Analysis and Geometry of Markov Diffusion Operators


Book Description

The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.




On the Geometry of Diffusion Operators and Stochastic Flows


Book Description

Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion measures. This should be useful to stochastic analysts, especially those with interests in stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters.




Geometric Aspects of Functional Analysis


Book Description

Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense. Two classical topics represented are the Concentration of Measure Phenomenon in the Local Theory of Banach Spaces, which has recently had triumphs in Random Matrix Theory, and the Central Limit Theorem, one of the earliest examples of regularity and order in high dimensions. Central to the text is the study of the Poincaré and log-Sobolev functional inequalities, their reverses, and other inequalities, in which a crucial role is often played by convexity assumptions such as Log-Concavity. The concept and properties of Entropy form an important subject, with Bourgain's slicing problem and its variants drawing much attention. Constructions related to Convexity Theory are proposed and revisited, as well as inequalities that go beyond the Brunn–Minkowski theory. One of the major current research directions addressed is the identification of lower-dimensional structures with remarkable properties in rather arbitrary high-dimensional objects. In addition to functional analytic results, connections to Computer Science and to Differential Geometry are also discussed.




Degenerate Diffusion Operators Arising in Population Biology


Book Description

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.




Proceedings Of The International Congress Of Mathematicians 2018 (Icm 2018) (In 4 Volumes)


Book Description

The Proceedings of the ICM publishes the talks, by invited speakers, at the conference organized by the International Mathematical Union every 4 years. It covers several areas of Mathematics and it includes the Fields Medal and Nevanlinna, Gauss and Leelavati Prizes and the Chern Medal laudatios.




Geometric Analysis and Nonlinear Partial Differential Equations


Book Description

This book is not a textbook, but rather a coherent collection of papers from the field of partial differential equations. Nevertheless we believe that it may very well serve as a good introduction into some topics of this classical field of analysis which, despite of its long history, is highly modem and well prospering. Richard Courant wrote in 1950: "It has always been a temptationfor mathematicians to present the crystallized product of their thought as a deductive general theory and to relegate the individual mathematical phenomenon into the role of an example. The reader who submits to the dogmatic form will be easily indoctrinated. Enlightenment, however, must come from an understanding of motives; live mathematical development springs from specific natural problems which can be easily understood, but whose solutions are difficult and demand new methods or more general significance. " We think that many, if not all, papers of this book are written in this spirit and will give the reader access to an important branch of analysis by exhibiting interest ing problems worth to be studied. Most of the collected articles have an extensive introductory part describing the history of the presented problems as well as the state of the art and offer a well chosen guide to the literature. This way the papers became lengthier than customary these days, but the level of presentation is such that an advanced graduate student should find the various articles both readable and stimulating.




Riemannian Geometry and Geometric Analysis


Book Description

This established reference work continues to provide its readers with a gateway to some of the most interesting developments in contemporary geometry. It offers insight into a wide range of topics, including fundamental concepts of Riemannian geometry, such as geodesics, connections and curvature; the basic models and tools of geometric analysis, such as harmonic functions, forms, mappings, eigenvalues, the Dirac operator and the heat flow method; as well as the most important variational principles of theoretical physics, such as Yang-Mills, Ginzburg-Landau or the nonlinear sigma model of quantum field theory. The present volume connects all these topics in a systematic geometric framework. At the same time, it equips the reader with the working tools of the field and enables her or him to delve into geometric research. The 7th edition has been systematically reorganized and updated. Almost no page has been left unchanged. It also includes new material, for instance on symplectic geometry, as well as the Bishop-Gromov volume growth theorem which elucidates the geometric role of Ricci curvature. From the reviews:“This book provides a very readable introduction to Riemannian geometry and geometric analysis... With the vast development of the mathematical subject of geometric analysis, the present textbook is most welcome.” Mathematical Reviews “For readers familiar with the basics of differential geometry and some acquaintance with modern analysis, the book is reasonably self-contained. The book succeeds very well in laying out the foundations of modern Riemannian geometry and geometric analysis. It introduces a number of key techniques and provides a representative overview of the field.” Monatshefte für Mathematik




From Fourier Analysis and Number Theory to Radon Transforms and Geometry


Book Description

​​​A memorial conference for Leon Ehrenpreis was held at Temple University, November 15-16, 2010. In the spirit of Ehrenpreis’s contribution to mathematics, the papers in this volume, written by prominent mathematicians, represent the wide breadth of subjects that Ehrenpreis traversed in his career, including partial differential equations, combinatorics, number theory, complex analysis and a bit of applied mathematics. With the exception of one survey article, the papers in this volume are all new results in the various fields in which Ehrenpreis worked . There are papers in pure analysis, papers in number theory, papers in what may be called applied mathematics such as population biology and parallel refractors and papers in partial differential equations. The mature mathematician will find new mathematics and the advanced graduate student will find many new ideas to explore.​A biographical sketch of Leon Ehrenpreis by his daughter, a professional journalist, enhances the memorial tribute and gives the reader a glimpse into the life and career of a great mathematician.




Fokker–Planck–Kolmogorov Equations


Book Description

This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker–Planck–Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.




Analysis and Partial Differential Equations on Manifolds, Fractals and Graphs


Book Description

The book covers the latest research in the areas of mathematics that deal the properties of partial differential equations and stochastic processes on spaces in connection with the geometry of the underlying space. Written by experts in the field, this book is a valuable tool for the advanced mathematician.