Display Abstract

Title Inequalities for Markov Operators and Applications to Forward and Backward PDEs.

Name Holger Stephan
Country Germany
Email stephan@wias-berlin.de
Co-Author(s) Holger Stephan
Submit Time 2014-02-25 07:16:33
Session
Special Session 88: Stochastic processes and spectral theory for partial differential equations and boundary value problems
Contents
Typical examples of Markov operators are solution operators to linear PDEs of second order, describing the evolution of probability densities for classical particles. A general mathematical framework, applicable for general classical physical systems, can be developed to describe such equations and many others in a unique setting. This allows to understand better the underlying structure of such equations. In this setting, Markov operators provide some general inequalities defining a natural order. This order is well known as order in majorization theory in linear algebra or order of rearrangement of functions in integration theory. In addition, the inequalities show the irreversibility of time for both forward as well as backward running time, depending on the physical meaning of the variables in the underlying equations.