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Brownian Motion and Nonlinear Boundary Value Problems

Research Project

Project/Area Number 10440050
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionUniversity of Tsukuba

Principal Investigator

TAIRA Kazuaki  University of Tsukuba, Institute of Mathematics, Professor, 数学系, 教授 (90016163)

Co-Investigator(Kenkyū-buntansha) UMEZU Kenichiro  Maebashi Institute of Technology, Lecturer, 工学部, 講師 (00295453)
KINOSHITA Tamotu  University of Tsukuba, Institute of Mathematics, Assistant, 数学系, 助手 (90301077)
MINAMI Nariyuki  University of Tsukuba, Institute of Mathematics, Associate Professor, 数学系, 助教授 (10183964)
SAKAMOTO Kunimochi  Hiroshima University, Faculty of Science, Associate Professor, 理学部, 助教授 (40243547)
KUBO Izumi  Hiroshima University, Faculty of Science, Professor, 理学部, 教授 (70022621)
柴田 徹太郎  広島大学, 総合科学部, 助教授 (90216010)
檀 和日子  筑波大学, 数学系, 助手 (40251029)
Project Period (FY) 1998 – 1999
Project Status Completed (Fiscal Year 1999)
Budget Amount *help
¥8,300,000 (Direct Cost: ¥8,300,000)
Fiscal Year 1999: ¥4,100,000 (Direct Cost: ¥4,100,000)
Fiscal Year 1998: ¥4,200,000 (Direct Cost: ¥4,200,000)
KeywordsBrownian Motion / Boundary Value Problem / Feller Semigroup / Population Dynamics / Chemical Reactor Theory / Harmonic Integral / 積分微分作用素 / 化学反応 / 燃焼問題 / 調和積分 / 指数公式
Research Abstract

Our results may be summarized as follows :
1. First we studied from the viewpoint of functional analysis the problem of construction of Markov processes with boundary conditions in probability theory. Our approach is distinguished by the extensive use of the ideas and techniques characteristic of the recent developments in the theory of partial differential equations. We constructed a Feller semigroup corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it dies at the time when it reaches the set where the particle is definitely absorbed.
2. Secondly we studied existence and uniqueness problems of positive solutions of diffusive logistic equations with indefinite weights which model population dynamics in environments with strong spatial heterogeneity. We proved that the most favorable situations will occur if there is a relatively large favorable region (with good resources and without crowding effects) loca … More ted some distance away from the boundary of the environment. Moreover we discuss the stability properties for positive steady states.
3. Thirdly we studied semilinear elliptic boundary value problems arising in chemical reactor theory which obey the simple Arrhenius rate law and Newtonian cooling. We proved that ignition and extinction phenomena occur in the stable steady temperature profile at some critical values of a dimensionless heat evolution rate.
4. Finally we gived an analytic proof of an index formula for the relative de Rham cohomology groups which may be considered as a generalization of the celebrated Hodge--Kodaira theory for the absolute de Rham cohomology groups. In deriving our index formula, the theory of harmonic forms satisfying an interior boundary condition plays a fundamental role. Our approach has a great advantage of intuitive interpretation of the index formula in terms of Brownian motion from the point of view of probability theory. Our result may be stated as follows : Brownian motion describes the topology of a compact Riemannian manifold through its Euler--Poincare characteristic. Less

Report

(3 results)
  • 1999 Annual Research Report   Final Research Report Summary
  • 1998 Annual Research Report
  • Research Products

    (63 results)

All Other

All Publications (63 results)

  • [Publications] Kazuaki Taira: "Feller semigroups with boundary conditions"Rendiconti del Circolo Matematica di Palermo. 52・1. 157-173 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Boundary value problems of nonlinear elastostatics"Proceedings of the Conference on Generalized Analytic Functions. 183-195 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Growing-up positive solutions of semilinear elliptic boundary value problems"Journal of Mathematical Analysis and Applications. 238・1. 196-215 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Feller semigroups and degenerate elliptic operators I"Conferenze del Seminario di Matematica dell'Vniversita di Bari. 274. 1-32 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Feller semigroups and degenerate elliptic operators II"Conferenze del Seminario di Matematica dell'Vniversita di Bari. 275. 1-33 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Brownian motion, de Rham complex and index formulas"Trends in Probatility and Related Analysis. 159-176 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Feller semigroups generated by degenerate elliptic operators"Semigroup Forum. 60・1. 1-14 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Stability in chemical reactor theory"Proceeding of the Conference on Evolution Equations and their Applications in Physical and Lite Sciences. (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Nariyuki Minami: "On the Poisson limit theorems of Sena and Major"Communications in Mathematical Physics. (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Tamotu Kinoshita: "On third order hyperbolic equations"Journal d'Analyse Mathematique. 77・1. 287-314 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kenichiro Umezu: "Positive solutions of a forced nonlinear elliptic boundary value problems"Journal of the Mathematical Society of Japan. 51・4. 801-815 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kenichiro Umezu: "Nonlinear elliptic boundary value problems suggested by fermentation"Nonlinear Differential Equations and Applications. 7・1. (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kenichiro Umezu: "Global positive solution branches of positone problems with nonlinear boundary conditions"Differential and Integral Equations. 13・1. (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Izumi Kubo: "White noise analysis associated with sequences of numbers"Infinite Dimensional Analysis, Quantum Probability and Related topics. 2・3. 315-336 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kunimochi Sakamoto: "Asymptotic expansion of interface equation for a reaction-diffusion system"Tohoku Mathematical Publications. 8・1. 149-158 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Hiroyuki Takamura: "Remarks on the blow-up boundaries and rates for nonlinear wave equations"Nonlinear Analysis. 33・2. 69-698 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Tetsutaro Shibata: "Nonlinear multiparameter Sturm-Liouville problems"Asymptotic Analysis. 18・1. 173-192 (1998)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Takayuki Kobayashi: "On global motion of a compressible viscous fluid with boundary slip condition"Applications Mathematicae. 26・2. 159-194 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Feller semigroups with boundary conditions"in the Proceedings of the Third International Conference on Functional Analysis and Approximation Theory (F. Altomare et al., eds.), Supplemento ai Rendiconti del Circolo Matematico di Palermo. Vol.52. 157-173 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA and Kenichiro UMEZU: "Semilinear elliptic boundary value problems in chemical reactor theory"Journal of Differential Equations. Vol.142,No.2. 434-454 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Introduction to semilinear elliptic boundary value problems"Taiwanese Journal of Mathematics. Vol.2,No.2. 127-172 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Boundary value problems of nonlinear elastostatics"in the Proceedings of the Conference on Generalized Analytic Functions - Theory and Applications (H. Florian et al., eds.), Kluwer Academic Publishers. 183-195 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Bifurcation theory for semilinear elliptic boundary value problems"Hiroshima Mathematical Journal. Vol.28,No.2. 261-308 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Brownian motion and index formulas for the de Rham complex"Mathematical Research, No. 106, WILEY-VCH. (1998)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA, P. PALAGACHEV and P. POPIVANOV: "A degenerate Neumann problem for quasilinear elliptic integro-differential operators"Mathematische Zeitschrift. Vol.230,No.4. 679-694 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA and Kenichiro UMEZU: "Growing-up positive solutions of semilinear elliptic boundary value problems"Journal of Mathematical Analysis and Applications. Vol.238,No.1. 196-215 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Feller Semigroups and degenerate elliptic operators I"Conferenze del Seminario di Matematica dell'Universita di Bari. No.274. (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Feller Semigroups and degenerate elliptic operators II"Conferenze del Seminario di Matematica dell'Universita di Bari. No.275. (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA: "Brownian motion, de Rham complex and index formulas"in the Proceedings of the Symposium on Analysis and Probability 1998 : Trends in Probability and Related Analysis (N. Kono and N.-R. Shieh eds.), World Scientific Publishing. 159-176 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA and Kenichiro UMEZU: "Positive solutions of semilinear elliptic boundary value problems in chemical reactor theory"in the Proceedings of the International Society for Analysis, Applications and Computation '97 Congress (Robert P. Gilbert et al., eds.), Kluwer Academic Publishers. (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA, A. FAVINI and S. ROMANELLI: "Feller semigroups generated by degenerate elliptic operators"Semigroup Forum. Vol.60, No.1. 1-14 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki TAIRA, P. PALAGACHEV and P. POPIVANOV: "A degenerate Neumann problem for quasilinear elliptic equations"Tokyo Journal of Mathematics. Vol.23, No.1. (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1999 Final Research Report Summary
  • [Publications] Kazuaki Taira: "Feller semigroups with boundary conditions"Rendiconti del Circolo Matematico di Palermo. 52・1. 157-173 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Boundary value problems of nonlinear elastostatics"Proceedings of the Conference Generalized Analytic Functions. 183-195 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Growing-up positive solutions of semilinear elliptic boundary value problems"Journal of Mathematical Analysis and Applications. 238・1. 196-215 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Feller semigroups and degenerate elliptic operators I"Conference del Seminario di Matematica dell'Universita di Bari. 274. 1-32 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Feller semigroups and degenerate elliptic operators II"Conference del Seminario di Matematica dell'Universita di Bari. 275. 1-33 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Brownian wotion,de Rham complex and index formulas"Trends in Probability and Related Analysis. 159-176 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Feller semigroups generated by degenerate elliptic operators"Semigroup Forum. 60・1. 1-14 (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Stability in chemical reactor theory"Proceedings of the Conference on Evolution Equations and Their Applications in Physical and Life Sciences. (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Nariyuki Minami: "On the Poisson limit theorems of Sirai and Major"Communications in Mathematical Physics. (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Tamotu Kinoshita: "On third order hyperbolic equations"Journal d'Analyse Math'ematique. 77・1. 287-314 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kenichiro Umezu: "Positive solutions of a forced nonlinear elliptic boundary value problems"Journal of the Mathematical Society of Japan. 51・4. 801-815 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kenichiro Umezu: "Nonlinear elliptic boundary value problems suggested by fermentation"Nonlinear Differential Eguations and Applications. 7・1. (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kenichiro Umezu: "Global positive solution branches of positone problems with nonlinear boundary conditions"Differential and Integral Eguations. 13・1. (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Izumi Kubo: "White noise analysis associated with seguences of numbers"Infinite Dimensional Analysis,Quantum Probability and Related topics. 2・3. 315-336 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kunimochi Sakamoto: "Asymptotic expansion of interface eguation for a reaction-diffusion system"Tohoku Mathematical Publications. 8・1. 149-158 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] Hiroyuki Takamura: "Remarks on the blow-up boundaries and rates for nonlinear wave eguations"Nonlinear Analysis. 33・2. 693-698 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] Tetsutaro Shibata: "Nonlinear multiparameter Sturm-Liouville problems"Asymptotic Analysis. 18・1. 173-192 (1998)

    • Related Report
      1999 Annual Research Report
  • [Publications] Takayuki Kobayashi: "On global motion of a compressible viscous fluid with boundary slip condition"Applicationes Mathematicae. 26・2. 159-194 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Kazuaki Taira: "Semiliner elliptic boundary value problems in chemical reactor theory" Journal of Differential Equations. 142・2. 434-454 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kazuaki Taira: "Bifurcution theory for semilinear elliptic boundary value problems" Hiroshima Mathematical Journal. 28・2. 261-308 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kazuaki Taira: "Introduction to semilinear elliptic boundary value problems" Taiwanese Journal of Mathematics. 2・2. 127-172 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Izumi Kubo: "Entire functional and generalized functionals in white noise analysis" Analysis on infinite-dinensional Lie groups and algebra. 207-215 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kunimochi Sakamoto: "Internal layers in high-dimensional domains" Proceedings of the Royal Society of Edinburgh. 128・A. 359-401 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Tetsutaro Shibata: "Two-parameter nonlinear Sturm-Liouville problems" Proceedings of the Edinburgh Mathematical Society. 41・1. 225-245 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Tamotu Kinoshita: "On the wellposedness in the Georey classes of the Lanchy Problem for weakly hyperbolic systems with Holder continuous coefficients in time" Osaka Journal of Mathematics. 35・1. 3-18 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Tamotu Kinoshita: "On the wellposedness in the ultradifferentiable-tlasses of the Canchy problem for a weakly hyperbolic equation of second order" Tsukuba Journal of Mathematics. 22・1. 241-271 (1998)

    • Related Report
      1998 Annual Research Report
  • [Publications] Wakako Dan: "On the Lq-Lr estimate of the Stokes semigroup in a two dimensional exterior domain" Journal of the Mathematical Society of Japan. 51・1. 181-207 (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kazuaki Taira: "A degenerate Neumann problem for quasilinear elliptic integro-differential operators" Mathematische Zeitschrift. 230. (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kazuaki Taira: "Feller semigroups generated by degenerate elliptic operators" Semigroup Forum. 58. (1999)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kazuaki Taira: "A degenerate Neumann problem for quasi linear elliptic equations" Tokyo Journal of Mathematics. 23・1. (2000)

    • Related Report
      1998 Annual Research Report
  • [Publications] Kazuaki Taira: "Brownian motion and index formulas for the de Rham complex" Wiley-VCH, 215 (1998)

    • Related Report
      1998 Annual Research Report

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Published: 1998-04-01   Modified: 2016-04-21  

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