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Shigeki Aida

Publications and source records attributed to Shigeki Aida.

14 recordsLinked to original sources

Asymptotics of lowlying Dirichlet eigenvalues of Witten Laplacians on domains in pinned path groups

Let $G$ be a compact connected Lie group and $P_{e,a}=C([0,1]\to G~|~\gamma(0)=e, \gamma(1)=a)$ be the pinned path space with a pinned Brownian motion measure $\nu_{\lambda,a}$ defined by the heat kernel $p(\lambda^{-1}t,x,y)$, where $\lambda$ is a positive parameter. We consider a Witten Laplacian $-L_{\lambda,\mathcal{D}}$ acting on functions with the Dirichlet boundary condition on a certain domain $\mathcal{D}\subset P_{e,a}(G)$ which includes finitely many geodesics $\{l_1,\ldots,l_N\}$ between $e$ and $a$. $\nu_{\lambda,a}$ has the formal path integral expression $\nu_{\lambda,a}(d\gamma)=Z_{\lambda}^{-1}\exp \left(-\lambda E(\gamma)\right)d\gamma$, where $E(\gamma)=\frac{1}{2}\int_0^1|\dot{\gamma}(t)|^2dt$ and $E$ is a Morse function when $a$ is not a point of the cut-locus of $e$. Hence, by the analogy of finite dimensional cases, one may expect that the lowlying spectrum of $-\lambda^{-1}L_{\lambda,\mathcal{D}}$ can be approximated by the spectral sets of Ornstein-Uhlenbeck type operators which approximate $-\lambda^{-1}L_{\lambda,\mathcal{D}}$ in each small neighborhood of critical points $\{l_i\}$ when $\lambda\to\infty$. However, in contrast to the finite dimensional case, the spectral sets of the approximate Ornstein-Uhlenbeck type operators contain essential spectrum. It may be difficult to analyze the behavior of the spectrum of $-\lambda^{-1}L_{\lambda\mathcal{D}}$ near the set of the essential spectrum. In this paper, we study the asymptotic behavior of the lowlying discrete spectrum of $-\lambda^{-1}L_{\lambda,\mathcal{D}}$ in the complement of the neighborhood of the set of essential spectrum of the approximate Ornstein-Uhlenbeck type operators at $\{l_i\}$.

math.PR

H\"older estimates and weak convergences of certain weighted sum processes

We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show H\"older estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in Malliavin calculus, the fourth moment theorem, and estimates in multidimensional Young integrals.

math.PR

An interpolation of discrete rough differential equations and its applications to analysis of error distributions

We consider the solution $Y_t$ $(0\le t\le 1)$ and several approximate solutions $\hat{Y}^m_t$ of a rough differential equation driven by a fractional Brownian motion $B_t$ with the Hurst parameter $1/3 1$) for certain explicit positive number $\varepsilon>0$. As a consequence, we obtain an estimate of the convergence rate of $\sup_{0\leq t\leq 1}|\hat{Y}^m_t-Y_t|\to 0$ in $L^p$ also.

math.PR

Error analysis for approximations to one-dimensional SDEs via the perturbation method

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin [6], Neuenkirch and Nourdin [14] and the second named author [13]. The aim of this paper is to extend their results to the case where the equations contain drift terms and simplify the proof of estimates of the remainder terms in [13]. To this end, we represent the approximation solution as the solution of the equation which is obtained by replacing the fractional Brownian path with a perturbed path. We obtain the asymptotic error distribution as a directional derivative of the solution by using this expression.

math.PR

Reflected rough differential equations via controlled paths

In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker assumptions than those in [1] by using the notion of Gubinelli's controlled path [14].

math.PR

Rough differential equations containing path-dependent bounded variation terms

We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running maximum processes and normal reflection terms. We apply these results to determine the topological support of the solution processes.

math.PR

Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds

We prove the existence of spectral gaps of Ornstein-Uhlenbeck operators on loop spaces over a class of Riemannian manifolds which include hyperbolic spaces. This is an alternative proof and an extension of a result in Chen-Li-Wu in J. Funct. Anal. 259 (2010), 1421-1442. Further, we study the asymptotic behavior of the spectral gap.

math.PR

Reflected rough differential equations

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define reflected rough differential equations and prove the existence of a solution. Also we discuss the relation between the solution to reflected stochastic differential equation and reflected rough differential equation when the driving process is a Brownian motion.

math.PR

Semi-classical limit of the generalized second lowest eigenvalue of Dirichlet Laplacians on small domains in path spaces

Let $M$ be a complete Riemannian manifold. Let $P_{x,y}(M)$ be the space of continuous paths on $M$ with fixed starting point $x$ and ending point $y$. Assume that $x$ and $y$ is close enough such that the minimal geodesic $c_{xy}$ between $x$ and $y$ is unique. Let $-L_λ$ be the Ornstein-Uhlenbeck operator with the Dirichlet boundary condition on a small neighborhood of the geodesic $c_{xy}$ in $P_{x,y}(M)$. The underlying measure $\barν^λ_{x,y}$ of the $L^2$-space is the normalized probability measure of the restriction of the pinned Brownian motion measure on the neighborhood of $c_{xy}$ and $λ^{-1}$ is the variance parameter of the Brownian motion. We show that the generalized second lowest eigenvalue of $-L_λ$ divided by $λ$ converges to the lowest eigenvalue of the Hessian of the energy function of the $H^1$-paths at $c_{xy}$ under the small variance limit (semi-classical limit) $λ\to\infty$.

math.PR

Tunneling for spatially cut-off $P(ϕ)_2$-Hamiltonians

We study the asymptotic behavior of low-lying eigenvalues of spatially cut-off $P(ϕ)_2$-Hamiltonian under semi-classical limit. The corresponding classical equation of the $P(ϕ)_2$-field is a nonlinear Klein-Gordon equation which is an infinite dimensional Newton's equation. We determine the semi-classical limit of the lowest eigenvalue of the spatially cut-off $P(ϕ)_2$-Hamiltonian in terms of the Hessian of the potential function of the Klein-Gordon equation. Moreover, we prove that the gap of the lowest two eigenvalues goes to 0 exponentially fast under semi-classical limit when the potential function is double well type. In fact, we prove that the exponential decay rate is greater than or equal to the Agmon distance between two zero points of the symmetric double well potential function. The Agmon distance is a Riemannian distance on the Sobolev space $H^{1/2}(\RR)$ defined by a Riemannian metric which is formally conformal to $L^2$-metric. Also we study basic properties of the Agmon distance and instanton.

math-ph

Vanishing of one dimensional L^2-cohomologies of loop groups

Let $G$ be a simply connected compact Lie group. Let $L_e(G)$ be the based loop group with the base point $e$ which is the identity element. Let $ν_e$ be the pinned Brownian motion measure on $L_e(G)$ and let $α\in L^2(\wedge^1T^{\ast}L_e(G),ν_e)\cap {\mathbb D}^{\infty,p}(\wedge^1T^{\ast}L_e(G),ν_e)$ $(1<p<2)$ be a closed 1-form on $L_e(G)$. Using results in rough path analysis, we prove that there exists a measurable function $f$ on $L_e(G)$ such that $df=α$. Moreover we prove that $\dim\ker \square=0$ for the Hodge-Kodaira type operator $\square$ acting on 1-forms on $L_e(G)$.

math.PR

Weak Poincare inequalities on domains defined by Brownian rough paths

We prove weak Poincare inequalities on domains which are inverse images of open sets in Wiener spaces under continuous functions of Brownian rough paths. The result is applicable to Dirichlet forms on loop groups and connected open subsets of path spaces over compact Riemannian manifolds.

math.PR