Related papers: Sharp heat kernel estimates in the Fourier-Bessel …

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…

Let $J$ be the L\'evy density of a symmetric L\'evy process in $\mathbb{R}^d$ with its L\'evy exponent satisfying a weak lower scaling condition at infinity. Consider the non-symmetric and non-local operator $$ {\mathcal L}^{\kappa}f(x):=…

We study the low-energy approximation for calculation of the heat kernel which is determined by the strong slowly varying background fields in strongly curved quasi-homogeneous manifolds. A new covariant algebraic approach, based on taking…

In this paper we extend a gradient estimate of R. Hamilton for positive solutions to the heat equation on closed manifolds to bounded positive solutions on complete, non-compact manifolds with $Rc \geq -Kg$. We accomplish this extension via…

We obtain sharp two-sided heat kernel estimates on spaces with varying dimension, in which two spaces of general dimension are connected at one point. On these spaces, if the dimensions of the two constituent parts are different, the volume…

We give sharp asymptotic estimates at infinity of all radial partial derivatives of the heat kernel on H-type groups. As an application, we give a new proof of the discreteness of the spectrum of some natural sub-Riemannian…

In a 1991 paper by Buttig and Eichhorn, the existence and uniqueness of a differential forms heat kernel on open manifolds of bounded geometry was proven. In that paper, it was shown that the heat kernel obeyed certain properties, one of…

Special case calculations are presented, which can be used to put restrictions on the general form of heat kernel coefficients for transmittal boundary conditions and for generalized bag boundary conditions.

Let $G$ be a noncompact semisimple Lie group equipped with a certain invariant Riemannian metric. Then, we can consider a heat kernel function on $G$ associated to the Riemannian metric. We give an explicit formula for the heat kernel when…

The SABR model is a stochastic volatility model not admitting a closed form solution. Hagan, Kumar, Leniewski and Woodward have obtained an approximate solution by means of perturbative techniques. A more precise approximation was found by…

In this paper, based on the heat kernel technique, we calculate equations of state and thermodynamic quantities for ideal quantum gases in confined space with external potential. Concretely, we provide expressions for equations of state and…

The aim of this note is twofold. The first one is to find conditions on the asymptotic sequence which ensures differentiation of a general asymptotic expansion with respect to it. Our method results from the classical one but generalizes…

We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity assumption. For the proof we use Davies' perturbation method, where we show a maximal…

This paper presents a detailed analysis of the heat kernel on an $(\mathbb{N}\times\mathbb{N})$-parameter family of compact metric measure spaces, which do not satisfy the volume doubling property. In particular, uniform bounds of the heat…

For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators…

In this thesis we describe a type of metric space called an Euclidean polyhedral complex. We define a Dirichlet form on it; this is used to give a corresponding heat kernel. We provide a uniform small time Poincare inequality for complexes…

On a complete non-compact Riemannian manifold satisfying the volume doubling property, we give conditions on the negative part of the Ricci curvature that ensure that, unless there are harmonic one-forms, the Gaussian heat kernel upper…

In this article, we prove exact estimates for the $W$-invariant Dunkl kernel and heat kernel, for the root system of type $A$ with arbitrary positive multiplicities. We apply the estimates of the $W$-invariant Dunkl heat kernel to compute…

We consider a class of constant-coefficient partial differential operators on a finite-dimensional real vector space which exhibit a natural dilation invariance. Typically, these operators are anisotropic, allowing for different degrees in…

In a previous paper, we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper "Geffroy J. (1964) Sur un probl\`eme d'estimation…