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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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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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.
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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 |
work_keys_str_mv |
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