Related papers: Neumann Heat kernel monotonicity

There are many fields where the transition from diffusive to ballistic motion is important. Here we deal with relaxation processes in nmr in gases. Correlation functions for trajectory variables (position and velocity) valid across this…

We consider a family of pseudo differential operators $\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in (0, 1]\}$ on $\bR^d$ for every $d\geq 1$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$, where $\alpha \in (0, 2)$.…

Let $X=\{X_n: n\in \mathbb{N}\}$ be a linear process with bounded probability density function $f(x)$. Under certain conditions, we use the kernel estimator \[ \frac{2}{n(n-1)h_n} \sum_{1\le i<j\le n}K\Big(\frac{X_i-X_j}{h_n}\Big) \] to…

We propose the multiple reflection expansion as a tool for the calculation of heat kernel coefficients. As an example, we give the coefficients for a sphere as a finite sum over reflections, obtaining as a byproduct a relation between the…

The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…

This paper illustrates the utility of the heat kernel on $\mathbb{Z}$ as the discrete analogue of the Gaussian density function. It is the two-variable function $K_{\mathbb{Z}}(t,x)=e^{-2t}I_{x}(2t)$ involving a Bessel function and…

We prove a bound on the heat trace of the Neumann Laplacian on a convex domain that captures the first two terms in its small-time expansion, but is valid for all times and depends on the underlying domain only through very simple geometric…

We study the diagonal heat-kernel decay for the four-dimensional nearest-neighbor random walk (on $\Z^4$) among i.i.d. random conductances that are positive, bounded from above but can have arbitrarily heavy tails at zero. It has been known…

We obtain a global estimate of the transition density $p^n(0,x)$ associated to a nearest neighbor random walk, called here "simple", on affine buildings of type $\widetilde{A}_r$. Then we deduce a global estimate of the Green function. This…

In this paper we prove a higher dimensional analogue of Carleson's $\varepsilon^2$ conjecture. Given two arbitrary disjoint open sets $\Omega^+,\Omega^-\subset \mathbb{R}^{n+1}$, and $x\in\mathbb{R}^{n+1}$, $r>0$, we denote…

The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…

By the concurrent use of two different resummation methods, the composite operator formalism and the Dyson-Schwinger equation, we re-examinate the behavior at finite temperature of the O(N)-symmetric $\lambda\phi^{4}$ model in a generic…

We consider the Dirichlet-Neumann iteration for partitioned simulation of thermal fluid-structure interaction, also called conjugate heat transfer. We analyze its convergence rate for two coupled fully discretized 1D linear heat equations…

Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…

The purpose of this work is to study some monotone functionals of the heat kernel on a complete Riemannian manifold with nonnegative Ricci curvature. In particular, we show that on these manifolds, the gradient estimate of Li and Yau, the…

We describe the small-time heat kernel asymptotics of real powers $\Delta^r$, $r \in (0,1)$ of a non-negative self-adjoint generalized Laplacian $\Delta$ acting on the sections of a hermitian vector bundle $\mathcal E$ over a closed…

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided…

The Bessel-Neumann expansion (of integer order) of a function $g:\mathbb{C}\rightarrow\mathbb{C}$ corresponds to representing $g$ as a linear combination of basis functions $\phi_0,\phi_1,\ldots$, i.e., $g(z)=\sum_{\ell = 0}^\infty w_\ell…

Let $\mathcal{K}\subset R^d$, $d\ge2$, be a smooth, bounded domain satisfying $0\in\mathcal{K}$, and let $f(t),\ t\ge0$, be a smooth, continuous, nondecreasing function satisfying $f(0)>1$. Define $D_t=f(t)\mathcal{K}\subset R^d$. Consider…

We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…