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Lev Sakhnovich

Publications and source records attributed to Lev Sakhnovich.

At least 37 records · Page 2Linked to original sources

Levy Processes, Generators

For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining within the given domain is estimated.

math.PR↗

$(S+N)$-triangular operators: spectral properties and important examples

We introduce a notion of $(S+N)$-triangular operators in the Hilbert space using some basic ideas from triangular representation theory. Our notion generalizes the well-known notion of the spectral operators so that many properties of the $(S+N)$-triangular operators coincide with those of spectral operators. At the same time we show that wide classes of operators are $(S+N)$-triangular.

math.SP↗

Nonlinear Fokker-Planck equation: stability, distance and corresponding extremal problem in the spatially inhomogeneous case

We start with a global Maxwellian $M_{k}$, which is a stationary solution, with the constant total density ($ρ(t)\equiv \wt ρ$), of the Fokker-Planck equation. The notion of distance between the function $M_{k}$ and an arbitrary solution $f$ (with the same total density $\wt ρ$ at the fixed moment $t$) of the Fokker-Planck equation is introduced. In this way, we essentially generalize the important Kullback-Leibler distance, which was studied before. Using this generalization, we show local stability of the global Maxwellians in the spatially inhomogeneous case. We compare also the energy and entropy in the classical and quantum cases.

math.AP↗

Integral triangular operators and Friedrichs model

In the present paper we investigate a semi-group of triangular integral operators $V_β$, which is an analogue of the semi-group of the fractional integral operators $J^β$. With the help of these semi-groups, we construct and study two classes of triangular Friedrichs models $A_β$ and $B_β$, respectively. Using generalized wave operators we prove that $A_β$ and $B_β$ are linearly similar to a self-adjoint operator with absolutely continuous spectrum.

math.FA↗

Levy processes with summable Levy measures, long time behavior

In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators $L$ for Levy processes $X_t$ can be written down in a convolution type form. For the case of non-summable Levy measures we constructed the quasi-potential operators $B$ and investigated the long time behavior of $X_t$. In the present paper we consider Levy processes $X_t$ with summable Levy measures. In this case the form of the quasi-potential operators $B$ essentially differs from the form in the case of non-summable Levy measures. We use this new form in order to study the long time behavior of $X_t$ for the case of summable Levy measures.

math.PR↗

Levy processes: long time behavior and convolution-type form of the Ito representation of the infinitesimal generator

In the present paper we show that the Levy-Ito representation of the infinitesimal generator $L$ for Levy processes $X_t$ can be written in a convolution-type form. Using the obtained convolution form we have constructed the quasi-potential operator $B$. We denote by $p(t,Δ)$ the probability that a sample of the process $X_t$ remains inside the domain $Δ$ for $0{\leq}τ{\leq}t$ (ruin problem). With the help of the operator $B$ we find a new formula for $p(t,Δ)$. This formula allows us to obtain long time behavior of $p(t,Δ)$.

math.PR↗

Sliding inverse problems for radial Dirac and Schrödinger equations

New inverse and half-inverse problems: {\it sliding problems} are introduced. In this way several physically important equations are recovered from the quantum defect. In particular, sliding problems are solved for radial Schrödinger equation, radial Dirac system and multidimensional Schrödinger equation. Systems with Coulomb-type potentials are considered as well.

math-ph↗

Inhomogeneous Boltzmann equations: distance, asymptotics and comparison of the classical and quantum cases

The notion of distance between a global Maxwellian function and an arbitrary solution $f$ (with the same total density $ρ$ at the fixed moment $t$) of Boltzmann equation is introduced. In this way we essentially generalize the important Kullback-Leibler distance, which was used before. Namely, we generalize it for the spatially inhomogeneous case. An extremal problem to find a solution of the Boltzmann equation, such that $\dist\{M,f\}$ is minimal in the class of solutions with the fixed values of energy and of $n$ moments, is solved. The cases of the classical and quantum (for Fermi and Bose particles) Boltzmann equations are studied and compared. The asymptotics and stability of solutions of the Boltzmann equations are also considered.

math-ph↗

The Boltzmann equation and corresponding extremal problems

We start with some global Maxwellian function $M$, which is a stationary solution (with the constant total density $ρ$) of the Boltzmann equation, and we denote the number of the corresponding space variables by $n$. The notion of distance between the global Maxwellian function and an arbitrary solution $f$ (with the same total density $ρ$ at the fixed moment $t$) of the Boltzmann equation is introduced. In this way we essentially generalize the important Kullback-Leibler distance, which was used before. An extremal problem to find a solution of the Boltzmann equation, such that $\dist\{M,f\}$ is minimal in the class of solutions with the fixed values of energy and of $n$ moments, is solved.

math-ph↗

Laws of thermodynamics and game theory

Using a game theory approach and a new extremal problem, Gibbs formula is proved in a most simple and general way for the classical mechanics case. A corresponding conjecture on the asymptotics of the classical entropy is formulated. For the ordinary quantum mechanics case, the third law of thermodynamics is derived. Some results on the number of ground states and residual entropy are obtained rigorously.

physics.gen-ph↗

Algorithmic entropy, thermodynamics, and game interpretation

Basic relations for the mean length and algorithmic entropy are obtained by solving a new extremal problem. Using this extremal problem, they are obtained in a most simple and general way. The length and entropy are considered as two players of a new type of a game, in which we follow the scheme of our previous work on thermodynamic characteristics in quantum and classical approaches.

cs.IT↗

Comparison of Thermodynamic Characteristics in Ordinary Quantum and Classical Approaches and Game Theory

We fix the temperature $T$ and consider mean energy and Boltzmann-Gibbs-Shannon entropy as two players of a game. As a result, basic formulas for the ordinary quantum mean energy and the Boltzmann-Gibbs-Shannon entropy are derived. We compare also the quantum and classical approaches without a demand for Plank's constant being small. Important inequalities for statistical sum, quantum energy, quantum entropy, and their classical analogs follow.

math-ph↗

About the Rationality of the Knizhnik-Zamolodchikov Equation Solution

In the paper the solution of KZ system (n=4, m=2) is constructed in the explicit form in terms of the hypergeometric functions. We proved that the corresponding solution is rational when the parameter $ρ$ is integer. We show that in the case (n=4, m=5, $ρ$ is integer) the corresponding KZ system hasn't got a rational solution.

math.AP↗

Infinite Hankel Block Matrices, Extremal Problems

In this paper we use the matrix analogue of eigenvalue $ρ_{min}^{2}$ to formulate and to solve the extremal Nehary problem. When $ρ_{min}$ is a scalar, our approach coincides with Adamjan-Arov-Krein approach.

math.SP↗

On the solutions of Knizhnik-Zamolodchikov system

We consider the Knizhnik-Zamolodchikov system of linear differential equations. The coefficients of this system are rational functions. We prove that under some conditions the solution of KZ system is rational too. We give the method of constructing the corresponding rational solution. We deduce the asymptotic formulas for the solution of KZ system when $ρ$ is integer.

math.AP↗