English

Heat Kernel Estimate for $\Delta+\Delta^{\alpha/2}$ in $C^{1,1}$ open sets

Probability 2010-02-08 v1 Analysis of PDEs

Abstract

We consider a family of pseudo differential operators {Δ+aαΔα/2;a(0,1]}\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in (0, 1]\} on \bRd\bR^d for every d1d\geq 1 that evolves continuously from Δ\Delta to Δ+Δα/2\Delta + \Delta^{\alpha/2}, where α(0,2)\alpha \in (0, 2). It gives rise to a family of L\'evy processes {Xa,a(0,1]}\{X^a, a\in (0, 1]\} in \bRd\bR^d, where XaX^a is the sum of a Brownian motion and an independent symmetric α\alpha-stable process with weight aa. We establish sharp two-sided estimates for the heat kernel of Δ+aαΔα/2\Delta + a^{\alpha} \Delta^{\alpha/2} with zero exterior condition in a family of open subsets, including bounded C1,1C^{1, 1} (possibly disconnected) open sets. This heat kernel is also the transition density of the sum of a Brownian motion and an independent symmetric α\alpha-stable process with weight aa in such open sets. Our result is the first sharp two-sided estimates for the transition density of a Markov process with both diffusion and jump components in open sets. Moreover, our result is uniform in aa in the sense that the constants in the estimates are independent of a(0,1]a\in (0, 1] so that it recovers the Dirichlet heat kernel estimates for Brownian motion by taking a0a\to 0. Integrating the heat kernel estimates in time tt, we recover the two-sided sharp uniform Green function estimates of XaX^a in bounded C1,1C^{1,1} open sets in \bRd\bR^d, which were recently established in \cite{CKSV2} by using a completely different approach.

Keywords

Cite

@article{arxiv.1002.1121,
  title  = {Heat Kernel Estimate for $\Delta+\Delta^{\alpha/2}$ in $C^{1,1}$ open sets},
  author = {Zhen-Qing Chen and Panki Kim and Renming Song},
  journal= {arXiv preprint arXiv:1002.1121},
  year   = {2010}
}
R2 v1 2026-06-21T14:43:39.053Z