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.

Semiclassical analysis of systems of Schrödinger equations

The scalar Schrödinger equation models the probability density distribution for a particle to be found in a point x given a certain potential V(x) forming a well with respect to a fixed energy level E_0. Formally two real inversion points a,b exist such that V(a)=V(b)=E_0, V(x)<0 in (a,b) and V(x)>0 for xb. Following the work made by D.Yafaev and performing a WKB approximation we obtain solutions defined on specific intervals. The aim of the first part of the thesis is to find a condition on E, which belongs to a neighbourhood of E_0, such that it is an eigenvalue of the Schrödinger operator, obtaining in this way global and linear dependent solutions in L2. In quantum mechanics this condition is known as Bohr-Sommerfeld quantization. In the second part we define a Schrödinger operator referred to two potential wells and we study the quantization conditions on E in order to have a global solution in L2xL2 with respect to the mutual position of the potentials. In particular their wells can be disjoint,can have an intersection, can be included one into the other and can have a single point intersection. For these cases we refer to the works of A.Martinez, S. Fujiié, T. Watanabe, S. Ashida.