Related papers: Stochastic Taylor expansions and heat kernel asymp…

The covariant technique for calculating the heat kernel asymptotic expansion for an elliptic differential second order operator is generalized to manifolds with boundary. The first boundary coefficients of the asymptotic expansion which are…

Inspired by the LG/CY correspondence, we study the local index theory of the Schr\"odinger operator associated to a singularity defined on ${\mathbb C}^n$ by a quasi-homogeneous polynomial $f$. Under some mild assumption on $f$, we show…

I discuss the trace of a heat kernel Tr[e^(-tA)] for compact fuzzy spaces. In continuum theory its asymptotic expansion for t -> +0 provides geometric quantities, and therefore may be used to extract effective geometric quantities for fuzzy…

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

We present a systematic study of asymptotic behavior of (generalised) $\zeta-$functions and heat kernels used in noncommutative geometry and clarify their connections with Dixmier traces. We strengthen and complete a number of results from…

We explicitly construct parametrices for magnetic Schr\"odinger operators on R^d and prove that they provide a complete small-t expansion for the corresponding heat kernel, both on and off the diagonal.

We investigate training and using Gaussian kernel SVMs by approximating the kernel with an explicit finite- dimensional polynomial feature representation based on the Taylor expansion of the exponential. Although not as efficient as the…

This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

This is a mini-review of the heat kernel expansion for generalized Laplacians on various noncommutative spaces. Applications to the spectral action principle, renormalization of noncommutative theories and anomalies are also considered.

Asymptotic expansions of heat kernels and heat traces of Schr\"odinger operators on non-compact spaces are rarely explored, and even for cases as simple as $\mathbb{C}^n$ with (quasi-homogeneous) polynomials potentials, it's already very…

We generalize Taylor's theorem by introducing a stochastic formulation based on an underlying Poisson point process model. We utilize this approach to propose a novel non-linear regression framework and perform statistical inference of the…

We consider the heat equation $u_t=Lu$ where $L$ is a second-order difference operator in a discrete variable $n$. The fundamental solution has an expansion in terms of the Bessel functions of imaginary argument. The coefficients…

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

We study a stochastic differential equation in the sense of rough path theory driven by fractional Brownian rough path with Hurst parameter H (1/3 < H <= 1/2) under the ellipticity assumption at the starting point. In such a case, the law…

We consider a natural generalisation of the Laplace type operators for the case of non-commutative (Moyal star) product. We demonstrate existence of a power law asymptotic expansion for the heat kernel of such operators on T^n. First four…

Working within the framework of the covariant perturbation theory, we obtain the coincidence limit of the heat kernel of an elliptic second order differential operator that is applicable to a large class of quantum field theories. The basis…

We consider stochastic differential equations driven by Gaussian white noise on $\R^d$. % We provide applications to models for financial %markets. Particular attention is given to the kernel $p_t,\,t\geq 0$ of the transition semigroup…

We give an introduction to the heat kernel technique and zeta function. Two applications are considered. First we derive the high temperature asymptotics of the free energy for boson fields in terms of the heat kernel expansion and zeta…

We prove qualitatively sharp heat kernel bounds in the setting of Fourier-Bessel expansions when the associated type parameter $\nu$ is half-integer. Moreover, still for half-integer $\nu$, we also obtain sharp estimates of all kernels…

The heat kernel expansion for a general non--minimal operator on the spaces $C^\infty (\Lambda^k)$ and $C^\infty (\Lambda^{p,q})$ is studied. The coefficients of the heat kernel asymptotics for this operator are expressed in terms of the…