We study continuity and Hölder continuity of $t\mapsto P_tf$, where $P_t$ is a generalized Mehler semigroup in $C_b(X)$, the space of the continuous and bounded functions from a Banach space $X$ to $R$, and $f\in C_b(X)$. The generators $L$ of such semigroups are realizations of a class of differential and pseudo-differential operators, both in finite and in infinite dimension. Examples of operators $L$ to which this theory is applicable include Ornstein-Uhlenbeck operators with fractional diffusion in finite dimension, and Ornstein-Uhlenbeck operators with associated strong-Feller semigroups, in infinite dimension.
It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random integrals of operator valued functions with respect to stochastic Lévy processes. Our Banach space setting is in the contrast with the Hilbert spaces on which so far and most often the generalized Mehler semigroups were studied. Furthermore, we give new proofs of the random integral representation.
The Harnack inequality established in [13] for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, the hyper-bounded property, and some heat kernel inequalities are presented for a class of O-U type semigroups with jump. These inequalities and semigroup properties are indeed equivalent, and thus sharp, for the Gaussian case. As an application of the log-Harnack inequality, the HWI inequality is established for the Gaussian case. Perturbations with linear growth are also investigated.
It is known that every countable semigroup admits a weight w for which the semigroup algebra l_1(S,w) is Arens regular and no uncountable group admits such a weight; see [4]. In this paper, among other things, we show that for a large class of semigroups, the Arens regularity of the weighted semigroup algebra l_1(S,w) implies the countability of S.
In this paper, we prove that the generator of any bounded analytic semigroup in $(θ,1)$-type real interpolation of its domain and underlying Banach space has maximal $L^1$-regularity, using a duality argument combined with the result of maximal continuous regularity. As an application, we consider maximal $L^1$-regularity of the Dirichlet-Laplacian and the Stokes operator in inhomogeneous $B^s_{q,1}$-type Besov spaces on domains of $\mathbb R^n$, $n\geq 2$.
Given a probability measure $μ$ on the real line, there exists a semigroup $μ_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $μ_n$ obtained by iterating its free convolution. It was shown in \cite{[BB2004]} that it is impossible that $μ_t$ has no mass in an interval whose endpoints are atoms. We extend this result to semigroups related to multiplicative free convolution. The proofs use subordination results.
This paper is to study some conditions on semigroups, generated by some class of non-densely defined operators in the closure of its domain, in order that certain bounded perturbations preserve some regularity properties of the semigroup such as norm continuity, compactness, differentiability and analyticity. Furthermore, we study the critical and essential growth bound of the semigroup under bounded perturbations. The main results generalize the corresponding results in the case of Hille-Yosida operators. As an illustration, we apply the main results to study the asymptotic behaviors of a cla…
Using methods from Banach space theory, we prove two new structural results on maximal regularity. The first says that there exist positive analytic semigroups on UMD-Banach lattices, namely $\ell_p(\ell_q)$ for $p \neq q \in (1, \infty)$, without maximal regularity. In the second result we show that the extrapolation problem for maximal regularity behaves in the worst possible way: for every interval $I \subset (1, \infty)$ with $2 \in I$ there exists a family of consistent bounded analytic semigroups $(T_p(z))_{z \in Σ_{π/2}}$ on $L_p(\mathbb{R})$ such that $(T_p(z))$ has maximal regularity …
An interesting result by T. Kato and A. Pazy says that a contractive semigroup (T(t)) on a uniformly convex space X is holomorphic iff limsup_{t \downarrow 0} ||T(t)-Id|| < 2. We study extensions of this result which are valid on arbitrary Banach spaces for semigroups which are not necessarily contractive. This allows us to prove a general extrapolation result for holomorphy of semigroups on interpolation spaces of exponent θ in (0,1). As application we characterize boundedness of the generator of a cosine family on a UMD-space by a zero-two law. Moreover, our methods can be applied to R-secto…
We show that, for the $C_0$-semigroups of scalar type spectral operators, a well-known necessary condition for the generation of eventually norm-continuous $C_0$-semigroups, formulated exclusively in terms of the location of the spectrum of the semigroup's generator in the complex plane, is also sufficient and, in fact, characterizes the generators of immediately norm-continuous such semigroups. Combining characterizations of the immediate differentiability and the Gevrey ultradifferentiability of scalar type spectral $C_0$-semigroups with the generation theorem, found earlier by the author, w…
We analyse $C_0$-semigroups of contractive operators on real-valued $L^p$-spaces for $p \not= 2$ and on other classes of non-Hilbert spaces. We show that, under some regularity assumptions on the semigroup, the geometry of the unit ball of those spaces forces the semigroup's generator to have only trivial (point) spectrum on the imaginary axis. This has interesting consequences for the asymptotic behaviour as $t \to \infty$. For example, we can show that a contractive and eventually norm continuous $C_0$-semigroup on a real-valued $L^p$-space automatically converges strongly if $p \not\in \{1,…
We propose an approach based on perturbation theory to establish maximal $L^p$-regularity for a class of integro-differential equations. As the left shift semigroup is involved for such equations, we study maximal regularity on Bergman spaces for autonomous and non-autonomous integro-differential equations. Our method is based on the formulation of the integro-differential equations to a Cauchy problems, infinite dimensional systems theory and some recent results on the perturbation of maximal regularity (see \cite{AmBoDrHa}). Applications to heat equations driven by the Dirichlet (or Neumann)…
We present new conditions for semigroups of positive operators to converge strongly as time tends to infinity. Our proofs are based on a novel approach combining the well-known splitting theorem by Jacobs, de Leeuw and Glicksberg with a purely algebraic result about positive group representations. Thus we obtain convergence theorems not only for one-parameter semigroups but for a much larger class of semigroup representations. Our results allow for a unified treatment of various theorems from the literature that, under technical assumptions, a bounded positive $C_0$-semigroup containing or dom…
We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type measures. We find conditions for such a measure to have a smooth density and give examples. The Hunt semigroup and generator of convolution semigroups of measures are represented as pseudo-differential operators. For sufficiently regular convolution semigroups, the transition kernel has a tractable Fourier expansion and the density at the neutral element may…
Let $\mathcal{L}= \partial_t- Δ_x+|x|^2$. Consider its Poisson semigroup $e^{-y\sqrt{\mathcal{L}}}$. For $α>0$ define the Parabolic Hermite-Zygmund spaces $$ Λ^α_{\mathcal{L}}=\left\{f: \:f\in L^\infty(\mathbb{R}^{n+1})\:\; {\rm and} \:\; \left\|\partial_y^k e^{-y\sqrt{\mathcal{L}}} f \right\|_{L^\infty(\mathbb{R}^{n+1})}\leq C_k y^{-k+α},\;\: {\rm with }\, k=[α]+1, y>0. \right\}, $$ with the obvious norm. It is shown that these spaces have a pointwise description of Hölder type. The fractional powers $\mathcal{L}^{\pm β}$ are well defined in these spaces and the following regularity propertie…
We show that there are no nontrivial surjective uniformly asymptotically regular mappings acting on a metric space and derive some consequences of this fact. In particular, we prove that a jointly continuous left amenable or left reversible semigroup generated by firmly nonexpansive mappings on a bounded $τ$-compact subset of a Banach space has a common fixed point, and give a qualitative complement to the Markov-Kakutani theorem.
We report on recent progress in the program to classify separable amenable C*-algebras. Our emphasis is on the newly apparent role of regularity properties such as finite decomposition rank, strict comparison of positive elements, and Z-stability, and on the importance of the Cuntz semigroup. We include a brief history of the program's successes since 1989, a more detailed look at the Villadsen-type algebras which have so dramatically changed the landscape, and a collection of announcements on the structure and properties of the Cuntz semigroup.
Given a free additive convolution semigroup $\left(μ_t\right)_{t\geq 0}$ and a probability measure $ν$ on $\mathbb{R}$, we find the necessary and sufficient conditions for the process $μ_t \boxplus ν$ to be Lebesgue absolutely continuous with a positive and analytic density throughout $\mathbb{R}$ at all time $t>0$. For semigroups without this property, we find the necessary and sufficient conditions for the density of $μ_t \boxplus ν$ to be analytic at its zeros. These results are quantified by the Lévy measure of the semigroup, making it fairly easy to construct many concrete examples. Final…
We give a new more explicit proof of a result by Kalton & Lancien stating that on each Banach space with an unconditional basis not isomorphic to a Hilbert space there exists a generator of a holomorphic semigroup which does not have maximal regularity. In particular, we show that there always exists a Schauder basis (f_m) such that the generator is a Schauder multiplier associated to the sequence (2^m). Moreover, we show that maximal regularity does not extrapolate: we construct consistent holomorphic semigroups (T_p(t)) on L^p for p in (1, \infty) which have maximal regularity if and only if…
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 …
We study measures in Banach space which arise as the skew convolution product of two other measures where the convolution is deformed by a skew map. This is the structure that underlies both the theory of Mehler semigroups and operator self-decomposable measures. We show how that given such a set-up the skew map can be lifted to an operator that acts at the level of function spaces and demonstrate that this is an example of the well known functorial procedure of second quantisation. We give particular emphasis to the case where the product measure is infinitely divisible and study the second q…
By Baillon's result, it is known that maximal regularity with respect to the space of continuous functions is rare; it implies that either the involved semigroup generator is a bounded operator or the considered space contains $c_{0}$. We show that the latter alternative can be excluded under a refined condition resembling maximal regularity with respect to $\mathrm{L}^{\infty}$.
In this paper, we discuss the well-posedness of the Cauchy problem associated with the third-order evolution equation in time $$ u_{ttt} +A u + ηA^{\frac13} u_{tt} +ηA^{\frac23} u_t=f(u) $$ where $η>0$, $X$ is a separable Hilbert space, $A:D(A)\subset X\to X$ is an unbounded sectorial operator with compact resolvent, and for some $λ_0>0$ we have $\mbox{Re}σ(A)>λ_0$ and $f:D(A^{\frac13})\subset X\to X$ is a nonlinear function with suitable conditions of growth and regularity.
We show that a continuous local semiflow of $C^k$-maps on a finite-dimensional $C^k$-manifold M can be embedded into a local $C^k$-flow on M under some weak (necessary) assumptions. This result is applied to an open problem in [fil/tei:01]. We prove that finite-dimensional realizations for interest rate models are highly regular objects, namely given by submanifolds M of $D(A^{\infty})$, where A is the generator of a strongly continuous semigroup.
This article is an introduction to our recent work in harmonic analysis associated with semigroups of operators, in the effort of finding a noncommutative Calderón-Zygmund theory for von Neumann algebras. The classical CZ theory has been traditionally developed on metric measure spaces satisfying additional regularity properties. In the lack of such metrics -or with very little information on the metric- Markov semigroups of operators appear to be the right substitutes of classical metric/geometric tools in harmonic analysis. Our approach is particularly useful in the noncommutative setting bu…
In this paper we show that the concept of maximal $L^p$-regularity is stable under a large class of unbounded perturbations, namely Staffans-Weiss perturbations. To that purpose, we first prove that the analyticity of semigroups is preserved under this class of perturbations, which is a necessary condition for the maximal regularity. In UMD spaces, $\mathcal{R}$-boundedness conditions are exploited to give conditions guaranteing the maximal regularity. For non-reflexive Banach space, a condition is imposed to the Dirichlet operator associated to the boundary value problem to prove the maximal …
In this paper we characterize the discrete Hölder spaces by means of the heat and Poisson semigroups associated to the discrete Laplacian. These characterizations allow us to get regularity properties of fractional powers of the discrete Laplacian and the Bessel potentials along these spaces and also in the discrete Zygmund spaces in a more direct way than using the pointwise definition of the spaces. To obtain our results, it has been crucial to get boundedness properties of the heat and Poisson kernels and their derivatives in both space and time variables. We believe that these estimates ar…
We derive Hölder regularity estimates for operators associated with a time independent Schrödinger operator of the form $-Δ+V$. The results are obtained by checking a certain condition on the function $T1$. Our general method applies to get regularity estimates for maximal operators and square functions of the heat and Poisson semigroups, for Laplace transform type multipliers and also for Riesz transforms and negative powers $(-Δ+V)^{-γ/2}$, all of them in a unified way.
We show that the generator of a GNS-symmetric quantum Markov semigroup can be written as the square of a derivation. This generalizes a result of Cipriani and Sauvageot for tracially symmetric semigroups. Compared to the tracially symmetric case, the derivations in the general case satisfy a twisted product rule, reflecting the non-triviality of their modular group. This twist is captured by the new concept of Tomita bimodules we introduce. If the quantum Markov semigroup satisfies a certain additional regularity condition, the associated Tomita bimodule can be realized inside the $L^2$ space …
Consider the Schrödinger operator $\mathcal{L}=-Δ+V$ in $\mathbb{R}^n, n\ge 3,$ where $V$ is a nonnegative potential satisfying a reverse Hölder condition of the type \begin{equation*} \left( \frac{1}{|B|}\int_B V(y)^qdy\right)^{1/q}\le \frac{C}{|B|}\int_B V(y)dy, \, \text{ for some }q>n/2. \end{equation*} We define $Λ^α_{\mathcal{L}},\, 0<α<2,$ the class of measurable functions such that $$ \|ρ(\cdot)^{-α}f(\cdot)\|_\infty<\infty \quad \, \, \text{and}\:\: \quad \sup_{|z|>0}\frac{\|f(\cdot+z)+f(\cdot-z)-2f(\cdot)\|_\infty}{|z|^α}<\infty, $$ where $ρ$ is the critical radius function associated…
We propose a new approach to construct the eigenvalue expansion in a weighted Hilbert space of the solution to the Cauchy problem associated to Gauss-Laguerre invariant Markov semigroups that we introduce. Their generators turn out to be natural non-self-adjoint and non-local generalizations of the Laguerre differential operator. Our methods rely on intertwining relations that we establish between these semigroups and the classical Laguerre semigroup and combine with techniques based on non-harmonic analysis. As a by-product we also provide regularity properties for the semigroups as well as f…
