Skip to content
DraconiticResearch
Search Sources API
194,216 studies31 sourcesUpdated 58 min ago
PreprintarXiv licencearXiv

Concavity of the Ornstein--Uhlenbeck torsion function on centered ellipses and its failure on convex domains

Abstract

Let u be the torsion function of a bounded domain Ω in ℝn for the Ornstein--Uhlenbeck operator, that is, the solution of −Δu + x·∇ u = 1 in Ω with u=0 on the boundary. We prove that for every n≥2 there are bounded, centrally symmetric domains whose torsion function is not concave. These domains have boundary with a flat piece and can be smoothed so that the boundary is C∞, strictly convex with principal curvatures bounded below by a positive constant, while keeping the torsion function not concave. In contrast, the torsion function for every ellipse centered at the origin is concave, and for every ball centered at the origin we prove the sharp bound D2u≤−1/nI. The ellipse result follows by deformation from the disk, using a boundary flux estimate and third-order boundary identities to exclude a first zero eigenvalue of the Hessian.

Related

  1. Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
    Eduardo Abi Jaber, Shaun Xiaoyuan Li, Xuyang Lin
    Finance and StochasticsPeer-reviewedPublisher termsFull textProbabilityHAL
  2. Sharp Logarithmic Sobolev Inequalities for q-Araki-Woods Ornstein-Uhlenbeck Semigroups
    Jinsong Wu
    arXivPreprintarXiv licenceFull textAnalysis & PDEsarXiv
  3. Ornstein-Uhlenbeck Is Hard to Beat, Yet Superlinear Drift Ships Lower Transport Costs
    Attila Lovas, Lóránt Nagy
    arXivPreprintCC BY 4.0Full textStatisticsarXiv
  4. PSEUDOSPECTRAL PHENOMENA PREVENTING THE ANALYTICITY SECTOR OF A ORNSTEIN-UHLENBECK SEMIGROUP TO BE RULED BY THE SPECTRAL ANGLE OF ITS GENERATOR
    Karel Pravda-Starov
    HALPreprintCC BY 4.0Full textAnalysis & PDEsHALarXiv
  5. Spectral and mapping properties of the inverse Ornstein--Uhlenbeck operator
    Tommaso Bruno, Valentina Casarino, Paolo Ciatti +1
    arXivPreprintCC BY 4.0Full textAnalysis & PDEsarXiv
BibTeX
@misc{nguyen2026concavity,
  title = {{Concavity of the Ornstein--Uhlenbeck torsion function on centered ellipses and its failure on convex domains}},
  author = {Xuan Hien Nguyen and Alina Stancu},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.31405},
  eprint = {2610.31405},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.31405},
}
RIS
TY  - UNPB
TI  - Concavity of the Ornstein--Uhlenbeck torsion function on centered ellipses and its failure on convex domains
AU  - Xuan Hien Nguyen
AU  - Alina Stancu
PY  - 2026
DA  - 2026/10/22
PB  - arXiv
DO  - 10.48550/arxiv.2610.31405
UR  - https://arxiv.org/abs/2610.31405
AB  - Let u be the torsion function of a bounded domain Ω in ℝ^n for the Ornstein--Uhlenbeck operator, that is, the solution of −Δu + x·∇ u = 1 in Ω with u=0 on the boundary. We prove that for every n≥2 there are bounded, centrally symmetric domains whose torsion function is not concave. These domains have boundary with a flat piece and can be smoothed so that the boundary is C^∞, strictly convex with principal curvatures bounded below by a positive constant, while keeping the torsion function not concave. In contrast, the torsion function for every ellipse centered at the origin is concave, and for every ball centered at the origin we prove the sharp bound D^2u≤−1/nI. The ellipse result follows by deformation from the disk, using a boundary flux estimate and third-order boundary identities to exclude a first zero eigenvalue of the Hessian.
ER  -