Related papers: Symmetric Jump Processes and their Heat Kernel Est…
We study the problem of the non-parametric estimation for the density of the stationary distribution of the multivariate stochastic differential equation with jumps (Xt) , when the dimension d is bigger than 3. From the continuous…
We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…
We introduce and study new invariants associated with Laplace type elliptic partial differential operators on manifolds. These invariants are constructed by using the off-diagonal heat kernel; they are not pure spectral invariants, that is,…
In this paper we study interior potential-theoretic properties of purely discontinuous Markov processes in proper open subsets $D\subset \mathbb{R}^d$. The jump kernels of the processes may be degenerate at the boundary in the sense that…
A method for calculation of the DWSG coefficients for operators in spaces with metric incompatible with connection is suggested based on a generalization of the pseudodifferential operators technique. By using the proposed method, the…
The heat kernel associated with the setting of the classical Jacobi polynomials is defined by an oscillatory sum which cannot be computed explicitly, in contrast to the situation for the two other classical systems of orthogonal…
We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor result on the joint distribution of a Brownian motion and of…
We aim at estimating the invariant density associated to a stochastic differential equation with jumps in low dimension, which is for $d=1$ and $d=2$. We consider a class of jump diffusion processes whose invariant density belongs to some…
In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…
Let $(X,d,\mu)$ be a doubling metric measure space endowed with a Dirichlet form $\E$ deriving from a "carr\'e du champ". Assume that $(X,d,\mu,\E)$ supports a scale-invariant $L^2$-Poincar\'e inequality. In this article, we study the…
In this paper, we prove two-sided heat kernel estimates on what we call "book-like" graphs. These are graphs consisting of pieces that satisfy the parabolic Harnack inequality that are glued together in a sufficiently nice way over a…
We report the specific heat $c_N$ around the melting transition(s) of micrometer-sized superparamagnetic particles confined in two dimensions, calculated from fluctuations of positions and internal energy, and corresponding Monte Carlo…
This paper is being replaced by another of the author's that contains a brief summary of the problem of positivity of Green's functions, heat kernels, and principal eigenvalues of higher-order elliptic differential operators.
In this article, we study a large class of radial probability density functions defined on the p-adic numbers from which it is possible to obtain certain non-archimedean pseudo-differential operators. These operators are associated with…
Suppose that $d\geq2$ and $\alpha\in(1,2)$. Let D be a bounded $C^{1,1}$ open set in $\mathbb{R}^d$ and b an $\mathbb{R}^d$-valued function on $\mathbb{R}^d$ whose components are in a certain Kato class of the rotationally symmetric…
We present extensive molecular dynamics simulations of a liquid of symmetric dumbbells, for constant packing fraction, as a function of temperature and molecular elongation. For large elongations, translational and rotational degrees of…
In this article we establish the optimal $C^s$ boundary regularity for solutions to nonlocal parabolic equations in divergence form in $C^{1,\alpha}$ domains and prove a higher order boundary Harnack principle in this setting. Our approach…
We obtain two-sided estimates for the heat kernel (or the fundamental function) associated with the following fractional Schr\"odinger operator with negative Hardy potential $$\Delta^{\alpha/2} -\lambda |x|^{-\alpha}$$ on $\RR^d$, where…
Based on the Mehler heat kernel of the Schroedinger operator for a free electron in a constant magnetic field an estimate for the kernel of E_A is derived, where E_A represents the kinetic energy of a Dirac electron within the…
In this paper, we show that efficient separated sum-of-exponentials approximations can be constructed for the heat kernel in any dimension. In one space dimension, the heat kernel admits an approximation involving a number of terms that is…