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We prove a geometrically meaningful stochastic representation of the derivative of the heat semigroup on sub-Riemannian manifolds with tranverse symmetries. This representation is obtained from the study of Bochner-Weitzenbock type formulas…

Probability · Mathematics 2014-06-24 Fabrice Baudoin

Using the curvature-dimension inequality proved in Part~I, we look at consequences of this inequality in terms of the interaction between the sub-Riemannian geometry and the heat semigroup $P_t$ corresponding to the sub-Laplacian. We give…

Differential Geometry · Mathematics 2015-07-30 Erlend Grong , Anton Thalmaier

Let (P(t)) be the Ornstein-Uhlenbeck semigroup associated with the stochastic Cauchy problem dU(t) = AU(t)dt + dW_H(t), where A is the generator of a C_0-semigroup (S(t)) on a Banach space E, H is a Hilbert subspace of E, and (W_H(t)) is an…

Functional Analysis · Mathematics 2011-02-07 Jan Maas , Jan van Neerven

For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and…

Probability · Mathematics 2022-03-23 Ismael Bailleul , James Norris

In this paper, we first prove that the following generalized conservation principle holds on complete Riemannian manifolds: for every \(0<s<1\) and \(t>0\), \[ T_t^{(s)}\mathbf 1+\int_0^t T_\tau^{(s)}\mathcal R_s\,d\tau=1 \qquad\text{on }M,…

Analysis of PDEs · Mathematics 2026-04-23 Rui Chen , Bobo Hua

We consider a complete non-compact Riemannian manifold satisfying the volume doubling property and a Gaussian upper bound for its heat kernel (on functions). Let -- $\rightarrow$ $\Delta$ k be the Hodge-de Rham Laplacian on differential…

Analysis of PDEs · Mathematics 2017-05-22 Jocelyn Magniez , El Maati Ouhabaz

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

For a second order operator on a compact manifold satisfying the strong H\"ormander condition, we give a bound for the spectral gap analogous to the Lichnerowicz estimate for the Laplacian of a Riemannian manifold. We consider a wide class…

Differential Geometry · Mathematics 2018-05-24 Stine Marie Berge , Erlend Grong

Stochastic incompleteness of a Riemannian manifold $M$ amounts to the nonconservation of probability for the heat semigroup on $M$. We show that this property is equivalent to the existence of nonnegative, nontrivial, bounded (sub)solutions…

Analysis of PDEs · Mathematics 2025-11-21 Gabriele Grillo , Kazuhiro Ishige , Matteo Muratori , Fabio Punzo

Let $P$ be a linear, second-order, elliptic operator with real coefficients defined on a noncompact Riemannian manifold $M$ and satisfies $P1=0$ in $M$. Assume further that $P$ admits a minimal positive Green function in $M$. We prove that…

Analysis of PDEs · Mathematics 2022-07-14 Debdip Ganguly , Yehuda Pinchover , Prasun Roychowdhury

The main results of the article are short time estimates and asymptotic estimates for the first two order derivatives of the logarithmic heat kernel of a complete Riemannian manifold. We remove all curvature restrictions and also develop…

Probability · Mathematics 2023-03-07 Xin Chen , Xue Mei Li , Bo Wu

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

We give a probabilistic representation for the gradient of a 2nd order linear parabolic PDE $\partial_{t}u(t,x)=(1/2)a^{ij}\partial_{ij}u(t,x)+b^{i}\partial_{i}u(t,x)$ with Cauchy initial condition $u(0,x)=f(x)$ and Neumann boundary…

Probability · Mathematics 2025-10-03 Abdelatif Benchérif Madani

This note studies local integral gradient bounds for distributional solutions of a large class of partial differential inequalities with diffusion in divergence form and power-like first-order terms. The applications of these estimates are…

Analysis of PDEs · Mathematics 2022-03-25 Alessandro Goffi

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

In this paper we study the boundedness of global pseudo-differential operators on smooth manifolds. By using the notion of global symbol we extend a classical condition of H\"ormander type to guarantee the $L^p$-$L^q$-boundedness of global…

Functional Analysis · Mathematics 2020-05-12 Duván Cardona Sánchez , Vishvesh Kumar , Michael Ruzhansky , Niyaz Tokmagambetov

We prove a heat semigroup characterization of the total variation for compactly supported ${\rm BV}$ on arbitrary smooth complete weighted Riemannian manifolds, extending the main result in \cite{GP15}. We then provide an example of a…

Analysis of PDEs · Mathematics 2026-05-05 Luca Gennaioli

A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…

Probability · Mathematics 2019-11-20 Xue-Mei Li

We prove that conservation of probability for the free heat semigroup on a Riemannian manifold $M$ (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution…

Analysis of PDEs · Mathematics 2020-03-06 Gabriele Grillo , Kazuhiro Ishige , Matteo Muratori

Let $M$ be a complete connected Riemannian manifold with boundary $\partial M$, and let $P_t$ be the Neumann semigroup generated by $\frac{ 1}{ 2} L$ where $L=\Delta+Z$ for a $C^1$-vector field $Z$ on $M$. We establish Bismut type formulae…

Probability · Mathematics 2022-10-19 Li-Juan Cheng , Anton Thalmaier , Feng-Yu Wang
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