Related papers: Nonlocal Hormander's hypoellipticity theorem

Motivated by applications to stochastic differential equations, an extension of H\"{o}rmander's hypoellipticity theorem is proved for second-order degenerate elliptic operators with non-smooth coefficients. The main results are established…

We consider the heat equation $u_t=Lu$ where $L$ is a second-order difference operator in a discrete variable $n$. The fundamental solution has an expansion in terms of the Bessel functions of imaginary argument. The coefficients…

We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump L\`evy processes. If the index of the…

The aim of this paper is to prove the existence and several selected properties of a global fundamental Heat kernel $\Gamma$ for the parabolic operators $\mathcal{H}=\sum_{j=1}^m X_j^2-\partial_t$, where $X_1,\ldots,X_m$ are smooth vector…

Let L=d^2/dx^2+u(x) be the one-dimensional Schrodinger operator and H(x,y,t) be the corresponding heat kernel. We prove that the nth Hadamard's coefficient H_n(x,y) is equal to 0 if and only if there exists a differential operator M of…

We establish small-time asymptotic expansions for heat kernels of hypoelliptic H\"ormander operators in a neighborhood of the diagonal, generalizing former results obtained in particular by M\'etivier and by Ben Arous. The coefficients of…

Let $L$ be a closed, densely defined operator of type $ \omega $ on $ L^2(\mathbb{R}^n)$ with $0 \leq \omega < \pi/2 $. We assume that $ L $ possesses a bounded $ H_\infty $-functional calculus and that its heat kernel satisfies suitable…

We consider a class of homogeneous partial differential operators on a finite-dimensional vector space and study their associated heat kernels. The heat kernels for this general class of operators are seen to arise naturally as the limiting…

In this note we consider the nonlinear heat equation associated to the fractional Hermite operator $H^\beta =(-\Delta+|x|^2)^\beta$, $0<\beta\leq 1$. We show the local solvability of the related Cauchy problem in the framework of modulation…

We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat…

Suppose that ${\cal L}$ is a divergence form differential operator of the form ${\cal L}f:=(1/2) e^{U}\nabla_x\cdot\big[e^{-U}(I+H)\nabla_x f\big]$, where $U$ is scalar valued, $I$ identity matrix and $H$ an anti-symmetric matrix valued…

We consider non-local elliptic operators with kernel $K(y)=a(y)/|y|^{d+\sigma}$, where $0 < \sigma < 2$ is a constant and $a$ is a bounded measurable function. By using a purely analytic method, we prove the continuity of the non-local…

This paper discusses the existence of gradient estimates for second order hypoelliptic heat kernels on manifolds. It is now standard that such inequalities, in the elliptic case, are equivalent to a lower bound on the Ricci tensor of the…

We prove Schauder estimates for a class of non-local elliptic operators with kernel $K(y)=a(y)/|y|^{d+\sigma}$ and either Dini or H\"older continuous data. Here $0 < \sigma < 2$ is a constant and $a$ is a bounded measurable function, which…

Let $(X,g)$ be a product cone with the metric $g=dr^2+r^2h$, where $X=C(Y)=(0,\infty)_r\times Y$ and the cross section $Y$ is a $(n-1)$-dimensional closed Riemannian manifold $(Y,h)$. We study the upper boundedness of heat kernel associated…

This article studies the canonical Hilbert energy $H^{s/2}(M)$ on a Riemannian manifold for $s\in(0,2)$, with particular focus on the case of closed manifolds. Several equivalent definitions for this energy and the fractional Laplacian on a…

The heat kernel expansion for a general non--minimal operator on the spaces $C^\infty (\Lambda^k)$ and $C^\infty (\Lambda^{p,q})$ is studied. The coefficients of the heat kernel asymptotics for this operator are expressed in terms of the…

The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the…

The goal of this paper is to study the action of the heat operator on the Heisenberg group H^d, and in particular to characterize Besov spaces of negative index on H^d in terms of the heat kernel. That characterization can be extended to…

We construct and estimate the fundamental solution of highly anisotropic space-inhomogeneous integro-differential operators. We use the Levi method. We give applications to the Cauchy problem for such operators.