Spectral Analysis of Diffusions with Jump Boundary
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold d...
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| Format: | Journal article |
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2011
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| _version_ | 1797103014080675840 |
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| author | Kolb, M Wübker, A |
| author_facet | Kolb, M Wübker, A |
| author_sort | Kolb, M |
| collection | OXFORD |
| description | In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a Corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky. |
| first_indexed | 2024-03-07T06:14:00Z |
| format | Journal article |
| id | oxford-uuid:f07cb2f9-934a-42dd-8b83-32573cb1a6fe |
| institution | University of Oxford |
| last_indexed | 2024-03-07T06:14:00Z |
| publishDate | 2011 |
| record_format | dspace |
| spelling | oxford-uuid:f07cb2f9-934a-42dd-8b83-32573cb1a6fe2022-03-27T11:48:15ZSpectral Analysis of Diffusions with Jump BoundaryJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:f07cb2f9-934a-42dd-8b83-32573cb1a6feSymplectic Elements at Oxford2011Kolb, MWübker, AIn this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a Corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky. |
| spellingShingle | Kolb, M Wübker, A Spectral Analysis of Diffusions with Jump Boundary |
| title | Spectral Analysis of Diffusions with Jump Boundary |
| title_full | Spectral Analysis of Diffusions with Jump Boundary |
| title_fullStr | Spectral Analysis of Diffusions with Jump Boundary |
| title_full_unstemmed | Spectral Analysis of Diffusions with Jump Boundary |
| title_short | Spectral Analysis of Diffusions with Jump Boundary |
| title_sort | spectral analysis of diffusions with jump boundary |
| work_keys_str_mv | AT kolbm spectralanalysisofdiffusionswithjumpboundary AT wubkera spectralanalysisofdiffusionswithjumpboundary |