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In this paper we continue the study on intrinsic Harnack inequality for non- homogeneous parabolic equations in non-divergence form initiated by the first author in [1]. We establish a forward-in-time intrinsic Harnack inequality, which in…

Analysis of PDEs · Mathematics 2024-05-07 Vedansh Arya , Vesa Julin

We prove a boundary Harnack inequality for nonlocal elliptic operators $L$ in non-divergence form with bounded measurable coefficients. Namely, our main result establishes that if $Lu_1=Lu_2=0$ in $\Omega\cap B_1$, $u_1=u_2=0$ in…

Analysis of PDEs · Mathematics 2016-10-19 Xavier Ros-Oton , Joaquim Serra

We prove new boundary Harnack inequalities in Lipschitz domains for equations with a right hand side. Our main result applies to non-divergence form operators with bounded measurable coefficients and to divergence form operators with…

Analysis of PDEs · Mathematics 2023-07-11 Xavier Ros-Oton , Clara Torres-Latorre

We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffusion. We obtain sharp constants for these inequalities for…

Probability · Mathematics 2024-01-02 Jason M. Altschuler , Sinho Chewi

We present a higher dimensional, scale-invariant version of a classical theorem of F. and M. Riesz. More precisely, we establish scale invariant absolute continuity of harmonic measure with respect to surface measure, along with higher…

Classical Analysis and ODEs · Mathematics 2015-07-09 Steve Hofmann , José María Martell

By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the…

Probability · Mathematics 2012-11-20 Feng-Yu Wang

We prove the Harnack inequality for general nonlocal elliptic equations with zero order terms. As an application we prove the existence of the principal eigenvalue in general domains. Furthermore, we study the eigenvalue problem associated…

Analysis of PDEs · Mathematics 2019-09-09 Gonzalo Dávila , Alexander Quaas , Erwin Topp

We characterize Gaussian estimates for transition probability of a discrete time Markov chain in terms of geometric properties of the underlying state space. In particular, we show that the following are equivalent: (1) Two sided Gaussian…

Probability · Mathematics 2015-06-26 Mathav Murugan , Laurent Saloff-Coste

In this paper, we establish stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces under general volume doubling condition. We obtain their stable equivalent characterizations in terms…

Probability · Mathematics 2020-06-19 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…

Analysis of PDEs · Mathematics 2010-11-13 Rico Zacher

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some…

Probability · Mathematics 2015-01-15 Alberto Chiarini , Jean-Dominique Deuschel

Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…

Probability · Mathematics 2025-12-10 Shiping Cao , Zhen-Qing Chen

We prove an invariant Harnack's inequality for operators in non-divergence form structured on Heisenberg vector fields when the coefficient matrix is uniformly positive definite, continuous, and symplectic. The method consists in…

Analysis of PDEs · Mathematics 2017-06-01 Farhan Abedin , Cristian E. Gutiérrez , Giulio Tralli

In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…

Probability · Mathematics 2020-01-28 Timur Yastrzhembskiy

We establish existence and uniqueness results for nonlinear elliptic Dirichlet boundary value problems on n-dimensional time scale domains. Time scales provide a unified framework that encompasses continuous, discrete, and hybrid settings.…

Analysis of PDEs · Mathematics 2026-02-12 Shalmali Bandyopadhyay , F. Ayça Çetinkaya , Tom Cuchta

We consider uniformly parabolic equations and inequalities of second order in the non-divergence form with drift \[-u_{t}+Lu=-u_{t}+\sum_{ij}a_{ij}D_{ij}u+\sum b_{i}D_{i}u=0\,(\geq0,\,\leq0)\] in some domain $Q\subset \mathbb{R}^{n+1}$. We…

Analysis of PDEs · Mathematics 2016-02-03 Gong Chen

We obtained estimates for first eigenvalues of the Dirichlet boundary value problem for elliptic operators in divergence form (i.e. for the principal frequency of non-homogeneous membranes) in bounded domains $\Omega \subset \mathbb C$…

Analysis of PDEs · Mathematics 2023-01-18 Vladimir Gol'dshtein , Valery Pchelintsev

We study the principal Dirichlet eigenfunction $\varphi_U$ when the domain $U$ is a perturbation of a bounded inner uniform domain in a strictly local regular Dirichlet space. We prove that if $U$ is suitably contained in between two inner…

Probability · Mathematics 2025-04-29 Brian Chao , Laurent Saloff-Coste

This is a study of a class of nonlocal nonlinear diffusion equations. We present a strong maximum principle for nonlocal time-dependent Dirichlet problems. Results are for bounded functions of space, rather than (semi)-continuous functions.…

Analysis of PDEs · Mathematics 2016-02-12 Ravi Shankar , Tucker Hartland

We prove a version of differential Harnack inequality for a family of sub-elliptic diffusions on Sasakian manifolds under certain curvature conditions.

Differential Geometry · Mathematics 2013-02-15 Paul W. Y. Lee