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Related papers: Fourier-Bessel heat kernel estimates

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We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful…

Probability · Mathematics 2024-03-11 Sebastian Andres , David A. Croydon , Takashi Kumagai

We provide sharp two-sided estimates of the heat kernel of the Dirichlet fractional Laplacian on the half-line perturbed by the Hardy potential.

Analysis of PDEs · Mathematics 2024-01-18 Tomasz Jakubowski , Paweł Maciocha

The purpose of the paper is to find explicit formulas describing the joint distributions of the first hitting time and place for half-spaces of codimension one for a diffusion in $\R^{n+1}$, composed of one-dimensional Bessel process and…

Probability · Mathematics 2010-06-18 T. Byczkowski , J. Malecki , M. Ryznar

Kernels are key in machine learning for modeling interactions. Unfortunately, brute-force computation of the related kernel sums scales quadratically with the number of samples. Recent Fourier-slicing methods lead to an improved linear…

Numerical Analysis · Mathematics 2025-10-14 Nicolaj Rux , Johannes Hertrich , Sebastian Neumayer

We prove genuinely sharp two-sided global estimates for heat kernels on all compact rank-one symmetric spaces. This generalizes the authors' recent result obtained for a Euclidean sphere of arbitrary dimension. Furthermore, similar heat…

Classical Analysis and ODEs · Mathematics 2022-09-09 Adam Nowak , Peter Sjögren , Tomasz Z. Szarek

We consider the formal SDE dX t = b(t, X t)dt + dZ t , X 0 = x $\in$ R d , (E) where b $\in$ L r ([0, T ], B $\beta$ p,q (R d , R d)) is a time-inhomogeneous Besov drift and Z t is a symmetric d-dimensional $\alpha$-stable process, $\alpha$…

Probability · Mathematics 2024-10-14 Mathis Fitoussi

We obtain two-sided heat kernel estimates for Riemannian manifolds with ends with mixed boundary condition, provided that the heat kernels for the ends are well understood. These results extend previous results of Grigor'yan and…

Differential Geometry · Mathematics 2025-01-15 Emily Dautenhahn , Laurent Saloff-Coste

We discuss efficient algorithms for the accurate forward and reverse evaluation of the discrete Fourier-Bessel transform (dFBT) as numerical tools to assist in the 2D polar convolution of two radially symmetric functions, relevant, e.g., to…

Computational Physics · Physics 2016-11-08 O. Melchert , M. Wollweber , B. Roth

The aim of this paper is threefold. First, we obtain the precise bounds for the heat kernel on isotropic Heisenberg groups by using well-known results in the three dimensional case. Second, we study the asymptotic estimates at infinity for…

Analysis of PDEs · Mathematics 2018-09-25 Hong-Quan Li , Ye Zhang

We introduce a fractional Bessel process with constant negative drift, defined as a time-changed Bessel process via the inverse of a stable subordinator, independent of the base process. This construction yields a model capable of capturing…

Probability · Mathematics 2025-07-08 Ivan Papić

This paper illustrates the utility of the heat kernel on $\mathbb{Z}$ as the discrete analogue of the Gaussian density function. It is the two-variable function $K_{\mathbb{Z}}(t,x)=e^{-2t}I_{x}(2t)$ involving a Bessel function and…

Mathematical Physics · Physics 2024-09-24 Gautam Chinta , Jay Jorgenson , Anders Karlsson , Lejla Smajlović

An analytical result is given for the exact evaluation of an integral which arises in the analysis of acoustic radiation from wave packet sources: $ I_{mn}(\beta,q) = \int_{-\infty}^{\infty} e^{-\beta^{2}x^{2}-i q x}x^{m+1/2}J_{n+1/2}(x)…

Mathematical Physics · Physics 2013-10-31 Michael Carley

This paper concerns the first passage times of Bessel processes to a point on the positive real line. We are interested in the case when the process starts at a position on its right and compute the densities of the distributions of the…

Probability · Mathematics 2015-02-17 Kohei Uchiyama

Motivated by problems in control theory concerning decay rates for the damped wave equation $$w_{tt}(x,t) + \gamma(x) w_t(x,t) + (-\Delta + 1)^{s/2} w(x,t) = 0,$$ we consider an analogue of the classical Paneah-Logvinenko-Sereda theorem for…

Classical Analysis and ODEs · Mathematics 2026-04-30 Benjamin Jaye , Rahul Sethi

In this work we construct the heat kernel of the 1/2-order Laplacian perturbed by the first-order gradient term in H\"older space and the zero-order potential term in generalized Kato's class, and obtain sharp two-sided estimates as well as…

Analysis of PDEs · Mathematics 2013-04-16 Longjie Xie , Xicheng Zhang

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

In a previous paper, we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper "Geffroy J. (1964) Sur un probl\`eme d'estimation…

Statistics Theory · Mathematics 2012-09-03 Stéphane Girard , Pierre Jacob

We establish good numerical estimates for a certain class of integrals involving sixfold products of Bessel functions. We use relatively elementary methods. The estimates will be used in the study of a sharp Fourier restriction inequality…

Classical Analysis and ODEs · Mathematics 2015-10-01 Diogo Oliveira e Silva , Christoph Thiele

In this paper, we derive sharp two side heat kernel estimate on exterior $C^{1,1}$ domains in the plane, and sharp upper heat kernel bound on exterior $C^{1,\mathrm{Dini}}$ domains in $\mathbb{R}^n$, $n\ge 2$. Estimates for Green's function…

Classical Analysis and ODEs · Mathematics 2025-04-17 Renjin Jiang , Tianjun Shen , Sibei Yang , Houkun Zhang

We estimate the derivative of a probability density function defined on $[0,\infty)$. For this purpose, we choose the class of kernel estimators with asymmetric gamma kernel functions. The use of gamma kernels is fruitful due to the fact…

Statistics Theory · Mathematics 2015-02-10 L. A. Markovich