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On a large class of Riemannian manifolds with boundary, some dimension-free Harnack inequalities for the Neumann semigroup is proved to be equivalent to the convexity of the boundary and a curvature condition. In particular, for $p_t(x,y)$…

Let $M$ be a complete connected Riemannian manifold with boundary $\partial M$, and let $P_t$ be the Neumann semigroup generated by $\frac{ 1}{ 2} L$ where $L=\Delta+Z$ for a $C^1$-vector field $Z$ on $M$. We establish Bismut type formulae…

We consider the heat equation with Dirichlet boundary conditions on the tubular neighborhood of a closed Riemannian submanifold. We show that, as the tube radius decreases, the semigroup of a suitably rescaled and renormalized generator can…

As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m\times\R^d$ is investigated, where $$X_i(x,y)= \sum_{k=1}^m…

Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…

Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…

A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…

We prove that conservation of probability for the free heat semigroup on a Riemannian manifold $M$ (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution…

The hybrid spectral problem where the field satisfies Dirichlet conditions (D) on part of the boundary of the relevant domain and Neumann (N) on the remainder is discussed in simple terms. A conjecture for the C_1 coefficient is presented…

In this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock (1996) and removes in particular the…

We investigate the heat kernel with Robin boundary condition and prove comparison theorems for heat kernel on geodesic balls and on minimal submanifolds. We also prove an eigenvalue comparison theorem for the first Robin eigenvalues on…

Upper bounds are obtained for the heat content of an open set D in a geodesically complete Riemannian manifold M with Dirichlet boundary condition on bd(D), and non-negative initial condition. We show that these upper bounds are close to…

We establish variational formulas for Ricci upper and lower bounds, as well as a derivative formula for the Ricci curvature. As applications, constant curvature manifolds, Einstein manifolds and Ricci parallel manifolds are identified,…

We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parallel Ricci tensor, similarly to what R.~Hamilton did…

We consider elliptic equations and systems in divergence form with the conormal or the Robin boundary conditions, with small BMO (bounded mean oscillation) or variably partially small BMO coefficients. We propose a new class of domains…

By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the…

The paper considers a manifold $M$ evolving under the Ricci flow and establishes a series of gradient estimates for positive solutions of the heat equation on $M$. Among other results, we prove Li-Yau-type inequalities in this context. We…

We study heat equations $\frac{\partial u}{\partial t} - \operatorname{div} \left( A \nabla u \right) = 0$ on bounded Lipschitz domains $\Omega$ in $\mathbb{R}^{d}$ for $d \in \mathbb{N}$, where $-\operatorname{div} \left( A \nabla \cdot…

We prove a Li-Yau gradient estimate for positive solutions to the heat equation, with Neumann boundary conditions, on a compact Riemannian submanifold with boundary ${\bf M}^n\subseteq {\bf N}^n$, satisfying the integral Ricci curvature…

We consider the inhomogeneous heat equation on the half-space $\mathbb R_{+}^{d}$ with Neumann boundary conditions. We prove a space-time Gevrey regularity of the solution, with a radius of analyticity uniform up to the boundary of the…