Related papers: Li-Yau Type Gradient Estimates and Harnack Inequal…
This paper is devoted to the study of gradient estimates for the Dirichlet problem of the heat equation in the exterior domain of a compact set. Our results describe the time decay rates of the derivatives of solutions to the Dirichlet…
Harnack inequalities are useful qualitative tools for understanding the properties of partial differential equations. Originally discovered as a property of harmonic functions, Harnack inequalities have since been studied for solutions of…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…
In this paper, by employ the cutoff function and the maximum principle, some Hamilton-Souplet-Zhang type gradient estimates for porous medium type equation are deduced. As a special case, an Hamilton-Souplet-Zhang type gradient estimates of…
In this paper, we will address to the following parabolic equation $$ u_t=\Delta_fu + F(u) $$ on a smooth metric measure space with Bakry-\'{E}mery curvature bounded from below. Here $F$ is a differentiable function defined in $\mathbb{R}$.…
Generalizing an idea of Davie and Gaines (2001), we present a method for the simulation of fully discrete samples of the solution to the stochastic heat equation on an interval. We provide a condition for the validity of the approximation,…
We describe three elementary models in three dimensional subelliptic geometry which correspond to the three models of the Riemannian geometry (spheres, Euclidean spaces and Hyperbolic spaces) which are respectively the SU(2), Heisenberg and…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
In this work we establish a gradient bound and Liouville-type theorems for solutions to Quasi-linear elliptic equations on compact Riemannian Manifolds with nonnegative Ricci curvature. Also, we provide a local splitting theorem when the…
In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…
We obtain a Li-Yau-type estimate for nonnegative ancient solutions to the subcritical semilinear heat equation $\frac{\p u}{\p t}=\De u+u^p$ in $\rz^n\times(-\infty,0)$. Then, we combine the Li-Yau type estimate and Melre-Zaag's result to…
In the paper, we derive Li-Yau gradient estimates and Souplet Zhang type estimates of the following equation \begin{equation*} \begin{split} u_t= \Delta_\xi p+\lambda u+A(u) , \end{split} \end{equation*} on complete noncompact metric…
We prove certain localized and global differential Harnack inequality for all positive solutions to the geometric conjugate heat equation coupled to the forward in time Ricci flow. In this case, the diffusion operator is perturbed with the…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
A set of pointwise estimates are established for local solutions to nonlocal diffusion equations with a drift term. In particular, our Harnack estimates are the first ones for such equations, and our H\"older regularity refines certain…
Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…
Let $(\M^n, g_{ij})$ be a complete Riemammnian manifold. For some constants $p,\ r>0$, define $\displaystyle k(p,r)=\sup_{x\in M}r^2\left(\oint_{B(x,r)}|Ric^-|^p dV\right)^{1/p}$, where $Ric^-$ denotes the negative part of the Ricci…
Let $(M^{n},g)$ be a complete Riemannian manifold. In this paper, we establish a space-time gradient estimates for positive solutions of nonlinear parabolic equations $$\partial_{t}u(x,t)=\Delta u(x,t)+a u(x,t)(\log u(x,t))^b +…
Liouville theorems for scaling invariant nonlinear parabolic equations and systems (saying that the equation or system does not possess positive entire solutions) guarantee optimal universal estimates of solutions of related initial and…
In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…