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These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof…

Probability · Mathematics 2009-07-17 Fabrice Baudoin

This is first of series papers on new two-side Gaussian bounds for the heat kernel $H(x,y,t)$ on a complete manifold $(M,g)$. In this paper, on a complete manifold $M$ with $Ric(M)\geq 0$, we obtain new two-side Gaussian bounds for the heat…

Differential Geometry · Mathematics 2020-01-01 Xiangjin Xu

We suggest a method of reduction of mixed absolute and relative boundary conditions to pure ones. The case of rank two tensor is studied in detail. For four-dimensional disk the corresponding heat kernel is expressed in terms of scalar heat…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Dmitri V. Vassilevich

In this paper, we will establish an elliptic local Li-Yau gradient estimate for weak solutions of the heat equation on metric measure spaces with generalized Ricci curvature bounded from below. One of its main applications is a sharp…

Differential Geometry · Mathematics 2017-01-11 Jia-Cheng Huang , Hui-Chun Zhang

In this paper we give Hamilton's Laplacian estimates for the heat equation on complete noncompact manifolds with nonnegative Ricci curvature. As an application, combining Li-Yau's lower and upper bounds of the heat kernel, we give an…

Differential Geometry · Mathematics 2013-05-06 Jia-Yong Wu

The heat kernel coefficients $H_k$ to the Schr\"odinger operator with a matrix potential are investigated. We present algorithms and explicit expressions for the Taylor coefficients of the $H_k$. Special terms are discussed, and for the…

High Energy Physics - Theory · Physics 2009-10-28 I. G. Avramidi , R. Schimming

In this paper, we establish a parabolic Harnack inequality for positive solutions of the $\phi$-heat equation and prove Gaussian upper and lower bounds for the $\phi$-heat kernel on weighted Riemannian manifolds under lower $N$-Ricci…

Differential Geometry · Mathematics 2025-05-27 Wen-Qi Li , Zhikai Zhang

In this paper, we study Ornstein-Uhlenbeck operators with quadratic potentials. We use Hamiltonian formalism to characterise the singularities produced by the potentials by finding explicit geodesics of the operators, and obtain the heat…

Analysis of PDEs · Mathematics 2012-08-22 Sheng-Ya Feng

In this paper, we consider a symmetric pure jump Markov process $X$ on a metric measure space with volume doubling conditions. Our focus is on estimating the transition density $p(t,x,y)$ of $X$ and studying its stability when the jumping…

Probability · Mathematics 2023-06-05 Joohak Bae , Jaehoon Kang , Panki Kim , Jaehun Lee

We consider continuous time simple random walks with arbitrary speed measure $\theta$ on infinite weighted graphs. Write $p_t(x,y)$ for the heat kernel of this process. Given on-diagonal upper bounds for the heat kernel at two points…

Probability · Mathematics 2012-02-01 Matthew Folz

Progress in the theoretical description of B-meson decays, in particular decays to light hadrons, is reviewed. The factorization properties of such decays can be analyzed using the soft-collinear effective theory. Applications of the…

High Energy Physics - Phenomenology · Physics 2008-11-26 Thomas Becher

We consider a family of pseudo differential operators $\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in (0, 1]\}$ on $\bR^d$ for every $d\geq 1$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$, where $\alpha \in (0, 2)$.…

Probability · Mathematics 2010-02-08 Zhen-Qing Chen , Panki Kim , Renming Song

The first heat kernel coefficients are calculated for a dispersive ball whose permittivity at high frequency differs from unity by inverse powers of the frequency. The corresponding divergent part of the vacuum energy of the electromagnetic…

High Energy Physics - Theory · Physics 2008-11-26 M. Bordag , K. Kirsten

We report the calculation of the fourth coefficient in an expansion of the heat kernel of a non-minimal, non-abelian kinetic operator in an arbitrary background gauge in arbitrary space-time dimension. The fourth coefficient is shown to…

High Energy Physics - Theory · Physics 2009-10-28 E. I. Guendelman , A. V. Leonidov , V. A. Nechitailo , D. A. Owen

We prove genuinely sharp estimates for the Jacobi heat kernels introduced in the context of the multidimensional cone $\mathbb{V}^{d+1}$ and its surface $\mathbb{V}^{d+1}_0$. To do so, we combine the theory of Jacobi polynomials on the cone…

Classical Analysis and ODEs · Mathematics 2023-05-25 Dawid Hanrahan , Dariusz Kosz

We establish heat kernel upper bounds for a continuous-time random walk under unbounded conductances satisfying an integrability assumption, where we correct and extend recent results by the authors to a general class of speed measures. The…

Probability · Mathematics 2019-01-17 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik

Under the assumption that data lie on a compact (unknown) manifold without boundary, we derive finite sample bounds for kernel smoothing and its (first and second) derivatives, and we establish asymptotic normality through Berry-Esseen type…

Statistics Theory · Mathematics 2026-01-26 Eunseong Bae , Wolfgang Polonik

We consider the heat-kernel on a manifold whose boundary is piecewise smooth. The set of independent geometrical quantities required to construct an expression for the contribution of the boundary discontinuities to the C_{2} heat-kernel…

High Energy Physics - Theory · Physics 2009-10-30 J. S. Apps , J. S. Dowker

We study stochastic heat equations in the sense of Walsh defined by fractal Laplacians on Cantor-like sets. For this purpose, we first investigate the corresponding heat kernels. Then, we prove existence and uniqueness of mild solutions to…

Probability · Mathematics 2019-10-25 Tim Ehnes

In this article, we consider the radial Dunkl geometric case $k=1$ corresponding to flat Riemannian symmetric spaces in the complex case and we prove exact estimates for the positive valued Dunkl kernel and for the radial heat kernel. Dans…

Representation Theory · Mathematics 2020-12-23 P. Graczyk , P. Sawyer