Related papers: Positive-homogeneous operators, heat kernel estima…
The heat kernel expansion for a general non--minimal operator on the spaces $C^\infty (\Lambda^k)$ and $C^\infty (\Lambda^{p,q})$ is studied. The coefficients of the heat kernel asymptotics for this operator are expressed in terms of the…
We develop a phase-space framework for fractional generalised anharmonic oscillators and their heat semigroups on weighted modulation spaces. We consider operators of the form \[ \mathcal{H}_{k,l}=(-\Delta)^{l}+V(x), \] where $V$ is a…
We develop a systematic theory of eventually positive semigroups of linear operators mainly on spaces of continuous functions. By eventually positive we mean that for every positive initial condition the solution to the corresponding Cauchy…
Let $L=-\Delta+V$ be a Schr\"odinger operator, where the potential $V$ belongs to the reverse H\"older class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^\alpha}\}_{t>0}, \alpha>0$, associated with…
We use commutator techniques and calculations in solvable Lie groups to investigate certain evolution Partial Differential Equations (PDEs for short) that arise in the study of stochastic volatility models for pricing contingent claims on…
We introduce and study a new class of higher order differential operators defined on $\mathbb{R}^{n}$, which are built with H\"{o}rmander vector fields, homogeneous w.r.t. a family of dilations (but not left invariant w.r.t. any structure…
This paper is concerned with the positivity of solutions to the Cauchy problem for linear and nonlinear parabolic equations with the biharmonic operator as fourth order elliptic principal part. Generally, Cauchy problems for parabolic…
We consider the heat kernel for higher-derivative and nonlocal operators in $d$-dimensional Euclidean space-time and its asymptotic behavior. As a building block for operators of such type, we consider the heat kernel of the minimal…
We consider the heat equation $u_t=Lu$ where $L$ is a second-order difference operator in a discrete variable $n$. The fundamental solution has an expansion in terms of the Bessel functions of imaginary argument. The coefficients…
We suggest a systematic calculational scheme for heat kernels of covariant nonminimal operators in causal theories whose characteristic surfaces are null with respect to a generic metric. The calculational formalism is based on a…
For the discrete Laguerre operators we compute explicitly the corresponding heat kernels by expressing them with the help of Jacobi polynomials. This enables us to show that the heat semigroup is ultracontractive and to compute the…
We construct an index of first-order, self-adjoint, elliptic differential operators in the $K$-theory of a Fr\'echet algebra of smooth kernels with faster than exponential off-diagonal decay. We show that this index can be represented by an…
We study the long-time asymptotic behaviour of semigroups generated by non-local Schr\"odinger operators of the form $H = -L+V$; the free operator $L$ is the generator of a symmetric L\'evy process in $\mathbb R^d$, $d > 1$ (with…
In this note we analyse \emph{quantitative} approximation properties of a certain class of \emph{nonlocal} equations: Viewing the fractional heat equation as a model problem, which involves both \emph{local} and \emph{nonlocal}…
This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…
Let $H$ be a norm of ${\bf R}^N$ and $H_0$ the dual norm of $H$. Denote by $\Delta_H$ the Finsler-Laplace operator defined by $\Delta_Hu:=\mbox{div}\,(H(\nabla u)\nabla_\xi H(\nabla u))$. In this paper we prove that the Finsler-Laplace…
In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…
Let $H_h = h^2 L +V$ where $L$ is a self-adjoint Laplace type operator acting on sections of a vector bundle over a compact Riemannian manifold and $V$ is a symmetric endomorphism field. We derive an asymptotic expansion for the heat kernel…
For $d\geq 1$ and $0<\beta<\alpha<2$, consider a family of pseudo differential operators $\{\Delta^{\alpha} + a^\beta \Delta^{\beta/2}; a \in [0, 1]\}$ that evolves continuously from $\Delta^{\alpha/2}$ to $ \Delta^{\alpha/2}+…
A systematic and unified approach to transformations and symmetries of general second order linear parabolic partial differential equations is presented. Equivalence group is used to derive the Appell type transformations, specifically…