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Jochen Glück

Publications and source records attributed to Jochen Glück.

At least 37 records · Page 2Linked to original sources

A characterization of the individual maximum and anti-maximum principle

Abstract approaches to maximum and anti-maximum principles for differential operators typically rely on the condition that all vectors in the domain of the operator are dominated by the leading eigenfunction of the operator. We study the necessity of this condition. In particular, we show that under a number of natural assumptions, so-called individual versions of both the maximum and the anti-maximum principle simultaneously hold if and only if the aforementioned domination condition is satisfied. Consequently, we are able to show that a variety of concrete differential operators do not satisfy an anti-maximum principle.

math.AP↗

Convergence to equilibrium for linear parabolic systems coupled by matrix-valued potentials

We consider systems of parabolic linear equations, subject to Neumann boundary conditions on bounded domains in $\mathbb{R}^d$, that are coupled by a matrix-valued potential $V$, and investigate under which conditions each solution to such a system converges to an equilibrium as $t \to \infty$. While this is clearly a fundamental question about systems of parabolic equations, it has been studied, up to now, only under certain positivity assumptions on the potential $V$. Without positivity, Perron-Frobenius theory cannot be applied and the problem is seemingly wide open. In the present article, we address this problem for all potentials that are $\ell^p$-dissipative for some $p \in [1,\infty]$. While the case $p=2$ can be treated by classical Hilbert space methods, the matter becomes more delicate for $p \not= 2$. We solve this problem by employing recent spectral theoretic results that are closely tied to the geometric structure of $L^p$-spaces.

math.AP↗

Eventual cone invariance revisited

We consider finite-dimensional real vector spaces $X$ ordered by a closed cone $X_+$ with non-empty interior and study eventual nonnegativity of matrix semigroups $(e^{tA})_{t \ge 0}$ with respect to this cone. Our first contribution is the observation that, for general cones, one needs to distinguish between different notions of eventual nonnegativity: (i) uniform eventual nonnegativity means that $e^{tA}$ maps $X_+$ into $X_+$ for all sufficiently large times $t$; (ii) individual eventual nonnegativity means that for each $x \in X_+$ the vector $e^{tA}x$ is in $X_+$ for all $t$ larger than an $x$-dependent time $t_0$; and (iii) weak eventual nonnegativity means that for each $x \in X_+$ and each functional $x'$ in the dual cone $X'_+$ the value $\langle x', e^{tA} x \rangle$ is in $[0,\infty)$ for all $t$ larger than an $x$- and $x'$-dependent time $t_0$. Until now, only the first of these notions has been studied in the literature. We demonstrate by examples that, somewhat surprisingly for finite-dimensional spaces, all three notions are different. Our second contribution is to show that typical Perron-Frobenius like properties remain valid under the weakest of the above notions. Third, we study a strengthened form of the above mentioned concepts, namely eventual positivity. We prove that uniform, individual and weak versions of this property are - in contrast to the nonnegative case - equivalent, and that they can be characterized by spectral properties.

math.RA↗

Criteria for eventual domination of operator semigroups and resolvents

We consider two $C_0$-semigroups $(e^{tA})_{t \ge 0}$ and $(e^{tB})_{t \ge 0}$ on function spaces (or, more generally, on Banach lattices) and analyse eventual domination between them in the sense that $|e^{tA}f| \le e^{tB}|f|$ for all sufficiently large times $t$. We characterise this behaviour and prove a number of theoretical results which complement earlier results given by Mugnolo and the second author in the special case where both semigroups are positive for large times. Moreover, we study the analogous question of whether the resolvent of $B$ eventually dominates the resolvent of $A$ close to the spectral bound of $B$. This is closely related to the so-called maximum and anti-maximum principles. In order to demonstrate how our results can be used, we include several applications to concrete differential operators. At the end of the paper, we demonstrate that eventual positivity of the resolvent of a semigroup generator is closely related to eventual positivity of the Cesàro means of the associated semigroup.

math.FA↗

Single and Attractive: Uniqueness and Stability of Economic Equilibria under Monotonicity Assumptions

This paper characterizes equilibrium properties of a broad class of economic models that allow multiple heterogeneous agents to interact in heterogeneous manners across several markets. Our key contribution is a new theorem providing sufficient conditions for uniqueness and stability of equilibria in this class of models. To illustrate the applicability of our theorem, we characterize the general equilibrium properties of two commonly used quantitative trade models. Specifically, our analysis provides a first proof of uniqueness and stability of the equilibrium in multi-country trade models featuring (i) multiple sectors, or (ii) heterogeneity across countries in terms of their labor cost shares. These examples also provide a practical toolkit for future research on how our theorem can be applied to establish uniqueness and stability of equilibria in a broad set of economic models.

econ.GN↗

Aperiodicity of positive operators that increase the support of functions

Consider a positive operator $T$ on an $L^p$-space (or, more generally, a Banach lattice) which increases the support of functions in the sense that $supp(Tf) \supseteq supp{f}$ for every function $f \ge 0$. We show that this implies, under mild assumptions, that $T$ has no unimodular eigenvalues except for possibly the number $1$. This rules out periodic behaviour of any orbits of the powers of $T$, and thus enables us to prove convergence of those powers in many situations. For the proof we first perform a careful analysis of the action of lattice homomorphisms on the support of functions; then we split $T$ into an invertible and a weakly stable part, and apply the aforementioned analysis to the invertible part. An appropriate adaptation of this argument allows us to prove another version of our main result which is useful for the study of so-called irreducible operators.

math.FA↗

Stability of (eventually) positive semigroups on spaces of continuous functions

We present a new and very short proof of the fact that, for positive $C_0$-semigroups on spaces of continuous functions, the spectral and the growth bound coincide. Our argument, inspired by an idea of Vogt, makes the role of the underlying space completely transparent and also works if the space does not contain the constant functions - a situation in which all earlier proofs become technically quite involved. We also show how the argument can be adapted to yield the same result for semigroups that are only eventually positive rather than positive.

math.FA↗

A monotone convergence theorem for strong Feller semigroups

For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the strong Feller property carries over from the approximating semigroups to the limit semigroup if the resolvent of the latter maps the constant 1 function to a continuous function. This is instrumental in the study of elliptic operators on $\mathbb{R}^d$ with unbounded coefficients: our abstract result enables us to assign a semigroup to such an operator and to show that the semigroup is strongly Feller under very mild regularity assumptions on the coefficients. We also provide counterexamples to demonstrate that the assumptions in our main result are close to optimal.

math.FA↗

Evolution equations with eventually positive solutions

We discuss linear autonomous evolution equations on function spaces which have the property that a positive initial value leads to a solution which initially changes sign, but then becomes - and stays - positive again for sufficiently large times. This eventual positivity phenomenon has recently been discovered for various classes of differential equations, but so far a general theory to explain this type of behaviour exists only under additional spectral assumptions.

math.AP↗

An operator theoretic approach to uniform (anti-)maximum principles

Maximum principles and uniform anti-maximum principles are a ubiquitous topic in PDE theory that is closely tied to the Krein--Rutman theorem and kernel estimates for resolvents. We take up a classical idea of Takáč - to prove (anti-)maximum principles in an abstract operator theoretic framework - and combine it with recent ideas from the theory of eventually positive operator semigroups. This enables us to derive necessary and sufficient conditions for (anti-)maximum principles in a very general setting. Consequently, we are able to either prove or disprove (anti-)maximum principles for a large variety of concrete differential operators. As a bonus, for several operators that are already known to satisfy or to not satisfy anti-maximum principles, our theory gives a very clear and concise explanation of this behaviour.

math.AP↗

Stability of transition semigroups and applications to parabolic equations

The paper deals with the long-term behavior of positive operator semigroups on spaces of bounded functions and of signed measures, which have applications to parabolic equations with unbounded coefficients and to stochastic analysis. The main results are a Tauberian type theorem characterizing the convergence to equilibrium of strongly Feller semigroups and a generalization of a classical convergence theorem of Doob. None of these results requires any kind of time regularity of the semigroup.

math.FA↗

Local uniform convergence and eventual positivity of solutions to biharmonic heat equations

We study the evolution equation associated with the biharmonic operator on infinite cylinders with bounded smooth cross-section subject to Dirichlet boundary conditions. The focus is on the asymptotic behaviour and positivity properties of the solutions for large times. In particular, we derive the local eventual positivity of solutions. We furthermore prove the local eventual positivity of solutions to the biharmonic heat equation and its generalisations on Euclidean space. The main tools in our analysis are the Fourier transform and spectral methods.

math.AP↗

A note on the fixed space of positive contractions

We prove that, in a large class of Banach lattices, the fixed space of each commuting family of positive linear contractions is a lattice subspace. As consequences, new cyclicity results for the peripheral point spectra of positive operators and semigroups are derived; we also pose an open problem that naturally occurs in this context. Finally, a variety of counterexamples is presented to point out some limits of our results.

math.FA↗

Nonlinear small-gain theorems for input-to-state stability of infinite interconnections

We consider infinite heterogeneous networks, consisting of input-to-state stable subsystems of possibly infinite dimension. We show that the network is input-to-state stable, provided that the gain operator satisfies a certain small-gain condition. We show that for finite networks of nonlinear systems this condition is equivalent to the so-called strong small-gain condition of the gain operator (and thus our results extend available results for finite networks), and for infinite networks with a linear gain operator they correspond to the condition that the spectral radius of the gain operator is less than one. We provide efficient criteria for input-to-state stability of infinite networks with linear gains, governed by linear and homogeneous gain operators, respectively.

math.OC↗

Stability criteria for positive linear discrete-time systems

We prove new characterisations of exponential stability for positive linear discrete-time systems in ordered Banach spaces, in terms of small-gain conditions. Such conditions have played an important role in the finite-dimensional systems theory, but are relatively unexplored in the infinite-dimensional setting, yet. Our results are applicable to discrete-time systems in ordered Banach spaces that have a normal and generating positive cone. Moreover, we show that our stability criteria can be considerably simplified if the cone has non-empty interior or if the operator under consideration is quasi-compact. To place our results into context we include an overview of known stability criteria for linear (and not necessarily positive) operators and provide full proofs for several folklore characterizations from this domain.

math.FA↗

Spectrum and convergence of eventually positive operator semigroups

An intriguing feature of positive $C_0$-semigroups on function spaces (or more generally on Banach lattices) is that their long-time behaviour is much easier to describe than it is for general semigroups. In particular, the convergence of semigroup operators (strongly or in the operator norm) as time tends to infinity can be characterized by a set of simple spectral and compactness conditions. In the present paper, we show that similar theorems remain true for the larger class of (uniformly) eventually positive semigroups - which recently arose in the study of various concrete differential equations. A major step in one of our characterizations is to show a version of the famous Niiro-Sawashima theorem for eventually positive operators. Several proofs for positive operators and semigroups do not work in our setting any longer, necessitating different arguments and giving our approach a distinct flavour.

math.FA↗

A note on the spectrum of irreducible operators and semigroups

Let $T$ denote a positive operator with spectral radius $1$ on, say, an $L^p$-space. A classical result in infinite dimensional Perron--Frobenius theory says that, if $T$ is irreducible and power bounded, then its peripheral point spectrum is either empty or a subgroup of the unit circle. In this note we show that the analogous assertion for the entire peripheral spectrum fails. More precisely, for every finite union $U$ of finite subgroups of the unit circle we construct an irreducible stochastic operator on $\ell^1$ whose peripheral spectrum equals $U$. We also give a similar construction for the $C_0$-semigroup case.

math.FA↗

Eventual Domination for Linear Evolution Equations

We consider two $C_0$-semigroups on function spaces or, more generally, Banach lattices and give necessary and sufficient conditions for the orbits of the first semigroup to dominate the orbits of the second semigroup for large times. As an important special case we consider an $L^2$-space and self-adjoint operators $A$ and $B$ which generate $C_0$-semigroups; in this situation we give criteria for the existence of a time $t_1 \ge 0$ such that $e^{tB} \ge e^{tA}$ for all subsequent times $t\ge t_1$. As a consequence of our abstract theory, we obtain many surprising insights into the behaviour of various second and fourth order differential operators.

math.FA↗