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We study a $d$-dimensional non-symmetric strictly $\alpha$-stable L\'{e}vy process $\mathbf{X}$, whose spherical density is bounded and bounded away from the origin. First, we give sharp two-sided estimates on the transition density of…

Probability · Mathematics 2023-10-13 Łukasz Leżaj

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

Probability · Mathematics 2025-01-31 Sandro Franceschi

Let $\mathcal{T}$ be a locally finite tree whose geometric boundary has infinitely many points. Suppose that a non-amenable group $\G$ acts isometrically and geometrically on the tree $\mathcal{T}$. In this paper, we show that if the length…

Dynamical Systems · Mathematics 2024-03-11 Soonki Hong

We investigate heat kernel estimates of the form $p_{t}(x, x)\geq c_{x}t^{-\alpha},$ for large enough $t,$ where $\alpha$ and $c_{x}$ are positive reals and $c_{x}$ may depend on $x,$ on manifolds having at least one end.

Differential Geometry · Mathematics 2022-01-19 Alexander Grigor'yan , Philipp Sürig

In this paper, we study two types of purely discontinuous symmetric Markov processes $X$ in bounded smooth subsets of $\mathbb R^d$: conservative processes and processes killed either upon approaching the boundary of the set or by a killing…

Probability · Mathematics 2025-12-16 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

The paper deals with point-wise estimates for the heat kernel of a nonlocal convolution type operator with a kernel that decays at least exponentially at infinity. It is shown that the large time behaviour of the heat kernel depends…

Functional Analysis · Mathematics 2018-04-25 Alexander Grigoryan , Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina

We give sharp estimates for the transition density of the isotropic stable L\'evy process killed when leaving a right circular cone.

Probability · Mathematics 2009-03-16 Krzysztof Bogdan , Tomasz Grzywny

Consider the heat kernel $p(t,x,y)$ on the universal cover $X$ of a Riemannian manifold $M$ of negative curvature. We show the local limit theorem for $p$ : $$\lim_{t \to \infty} t^{3/2}e^{\lambda_0 t} p(t,x,y)=C(x,y),$$ where $\lambda_0$…

Dynamical Systems · Mathematics 2020-05-27 François Ledrappier , Seonhee Lim

We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

Spectral Theory · Mathematics 2011-10-18 Narinder S Claire

Given a domain $\Omega$ of a complete Riemannian manifold $\mathcal{M}$ and define $\mathcal{A}$ to be the Laplacian with Neumann boundary condition on $\Omega$. We prove that, under appropriate conditions, the corresponding heat kernel…

Analysis of PDEs · Mathematics 2015-11-04 Mourad Choulli , Laurent Kayser , El Maati Ouhabaz

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,…

Analysis of PDEs · Mathematics 2018-02-01 Michiel van den Berg

We prove on-diagonal bounds for the heat kernel of the Dirichlet Laplacian $-\Delta^D_\Omega$ in locally twisted three-dimensional tubes $\Omega$. In particular, we show that for any fixed $x$ the heat kernel decays for large times as…

Analysis of PDEs · Mathematics 2014-01-28 Gabriele Grillo , Hynek Kovařík , Yehuda Pinchover

We consider the homogeneous heat equation in a domain $\Omega$ in $\mathbb{R}^n$ with vanishing initial data and the Dirichlet boundary condition. We are looking for solutions in $W^{r,s}_{p,q}(\Omega\times(0,T))$, where $r < 2$, $s < 1$,…

Analysis of PDEs · Mathematics 2012-04-27 B. Nowakowski , W. Zajączkowski

We consider a quantum lattice system with infinite-dimensional on-site Hilbert space, very similar to the Bose-Hubbard model. We investigate many-body localization in this model, induced by thermal fluctuations rather than disorder in the…

Statistical Mechanics · Physics 2015-06-17 Wojciech De Roeck , François Huveneers

Consider the heat equation $u_t-\Delta u=0$ on a bounded $C^2$ domain $\Omega$ in $\mathbb{R}^{n}(n\geq 2)$ with any positive initial data. If a superlinear radiation law $\frac{\partial u}{\partial n}=u^{q}$ with $q>1$ is imposed on a…

Analysis of PDEs · Mathematics 2019-10-23 Xin Yang , Zhengfang Zhou

In this paper we obtain bounds for the decay rate for solutions to the nonlocal problem $\partial_t u(t,x) = \int_{\R^n} J(x,y)[u(t,y) - u(t,x)] dy$. Here we deal with bounded kernels $J$ but with polynomial tails, that is, we assume a…

Analysis of PDEs · Mathematics 2013-07-15 Emmanuel Chasseigne , Patricio Felmer , J. Rossi , Erwin Topp

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

Probability · Mathematics 2025-05-06 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings of M with mixed Dirichlet and Neumann boundary conditions. As an application, we study…

Analysis of PDEs · Mathematics 2018-04-05 Xi Geng , Gautam Iyer

We study the transition density of a standard two-dimensional Brownian motion killed when hitting a bounded Borel set $A$. We derive the asymptotic form of the density, say $p^A_t({\bf x},{\bf y})$, for large times $t$ and for ${\bf x}$ and…

Probability · Mathematics 2017-03-07 Kohei Uchiyama

The heat kernels of Laplacians for spin 1/2, 1, 3/2 and 2 fields, and the asymptotic expansion of their traces are studied on manifolds with conical singularities. The exact mode-by-mode analysis is carried out for 2-dimensional domains and…

High Energy Physics - Theory · Physics 2009-10-30 Dmitri V. Fursaev , Gennaro Miele
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