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Stochastic analysis on a loop group

Research Project

Project/Area Number 08454041
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKYOTO UNIVERSITY

Principal Investigator

SHIGEKAWA Ichiro  Kyoto Univ., Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (00127234)

Co-Investigator(Kenkyū-buntansha) YOSHIDA Nobuo  Kyoto Univ., Graduate School of Science, Assistant, 大学院・理学研究科, 助手 (40240303)
NOMURA Takaaki  Kyoto Univ., Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (30135511)
TANIGUCHI Masahiko  Kyoto Univ., Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (50108974)
IWASAKI Nobuhisa  Kyoto Univ., Graduate School of Science, Professor, 大学院・理学研究科, 教授 (70027374)
WATANABE Shinzo  Kyoto Univ., Graduate School of Science, Professor, 大学院・理学研究科, 教授 (90025297)
Project Period (FY) 1996 – 1997
Project Status Completed (Fiscal Year 1997)
Budget Amount *help
¥7,000,000 (Direct Cost: ¥7,000,000)
Fiscal Year 1997: ¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 1996: ¥3,700,000 (Direct Cost: ¥3,700,000)
Keywordsloop group / stocastic differential equation / inifinite dimensional analysis / essential self-adjointness / Ricci curvature / spectrum / semigroup domination / logarithmic Sobolev inequality / Laplace作用素 / 共変微分
Research Abstract

The research on stochastic analysis, in particulat on loop groups, was accomplished. Since the loop group has the structure of on infinite dimensional manifold, it offers a typical example of the infinite dimensional analysis. An analytic approach, e.g., Dirichlet forms, has an advantage to deal with infinite dimensional space because it is irrelevant of the dimension of the space.
Several kinds of operators are defined on the loop group and it is an important issue to study the spectrum of the operators. Concerning this issue, the logarithmic Sobolev ineauality presumebly holds but it still remains open under the pinned measure. Aiming to solve these problems, we develop a general theory of semigroup domination for e.g., Hodgy-Kodaira type Laplacians. Dealing with vector valued function, e.g.differential forms.is rather complicate. But we can reduce the problem to the scalar case by using the semigroup domination. We gave a criterion on the semigroup domination in terms of square field operator. This criterion was given in terms of covariant derivative and Ricci curvature.
We can also deal with the essential self-adjointness as an application of the semigroup domination. It can be done by combining scalar case method with the domination theorem.
Other problems on stochatic analysis were studied by Shinzo Watanabe and Nobuo Yoshida.
Watanabe gave a refinement of the regularity of the distribution in the framework of fractional Sobolevspace. Yoshida established a logarithmic Sobolev inequality for lattice scalar field. Further related results are included.
We had several workshops. We can exchange ideas and new results among many researchers. It was worthyin order to develop the research. Summaries of lectures are presented.

Report

(3 results)
  • 1997 Annual Research Report   Final Research Report Summary
  • 1996 Annual Research Report
  • Research Products

    (24 results)

All Other

All Publications (24 results)

  • [Publications] I.Shigekawa: "L^P contraction semigroups for vector valued functions" J.Funct.Anal.147. 69-108 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] I.Shigekawa: "The Meyer inequality for the Ornstein-Uhlenbeck operator and the L^P multiplier" Proceedings of SAP '96,"Tends in probability and related analysis,". 273-288 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] S.Watanabe: "Wiener functionls with the regularity of fractional order" New Trends in Stochstic Analysis,Proc.Taniguchi Workshop,1994. 416-429 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] S.Watanabe: "Branching diffusions (superdiffusions) and random snakes" Trends in Probability and Related Analysis,Proc.SAP'96. 289-304 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] N.Yoshida: "Relaxed criteria of the Dobrushin-Shlosman mixing condition" J.Stat.Phys.87・1/2. 293-309 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] N.Yoshida: "Exponential relaxation of finite volume Glauber dynamics near the border of the one phase region" Trends in Probability and Related Analysis,the proceedings of SAP'96. 339-350 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] I.Shigekawa: "L^p contraction semigroups for vector valued functions" J.Funct.Anal.147. 69-108 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] I.Shigekawa: "The Meyer inequality for the Ornstein-Uhlenbeck operator and the L^p multiplier" Proceedings of SAP '96, "Tends in probability and related analysis. 273-288 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] S.Watanabe: "Wiener functions with the regularity of fractional order" New Trends in Stochstic Analysis, Proc.Taniguchi Workshop. 1994. 416-429 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] S.Watanabe: "Branching diffusions(superdiffusions)and random snakes" Trends in Probability and Related Analysis, Proc.SAP'96. 289-304 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] N.Yoshida: "Relaxd criteria of the Dobrushin-Shlosman mixing condition" J.Stat.Phys. 87. 293-309 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] N.Yoshida: "Exponential relaxation of finite volume Glauber dynamics near the border of the one phase region" Trends in Probability and RelatedAnalysis, the proceedings of SAP'96. 339-350 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1997 Final Research Report Summary
  • [Publications] I.Shigekawa: "L^p contraction semigroups for vector valued functions" J.Funct.Anal.147. 69-108 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] I.Shigekawa: "The Meyer inequality for the Ornstein-Uhlenbeck operator and the L^p multiplier" Proceedings of SAP'96, "Tends in probability and related analysis,". 273-288 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] S.Watanabe: "Wiener functionls with the regularity of fractional order" New Trends in Stochstic Analysis,Proc.Taniguchi Workshop,1994. 416-429 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] S.Watanabe: "Branching diffusions (superdiffusions) and random snakes" Trends in Probability and Related Analysis,Proc.SAP'96. 289-304 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] N.Yoshida: "Relaxed criteria of the Dobrushin-Shlosman mixing condition" J.Stat.Phys.87・1/2. 293-309 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] N.Yoshida: "Exponential relaxation of finite volume Glauber dynamics near the border of the one phase region" Trends in Ptobability and Related Analysis,the proceedings of SAP'96. 339-350 (1997)

    • Related Report
      1997 Annual Research Report
  • [Publications] I.Shigekawa,S.Taniguchi: "A Kahler metric on a based loop group and a covariant differentiation" Ito's stochastic calculus and probability thoery. 327-346 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] I.Shigekawa: "Differential calculus on a based loop group" To appear in the Proceedings of Taniguchi Symposium.

    • Related Report
      1996 Annual Research Report
  • [Publications] S.Watanabe: "Levy's stochastic area formula and Brownian motion on compact Lie groups" Ito's Stochastic Calculus and Probability Theory. 401-411 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] S.Watanabe,Y.Z.-Hu: "Donsker's delta functions and approximation of heat kernels by time discretization method" Journal of Mathematics,Kyoto University. 36-3. 499-518 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] N.Yoshida,Y.HIguchi: "Ising model on the lattice Sierpinski Gasket" Journal of Statistical Physics. 84. 295-307 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] N.Yoshida: "Relaxed criteria of the Dobrushin-Shlosman mixing condition" Journal of Statistical Physics. 87. 293-309 (1997)

    • Related Report
      1996 Annual Research Report

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Published: 1996-04-01   Modified: 2016-04-21  

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