Related papers: Gradient Bounds for Kolmogorov Type Diffusions

Our purpose is to obtain gradient estimates for certain nonlinear partial differential equations by coupling methods. First we derive uniform gradient estimates for a certain semi-linear PDEs based on the coupling method introduced in Wang…

For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified $\Gamma$ calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to…

We consider a class of linear differential operators acting on vector-valued function spaces with general coupled boundary conditions. Unlike in the more usual case of so-called quantum graphs, the boundary conditions can be nonlinear.…

In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $\Gamma_2$ curvature of Bakry and Emery in the…

A class of (1+2)-dimensional diffusion-convection equations (nonlinear Kolmogorov equations) with time-dependent coefficients is studied with Lie symmetry point of view. The complete group classification is achieved using a gauging of…

In this paper, we obtain the reverse Bakry-\'Emery type estimates for a class of hypoelliptic diffusion operator by coupling method. The (right and reverse) Poincar\'e inequalities and the (right and reverse) logarithmic Sobolev…

The gradient scheme framework is based on a small number of properties and encompasses a large number of numerical methods for diffusion models. We recall these properties and develop some new generic tools associated with the gradient…

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiable function but not differentiable itself. For every…

We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…

We introduce diffusion geometry as a new framework for geometric and topological data analysis. Diffusion geometry uses the Bakry-Emery $\Gamma$-calculus of Markov diffusion operators to define objects from Riemannian geometry on a wide…

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…

Jacobi diffusion is a representative diffusion process whose solution is bounded in a domain under certain drift and diffusion coefficient conditions. However, the process without such conditions has not been thoroughly investigated. We…

We determine sufficient conditions for the occurrence of a pointwise gradient estimate for the evolution operators associated to nonautonomous second order parabolic operators with (possibly) unbounded coefficients. Moreover we exhibit a…

We prove global Sobolev regularity and pointwise upper bounds for the gradient of transition densities associated with second order differential operators in $\mathbb{R}^d$ with unbounded diffusion, drift and potential terms.

In this paper we consider fractional Kolmogorov operators defined, in $\mathbb{R}^d$, by \[\Lambda_\kappa=(-\Delta)^{\alpha/2}+\frac{\kappa}{|x|^\alpha} x\cdot \nabla,\] with $\alpha\in (1,2)$, $\alpha<(d+2)/2$ and $\kappa\in \mathbb{R}$.…

We study diffusion and wave equations in networks. Combining semigroup and variational methods we obtain well-posedness and many nice properties of the solutions in general L^p -context. Following earlier articles of other authors, we…

Gradient schemes is a framework which enables the unified convergence analysis of many different methods -- such as finite elements (conforming, non-conforming and mixed) and finite volumes methods -- for $2^{\rm nd}$ order diffusion…