Heat Kernel for a Generalized Ornstein-Uhlenbeck operator

碩士 === 國立清華大學 === 數學系 === 102 === In this thesis, we use the Hamiltonian and Lagrangian formalism to study the two-dimensional generalized Ornstein-Uhlenbeck operator Given the boundary conditions, we find the solutions of the associated Hamiltonian system of this operator. Then we construct the act...

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Main Authors: Huang, Yu Rei, 黃昱睿
Other Authors: Sung, Chiung-Jue
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/68532732337275517749
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spelling ndltd-TW-102NTHU54790072016-03-09T04:31:11Z http://ndltd.ncl.edu.tw/handle/68532732337275517749 Heat Kernel for a Generalized Ornstein-Uhlenbeck operator 一個廣義Ornstein-Uhlenbeck的熱核 Huang, Yu Rei 黃昱睿 碩士 國立清華大學 數學系 102 In this thesis, we use the Hamiltonian and Lagrangian formalism to study the two-dimensional generalized Ornstein-Uhlenbeck operator Given the boundary conditions, we find the solutions of the associated Hamiltonian system of this operator. Then we construct the action function by the Lagrangian function and use the van Vleck's formula to obtain the volume element of the heat kernel. Finally, we discuss the regular and singular regions of this operator. Sung, Chiung-Jue Chang, Der-Chen 宋瓊珠 張德健 2014 學位論文 ; thesis 57 en_US
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language en_US
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description 碩士 === 國立清華大學 === 數學系 === 102 === In this thesis, we use the Hamiltonian and Lagrangian formalism to study the two-dimensional generalized Ornstein-Uhlenbeck operator Given the boundary conditions, we find the solutions of the associated Hamiltonian system of this operator. Then we construct the action function by the Lagrangian function and use the van Vleck's formula to obtain the volume element of the heat kernel. Finally, we discuss the regular and singular regions of this operator.
author2 Sung, Chiung-Jue
author_facet Sung, Chiung-Jue
Huang, Yu Rei
黃昱睿
author Huang, Yu Rei
黃昱睿
spellingShingle Huang, Yu Rei
黃昱睿
Heat Kernel for a Generalized Ornstein-Uhlenbeck operator
author_sort Huang, Yu Rei
title Heat Kernel for a Generalized Ornstein-Uhlenbeck operator
title_short Heat Kernel for a Generalized Ornstein-Uhlenbeck operator
title_full Heat Kernel for a Generalized Ornstein-Uhlenbeck operator
title_fullStr Heat Kernel for a Generalized Ornstein-Uhlenbeck operator
title_full_unstemmed Heat Kernel for a Generalized Ornstein-Uhlenbeck operator
title_sort heat kernel for a generalized ornstein-uhlenbeck operator
publishDate 2014
url http://ndltd.ncl.edu.tw/handle/68532732337275517749
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AT huángyùruì yīgèguǎngyìornsteinuhlenbeckderèhé
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