The Feynman-Kac formula and applications to PDEs

The thesis presents a probabilistic approach to the theory of semigroups of operators, with particular attention to the Markov and Feller semigroups. The first goal of this work is the proof of the fundamental Feynman-Kac formula, which gives the solution of certain parabolic Cauchy problems, in terms of the expected value of the initial condition computed at the associated stochastic diffusion processes. The second target is the characterization of the principal eigenvalue of the generator of a semigroup with Markov transition probability function and of second order elliptic operators with real coefficients not necessarily self-adjoint. The thesis is divided into three chapters. In the first chapter we study the Brownian motion and some of its main properties, the stochastic processes, the stochastic integral and the Itô formula in order to finally arrive, in the last section, at the proof of the Feynman-Kac formula. The second chapter is devoted to the probabilistic approach to the semigroups theory and it is here that we introduce Markov and Feller semigroups. Special emphasis is given to the Feller semigroup associated with the Brownian motion. The third and last chapter is divided into two sections. In the first one we present the abstract characterization of the principal eigenvalue of the infinitesimal generator of a semigroup of operators acting on continuous functions over a compact metric space. In the second section this approach is used to study the principal eigenvalue of elliptic partial differential operators with real coefficients. At the end, in the appendix, we gather some of the technical results used in the thesis in more details. Appendix A is devoted to the Sion minimax theorem, while in appendix B we prove the Chernoff product formula for not necessarily self-adjoint operators.

Differential forms on Carnot groups

The main goal of this thesis is to understand and link together some of the early works by Michel Rumin and Pierre Julg. The work is centered around the so-called Rumin complex, which is a construction in subRiemannian geometry. A Carnot manifold is a manifold endowed with a horizontal distribution. If further a metric is given, one gets a subRiemannian manifold. Such data arise in different contexts, such as: - formulation of the second principle of thermodynamics; - optimal control; - propagation of singularities for sums of squares of vector fields; - real hypersurfaces in complex manifolds; - ideal boundaries of rank one symmetric spaces; - asymptotic geometry of nilpotent groups; - modelization of human vision. Differential forms on a Carnot manifold have weights, which produces a filtered complex. In view of applications to nilpotent groups, Rumin has defined a substitute for the de Rham complex, adapted to this filtration. The presence of a filtered complex also suggests the use of the formal machinery of spectral sequences in the study of cohomology. The goal was indeed to understand the link between Rumin's operator and the differentials which appear in the various spectral sequences we have worked with: - the weight spectral sequence; - a special spectral sequence introduced by Julg and called by him Forman's spectral sequence; - Forman's spectral sequence (which turns out to be unrelated to the previous one). We will see that in general Rumin's operator depends on choices. However, in some special cases, it does not because it has an alternative interpretation as a differential in a natural spectral sequence. After defining Carnot groups and analysing their main properties, we will introduce the concept of weights of forms which will produce a splitting on the exterior differential operator d. We shall see how the Rumin complex arises from this splitting and proceed to carry out the complete computations in some key examples. From the third chapter onwards we will focus on Julg's paper, describing his new filtration and its relationship with the weight spectral sequence. We will study the connection between the spectral sequences and Rumin's complex in the n-dimensional Heisenberg group and the 7-dimensional quaternionic Heisenberg group and then generalize the result to Carnot groups using the weight filtration. Finally, we shall explain why Julg required the independence of choices in some special Rumin operators, introducing the Szego map and describing its main properties.