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Development of stochastic differential geometry associated with sub-Laplacians

Research Project

Project/Area Number 18K03336
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 12010:Basic analysis-related
Research InstitutionKyushu University

Principal Investigator

Taniguchi Setsuo  九州大学, 基幹教育院, 教授 (70155208)

Project Period (FY) 2018-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2020: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2019: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2018: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywordsマリアバン解析 / サブラプラシアン / グルーシン作用素 / 熱核 / 2次Wiener汎関数 / 短時間漸近挙動 / サブリーマン多様体 / マリアバン微分 / 偏マリアバン解析 / 確率微分方程式 / 漸近展開
Outline of Final Research Achievements

Diffusion processes associated with sub-Laplacians of sub-Riemannian manifolds are constructed and several quantities appearing in their short time asymptotic behavior are computed concretely. In particular, the short time asymptotic behavior of heat kernel associated with the Grushin operator with general parameter a of real number, which is no longer equi-regular and give as the sum of the n-dimensional Laplacian and the m-dimensional Laplacian multiplied by the n-dimensional Euclidean norm to 2a-th power) is investigated in detail in the cases of on-diagonal and off-diagonal. In both cases, the dependence on the parameter a of quantities resulting in the asymptotic behavior is clarified. On the way, new theoretical results are obtained; among them are (i) the construction of diffusion processes on vector bundles acted by orthogonal groups, (ii)the reconstruction of the Malliavin calculus on manifolds, and (iii) the reformulation of the partial Malliavin calculus on Euclidean spaces.

Academic Significance and Societal Importance of the Research Achievements

多様体上の拡散過程の研究は,非退化微分作用素やヘルマンダー型と呼ばれるベクトル場の2乗和となる作用素で生成されるものが中心であり,サブリーマン多様体上のサブラプラシアンのように退化しさらにヘルマンダー型ではない生成作用素に対する確率解析的研究は非常に新しいものである.さらに,パラメータが自然数のグルーシン作用素については解析的研究が進んでいたが,パラメータが一般の正実数の場合の研究はなされていなかった.一般の場合の漸近挙動解析は,確率解析的手法による新たな成果である.さらにWatanabeの超関数理論に基づく偏マリアバン解析の体系化もまた確率解析にとって重要な理論的貢献である.

Report

(6 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (5 results)

All 2022 2021 2020 2019 Other

All Journal Article (3 results) (of which Peer Reviewed: 3 results) Book (1 results) Remarks (1 results)

  • [Journal Article] ON THE TRANSITION DENSITY FUNCTION OF THE DIFFUSION PROCESS GENERATED BY THE GRUSHIN OPERATOR2022

    • Author(s)
      Setsuo Taniguchi
    • Journal Title

      Kyushu Journal of Mathematics

      Volume: 76 Issue: 1 Pages: 187-207

    • DOI

      10.2206/kyushujm.76.187

    • ISSN
      1340-6116, 1883-2032
    • Related Report
      2021 Research-status Report
    • Peer Reviewed
  • [Journal Article] Heat trace asymptotics on equiregular sub-Riemannian manifolds2020

    • Author(s)
      INAHAMA Yuzuru、TANIGUCHI Setsuo
    • Journal Title

      Journal of the Mathematical Society of Japan

      Volume: 72 Issue: 4 Pages: 1049-1096

    • DOI

      10.2969/jmsj/82348234

    • NAID

      130007928930

    • ISSN
      0025-5645, 1881-1167, 1881-2333
    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] AN APPLICATION OF THE PARTIAL MALLIAVIN CALCULUS TO BAOUENDI-GRUSHIN OPERATORS2019

    • Author(s)
      Setsuo Taniguchi
    • Journal Title

      Kyushu Journal of Mathematics

      Volume: 73 Issue: 2 Pages: 417-431

    • DOI

      10.2206/kyushujm.73.417

    • NAID

      130007871380

    • ISSN
      1340-6116, 1883-2032
    • Related Report
      2019 Research-status Report 2018 Research-status Report
    • Peer Reviewed
  • [Book] 確率幾何解析2021

    • Author(s)
      谷口 説男
    • Total Pages
      292
    • Publisher
      朝倉書店
    • ISBN
      9784254118353
    • Related Report
      2020 Research-status Report
  • [Remarks] S. Taniguchi's HP

    • URL

      http://www.artsci.kyushu-u.ac.jp/~se2otngc/

    • Related Report
      2021 Research-status Report

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Published: 2018-04-23   Modified: 2024-01-30  

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