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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…

Probability · Mathematics 2008-01-31 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

We prove the following sharp upper bound for the gradient of the Neumann semigroup $P_t$ on a $d$-dimensional compact domain $\OO$ with boundary either $C^2$-smooth or convex: $$\|\nn P_t\|_{1\to \infty}\le \ff{c}{t^{(d+1)/2}},\ \ t>0,$$…

Probability · Mathematics 2010-09-30 Feng-Yu wang , Lixin Yan

By using the Malliavin calculus and solving a control problem, Bismut type derivative formulae are established for a class of degenerate diffusion semigroups with non-linear drifts. As applications, explicit gradient estimates and Harnack…

Probability · Mathematics 2012-03-13 Feng-Yu Wang , Xi-Cheng Zhang

We revisit the problem of obtaining uniform gradient estimates for Dirichlet and Neumann heat semigroups on Riemannian manifolds with boundary. As applications, we obtain isoperimetric inequalities, using Ledoux's argument, and uniform…

Functional Analysis · Mathematics 2018-03-26 Li-Juan Cheng , Anton Thalmaier , James Thompson

Various sharp pointwise estimates for the gradient of solutions to the heat equation are obtained. The Dirichlet and Neumann conditions are prescribed on the boundary of a half-space. All data belong to the Lebesgue space $L^p$. Derivation…

Analysis of PDEs · Mathematics 2018-08-10 Gershon Kresin , Vladimir Maz'ya

We prove a general Bismut's formula for the gradient of a class of smooth Wiener functionals over vector bundles of a compact Riemannian manifold. This general formula can be used repeatedly for obtaining probabilistic representation of…

Probability · Mathematics 2016-01-12 Elton P. Hsu , Zhenan Wang

Continuing our previous work (arXiv:1509.07981v1), we derive another global gradient estimate for positive functions, particularly for positive solutions to the heat equation on finite or locally finite graphs. In general, the gradient…

Differential Geometry · Mathematics 2015-10-27 Yong Lin , Shuang Liu , Yunyan Yang

For the Neumann heat flow on nonconvex Riemannian domains $D\subset M$, we provide sharp gradient estimates and transport estimates with a novel $\sqrt t$-dependence, for instance, $$\text{Lip}( P^D_tf)\le e^{2S \,…

Analysis of PDEs · Mathematics 2025-02-05 Karl-Theodor Sturm

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary…

Differential Geometry · Mathematics 2020-03-10 James Thompson

We consider a parabolic equation driven by a nonlinear diffusive operator and we obtain a gradient estimate in the domain where the equation takes place. This estimate depends on the structural constants of the equation, on the geometry of…

Analysis of PDEs · Mathematics 2021-02-08 Serena Dipierro , Zu Gao , Enrico Valdinoci

By using coupling method, a Bismut type derivative formula is established for the Markov semigroup associated to a class of hyperdissipative stochastic Navier-Stokes/Burgers equations. As applications, gradient estimates, dimension-free…

Probability · Mathematics 2010-09-09 Feng-Yu Wang , Lihu Xu

For large classes of non-convex subsets $Y$ in ${\mathbb R}^n$ or in Riemannian manifolds $(M,g)$ or in RCD-spaces $(X,d,m)$ we prove that the gradient flow for the Boltzmann entropy on the restricted metric measure space $(Y,d_Y,m_Y)$…

Functional Analysis · Mathematics 2017-12-21 Janna Lierl , Karl-Theodor Sturm

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

In this paper, we derive local and global Li-Yau type gradient estimates for the positive solutions of the CR heat equation on complete noncompact pseudo-Hermitian manifolds. As applications of the gradient estimates, we give a Harnack…

Differential Geometry · Mathematics 2023-05-10 Yuxin Dong , Yibin Ren , Biqiang Zhao

Our purpose is to obtain gradient estimates for certain nonlinear partial differential equations by coupling methods. First we derive uniform gradient estimates for a certain semi-linear PDEs based on the coupling method introduced in Wang…

Probability · Mathematics 2014-07-22 Yongsheng Song

We establish local elliptic and parabolic gradient estimates for positive smooth solutions to a nonlinear parabolic equation on a smooth metric measure space. As applications, we determine various conditions on the equation's coefficients…

Differential Geometry · Mathematics 2018-12-04 Jia-Yong Wu

In this paper we study the {\it a priori} gradient estimates for admissible solutions to Neumann boundary value problem of fully nonlinear Hessian equations on Riemannian manifolds. We firstly derive an interior gradient estimates for…

Analysis of PDEs · Mathematics 2018-02-28 Weisong Dong

As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m\times\R^d$ is investigated, where $$X_i(x,y)= \sum_{k=1}^m…

Probability · Mathematics 2014-04-15 Feng-Yu Wang

We analyze "Neumann" spectral minimal partitions for a thin strip on a cylinder or for the thin annulus.

Spectral Theory · Mathematics 2015-09-16 Bernard Helffer , Thomas Hoffmann-Ostenhof

In this paper, we use the maximum principle to get the gradient estimate for the solutions of the prescribed mean curvature equation with Neumann boundary value problem, which gives a positive answer for the question raised by Lieberman…

Analysis of PDEs · Mathematics 2016-06-23 Xi-Nan Ma , Jinju Xu
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