Related papers: Hypoelliptic heat kernels on infinite-dimensional …

We analyze underdamped Brownian motion in non-isothermal media with quadratic, linear, and piecewise-constant temperature profiles. Exact identities for entropy production and entropy extraction are derived, addressing whether a vanishing…

In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…

We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…

The heat kernel in curved space-time is computed to fourth order in a strict expansion in the number of covariant derivatives. The computation is made for arbitrary non abelian gauge and scalar fields and for the Riemann connection in the…

Let $\Omega$ be an open set in a complete, smooth, non-compact, $m$-dimensional Riemannian manifold $M$ without boundary, where $M$ satisfies a two-sided Li-Yau gaussian heat kernel bound. It is shown that if $\Omega$ has infinite measure,…

We study the subelliptic heat kernels of the CR three dimensional solvable Lie groups. We first classify all left-invariant sub-Riemannian structures on three dimensional solvable Lie groups and obtain representations of these groups. We…

We estimate the heat kernel on a closed Riemannian manifold $M$, with $dim(M)\geq 3$, evolving under the Ricci-harmonic map flow and the result depends on some constants arising from a Sobolev imbedding theorem. In a special case, when the…

In this paper we consider the following SDE with distributional drift $b$: $$ {\rm d} X_t=\sigma(X_t){\rm d} B_t+b(X_t){\rm d} t,\ X_0=x\in{\mathbb R}^d, $$ where $\sigma$ is a bounded continuous and uniformly non-degenerate $d\times…

We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with…

Liouville Brownian motion (LBM) is the canonical diffusion process on a Liouville quantum gravity (LQG) surface. In this work, we establish upper and lower bounds for the heat kernel for LBM when $\gamma=\sqrt{8/3}$ in terms of the…

We prove heat kernel estimates for the $\bar\partial$-Neumann Laplacian acting in spaces of differential forms over noncompact, strongly pseudoconvex complex manifolds with a Lie group symmetry and compact quotient. We also relate our…

Brownian motion of a heavy charged particle at zero and small (but finite) temperature is studied in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by…

The heat kernel for the Cauchy-Riemann subLaplacian on S(2n+1) is derived in a manner which is completely analogous to the classical derivation of elliptic heat kernels. This suggests that the classical hamiltonian construction of elliptic…

We derive sharp, local and dimension dependent hypercontractive bounds on the Markov kernel of a large class of diffusion semigroups. Unlike the dimension free ones, they capture refined properties of Markov kernels, such as trace…

Asymptotic expansions of heat kernels and heat traces of Schr\"odinger operators on non-compact spaces are rarely explored, and even for cases as simple as $\mathbb{C}^n$ with (quasi-homogeneous) polynomials potentials, it's already very…

A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…

We use some results from the theory of Reproducing Kernel Hilbert Spaces to show that the reachable space of the heat equation for a finite rod with either one or two Dirichlet boundary controls is a RKHS of analytic functions on a square,…

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 study the behavior of the heat kernel of the Hodge Laplacian on a contact manifold endowed with a family of Riemannian metrics that blow-up the directions transverse to the contact distribution. We apply this to analyze the behavior of…

This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the…