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For a semigroup $P_t$ generated by an elliptic operator on a smooth manifold $M$, we use straightforward martingale arguments to derive probabilistic formulae for $P_t(V(f))$, not involving derivatives of $f$, where $V$ is a vector field on…

Probability · Mathematics 2018-04-24 Anton Thalmaier , James Thompson

By solving a control problem and using Malliavin calculus, explicit derivative formula is derived for the semigroup $P_t$ generated by the Gruschin type operator on $\R^{m}\times \R^{d}:$ $$L (x,y)=\ff 1 2 \bigg\{\sum_{i=1}^m \pp_{x_i}^2…

Probability · Mathematics 2013-04-04 Feng-Yu Wang

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack…

Probability · Mathematics 2012-03-13 Feng-Yu Wang , Xi-Cheng Zhang

Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its…

Probability · Mathematics 2009-08-21 Feng-Yu Wang

In this paper we use the heat equation in a group of Heisenberg type $\mathbb{G}$ to provide a unified treatment of the two very different extension problems for the time independent pseudo-differential operators $\mathscr L^s$ and…

Analysis of PDEs · Mathematics 2021-02-12 Nicola Garofalo , Giulio Tralli

This paper studies Liouville properties for viscosity sub- and supersolutions of fully nonlinear degenerate elliptic PDEs, under the main assumption that the operator has a family of generalized subunit vector fields that satisfy the…

Analysis of PDEs · Mathematics 2020-06-12 Martino Bardi , Alessandro Goffi

We prove a geometrically meaningful stochastic representation of the derivative of the heat semigroup on sub-Riemannian manifolds with tranverse symmetries. This representation is obtained from the study of Bochner-Weitzenbock type formulas…

Probability · Mathematics 2014-06-24 Fabrice Baudoin

Let $L=-\Delta+V$ be a Schr\"odinger operator, where the potential $V$ belongs to the reverse H\"older class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^\alpha}\}_{t>0}, \alpha>0$, associated with…

Classical Analysis and ODEs · Mathematics 2021-04-06 P. Li , Z. Wang , T. Qian , C. Zhang

In this paper, we establish Liouville type results for semilinear subelliptic systems associated with the sub-Laplacian on the Heisenberg group $\mathbb{H}^{n}$ involving two different kinds of general nonlinearities. The main technique of…

Analysis of PDEs · Mathematics 2023-03-09 Rong Zhang , Vishvesh Kumar , Michael Ruzhansky

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

Probability · Mathematics 2010-05-02 Marc Arnaudon , Anton Thalmaier

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…

Probability · Mathematics 2017-08-17 Li-Juan Cheng

The \textit{method of semigroups} is a unifying, widely applicable, general technique to formulate and analyze fundamental aspects of fractional powers of operators $L$ and their regularity properties in related functional spaces. The…

Analysis of PDEs · Mathematics 2018-08-16 P. R. Stinga

In this note we obtain gradient estimates for the heat semigroup on nonisotropic Heisenberg groups. More precisely, our aim is to get the H.-Q. Li inequality on nonisotropic Heisenberg groups, which is a generalization of the original…

Analysis of PDEs · Mathematics 2021-10-07 Ye Zhang

In this work we investigate the well-posedness for difussion equations associated to subelliptic pseudo-differential operators on compact Lie groups. The diffusion by strongly elliptic operators is considered as a special case and in…

Analysis of PDEs · Mathematics 2022-05-06 Duván Cardona , Julio Delgado , Michael Ruzhansky

We study the heat equation $\frac{\partial u}{\partial t}-\Delta u=0,\ u(x,0)=\omega (x),$ where $\Delta :=dd^{*}+d^{*}d$ is the Hodge laplacian and $u(\cdot ,t)$ and $\omega $ are $p$-differential forms in the complete Riemannian manifold…

Analysis of PDEs · Mathematics 2022-07-01 Eric Amar

In this memoir we extend the theory of global pseudo-differential operators to the setting of arbitrary sub-Riemannian structures on a compact Lie group. More precisely, given a compact Lie group $G$, and the sub-Laplacian $\mathcal{L}$…

Analysis of PDEs · Mathematics 2023-04-04 Duván Cardona , Michael Ruzhansky

Let $\mathcal{X}$ be a real separable Hilbert space. Let $C$ be a linear, bounded and positive operator on $\mathcal{X}$ and let $A$ be the infinitesimal generator of a strongly continuous semigroup on $\mathcal{X}$. Let $\{W(t)\}_{t\geq…

Probability · Mathematics 2021-10-12 Davide A. Bignamini

We prove the following gradient inequality for the subelliptic heat kernel on nilpotent Lie groups $G$ of H-type: $$|\nabla P_t f| \le K P_t(|\nabla f|)$$ where $P_t$ is the heat semigroup corresponding to the sublaplacian on $G$, $\nabla$…

Analysis of PDEs · Mathematics 2014-06-26 Nathaniel Eldredge

This paper investigates the application of the classical Chernoff's theorem to construct explicit solutions for the heat and Schr\"odinger equations on the Heisenberg group $\mathbb{H}^d$. Using semigroup approximation techniques, we obtain…

Analysis of PDEs · Mathematics 2025-03-25 Nicolò Drago , Sonia Mazzucchi , Andrea Pinamonti

We formulate a new method of performing high-temperature series expansions for the spin-half Heisenberg model or, more generally, for SU($n$) Heisenberg model with arbitrary $n$. The new method is a novel extension of the well-established…

Statistical Mechanics · Physics 2007-05-23 Noboru Fukushima
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