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The trace of the heat kernel is expanded in a basis of nonlocal curvature invariants of $N$th order. The coefficients of this expansion (the nonlocal form factors) are calculated to third order in the curvature inclusive. The early-time and…

General Relativity and Quantum Cosmology · Physics 2016-08-31 A. O. Barvinsky , Yu. V. Gusev , G. A. Vilkovisky , V. V. Zhytnikov

It is well-known that stochastic processes on fractal spaces or in certain random media exhibit anomalous heat kernel behaviour. One manifestation of such irregular behaviour is the presence of fluctuations in the short- or long-time…

Probability · Mathematics 2023-10-18 Sebastian Andres , David Croydon , Takashi Kumagai

We consider a quantum graph where the operator contains a potential. We show that this operator admits a heat kernel. Under some assumptions on the potential, this heat kernel admits an asymptotic expansion at t=0 with coefficients that…

Analysis of PDEs · Mathematics 2012-12-13 Ralf Rueckriemen

The main results of the article are short time estimates and asymptotic estimates for the first two order derivatives of the logarithmic heat kernel of a complete Riemannian manifold. We remove all curvature restrictions and also develop…

Probability · Mathematics 2023-03-07 Xin Chen , Xue Mei Li , Bo Wu

The results on the heat kernel expansion for the electromagnetic field in the background of dielectric media are briefly reviewed. The common approaches to the calculation of the heat kernel coefficients are discussed from the viewpoint of…

High Energy Physics - Theory · Physics 2007-05-23 Irina Pirozhenko

We consider the kernel of a hypoelliptic diffusion beyond the case of sub-ellipticity or polynomial coefficients. We get a full asymptotic expansion for small times, based on a Duhamel-type comparison with an approximate polynomial kernel.…

Analysis of PDEs · Mathematics 2023-01-18 Pierre Perruchaud

We construct the heat kernel on curvilinear polygonal domains in arbitrary surfaces for Dirichlet, Neumann, and Robin boundary conditions as well as mixed problems, including those of Zaremba type. We compute the short time asymptotic…

Analysis of PDEs · Mathematics 2025-03-27 Medet Nursultanov , Julie Rowlett , David A. Sher

We study the large-time behavior of the continuous-time heat kernel and of solutions to the heat equation on homogeneous trees. First, we derive sharp asymptotic formulas for the heat kernel as $t\to\infty$. Second, using them, we show that…

Analysis of PDEs · Mathematics 2026-03-13 Effie Papageorgiou

This paper studies by means of standard analytic tools the small time behavior of the heat content over a bounded Lebesgue measurable set of finite perimeter by working with the set covariance function and by imposing conditions on the heat…

Probability · Mathematics 2016-03-25 Luis Acuna Valverde

The heat kernel expansion on even-dimensional hyperbolic spaces is asymptotic at both short and long times, with interestingly different Borel properties for these short and long time expansions. Resummations in terms of incomplete gamma…

High Energy Physics - Theory · Physics 2023-05-31 Gerald V. Dunne

In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…

Probability · Mathematics 2017-09-12 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

We consider the Cauchy problem for the generalized Fornberg-Whitham equation with dissipation. This is one of the nonlinear, nonlocal and dispersive-dissipative equations. The main topic of this paper is an asymptotic analysis for the…

Analysis of PDEs · Mathematics 2025-04-03 Ikki Fukuda

We obtain asymptotic expansions of the spatially discrete 2D heat kernels, or Green's functions on lattices, with respect to powers of time variable up to an arbitrary order and estimate the remainders uniformly on the whole lattice. Unlike…

Dynamical Systems · Mathematics 2018-09-14 Pavel Gurevich

We study the asymptotic behaviour of solutions of a class of linear non-local measure-valued differential equations with time delay. Our main result states that the solutions asymptotically exhibit a parabolic like behaviour in the large…

Dynamical Systems · Mathematics 2019-01-01 Arnaud Ducrot , Alexandre Genadot

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

Computational Finance · Quantitative Finance 2020-03-16 Fan Jiang , Xin Zang , Jingping Yang

Let $X$ be a compact oriented CR manifold of dimension $2n+1$, $n \ge 1$, with a nondegenerate Levi form of constant signature $(n_-, n_+)$. Suppose that condition $Y(q)$ holds at each point of $X$, we establish the small time asymptotics…

Differential Geometry · Mathematics 2025-09-26 Chin-Yu Hsiao , Rung-Tzung Huang , Guokuan Shao

As a rigorous statistical approach, statistical Taylor expansion extends the conventional Taylor expansion by replacing precise input variables with random variables of known distributions and sample counts to compute the mean, the…

Computation · Statistics 2026-05-19 Chengpu Wang

Following Osipov and Hiller, a generalized heat kernel expansion is considered for the effective action of bosonic operators. In this generalization, the standard heat kernel expansion, which counts inverse powers of a c-number mass…

High Energy Physics - Theory · Physics 2013-03-25 L. L. Salcedo

It is well known that short-time expansions of heat kernels correlate to formal high-frequency expansions of spectral densities. It is also well known that the latter expansions are generally not literally true beyond the first term.…

Mathematical Physics · Physics 2008-11-06 S. A. Fulling

We consider a heat problem with discontinuous diffusion coefficientsand discontinuous transmission boundary conditions with a resistancecoefficient. For all compact $(\epsilon,\delta)$-domains $\Omega\subset\mathbb{R}^n$ with a $d$-set…

Analysis of PDEs · Mathematics 2015-09-08 Claude Bardos , Denis Grebenkov , Anna Rozanova-Pierrat