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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

We approximate the heat kernel $h(x,y,t)$ on a compact connected Riemannian manifold $M$ without boundary uniformly in $(x,y,t)\in M\times M\times [a,b]$, $a>0$, by $n$-fold integrals over $M^n$ of the densities of Brownian bridges.…

Probability · Mathematics 2020-03-03 Evelina Shamarova , Alexandre B. Simas

We study entire solutions of the biharmonic heat equation on complete Riemannian manifolds without boundary. We provide exponential decay estimates for the biharmonic heat kernel under assumptions on the lower bound of Ricci curvature and…

Differential Geometry · Mathematics 2022-03-29 Fei He

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…

High Energy Physics - Theory · Physics 2007-05-23 Ivan G. Avramidi

We consider Laplacians acting on sections of homogeneous vector bundles over symmetric spaces. By using an integral representation of the heat semi-group we find a formal solution for the heat kernel diagonal that gives a generating…

Analysis of PDEs · Mathematics 2014-06-03 Ivan G. Avramidi

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

We prove that for a general diffusion process, certain assumptions on its behavior \emph{only within a fixed open subset} of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the \emph{global} heat…

Probability · Mathematics 2015-07-07 Alexander Grigor'yan , Naotaka Kajino

In this paper, we study the quasi-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We identify the Cameron--Martin space and derive the explicit…

Probability · Mathematics 2023-12-27 Mohamed Erraoui , Michael Röckner , José Luís da Silva

We consider a complete noncompact smooth Riemannian manifold $M$ with a weighted measure and the associated drifting Laplacian. We demonstrate that whenever the $q$-Bakry-\'Emery Ricci tensor on $M$ is bounded below, then we can obtain an…

Differential Geometry · Mathematics 2013-04-18 Nelia Charalambous , Zhiqin Lu

In this work, we establish the uniform heat kernel asymptotics as well as sharp bounds for its derivatives on the free step-two Carnot group with $3$ generators. As a by-product, on this highly non-trivial toy model, we completely solve the…

Analysis of PDEs · Mathematics 2023-12-27 Hong-Quan Li , Sheng-Chen Mao , Ye Zhang

Bounds on the logarithmic derivatives of the heat kernel on a compact Riemannian manifolds have been long known, and were recently extended, for the log-gradient and log-Hessian, to general complete Riemannian manifolds. Here, we further…

Probability · Mathematics 2022-12-20 Robert W. Neel , Ludovic Sacchelli

We present an invariant definition of the hypoelliptic Laplacian on sub-Riemannian structures with constant growth vector, using the Popp's volume form introduced by Montgomery. This definition generalizes the one of the Laplace-Beltrami…

Analysis of PDEs · Mathematics 2009-09-29 Andrei Agrachev , Ugo Boscain , Jean-Paul Gauthier , Francesco Rossi

Let $(X,d)$ be a proper ultrametric space. Given a measure $m$ on $X$ and a function $B \mapsto C(B)$ defined on the collection of all non-singleton balls $B$ of $X$, we consider the associated hierarchical Laplacian $L=L_{C}\,$. The…

Probability · Mathematics 2019-01-23 Alexander Bendikov , Wojciech Cygan , Wolfgang Woess

We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…

Probability · Mathematics 2021-11-16 Shuwen Lou

In sub-Riemannian geometry there exist, in general, no known explicit representations of the heat kernels, and these functions fail to have any symmetry whatsoever. In particular, they are not a function of the control distance, nor they…

Analysis of PDEs · Mathematics 2022-09-15 Nicola Garofalo , Giulio Tralli

Assume that the circle group acts holomorphically on a compact K\"ahler manifold with isolated fixed points and that the action can be lifted holomorphically to a holomorphic Hermitian vector bundle. We give a heat kernel proof of the…

dg-ga · Mathematics 2013-08-13 Varghese Mathai , Siye Wu

Onsager-Machlup functionals are used to describe the dynamics of a continuous stochastic process. For a stochastic process taking values in a Riemannian manifold, they have been studied extensively. We describe the Onsager-Machlup…

Probability · Mathematics 2025-01-07 Marco Carfagnini , Maria Gordina

We study semigroups generated by two-dimensional relativistic Hamiltonians with magnetic field. In particular, for compactly supported radial magnetic field we show how the long time behaviour of the associated heat kernel depends on the…

Mathematical Physics · Physics 2020-11-30 Hynek Kovarik

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…

Probability · Mathematics 2020-03-06 Patricia Alonso Ruiz

In this thesis we deal with spectral invariants for polygons and closed orbisurfaces of constant Gaussian curvature. In each case our method is to study the heat kernel and the asymptotic expansion of the heat trace. First, we investigate…

Differential Geometry · Mathematics 2017-11-10 Eren Ucar