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 inFrontiers of Mathematics Vol. 8; no. 2; pp. 317 - 343
Main Authors Chen, Mu-Fa, Wang, Lingdi, Zhang, Yuhui
Format Journal Article
LanguageEnglish
Published Heidelberg SP Higher Education Press 01.04.2013
Springer Nature B.V
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ISSN1673-3452
2731-8648
1673-3576
2731-8656
DOI10.1007/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.
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
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ISSN:1673-3452
2731-8648
1673-3576
2731-8656
DOI:10.1007/s11464-013-0229-6