Related papers: Stochastic Heat Equations with Values in a Manifol…

We derive several mean value formulae on manifolds, generalizing the classical one for harmonic functions on Euclidean spaces as well as later results of Schoen-Yau, Michael-Simon, etc, on curved Riemannian manifolds. For the heat equation…

This paper is devoted to investigate the heat trace asymptotic expansion corresponding to the magnetic Steklov eigenvalue problem on Riemannian manifolds with boundary. We establish an effective procedure, by which we can calculate all the…

We study a Dirichlet problem for the heat equation in a domain containing an interior hole. The domain has a fixed outer boundary and a variable inner boundary determined by a diffeomorphism $\phi$. We analyze the maps that assign to the…

In this note, we prove some new entropy formula for linear heat equation on static Riemannian manifold with nonnegative Ricci curvature. The results are analogies of Cao and Hamilton's entropies for Ricci flow coupled with heat-type…

Some little considerations concerning the application of the Theory of Dirichlet Forms to stocastic variational principle on riemannian manifolds are performed

In this paper, we study the gradient estimate for positive solutions to the following nonlinear heat equation problem $$ u_t-\Delta u=au\log u+Vu, \ \ u>0 $$ on the compact Riemannian manifold $(M,g)$ of dimension $n$ and with non-negative…

We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parallel Ricci tensor, similarly to what R.~Hamilton did…

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…

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in…

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness,…

Fang-Wu\cite{FW17} presented a explicit spectral gap for the O-U process on path space over a Riemannian manifold without boundary under the bounded Ricci curvature conditions. In this paper, we will extend these results to the case of the…

We prove the existence of the O-U Dirichlet form and the damped O-U Dirichlet form on path space over a general non-compact Riemannian manifold which is complete and stochastically complete. We show a weighted log-Sobolev inequality for the…

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…

We consider the heat equation with spatially variable thermal conductivity and homogeneous Dirichlet boundary conditions. Using the Method of Fokas or Unified Transform Method, we derive solution representations as the limit of solutions of…

We study the martingale formulation of the two-dimensional stochastic heat equation (SHE) at criticality. The main theorem proves an exact recursive-type equation that expresses the covariation measures of the SHE in terms of the solutions…

We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem can be reformulated as a stochastic evolution equation in a…

This work deals with the problem of determining a non-homogeneous heat conductivity profile in a steady-state heat conduction boundary-value problem with mixed Dirichlet-Neumann boundary conditions over a bounded domain in $\mathbb{R}^n$,…

Heat is a complex quantity to measure in stochastic systems because it requires extremely small sampling timesteps. Unfortunately this is not always possible in real experiments, mainly because experimental setups have technical limits. To…

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish…