Chernoff approximations of Feller semigroups and the associated diffusion processes in Riemannian manifolds are studied. The manifolds are assumed to be of bounded geometry, thus including all compact manifolds and also a wide range of non-compact manifolds. Sufficient conditions are established for a class of second order elliptic operators to generate a Feller semigroup on a (generally non-compact) manifold of bounded geometry. A construction of Chernoff approximations is presented for these Feller semigroups in terms of shift operators. This provides approximations of solutions to initial value problems for parabolic equations with variable coefficients on the manifold. It also yields weak convergence of a sequence of random walks on the manifolds to the diffusion processes associated with the elliptic generator. For parallelizable manifolds this result is applied in particular to the representation of Brownian motion on the manifolds as limits of the corresponding random walks.
A Feynman formula is a representation of a solution of an initial (or initial-boundary) value problem for an evolution equation (or, equivalently, a representation of the semigroup resolving the problem) by a limit of $n$-fold iterated integrals of some elementary functions as $n\to\infty$. In this note we obtain some Feynman formulae for a class of semigroups associated with Feller processes. Finite dimensional integrals in the Feynman formulae give approximations for functional integrals in some Feynman--Kac formulae corresponding to the underlying processes. Hence, these Feynman formulae gi…
Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples for which the convergence is arbitrary fast, is arbitrary slow, and holds in the strong operator topology but does not hold in the norm operator topology. We also prove a general theorem that gives an upper estimate for the speed of decay of the norm of the residual term of the Chernoff approximations. The result is applied to one-dimensional parabolic diffe…
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 …
The classical Chernoff's theorem is a statement about discrete-time approximations of semigroups, where the approximations are consturcted as products of time-dependent contraction operators strongly differentiable at zero. We generalize the version of Chernoff's theorem for semigroups proved in a paper by Smolyanov et al., and obtain a theorem about descrete-time approximations of backward propagators.
We prove that a weakly ergodic, strong Feller semigroup on the space of measures converges strongly to a projection onto its fixed space. In contrast to a recent result of Gerlach we do not assume the semigroup to be stochastically continuous.
We prove that a weakly ergodic, eventually strong Feller semigroup on the space of measures on a Polish space converges strongly to a projection onto its fixed space.
The purpose of the present notes is to examine the following issues related to the the Chernoff estimate: (1) For contractions on a Banach space we modify the $\sqrt{n}$-estimate and apply it in the proof of the Chernoff product formula for $C_0$-semigroups in the \textit{strong} operator topology. (2) We use the idea of a {probabilistic} approach, proving the Chernoff estimate in the strong operator topology, to uplift it to the \textit{operator-norm} estimate for \textit{quasi-sectorial} contraction semigroups. (3) The operator-norm Chernoff estimate is applied to {quasi-sectorial} contracti…
For certain classes of negative definite symbols $q(x,ξ)$ and state space dependent Bernstein function $f(x,s)$ we prove that $-p(x,D)$, the pseudo-differential operator with symbol $-p(x,ξ)=-f(x,q(x,ξ))$, extends to the generator of a Feller semigroup. Our result extends previously known results related to operators of variable (fractional) order of differentiation, or variable order fractional powers. New concrete examples are given.
We study perturbations of Feller generators under `lower order terms' with measurable coefficients. We investigate which properties of the original semigroup -- such as positivity, conservativeness and the Feller property -- are passed to the perturbed semigroup. We give several examples and discuss applications in the theory of martingale problems and stochastic differential equations with measurable coefficients.
We consider global pseudodifferential operators on symmetric spaces of noncompact type, defined using spherical functions. The associated symbols have a natural probabilistic form that extend the notion of the characteristic exponent appearing in Gangolli's Lévy-Khinchine formula to a function of two variables. The Hille-Yosida-Ray theorem is used to obtain conditions on such a symbol so that the corresponding pseudodifferential operator has an extension that generates a sub-Feller semigroup, generalising existing results for Euclidean space.
A generalized version of Chernoff's theorem has been obtained. Namely, the version of Chernoff's theorem for semigroups obtained in a paper by Smolyanov, Weizsaecker, and Wittich is generalized for a time-inhomogeneous case. The main theorem obtained in the current paper, Chernoff's theorem for evolution families, deals with a family of time-dependent generators of semigroups $A_t$ on a Banach space, a two-parameter family of operators $Q_{t,t+Δt}$ satisfying the relation: $\frac{\partial}{\partial Δt}Q_{t,t+Δt}|_{Δt = 0}=A_t$, whose products $Q_{t_i,t_{i+1}}... Q_{t_{k-1},t_k}$ are uniformly …
Concrete examples of the rate of convergence of Chernoff approximations: numerical results for the heat semigroup and open questions on them (with appendix: full list of pictures and Python code)
We consider the abstract Cauchy problem x'=Ax, x(0)=x_0\in D(A) for linear operators A on a Banach space X. We prove uniqueness of the (local) solution of this problem for a natural class of operators A. Moreover, we establish that the solution x(\cdot) can be represented as a limit of sequence F(t/n)^{n} as n\to\infty in the weak operator topology, where a function F:[0,\infty)\to L(X) satisfies F'(0)y=Ay, y\in D(A). As a consequence, we deduce necessary and sufficient conditions that a linear operator C is closable and its closure is a generator of C_0-semigroup. We also obtain some criteria…
This communication is devoted to establishing the very first steps in study of the speed at which the error decreases while dealing with the based on the Chernoff theorem approximations to one-parameter semigroups that provide solutions to evolution equations.
We consider Feller semigroups of operators determinated by systems of jumps dominated by the rotation invariant stable Lévy measure. Using an approximation schema we prove the existence and obtain estimates of corresponding heat kernels.
We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated semigroup and resolvents of kernels having the $\mathcal L^p$-strong Feller property. They allow us to construct a process which solves the corresponding martingale problem for all starting points from a known set, namely the set where the regularity assumptions hold. We apply this result to construct elliptic diffusions having locally Lipschitz matrix coefficients …
Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller dimensions. In particular, we study how transmission conditions featuring in the approximating equations become integral parts of the limit master equation. We device a scheme which, by appropriate rescaling of coefficients and finding a common reference space for all Feller semigroups involved, allows deriving the form of the limit equation formally. The res…
We show that a Krein-Feller operator is naturally associated to a fixed measure $μ$, assumed positive, $σ$-finite, and non-atomic. Dual pairs of operators are introduced, carried by the two Hilbert spaces, $L^{2}\left(μ\right)$ and $L^{2}\left(λ\right)$, where $λ$ denotes Lebesgue measure. An associated operator pair consists of two specific densely defined (unbounded) operators, each one contained in the adjoint of the other. This then yields a rigorous analysis of the corresponding $μ$-Krein-Feller operator as a closable quadratic form. As an application, for a given measure $μ$, including t…
Paul Chernoff in 1968 proposed his approach to approximations of one-parameter operator semigroups while trying to give a rigorous mathematical meaning to Feynman's path integral formulation of quantum mechanics. In early 2000's Oleg Smolyanov noticed that Chernoff's theorem may be used to obtain approximations to solutions of initial-value problems for linear partial differential equations (LPDEs) of evolution type with variable coefficients, including parabolic equations, Schrödinger equation, and some other. Chernoff expressions are explicit formulas containing variable coefficients of LPDE…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition between cosecutive partition times of distance dt, and b) a suitable continuous interpolation scheme (e.g. Brownian bridges or geodesics). If necessary normalize to get a probability measure. We prove a version of Chernoff's theorem of semigroup theory and tighness results which together yield convergence in law of such measures as the partition gets finer. In…
We consider isotropic Lévy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued Lévy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to strongly continuous contraction semigroups on $L^p$, for $1\leq p<\infty$, and that they are self-adjoint when $p=2$. When the motion has a non-trivial Brownian part, we prove that the generator has a discrete spectrum of eigenvalues and that the semigroup is trace-class.
It is shown how to construct *-homomorphic quantum stochastic Feller cocycles for certain unbounded generators, and so obtain dilations of strongly continuous quantum dynamical semigroups on C* algebras; this generalises the construction of a classical Feller process and semigroup from a given generator. The construction is possible provided the generator satisfies an invariance property for some dense subalgebra A_0 of the C* algebra A and obeys the necessary structure relations; the iterates of the generator, when applied to a generating set for A_0, must satisfy a growth condition. Furtherm…
We investigate a second order elliptic differential operator $A_{β, μ}$ on a bounded, open set $Ω\subset\mathbb{R}^{d}$ with Lipschitz boundary subject to a nonlocal boundary condition of Robin type. More precisely we have $0\leq β\in L^{\infty}(\partialΩ)$ and $μ\colon \partial Ω\to \mathscr{M}(\overlineΩ)$, and boundary conditions of the form \[ \partial_ν^{\mathscr{A}}u(z)+β(z)u(z)=\int_{\overlineΩ}u(x)μ(z)(dx),\ z\in\partialΩ, \] where $\partial_ν^{\mathscr{A}}$ denotes the weak conormal derivative with respect to our differential operator. Under suitable conditions on the coefficients of …
In this paper, we study properties of the heat semigroup of configuration space analysis. Using a natural ``Riemannian-like'' structure of the configuration space $Γ_X$ over a complete, connected, oriented, and stochastically complete Riemannian manifold $X$ of infinite volume, the heat semigroup $(e^{-tH^Γ})_{t\in\R_+}$ was introduced and studied in [{\it J. Func. Anal.} {\bf 154} (1998), 444--500]. Here, $H^Γ$ is the Dirichlet operator of the Dirichlet form ${\cal E}^Γ$ over the space $L^2(Γ_X,π_m)$, where $π_m$ is the Poisson measure on $Γ_X$ with intensity $m$--the volume measure on $X$. W…
We consider second order differential operators $A_μ$ on a bounded, Dirichlet regular set $Ω\subset \mathbb{R}^d$, subject to the nonlocal boundary conditions \[ u(z) = \int_Ωu(x)\, μ(z, dx)\quad \mbox{for } z \in \partial Ω. \] Here the function $μ: \partialΩ\to \mathscr{M}^+(Ω)$ is $σ(\mathscr{M} (Ω), C_b(Ω))$-continuous with $0\leq μ(z,Ω) \leq 1$ for all $z\in \partial Ω$. Under suitable assumptions on the coefficients in $A_μ$, we prove that $A_μ$ generates a holomorphic positive contraction semigroup $T_μ$ on $L^\infty(Ω)$. The semigroup $T_μ$ is never strongly continuous, but it enjoys t…
