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

In this paper, we derive $C^2$ estimates for a class of mixed Hessian type equations with Dirichlet boundary condition, and obtain the existence theorem of admissible solutions for the classical Dirichlet problem of these mixed Hessian type…

In this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock (1996) and removes in particular the…

A Riemannian stochastic representation of model uncertainties in molecular dynamics is proposed. The approach relies on a reduced-order model, the projection basis of which is randomized on a subset of the Stiefel manifold characterized by…

We study partial data inverse problems for linear and nonlinear parabolic equations with unknown time-dependent coefficients. In particular, we prove uniqueness results for partial data inverse problems for semilinear reaction-diffusion…

We establish effective existence and uniqueness for the heat flow on time-dependent Riemannian manifolds, under minimal assumptions tailored towards the study of Ricci flow through singularities. The main point is that our estimates only…

We study the small-time asymptotics of the heat content of smooth non-characteristic domains of a general rank-varying sub-Riemannian structure, equipped with an arbitrary smooth measure. By adapting to the sub-Riemannian case a technique…

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…

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

We establish the convergence of statistically invariant states for the stochastic Boussinesq Equations in the infinite Prandtl number limit and in particular demonstrate the convergence of the Nusselt number (a measure of heat transport in…

In the first part of this paper, we get new Li-Yau type gradient estimates for positive solutions of heat equation on Riemmannian manifolds with $Ricci(M)\ge -k$, $k\in \mathbb R$. As applications, several parabolic Harnack inequalities are…

Let $ \mathscr E $ be a regular, strongly local Dirichlet form on $L^2(X, m)$ and $d$ the associated intrinsic distance. Assume that the topology induced by $d$ coincides with the original topology on $ X$, and that $X$ is compact,…

In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…

We consider a metric measure space with a local regular Dirichlet form. We establish necessary and sufficient conditions for upper heat kernel bounds with sub-diffusive space-time exponent to hold. This characterization is stable under…

In this paper we prove first order differential Harnack estimates for positive solutions of the heat equation (in the sense of distributions) under closed Finsler-Ricci flows. We assume mild non-linearities (in terms of the Chern…

We introduce a new method for computing the heat invariants of a 2-dimensional Riemannian manifold based on a result by S.Agmon and Y.Kannai. Two explicit expressions for the heat invariants are presented. The first one depends on the…

We analyze a linear parabolic equation with homogeneous Dirichlet boundary conditions posed in domains whose evolution may involve topological transitions. The domains are described as sublevel sets of a smooth space-time level set…

Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…

In this paper, we remove the assumption on the gradient of the Ricci curvature in Hamilton's matrix Harnack estimate for the heat equation on all closed manifolds, answering a question which has been around since the 1990s. New ingredients…

We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…

Let $(M,g)$ be a four dimensional compact Riemannian manifold with boundary and $(N,h)$ be a compact Riemannian manifold without boundary. We show the existence of a unique, global weak solution of the heat flow of extrinsic biharmonic maps…