure-valued Skorohod map, are proposed as a means of characterizing the limit. The main results are the uniqueness of solutions to these equations, and the law of large numbers scale convergence to the solutions.
AM/M/N+Mqueueingnetworkisconsideredwithdindependentcustomerclasses and d server pools in Halfin-Whitt regime. Class i customers has priority for service in pool i for i = 1, . . . , d, and may access some other pool if the pool has an idle server and all the servers in pool i are busy. We formulate an ergodic control problem where the running cost is given by a non- negative convex function with polynomial growth. We show that the limiting controlled diffusion is modeled by an action space which depends on the state variable. We provide a complete analysis for the limiting ergodic control problem and establish asymptotic convergence of the value functions for the queueing model
We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that consists the sum of the control effort and a penalty function on the state space. We study the optimal stationary distribution of the controlled process as the variance of the noise becomes vanishingly small. It is shown that depending on the relative magnitudes of the noise variance and the `running cost' for control, one can identify three regimes, in each of which the optimal control forces the invariant distribution of the process to concentrate near equilibria that can be characterized according to the regime. We also obtain moment bounds for the optimal stationary distribution. Moreover, we show that in the vicinity of the points of concentration the density of optimal stationary distribution approximates the density of a Gaussian, and we explicitly solve for its covariance matrix.