Award Abstract # 1106982
Random, Stochastic, and Self-similar Equations

NSF Org: DMS
Division Of Mathematical Sciences
Recipient: UNIVERSITY OF CONNECTICUT
Initial Amendment Date: September 12, 2011
Latest Amendment Date: April 21, 2014
Award Number: 1106982
Award Instrument: Standard Grant
Program Manager: Tomek Bartoszynski
tbartosz@nsf.gov
 (703)292-4885
DMS
 Division Of Mathematical Sciences
MPS
 Directorate for Mathematical and Physical Sciences
Start Date: September 15, 2011
End Date: August 31, 2015 (Estimated)
Total Intended Award Amount: $320,858.00
Total Awarded Amount to Date: $355,173.00
Funds Obligated to Date: FY 2011 = $320,858.00
FY 2012 = $34,315.00
History of Investigator:
  • Alexander Teplyaev (Principal Investigator)
    alexander.teplyaev@uconn.edu
Recipient Sponsored Research Office: University of Connecticut
438 WHITNEY RD EXTENSION UNIT 1133
STORRS
CT  US  06269-9018
(860)486-3622
Sponsor Congressional District: 02
Primary Place of Performance: University of Connecticut
438 WHITNEY RD EXTENSION UNIT 1133
STORRS
CT  US  06269-9018
Primary Place of Performance
Congressional District:
02
Unique Entity Identifier (UEI): WNTPS995QBM7
Parent UEI:
NSF Program(s): PROBABILITY
Primary Program Source: 01001112DB NSF RESEARCH & RELATED ACTIVIT
01001213DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s): 9178, 9251
Program Element Code(s): 126300
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.049

ABSTRACT

A wide array of mathematical methods will be used to increase the understanding of the long and short term behavior of random processes occurring in self-similar, fractal and disordered media. The existence and uniqueness of self-similar Dirichlet forms, diffusions, and random walks will be proved on a wide class of fractals, including infinitely ramified fractals appearing as limit spaces of groups. Gaussian and non-Gaussian heat kernel estimates and Green's function estimates will be studied on disordered systems, such as self-similar and random fractals. Furthermore, probabilistic tools will be developed to study non-commutative analysis on and generalized differential geometry of disordered spaces that carry a local Dirichlet form. In addition, the project will contribute to the ergodic theory of products of not necessarily independent matrices and their relation to local properties of processes on fractals. Asymptotic formulas for Lyapunov exponents of differential and difference equations with small random perturbations, and estimates of the Lyapunov exponents of stochastic differential equations will be obtained, and related to the spectral problems for stochastic differential equations and wave propagation in fractal and other disordered media.

The project contributes to the study of processes in disordered media (fractals), which have many applications in physics, chemistry, biological sciences and engineering. Diffusion processes in percolation clusters, vibrations of fractal objects, signal propagation in channels with random obstacles, electro-magnetic waves in fractal antennae, Rossby waves in oceanography, models of financial markets, neural structures are just a few of many examples of such processes. Thus the project contributes to the integration of mathematics, physics, biological sciences and engineering. The project integrates education and research with undergraduate students. The broader impacts of the project include contributions to the development of human resources in science and engineering, expanding participation of underrepresented groups, and enhancing infrastructure for research and education.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

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(Showing: 1 - 10 of 50)
Akkermans, Eric and Benichou, Olivier and Dunne, Gerald V. and Teplyaev, Alexander and Voituriez, Raphael "Spatial log-periodic oscillations of first-passage observables in fractals" Phys. Rev. E , v.86 , 2012 , p.061125 10.1103/PhysRevE.86.061125
Akkermans, Eric; Benichou, Olivier; Dunne, Gerald V.; Teplyaev, Alexander; Voituriez, Raphael "Spatial log-periodic oscillations of first-passage observables in fractals" PHYSICAL REVIEW E , v.86 , 2012
Begue, Matthew and Kelleher, Daniel J. and Nelson, Aaron and Panzo, Hugo and Pellico, Ryan and Teplyaev, Alexander "Random walks on barycentric subdivisions and the {S}trichartz hexacarpet" Exp. Math. , v.21 , 2012 , p.402--417 1058-6458
Begue, Matthew; Devalve, Levi; Miller, David; Steinhurst, Benjamin "SPECTRUM AND HEAT KERNEL ASYMPTOTICS ON GENERAL LAAKSO SPACES" FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY , v.20 , 2012 , p.149-162
Begue, Matthew; Kelleher, Daniel J.; Nelson, Aaron; Panzo, Hugo; Pellico, Ryan; Teplyaev, Alexander "Random Walks on Barycentric Subdivisions and the Strichartz Hexacarpet" EXPERIMENTAL MATHEMATICS , v.21 , 2012 , p.402-417
Benjamin A. Steinhurst, Alexander Teplyaev "Existence of a Meromorphic Extension of Spectral Zeta Functions on Fractals" Letters in Mathematical Physics (Springer) , v.103 , 2013 , p.1377 10.1007/s11005-013-0649-y
Benjamin Steinhurst "Uniqueness of Locally Symmetric Brownian Motion on Laakso Spaces" Potential Analysis , v.38 , 2013 , p.281 10.1007/s11118-012-9273-1
Christopher J. Kauffman, Robert M. Kesler, Amanda G. Parshall, Evelyn A. Stamey, and Benjamin A. Steinhurst "Quantum mechanics on Laakso spaces" Journal of Mathematical Physics , v.53 , 2012 , p.042102 10.1063/1.3702099
Daniel Lenz and Alexander Teplyaev "Expansion in generalized eigenfunctions for Laplacians on graphs and metric measure spaces" Trans. Amer. Math. Soc. , 2015 , p.June 24, 10.1090/tran/6639
D. Kelleher, B. Steinhurst and C-M.M. Wong "From Self-Similar Structures to Self-SimilarGroups" International Journal of Algebra and Computation , v.22 , 2012 , p.1250056 10.1142/S0218196712500567
D.Kelleher, N.Gupta, M.Margenot, J.Marsh, W.Oakley, A.Teplyaev "Gaps in the spectrumof the Laplacian on 3N-Gaskets" Communications on Pure and Applied Analysis (CPAA) , v.14 , 2015 , p.2509 10.3934/cpaa.2015.14.2509
(Showing: 1 - 10 of 50)

PROJECT OUTCOMES REPORT

Disclaimer

This Project Outcomes Report for the General Public is displayed verbatim as submitted by the Principal Investigator (PI) for this award. Any opinions, findings, and conclusions or recommendations expressed in this Report are those of the PI and do not necessarily reflect the views of the National Science Foundation; NSF has not approved or endorsed its content.

The project produced in 27 publications, which include 24 published and 2 accepted refereed papers (23 refereed journals and 3 refereed conference proceedings, including 7 papers written by students where the PI is not a co-author), and a PhD thesis. In addition, several preprints were posted in arXiv and submitted for publication.

 During the reported period the PI supervised 4 PhD students (Dan Kelleher defended in 2014 and obtained a postdoctoral position at Purdue University, and 3 other PhD students are expected to defend in 2016-17). The PI also supervised 3 postdoctoral fellows (Joe P. Chen and Leonard (Jay) Wilkins as UConn postdocs, and Michael Hinz as a Feodor Lynen Research Fellow, Alexander von Humboldt Foundation). The PI co-organized a Conference on Analysis and Probability on Fractals at Cornell University in 2014 and an AMS Special Sessions on Analysis, Probability and Mathematical Physics on Fractals; co-organized and supervised research by undergraduate students in the NSF REU programs; was an editor of the Journal of Fractal Geometry, EMS. Also the PI was involved in international cooperation: Universities of Bielefeld and Jena, Germany; Sapienza University of Rome, Italy; Technion, Israel. The PI gave several invited short lecture courses and research talks.

The broader impacts of the project included: integration of research and education, REU and other research with students, and innovative research-oriented mathematics courses; integrating diversity into NSF programs, projects, and activities; international cooperation; integration of various areas of mathematics, such as analysis, probability, group theory, geometry, PDEs with other sciences, such as physics, chemistry, biological sciences, computer science, and with engineering.

The PI published papers in the major mathematics journals: J.Eur.Math.Soc., Stochastic Process.Appl., Trans.Amer.Math.Soc., J.Funct.Anal., J.d'AnalyseMathematique, J.Noncommut.Geom., Math.Res.Lett., and in some of the top (mathematical) physics journals: Phys.Rev.Lett., J.Phys.A:Math. Theor., Phys.Rev.E, Lett.Math.Phys. The main results include the following.

With Michael Hinz the PI made a discovery how one can define (local) magnetic Schrodinger Hamiltonians and proved their (essential) self-adjointness for local Dirichlet forms and corresponding diffusions. This work opens wider possibilities for developing mathematical physics, both classical and quantum, on non-smooth spaces. Essentially we developed vector analysis for Dirichlet forms without approximation by smooth spaces, and without rectifiable curves. Furthermore, we started to develop the stochastic version of the classical differential cohomology on DMMSs. The motivation for this work came from different directions. On one hand, cohomologies appears in many equations of mathematical physics related to fluid dynamics and some areas of quantum physics. On the other hand, in order to claim that one has notions of differential geometry on an non-smooth DMMS, one needs to show that some analogs of the important classical theorems can be proved for such DMMSs. We proved the Hodge decomposition for differential forms associated with strongly local regular Dirichlet forms on compact connected topologically one-dimensional spaces. In this context the analog of the Hodge theorem says that the orthogonal complement to the space of all exact 1-forms coincides with the closed span of all locally harmonic 1-forms. Although in some sens...

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