Mateusz Kwaśnicki

Estimates and structure of α-harmonic functions

We prove a uniform boundary Harnack inequality for nonnegative harmonic functions of the fractional Laplacian on arbitrary open set D. This yields a unique representation of such functions as integrals against measures on Dc∪ {∞} satisfying an integrability condition. The corresponding Martin boundary of D is a subset of the Euclidean boundary determined by an integral test.

Spectral properties of the Cauchy process on half-line and interval

We study the spectral properties of the transition semigroup of the killed one-dimensional Cauchy process on the half-line (0, ∞ )a nd the interval ( −1, 1). This process is related to the square root of one-dimensional Laplacian A = − � −(d 2 /dx 2 ) with a Dirichlet exterior condition (on a complement of a domain), and to a mixed Steklov problem in the half-plane. For the half-line, an explicit formula for generalized eigenfunctions ψλ of A is derived, and then used to construct a spectral representation of A. Explicit formulas for the transition density of the killed Cauchy process on the half-line (or the heat kernel of A in (0, ∞)), and for the distribution of the first exit time from the half-line follow. The formula for ψλ is also used to construct approximations to eigenfunctions of A in the interval. For the eigenvalues λn of A in the interval the asymptotic formula λn = nπ/2 − π/ 8+ O(1/n) is derived, and all eigenvalues λn are proved to be simple. Finally, efficient numerical methods of estimation of eigenvalues λn are applied to obtain lower and upper numerical bounds for the first few eigenvalues up to the ninth decimal point.

Ten equivalent definitions of the fractional laplace operator

Abstract This article discusses several definitions of the fractional Laplace operator L = — (—Δ)α/2 in Rd , also known as the Riesz fractional derivative operator; here α ∈ (0,2) and d ≥ 1. This is a core example of a nonlocal pseudo-differential operator, appearing in various areas of theoretical and applied mathematics. As an operator on Lebesgue spaces ℒp (with p ∈ [1,∞)), on the space 𝒞0 of continuous functions vanishing at infinity and on the space 𝒞bu of bounded uniformly continuous functions, L can be defined, among others, as a singular integral operator, as the generator of an appropriate semigroup of operators, by Bochner’s subordination, or using harmonic extensions. It is relatively easy to see that all these definitions agree on the space of appropriately smooth functions. We collect and extend known results in order to prove that in fact all these definitions are completely equivalent: on each of the above function spaces, the corresponding operators have a common domain and they coincide on that common domain.

Suprema of Lévy processes

In this paper we study the supremum functional Mt=sup0≤s≤tXs, where Xt, t≥0, is a one-dimensional Levy process. Under very mild assumptions we provide a simple, uniform estimate of the cumulative distribution function of Mt. In the symmetric case we find an integral representation of the Laplace transform of the distribution of Mt if the Levy–Khintchin exponent of the process increases on (0,∞).

Spectral analysis of subordinate Brownian motions on the half-line

We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely monotone density; or, equivalently, symmetric Levy processes whose Levy measure has completely monotone density on the positive half-line. Examples include symmetric stable processes and relativistic processes. The main result is a formula for the generalized eigenfunctions of transition operators of the process killed after exiting the half-line. A generalized eigenfunction expansion of the transition operators is derived. As an application, a formula for the distribution of the first passage time (or the supremum functional) is obtained.

Eigenvalues of the fractional Laplace operator in the unit ball

We describe a highly efficient numerical scheme for finding two-sided bounds for the eigenvalues of the fractional Laplace operator (−Δ)α/2 in the unit ball D⊂Rd, with a Dirichlet condition in the complement of D. The standard Rayleigh–Ritz variational method is used for the upper bounds, while the lower bounds involve the lesser known Aronszajn method of intermediate problems. Both require explicit expressions for the fractional Laplace operator applied to a linearly dense set of functions in L2(D). We use appropriate Jacobi-type orthogonal polynomials, which were studied in a companion paper (B. Dyda, A. Kuznetsov and M. Kwaśnicki, ‘Fractional Laplace operator and Meijer G-function’, Constr. Approx., to appear, doi:10.1007/s00365-016-9336-4). Our numerical scheme can be applied analytically when polynomials of degree two are involved. This is used to partially resolve the conjecture of Kulczycki, which claims that the second smallest eigenvalue corresponds to an antisymmetric function: we prove that this is the case when either d⩽2 and α∈(0,2], or d⩽9 and α=1, and we provide strong numerical evidence for d⩽9 and general α∈(0,2].

First passage times for subordinate Brownian motions

Let Xt be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has a completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(τx>t) of first passage times τx through a barrier at x>0, and its derivatives in t. As a corollary, we examine the asymptotic behaviour of P(τx>t) and its t-derivatives, either as t→∞ or x→0+.

On high spots of the fundamental sloshing eigenfunctions in axially symmetric domains

We investigate the classical eigenvalue problem that arises in hydrodynamics and is referred to as the sloshing problem. It describes free liquid oscillations in a liquid container W in R^3. We study the case when W is an axially symmetric, convex, bounded domain satisfying the John condition. The Cartesian coordinates (x,y,z) are chosen so that the mean free surface of the liquid lies in (x,z)-plane and y-axis is directed upwards (y-axis is the axis of symmetry). Our first result states that the fundamental eigenvalue has multiplicity 2 and for each fundamental eigenfunction phi there is a change of x,z coordinates by a rotation around y-axis so that phi is odd in x-variable. The second result of the paper gives the following monotonicity property of the fundamental eigenfunction phi. If phi is odd in x-variable then it is strictly monotonic in x-variable. This property has the following hydrodynamical meaning. If liquid oscillates freely with fundamental frequency according to phi then the free surface elevation of liquid is increasing along each line parallel to x-axis during one period of time and decreasing during the other half period. The proof of the second result is based on the method developed by D. Jerison and N. Nadirashvili for the hot spots problem for Neumann Laplacian.

The shape of the fundamental sloshing mode in axisymmetric containers

We numerically study positions of high spots (extrema) of the fundamental sloshing mode of a liquid in an axisymmetric tank. Our approach is based on a linear model and reduces the problem to an appropriate Steklov eigenvalue problem. We propose a numerical scheme for calculating sloshing modes and a novel method for making images of an oscillating fluid.

Martin Kernels for Markov Processes with Jumps

We prove the existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular (possibly disconnected) domains of harmonicity, in the context of general metric measure spaces. As a corollary, we prove the uniqueness of the Martin kernel at each boundary point, that is, we identify the Martin boundary with the topological boundary. We also prove a Martin representation theorem for harmonic functions. Examples covered by our results include: strictly stable Lévy processes in Rd with positive continuous density of the Lévy measure; stable-like processes in Rd and in domains; and stable-like subordinate diffusions in metric measure spaces.