These notes are for a course I gave while on sabbatical at UBC. It presupposes the reader is familiar with stochastic calculus; see the notes on my web page for Stochastic Calculus, for example. These notes for the most part are based on my book Diffusions and Elliptic Operators, Springer-Verlag, 1997. The topics covered are: stochastic differential equations, solving PDEs using probability, Ha...

in this paper, the maximal dissipative extensions of a symmetric singular 1d discrete hamiltonian operator with maximal deficiency indices (2,2) (in limit-circle cases at ±∞) and acting in the hilbert space ℓ_{ω}²(z;c²) (z:={0,±1,±2,...}) are considered. we consider two classes dissipative operators with separated boundary conditions both at -∞ and ∞. for each of these cases we establish a self...

We consider the Dirac equation with a magnetic-solenoid field (the superposition of a solenoid field and a collinear uniform magnetic field). Using von Neumann’s theory of the selfadjoint extensions of symmetric operators, we construct selfadjoint Dirac Hamiltonians for the case of the Aharonov-Bohm solenoid in 2 + 1 and 3 + 1 dimensions. Each extension of the family is specified by certain asy...

For Belavin's elliptic quantum R-matrix, we construct an L-operator as a set of difference operators acting on functions on the type A weight space. According to the fundamental relation RLL = LLR, the trace of the L-operator gives a commuting difference operators. We show that for the above mentioned L-operator this approach gives Macdonald type operators with elliptic theta function coefficie...

We describe the convex set of the eigenvalues of hermitian matrices which are majorized by sum of m hermitian matrices with prescribed eigenvalues. We extend our characterization to selfadjoint nonnegative (definite) compact operators on a separable Hilbert space. We give necessary and sufficient conditions on the eigenvalue sequence of a selfadjoint nonnegative compact operator of trace class ...

We prove Lieb-Thirring-type bounds on eigenvalues of non-selfadjoint Jacobi operators, which are nearly as strong as those proven previously for the case of selfadjoint operators by Hundertmark and Simon. We use a method based on determinants of operators and on complex function theory, extending and sharpening earlier work of Borichev, Golinskii and Kupin.

In this work we analyse a method to construct a numerically efficient and computationally cheap sparse approximations of some of the matrix blocks arising in the block-factorised preconditioners for matrices with a two-by-two block structure. The matrices arise from finite element discretizations of partial differential equations. We consider scalar elliptic problems, however the approach is ap...