arXiv subjects

Adam Bobrowski

Publications and source records attributed to Adam Bobrowski.

15 recordsLinked to original sources

arXiv2026

On Portenko's approximation of skew Brownian motion

From the perspective of the theory of operator semigroups, we reflect back on the classical theorem of Portenko devoted to approximation of skew Brownian motion. The theorem says that by concentrating the power of drift of a diffusion process around a point one obtains an equivalent of a semi-permeable membrane at this point, described by skew Brownian motion's boundary condition. We prove convergence of the corresponding Feller semigroups and in doing so, generalize Portenko's theorem to the case of the Walsh processes on star graphs. Our analysis leads through singular perturbations of Sturm--Liouville equations, and reveals that as a result of Portenko-type approximation parameters of Walsh processes are transformed in a simple and elegant manner.

math.PR↗

arXiv2025

Analytic and stochastic description of Brownian motions on star graphs

We provide a detailed description of all possible Feller processes on infinite} star graphs with finite number of edges, processes that while away from the graph's center behave like a one-dimensional Brownian motion. The description can be seen as a continuation of the seminal paper by It\^o and McKean (devoted to Brownian motions on the half-line), recast from the perspective of the theory of multi-armed bandits.

math.PR↗

arXiv2025

A limit theorem for certain Feller semigroups, and the distribution of the local time for Brownian motion when it exits an interval

We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with Robin-type boundary conditions at zero. As an application we provide semigroup theoretical approach to calculating the distribution of the local time for Brownian motion when it exits an interval.

math.PR↗

arXiv2024

A kinetic model approximation of Walsh's spider process on the infinite star-like graph

We consider processes of deterministic motions on $k$ copies of the star-like graph $S_k= K_{1,k}$ with $k$ edges which are perturbed by two stochastic mechanisms: one caused by interfaces located at the graphs' centers, the other describing jumps between different copies of the same edge. We prove that diffusing scaling of these processes leads in the limit to the Walsh's spider process on $S_k$.

math.PR↗

arXiv2024

From snapping out Brownian motions to Walsh's spider processes on star-like graphs

By analyzing matrices involved, we prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh's spider process on the star-like graph $K_{1,k}$. Thus, the latter process can be seen as a Brownian motion perturbed by a trace of semi-permeable membrane at the graph's center.

math.PR↗

arXiv2024

Approximation of skew Brownian motion by snapping-out Brownian motions

We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular, convergence of the related semigroups, cosine families and projections is discussed.

math.PR↗

arXiv2023

On pairs of complementary transmission conditions and on approximation of skew Brownian motion by snapping-out Brownian motions

Following our previous work on `perpendicular' boundary conditions, we show that transmission conditions \[ f'(0-)=\alpha(f(0+)-f(0-)), \quad f'(0+)=\beta(f(0+)-f(0-)),\] describing so-called snapping out Brownian motions on the real line, are in a sense complementary to the transmission conditions \[f(0-)=-f(0+), \quad f''(0+) =\alpha f'(0-)+\beta f'(0+). \] As an application of the analysis leading to this result, we also provide a deeper semigroup-theoretic insight into the theorem saying that as the coefficients $\alpha$ and $\beta$ tend to infinity but their ratio remains constant, the snapping-out Brownian motions converge to a skew Brownian motion. In particular, the transmission condition \[ \alpha f'(0+) = \beta f'(0-), \] that characterizes the skew Brownian motion turns out to be complementary to \[ f(0-) = - f(0+), \beta f'(0+)=- \alpha f'(0-). \]

math.PR↗

arXiv2022

Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs

We provide a rather explicit formula for the resolvent of a~concatenation of $N$ processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an averaging principle saying that by concatenating asymptotically splittable processes one can approximate Markov chains.

math.PR↗

arXiv2022

Diffusion approximation for a simple kinetic model with asymmetric interface

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover, the particle interacts with an interface in such a way that it can randomly be reflected, transmitted, or killed, and the corresponding probabilities depend on whether the particle arrives at the interface from the left, or right. We prove that the limit process is a minimal Brownian motion, if the probability of killing is positive. In the case of no killing, the limit is a skew Brownian motion.

math.FA↗

arXiv2020

Modeling diffusion in thin $2D$-layers separated by a semi-permeable membrane

Motivated by models of signaling pathways in B lymphocytes, which have extremely large nuclei, we study the question of how reaction-diffusion equations in thin $2D$ domains may be approximated by diffusion equations in regions of smaller dimensions. In particular, we study how transmission conditions featuring in the approximating equations become integral parts of the limit master equation. We device a scheme which, by appropriate rescaling of coefficients and finding a common reference space for all Feller semigroups involved, allows deriving the form of the limit equation formally. The results obtained, expressed as convergence theorems for the Feller semigroups, may also be interpreted as a weak convergence of underlying stochastic processes.

math.AP↗

arXiv2019

Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the layers converges to $0$, the solutions, which by nature are functions of $3$ variables, gradually lose dependence on the vertical variable and thus may be regarded as functions of $2$ variables. The limit equation describes diffusion on the lower and upper sides of a two-dimensional surface (the membrane) with jumps from one side to the other. The latter possibility is expressed as an additional term in the generator of the limit semigroup, and this term is build from permeability coefficients of the membrane featuring in the transmission conditions of the approximating equations (i.e., in the description of the domains of the generators of the approximating semigroups). We prove this convergence result in the spaces of square integrable and continuous functions, and study the way the choice of transmission conditions influences the limit.

math.AP↗

arXiv2018

Irregular convergence of mild solutions of semilinear equations

We prove that even irregular convergence of semigroups of operators implies similar convergence of mild solutions of the related semi-linear equations with Lipschitz continuous nonlinearity. This result is then applied to three models originating from mathematical biology: shadow systems, diffusions on thin layers, and dynamics of neurotransmitters

math.FA↗

arXiv2016

An averaging principle for fast diffusions in domains separated by semi-permeable membranes

We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the limit, points in each domain are lumped into a single state of a limit Markov chain. The limit chain's intensities are proportional to the membranes' permeability and inversely proportional to the domains' sizes. Analytically, the limit is an example of a singular perturbation in which boundary and transmission conditions play a crucial role. This averaging principle is strongly motivated by recent signaling pathways models of mathematical biology, which are discussed towards the end of the paper.

math.FA↗

arXiv2012

On moments-preserving cosine families and semigroups in $C[0,1]$

We use the newly developed Kelvin's method of images \cite{kosinusy,kelvin} to show existence of a unique cosine family generated by a restriction of the Laplace operator in $C[0,1]$, that preserves the first two moments. We characterize the domain of its generator by specifying its boundary conditions. Also, we show that it enjoys inherent symmetry properties, and in particular that it leaves the subspaces of odd and even functions invariant. Furthermore, we provide information on long-time behavior of the related semigroup.

math.FA↗

arXiv2011

On shape preserving semigroups

Motivated by positivity-, monotonicity-, and convexity preserving differential equations, we introduce a definition of shape preserving operator semigroups and analyze their fundamental properties. In particular, we prove that the class of shape preserving semigroups is preserved by perturbations and taking limits. These results are applied to partial delay differential equations.

math.FA↗