Mixed principal eigenvalues in dimension one
This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the L2-Poincare inequality and describes the decay rate of the corresp...
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Published in | Frontiers of Mathematics Vol. 8; no. 2; pp. 317 - 343 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Heidelberg
SP Higher Education Press
01.04.2013
Springer Nature B.V |
Subjects | |
Online Access | Get full text |
ISSN | 1673-3452 2731-8648 1673-3576 2731-8656 |
DOI | 10.1007/s11464-013-0229-6 |
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Summary: | This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the L2-Poincare inequality and describes the decay rate of the corresponding diffusion process. We present some variational formulas for the mixed principal eigenvalues of the operators. As applications of these formulas, we obtain case by case explicit estimates, a criterion for positivity, and an approximating procedure for the eigenvalue. |
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Bibliography: | Eigenvalue, variational formula, explicit estimate, positivity criterion, approximating procedure This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the L2-Poincare inequality and describes the decay rate of the corresponding diffusion process. We present some variational formulas for the mixed principal eigenvalues of the operators. As applications of these formulas, we obtain case by case explicit estimates, a criterion for positivity, and an approximating procedure for the eigenvalue. 11-5739/O1 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Article-1 ObjectType-Feature-2 content type line 23 |
ISSN: | 1673-3452 2731-8648 1673-3576 2731-8656 |
DOI: | 10.1007/s11464-013-0229-6 |