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Zhen-Qing Chen

Publications and source records attributed to Zhen-Qing Chen.

At least 37 records · Page 2Linked to original sources

Harnack inequality for weakly coupled nonlocal systems

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use the two-sided scale-invariant Green function estimation to prove the scale-invariant Harnack inequality for the weakly coupled nonlocal systems. In the case where the switching rate matrix is strictly irreducible, the scale-invariant full rank Harnack inequality is proved. Our approach is mainly probabilistic.

math.PR↗

Quantitative periodic homogenization for symmetric non-local stable-like operators

Homogenization for non-local operators in periodic environments has been studied intensively. So far, these works are mainly devoted to the qualitative results, that is, to determine explicitly the operators in the limit. To the best of authors' knowledge, there is no result concerning the convergence rates of the homogenization for stable-like operators in periodic environments. In this paper, we establish a quantitative homogenization result for symmetric $α$-stable-like operators on $\R^d$ with periodic coefficients. In particular, we show that the convergence rate for the solutions of associated Dirichlet problems on a bounded domain $D$ is of order $$ \varepsilon^{(2-α)/2}\I_{\{α\in (1,2)\}}+\varepsilon^{α/2}\I_{\{α\in (0,1)\}}+\varepsilon^{1/2}|\log \e|^2\I_{\{α=1\}}, $$ while, when the solution to the equation in the limit is in $C^2_c(D)$, the convergence rate becomes $$ \varepsilon^{2-α}\I_{\{α\in (1,2)\}}+\varepsilon^α\I_{\{α\in (0,1)\}}+\varepsilon |\log \e|^2\I_{\{α=1\}}. $$ This indicates that the boundary decay behaviors of the solution to the equation in the limit affects the convergence rate in the homogenization.

math.AP↗

Whether $p$-conductive homogeneity holds depends on $p$

We introduce two fractals, in Euclidean spaces of dimension two and three respectively, such the $2$-conductive homogeneity holds but there is some $\eps \in (0, 1)$ so that the $p$-conductive homogeneity fails for every $p\in (1, 1+\eps)$. In addition, these two fractals have Ahlfors regular conformal dimension within the interval $(1, 2)$ and $(2, 3)$, respectively.

math.FA↗

On Kigami's conjecture of the embedding $\mathcal{W}^p(K)\subset C(K)$

Let $(K,d)$ be a connected compact metric space and $p\in (1, \infty)$. Under the assumption of \cite[Assumption 2.15]{Ki2} and the conductive $p$-homogeneity, we show that $\mathcal{W}^p(K)\subset C(K)$ holds if and only if $p>\operatorname{dim}_{AR}(K,d)$, where $\mathcal{W}^p(K)$ is Kigami's $(1,p)$-Sobolev space and $\operatorname{dim}_{AR}(K,d)$ is the Ahlfors regular dimension.

math.FA↗

Stability of EHI and regularity of MMD spaces

We show that elliptic Harnack inequality is stable under form-bounded perturbations for strongly local Dirichlet forms on complete locally compact separable metric spaces that satisfy metric doubling property (or equivalently, relative ball connectedness property).

math.AP↗

Boundary Harnack principle for non-local operators on metric measure spaces

In this paper, a necessary and sufficient condition is obtained for the scale invariant boundary Harnack inequality (BHP in abbreviation) for a large class of Hunt processes on metric measure spaces that are in weak duality with another Hunt process. We next consider a discontinuous subordinate Brownian motion with Gaussian component $X_t=W_{S_t}$ in ${\bf R}^d$ for which the Lévy density of the subordinator $S$ satisfies some mild comparability condition. We show that the scale invariant BHP holds for the subordinate Brownian motion $X$ in any Lipschitz domain satisfying the interior cone condition with common angle $θ\in (\cos^{-1}(1/\sqrt d), π)$, but fails in any truncated circular cone with angle $θ\leq \cos^{-1}(1/\sqrt d)$, a Lipschitz domain whose Lipschitz constant is larger than or equal to $1/\sqrt{d-1}.$

math.PR↗

Stochastic maximum principle for sub-diffusions and its applications

In this paper, we study optimal stochastic control problems for stochastic systems driven by non-Markov sub-diffusion $B_{L_t}$, which have the mixed features of deterministic and stochastic controls. Here $B_t$ is the standard Brownian motion on $R$, and $L_t:= \inf\{r>0: S_r>t\}, \quad t\geq 0,$ is the inverse of a subordinator $S_t$ with drift $κ>0$ that is independent of $B_t$. We obtain stochastic maximum principles (SMP) for these systems using both convex and spiking variational methods, depending on whether the convex domain is convex or not. To derive SMP, we first establish a martingale representation theorem for sub-diffusions $B_{L_t}$, and then use it to derive the existence and uniqueness result for the solutions of backward stochastic differential equations (BSDEs) driven by sub-diffusions, which may be of independent interest. We also derive sufficient SMPs. Application to a linear quadratic system is given to illustrate the main results of this paper.

math.PR↗

Fully coupled forward-backward stochastic differential equations driven by sub-diffusions

In this paper, we establish the existence and uniqueness of fully coupled forward-backward stochastic differential equations (FBSDEs in short) driven by anomalous sub-diffusions $B_{L_t}$ under suitable monotonicity conditions on the coefficients. Here $B$ is a Brownian motion on $\bf R$ and $L_t:= \inf\{r>0: S_r>t\}$, $t\geq 0,$ is the inverse of a subordinator $S$ with drift $κ>0$ that is independent of $B$. Various a priori estimates on the solutions of the FBSDEs are also presented.

math.PR↗

Quantitative stochastic homogenization for random conductance models with stable-like jumps

We consider random conductance models with long range jumps on $\Z^d$, where the one-step transition probability from $x$ to $y$ is proportional to $w_{x,y}|x-y|^{-d-α}$ with $α\in (0,2)$. Assume that $\{w_{x,y}\}_{(x,y)\in E}$ are independent, identically distributed and uniformly bounded non-negative random variables with $\Ee w_{x,y}=1$, where $E$ is the set of all unordered pairs on $\Z^d$. We obtain a quantitative version of stochastic homogenization for these random walks, with explicit polynomial rates up to logarithmic corrections.

math.PR↗

Long range random walks and associated geometries on groups of polynomial growth

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study the large time behavior of its probability of return at time $n$ in terms of the key parameters describing the driving measure and the structure of the underlying group. We obtain assorted estimates including near-diagonal two-sided estimates and the Hölder continuity of the solutions of the associated discrete parabolic difference equation. In each case, these estimates involve the construction of a geometry adapted to the walk.

math.PR↗

Limit theorems for some long range random walks on torsion free nilpotent groups

We consider a natural class of long range random walks on torsion free nilpotent groups and develop limit theorems for these walks. Given the original discrete group $Γ$ and a random walk $(S_n)_ {n\ge1}$ driven by a certain type of symmetric probability measure $μ$, we construct a homogeneous nilpotent Lie group $G_\bullet(Γ,μ)$ which carries an adapted dilation structure and a stable-like process $(X_t)_{ t\ge0}$ which appears in a Donsker-type functional limit theorem as the limit of a rescaled version of the random walk. Both the limit group and the limit process on that group depend on the measure $μ$. In addition, the functional limit theorem is complemented by a local limit theorem.

math.PR↗

Heat kernels for reflected diffusions with jumps on inner uniform domains

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric of a strongly local Dirichlet form. When $D$ is an inner uniform domain in the Euclidean space, a prototype for a special case of the processes under consideration are symmetric reflected diffusions with jumps on $D$, whose infinitesimal generators are non-local (pseudo-differential) operators $L$ on $D$ of the form $$ L u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} \left(a_{ij}(x) \frac{\partial u(x)}{\partial x_j}\right) + \lim_{\eps \downarrow 0} \int_{\{y\in D: \, ρ_D(y, x)>\eps\}} (u(y)-u(x)) J(x, y)\, dy $$ satisfying "Neumann boundary condition". Here, $ρ_D(x,y)$ is the length metric on $D$, $A(x)=(a_{ij}(x))_{1\leq i,j\leq d}$ is a measurable $d\times d$ matrix-valued function on $D$ that is uniformly elliptic and bounded, and $$ J(x,y):= \frac{1}{Φ(ρ_D(x,y))} \int_{[α_1, α_2]} \frac{c(α, x,y)} {ρ_D(x,y)^{d+α}} \,ν(dα) , $$ where $ν$ is a finite measure on $[α_1, α_2] \subset (0, 2)$, $Φ$ is an increasing function on $[ 0, \infty )$ with $c_1e^{c_2r^β} \le Φ(r) \le c_3 e^{c_4r^β}$ for some $β\in [0,\infty]$, and $c(α, x, y)$ is a jointly measurable function that is bounded between two positive constants and is symmetric in $(x, y)$.

math.PR↗

Solvability of parabolic Anderson equation with fractional Gaussian noise

This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0, \infty)\times {\bf R}^d $ with $d\geq 1$ has a unique random field solution, where $W(t, x)$ is a fractional Brownian sheet on $[0, \infty)\times {\bf R}^d$ and formally $\dot W =\frac{\partial^{d+1}}{\partial t \partial x_1 \cdots \partial x_d} W(t, x)$. When the noise $W(t, x)$ is white in time, our condition is both necessary and sufficient when the initial data $u(0, x)$ is bounded between two positive constants. When the noise is fractional in time with Hurst parameter $H_0>1/2$, our sufficient condition, which improves the known results in literature, is different from the necessary one.

math.PR↗

Quenched invariance principle for long range random walks in balanced random environments

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability from $x$ to $y$ on average being comparable to $|x-y|^{-(d+α)}$ with $α\in (0,2]$. We use the martingale property to estimate exit time from balls and establish tightness of the scaled processes, and apply the uniqueness of the martingale problem to identify the limiting process. When $α\in (0,1)$, our approach works even for non-balanced cases. When $α=2$, under a diffusive with the logarithmic perturbation scaling, we show that the limit of scaled processes is a Brownian motion.

math.PR↗

Heat kernel upper bounds for symmetric Markov semigroups

It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are equivalent to) off-diagonal heat kernel upper bounds under some mild assumptions. Our approach is based on a new generalized Davies' method. Our results extend that of \cite{CKS} for Nash-type inequalities with power order considerably and also extend that of \cite{Gri} for second order differential operators on a complete non-compact manifold.

math.PR↗

Heat kernels for time-dependent non-symmetric mixed Lévy-type operators

In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates, gradient estimate and fractional derivative estimate of the heat kernels are obtained.

math.AP↗

Reflected Backward Stochastic Differential Equation with Rank-based Data

In this paper, we study reflected backward stochastic differential equation (reflected BSDE in abbreviation) with rank-based data in a Markovian framework; that is, the solution to the reflected BSDE is above a prescribed boundary process in a minimal fashion and the generator and terminal value of the reflected BSDE depend on the solution of another stochastic differential equation (SDE in abbreviation) with rank-based drift and diffusion coefficients. We derive regularity properties of the solution to such reflected BSDE, and show that the solution at the initial starting time $t$ and position $x$, which is a deterministic function, is the unique viscosity solution to some obstacle problem (or variational inequality) for the corresponding parabolic partial differential equation.

math.PR↗