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Charles L. Epstein

Publications and source records attributed to Charles L. Epstein.

At least 37 records · Page 2Linked to original sources
arXiv2017

Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions

We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy homogeneous Dirichlet boundary conditions on certain portions of the boundary. Such equations arise in population genetics in the study of models for the evolution of gene frequencies. Among the applications of our results is the description of the structure of the transition probabilities and of the hitting distributions of the underlying gene frequencies process, which correspond to the fundamental solution and the caloric measure of the parabolic equation, respectively.

math.AP↗
arXiv2016

Eigenfunctions and the Dirichlet problem for the Classical Kimura Diffusion Operator

We study the classical Kimura diffusion operator defined on the n-simplex, $$L^{Kim}=\sum_{1\leq i,j\leq n+1}x_ix_j\partial_{x_i}\partial_{x_j}$$ We give novel constructions for the basis of eigenpolynomials, and the solution to the inhomogeneous Dirichlet problem, which are well adapted to numerical applications. Our solution of the Dirichlet problem is quite explicit and provides a precise description of the singularities that arise along the boundary.

math.AP↗
arXiv2016

Smoothed corners and scattered waves

We introduce an arbitrary order, computationally efficient method to smooth corners on curves in the plane, as well as edges and vertices on surfaces in $\mathbb R^3$. The method is local, only modifying the original surface in a neighborhood of the geometric singularity, and preserves desirable features like convexity and symmetry. The smoothness of the final surface is an explicit parameter in the method, and the bandlimit of the smoothed surface is proportional to its smoothness. Several numerical examples are provided in the context of acoustic scattering. In particular, we compare scattered fields from smoothed geometries in two dimensions with those from polygonal domains. We observe that significant reductions in computational cost can be obtained if merely approximate solutions are desired in the near- or far-field. Provided that it is sub-wavelength, the error of the scattered field is proportional to the size of the geometry that is modified.

math.NA↗
arXiv2014

Harnack Inequalities and Heat-kernel Estimates for Degenerate Diffusion Operators Arising in Population Biology

This paper continues the analysis, started in [2, 3], of a class of degenerate elliptic operators defined on manifolds with corners, which arise in Population Biology. Using techniques pioneered by J. Moser, and extended and refined by L. Saloff-Coste, Grigoryan, and Sturm, we show that weak solutions to the parabolic problem defined by a sub-class of these operators, which consists of those that can be defined by Dirichlet forms and have non-vanishing transverse vector field, satisfy a Harnack inequality. This allows us to conclude that the solutions to these equations belong, for positive times, to the natural anisotropic Holder spaces, and also leads to upper and, in some cases, lower bounds for the heat kernels of these operators. These results imply that these operators have a compact resolvent when acting on $C^0$ or $L^2.$ The proof relies upon a scale invariant Poincare inequality that we establish for a large class of weighted Dirichlet forms, as well as estimates to handle certain mildly singular perturbation terms. The weights that we consider are neither Ahlfors regular, nor do they generally belong to the Muckenhaupt class $A_2.$

math.AP↗
arXiv2014

Harnack Inequalities for Degenerate Diffusions

We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients, and the proof of the scale-invariant Harnack inequality for nonnegative solutions to the Kimura parabolic equation. The stochastic representation of solutions that we establish is a considerable generalization of the classical results on Feynman-Kac formulas concerning the assumptions on the degeneracy of the diffusion matrix, the boundedness of the drift coefficients, and on the a priori regularity of the weak solutions.

math.PR↗
arXiv2014

Formal properties of the probability of fixation: identities, inequalities and approximations

The formula for the probability of fixation of a new mutation is widely used in theoretical population genetics and molecular evolution. Here we derive a series of identities, inequalities and approximations for the exact probability of fixation of a new mutation under the Moran process (equivalent results hold for the approximate probability of fixation for the Wright-Fisher process after an appropriate change of variables). We show that the behavior of the logarithm of the probability of fixation is particularly simple when the selection coefficient is measured as a difference of Malthusian fitnesses, and we exploit this simplicity to derive several inequalities and approximations. We also present a comprehensive comparison of both existing and new approximations for the probability of fixation, highlighting in particular approximations that result in a reversible Markov chain when used to model the dynamics of evolution under weak mutation.

q-bio.PE↗
arXiv2014

Regularity for the supercritical fractional Laplacian with drift

We consider the linear stationary equation defined by the fractional Laplacian with drift. In the supercritical case, that is the case when the dominant term is given by the drift instead of the diffusion component, we prove local regularity of solutions in Sobolev spaces em- ploying tools from the theory of pseudo-differential operators. The regularity of solutions in the supercritical case is as expected in the subcritical case, when the diffusion is at least as strong as the drift component, and the operator defined by the fractional Laplacian with drift can be viewed as an elliptic operator, which is not the case in the supercritical regime. We compute the leading singularity for the Green's kernel in the supercritical range, which displays some unusual behavior: it is more singular in the half plane into which the drift vector points, than in the complementary half plane.

math.AP↗
arXiv2013

The inevitability of unconditionally deleterious substitutions during adaptation

Studies on the genetics of adaptation typically neglect the possibility that a deleterious mutation might fix. Nonetheless, here we show that, in many regimes, the first substitution is most often deleterious, even when fitness is expected to increase in the long term. In particular, we prove that this phenomenon occurs under weak mutation for any house-of-cards model with an equilibrium distribution. We find that the same qualitative results hold under Fisher's geometric model. We also provide a simple intuition for the surprising prevalence of unconditionally deleterious substitutions during early adaptation. Importantly, the phenomenon we describe occurs on fitness landscapes without any local maxima and is therefore distinct from "valley-crossing". Our results imply that the common practice of ignoring deleterious substitutions leads to qualitatively incorrect predictions in many regimes. Our results also have implications for the substitution process at equilibrium and for the response to a sudden decrease in population size.

q-bio.PE↗
arXiv2013

Debye Sources, Beltrami Fields, and a Complex Structure on Maxwell Fields

The Debye source representation for solutions to the time harmonic Maxwell equations is extended to bounded domains with finitely many smooth boundary components. A strong uniqueness result is proved for this representation. Natural complex structures are identified on the vector spaces of time-harmonic Maxwell fields. It is shown that in terms of Debye source data, these complex structures are uniformized, that is, represented by a fixed linear map on a fixed vector space, independent of the frequency. This complex structure relates time-harmonic Maxwell fields to constant-k Beltrami fields, i.e. solutions of the equation curl(E) = kE. A family of self-adjoint boundary conditions are defined for the Beltrami operator. This leads to a proof of the existence of zero-flux, constant-k, force-free Beltrami fields for any bounded region in R^3, as well as a constructive method to find them. The family of self-adjoint boundary value problems defines a new spectral invariant for bounded domains in R^3.

math.NA↗
arXiv2013

On the convergence of local expansions of layer potentials

In a recently developed quadrature method (quadrature by expansion or QBX), it was demonstrated that weakly singular or singular layer potentials can be evaluated rapidly and accurately on surface by making use of local expansions about carefully chosen off-surface points. In this paper, we derive estimates for the rate of convergence of these local expansions, providing the analytic foundation for the QBX method. The estimates may also be of mathematical interest, particularly for microlocal or asymptotic analysis in potential theory.

math.NA↗
arXiv2012

A consistency condition for the vector potential in multiply-connected domains

A classical problem in electromagnetics concerns the representation of the electric and magnetic fields in the low-frequency or static regime, where topology plays a fundamental role. For multiply connected conductors, at zero frequency the standard boundary conditions on the tangential components of the magnetic field do not uniquely determine the vector potential. We describe a (gauge-invariant) consistency condition that overcomes this non-uniqueness and resolves a longstanding difficulty in inverting the magnetic field integral equation.

physics.class-ph↗
arXiv2011

Degenerate Diffusion Operators Arising in Population Biology

We analyze a class of partial differential equations that arise as "backwards Kolmogorov operators" in infinite population limits of the Wright-Fisher models in population genetics and in mathematical finance. These are degenerate elliptic operators defined on manifolds with corners. The classical example is the Kimura diffusion operator, which acts on functions defined on the simplex in R^n. We introduce anisotropic Holder spaces, and prove existence, uniqueness and regularity results for the heat and resolvent equations defined by this class of operators. This suffices to prove that the C^0-graph closure generates a strongly continuous semigroup, and that the associated Martingale problem has a unique solution. We give a detailed description of the nullspace of the forward Kolmogorov operator.

math.AP↗
arXiv2011

Debye Sources and the Numerical Solution of the Time Harmonic Maxwell Equations, II

In this paper, we develop a new integral representation for the solution of the time harmonic Maxwell equations in media with piecewise constant dielectric permittivity and magnetic permeability in R^3. This representation leads to a coupled system of Fredholm integral equations of the second kind for four scalar densities supported on the material interface. Like the classical Muller equation, it has no spurious resonances. Unlike the classical approach, however, the representation does not suffer from low frequency breakdown. We illustrate the performance of the method with numerical examples.

math.NA↗
arXiv2009

Wright-Fisher Diffusion in One Dimension

We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term vanishes simply at the endpoints, and the first order term is an inward-pointing vector field. We consider various aspects of this problem, motivated by applications in population genetics, including a sharp regularity theory for the zero flux boundary conditions, as well as a derivation of the precise asymptotics for solutions of this equation, both as t goes to 0 and infinity, and as x goes to 0, 1.

math.AP↗
arXiv2009

Debye Sources and the Numerical Solution of the Time Harmonic Maxwell Equations

In this paper, we develop a new representation for outgoing solutions to the time harmonic Maxwell equations in unbounded domains in $\bbR^3.$ This representation leads to a Fredholm integral equation of the second kind for solving the problem of scattering from a perfect conductor, which does not suffer from spurious resonances or low frequency breakdown, although it requires the inversion of the scalar surface Laplacian on the domain boundary. In the course of our analysis, we give a new proof of the existence of non-trivial families of time harmonic solutions with vanishing normal components that arise when the boundary of the domain is not simply connected. We refer to these as $k$-Neumann fields, since they generalize, to non-zero wave numbers, the classical harmonic Neumann fields. The existence of $k$-harmonic fields was established earlier by Kress.

math.AP↗
arXiv2007

Subelliptic Spin_C Dirac operators, II Basic Estimates

We assume that the manifold with boundary, X, has a Spin_C-structure with spinor bundle S. Along the boundary, this structure agrees with the structure defined by an infinite order integrable almost complex structure and the metric is Kahler. The induced CR-structure on bX is integrable and either strictly pseudoconvex or strictly pseudoconcave. We assume that E->X is a complex vector bundle, which has an infinite order integrable complex structure along bX, compatible with that defined along bX. In this paper use boundary layer methods to prove subelliptic estimates for the twisted Spin_C- Dirac operator acting on sections on S\otimes E. We use boundary conditions that are modifications of the classical dbar-Neumann condition. These results are proved by using the extended Heisenberg calculus.

math.AP↗