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In this paper we study heat kernels associated to a Carnot group $G$, endowed with a family of collapsing left-invariant Riemannian metrics $\sigma_\e$ which converge in the Gromov-Hausdorff sense to a sub-Riemannian structure on $G$ as…

Analysis of PDEs · Mathematics 2013-07-22 Luca Capogna , Giovanna Citti , Maria Manfredini

We construct a non-Markovian coupling for hypoelliptic diffusions which are Brownian motions in the three-dimensional Heisenberg group. We then derive properties of this coupling such as estimates on the coupling rate, and upper and lower…

Probability · Mathematics 2017-11-28 Sayan Banerjee , Maria Gordina , Phanuel Mariano

We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor result on the joint distribution of a Brownian motion and of…

Probability · Mathematics 2021-06-15 Nizar Demni

By adapting a technique of Molchanov, we obtain the heat kernel asymptotics at the sub-Riemannian cut locus, when the cut points are reached by an $r$-dimensional parametric family of optimal geodesics. We apply these results to the…

Analysis of PDEs · Mathematics 2016-06-06 Davide Barilari , Ugo Boscain , Robert W. Neel

We define measures on central extension of current groups in any dimension by using infinite dimensional Brownian motion.

Probability · Mathematics 2008-04-24 Remi Leandre

In this paper we provide explicitly the connection between the hypoelliptic heat kernel for some 3-step sub-Riemannian manifolds and the quartic oscillator. We study the left-invariant sub-Riemannian structure on two nilpotent Lie groups,…

Analysis of PDEs · Mathematics 2010-02-04 Ugo Boscain , Jean-Paul Gauthier , Francesco Rossi

In this note, we derive a new logarithmic Sobolev inequality for the heat kernel on the Heisenberg group. The proof is inspired from the historical method of Leonard Gross with the Central Limit Theorem for a random walk. Here the non…

Differential Geometry · Mathematics 2020-09-10 Michel Bonnefont , Djalil Chafaï , Ronan Herry

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

Functional Analysis · Mathematics 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold. We study the "cut locus" case, namely, the case where energy-minimizing paths which join the two points…

Probability · Mathematics 2017-04-11 Yuzuru Inahama , Setsuo Taniguchi

Aim of this short note is to show that a dimension-free Harnack inequality on an infinitesimally Hilbertian metric measure space where the heat semigroup admits an integral representation in terms of a kernel is suffcient to deduce a sharp…

Probability · Mathematics 2019-07-17 Luca Tamanini

In this note, we concentrate on the sub-Laplace on the nilpotent Lie group of rank two, which is the infinitesimal generator of the diffusion generated by $n$ Brownian motions and their $\frac{n(n-1)}2$ L\'evy area processes, which is the…

Probability · Mathematics 2011-12-19 Bin Qian

Upper and lower bounds on the heat kernel on complete Riemannian manifolds were obtained in a series of pioneering works due to Cheng-Li-Yau, Cheeger-Yau and Li-Yau. However, these estimates do not give a complete picture of the heat kernel…

Analysis of PDEs · Mathematics 2017-05-29 Xi Chen , Andrew Hassell

The main results of the article are short time estimates and asymptotic estimates for the first two order derivatives of the logarithmic heat kernel of a complete Riemannian manifold. We remove all curvature restrictions and also develop…

Probability · Mathematics 2023-03-07 Xin Chen , Xue Mei Li , Bo Wu

We show that the small-time asymptotics of the sub-Riemannian heat kernel, its derivatives, and its logarithmic derivatives can be localized, allowing them to be studied even on incomplete manifolds, under essentially optimal conditions on…

Probability · Mathematics 2025-06-16 Robert W. Neel , Ludovic Sacchelli

We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our…

Differential Geometry · Mathematics 2020-04-15 Yuzuru Inahama , Setsuo Taniguchi

We study a system of $n$ differential equations, each in dimension $d$. Only the first equation is forced by a Brownian motion and the dependence structure is such that, under a local weak H\"ormander condition, the noise propagates to the…

Probability · Mathematics 2021-09-13 Paolo Pigato

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

In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\`ere's formula and the $e$-function are considered.…

Representation Theory · Mathematics 2010-05-27 David G Maher

We study integral kernels of strongly continuous semigroups on Lebesgue spaces over metric measure spaces. Based on semigroup smoothing properties and abstract Morrey-type inequalities, we give sufficient conditions for H\"older or…

Functional Analysis · Mathematics 2024-01-18 Patrizio Bifulco , Delio Mugnolo

We study the radial parts of the Brownian motions on K\"ahler and quaternion K\"ahler manifolds. Thanks to sharp Laplacian comparison theorems, we deduce as a consequence a sharp Cheeger-Yau type lower bound for the heat kernels of such…

Differential Geometry · Mathematics 2020-03-13 Fabrice Baudoin , Guang Yang