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Giacomo Ascione

Publications and source records attributed to Giacomo Ascione.

33 records · Page 2Linked to original sources

The orthotropic $p$-Laplace eigenvalue problem of Steklov type as $p\to+\infty$

We study the Steklov eigenvalue problem for the $\infty-$orthotropic Laplace operator defined on convex sets of $\mathbb{R}^N$, with $N\geq2$, considering the limit for $p\to+\infty$ of the Steklov problem for the $p-$orthotropic Laplacian. We find a limit problem that is satisfied in the viscosity sense and a geometric characterization of the first non trivial eigenvalue. Moreover, we prove Brock-Weinstock and Weinstock type inequalities among convex sets, stating that the ball in a suitable norm maximizes the first non trivial eigenvalue for the Steklov $\infty-$orthotropic Laplacian, once we fix the volume or the anisotropic perimeter.

math.AP↗

Non-Local Pearson diffusions

In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion. Such kind of non-local equations naturally arise in the treatment of particle motion in heterogeneous media. In particular, we use spectral decomposition results for the usual Pearson diffusion to exploit explicit solutions of the aforementioned equations. Moreover, we provide stochastic representation of such solutions in terms of time-changed Pearson diffusions. Finally, we exploit some further properties of these processes, such as limit distributions and long/short-range dependence.

math.PR↗

Abstract Cauchy problems for the generalized fractional calculus

We focus on eventually non-linear abstract Cauchy problems with a generalized fractional derivative in time. First we prove a local existence and uniqueness result, then we focus on a generalized Grönwall inequality. Before addressing the inequality, we study some properties of eigenvalues and eigenfunctions of the generalized fractional derivatives. Finally, we prove some consequences of the generalized Grönwall inequality.

math.PR↗

Convergence results for the Time-Changed fractional Ornstein-Uhlenbeck processes

In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish that, despite the time change, the process admits a Gaussian limit random variable. On the other hand, we prove that the process converges towards the time-changed Ornstein-Uhlenbeck as the Hurst index $H \to 1/2^+$, with locally uniform convergence of one-dimensional distributions. Moreover, we also achieve convergence in the Skorohod $J_1$-topology of the time-changed fractional Ornstein-Uhlenbeck process as $H \to 1/2^+$ in the space of càdlàg functions. Finally, we exploit some convergence properties of mild solutions of a generalized Fokker-Planck equation associated to the aforementioned processes, as $H \to 1/2^+$.

math.PR↗

The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck process

In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such equation is actually a classical solution. Then we discuss an isolation result for mild solutions. Finally, we prove the weak maximum principle for strong solutions of the aforementioned equation and then a uniqueness result.

math.PR↗

Fractional Ornstein-Uhlenbeck process with stochastic forcing and its applications

We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractional Brownian motion. For such process we specify mean and covariance functions, concentrating on their asymptotic behavior. This gives us a sort of short- or long-range dependence, under specified hypotheses on the covariance of the forcing process. Applications of this process in neuronal modeling are discussed, providing an example of a stochastic forcing term as a linear combination of Heaviside functions with random center. Simulation algorithms for the sample path of this process are finally given.

math.PR↗

Atomic decomposition of finite signed measures on compacts of $\mathbb{R}^n$

Recently there has been interest in pairs of Banach spaces $(E_0,E)$ in an $o-O$ relation and with $E_0^{**}=E$. It is known that this can be done for Lipschitz spaces on suitable metric spaces. In this paper we consider the case of a compact subset $K$ of $\mathbb{R}^n$ with the euclidean metric, which does not give an $o-O$ structure, but we use part of the theory concerning these pairs to find an atomic decomposition of the predual of $Lip(K)$. In particular, since the space $\mathfrak{M}(K)$ of finite signed measures on $K$, when endowed with the Kantorovich-Rubinstein norm, has as dual space $Lip(K)$, we can give an atomic decomposition for this space.

math.FA↗

Non-Local Solvable Birth-Death Processes

In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of orthogonal polynomials and eigenfunctions of some non-local derivatives. Moreover, we give a stochastic representation of such solutions in terms of time-changed birth-death processes and study their invariant and their limit distribution. Finally, we describe the correlation structure of the aforementioned time-changed birth-death processes.

math.PR↗

Potentials for non-local Schrödinger operators with zero eigenvalues

The purpose of this paper is to give a systematic description of potentials decaying to zero at infinity, which generate eigenvalues at the edge of the absolutely continuous spectrum when combined with non-local operators defined by Bernstein functions of the Laplacian. By introducing suitable Hölder-Zygmund type spaces with different scale functions than usual, we study the action of these non-local Schrödinger operators in terms of second-order centered differences of eigenfunctions integrated with respect to singular kernels. First we obtain conditions under which the potentials decay at all, and are bounded continuous functions. Next we derive decay rates at infinity separately for operators with regularly varying and exponentially light Lèvy jump kernels. We show situations in which no decay occurs, implying that zero-energy eigenfunctions with specific decay properties cannot occur. Then we obtain detailed results on the sign of potentials at infinity which, apart from asymptotic behaviour at infinity, is a second main feature responsible for the occurrence or absence of zero eigenvalues. Finally, we study the behaviour of potentials at the origin, and analyze a delicate interplay between the pinning effect resulting from a well at zero combined with decay and sign at infinity, as a main mechanism in the formation of zero-energy bound states. Among the many possible examples of non-local operators, we single out the fractional Laplacian and the massive relativistic operator, and we will derive and make extensive use of an additive relationship between the two. In the paper we propose a unified framework and develop a purely analytic approach.

math.SP↗

An Optimal Gauss-Markov Approximation for a Process with Stochastic Drift and Applications

We consider a linear stochastic differential equation with stochastic drift. We study the problem of approximating the solution of such equation through an Ornstein-Uhlenbeck type process, by using direct methods of calculus of variations. We show that general power cost functionals satisfy the conditions for existence and uniqueness of the approximation. We provide some examples of general interest and we give bounds on the goodness of the corresponding approximations. Finally, we focus on a model of a neuron embedded in a simple network and we study the approximation of its activity, by exploiting the aforementioned results.

math.PR↗

Time-changed fractional Ornstein-Uhlenbeck process

We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.

math.PR↗

Duality and distance formulas in Lipschitz-Hölder spaces

For a compact metric space $(K, ρ)$, the predual of $Lip(K, ρ)$ can be identified with the normed space $M(K)$ of finite (signed) Borel measures on $K$ equipped with the Kantorovich-Rubinstein norm, this is due to Kantorovich [20]. Here we deduce atomic decomposition of $M(K)$ by mean of some results from [10]. It is also known, under suitable assumption, that there is a natural isometric isomorphism between $Lip(K, ρ)$ and $(lip(K, ρ))_{**}$ [15]. In this work we also show that the pair $(lip(K, ρ), Lip(K, ρ))$ can be framed in the theory of o-O type structures introduced by K. M. Perfekt.

math.FA↗

Fractional Immigration-Death Processes

In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of the solutions of such difference-differential equations by means of a stable time-changed immigration-death process and we use this stochastic representation to show boundedness and then uniqueness of these strong solutions. Finally, we study the limit distribution of the time-changed process.

math.PR↗

On the exit time from open sets of some semi-Markov processes

In this paper we characterize the distribution of the first exit time from an arbitrary open set for a class of semi-Markov processes obtained as time-changed Markov processes. We estimate the asymptotic behaviour of the survival function (for large $t$) and of the distribution function (for small $t$) and we provide some conditions for absolute continuity. We have been inspired by a problem of neurophyshiology and our results are particularly usefull in this field, precisely for the so-called Leacky Integrate-and-Fire (LIF) models: the use of semi-Markov processes in these models appear to be realistic under several aspects, e.g., it makes the intertimes between spikes a r.v. with infinite expectation, which is a desiderable property. Hence, after the theoretical part, we provide a LIF model based on semi-Markov processes.

math.PR↗

Fractional Erlang Queues

We introduce a fractional generalization of the Erlang Queues $M/E_k/1$. Such process is obtained through a time-change via inverse stable subordinator of the classical queue process. We first exploit the (fractional) Kolmogorov forward equation for such process, then we use such equation to obtain an interpretation of this process in the queuing theory context. Then we also exploit the transient state probabilities and some features of this fractional queue model, such as the mean queue length, the distribution of the busy periods and some conditional distributions of the waiting times. Finally, we provide some algorithms to simulate their sample paths.

math.PR↗