Related papers: Li-Yau Type Gradient Estimates and Harnack Inequal…

The main result of this note is the existence of martingale solutions to the stochastic heat equation (SHE) in a Riemannian manifold by using suitable Dirichlet forms on the corresponding path/loop space. Moreover, we present some…

The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients…

The stochastic heat equation on the sphere driven by additive L\'evy random field is approximated by a spectral method in space and forward and backward Euler-Maruyama schemes in time, in analogy to the Wiener case. New regularity results…

We obtain matching two sided estimates of the heat kernel on a connected sum of parabolic manifolds, each of them satisfying the Li-Yau estimate. The key result is the on-diagonal upper bound of the heat kernel at a central point. Contrary…

We establish Liouville type theorems in the whole space and in a half-space for parabolic problems without scale invariance. To this end, we employ two methods, respectively based on the corresponding elliptic Liouville type theorems and…

We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

We prove the Bochner-Weitzenboeck formula for the (nonlinear) Laplacian on general Finsler manifolds and derive Li-Yau type gradient estimates as well as parabolic Harnack inequalities. Moreover, we deduce Bakry-Emery gradient estimates.…

We aim to study nonnegative, global solutions to a general class of nonlocal parabolic equations with bounded measurable coefficients. First, we prove a Widder-type theorem. Such a result has previously been studied only for certain…

This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…

We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump L\`evy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior…

Let u = {u(t, x), t $\in$ [0, T ], x $\in$ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect…

We investigate the nonlinear heat-diffusion equation \( C(u)\,\frac{\partial u}{\partial t} = \frac{\partial}{\partial x}\!\left( K(u)\,\frac{\partial u}{\partial x} \right) \), where \( C(u) \) and \( K(u) \) are coefficients that depend…

In this note we show how results in \cite{BaudoinBonnefont2016, BaudoinGarofalo2013, CoulhonJiangKoskelaSikora2017} yield the Cheng-Yau estimate on two classes of sub-Riemannian manifolds: Carnot groups and sub-Riemannian manifolds…

In this paper, we obtain gradient estimates of the positive solutions to weighted $p$-Laplacian type equations with a gradient-dependent nonlinearity of the form \begin{equation} \label{one} {\rm div} (|x|^{\sigma}|\nabla u|^{p-2} \nabla…

Let $(\M^n, g)$ be a $n$ dimensional, complete ( compact or noncompact) Riemannian manifold whose Ricci curvature is bounded from below by a constant $-K \le 0$. Let $u$ be a positive solution of the heat equation on $\M^n \times (0,…

Let $(M,g)$ be a complete non-compact Riemannian manifold with the $m$-dimensional Bakry-\'{E}mery Ricci curvature bounded below by a non-positive constant. In this paper, we give a localized Hamilton-type gradient estimate for the positive…

For the logarithmically singular parabolic equation \[ u_t-\Delta\ln u=0\qquad\text{weakly in}\ \ E\times(0,T], \] we establish a Harnack type estimate in the $L^1_{loc}$ topology, and we show that the solutions are locally analytic in the…

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

In this short note we present local derivative estimates for heat equations on Riemannian manifolds following the line of W.-X. Shi. As an application we generalize a second derivative estimate of R. Hamilton for heat equations on compact…