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Related papers: Functional inequalities for Feynman-Kac semigroups

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We introduce the notion of Canonical Expanding Ricci Soliton, and use it to derive new Harnack inequalities for Ricci flow. This viewpoint also gives geometric insight into the existing Harnack inequalities of Hamilton and Brendle.

Differential Geometry · Mathematics 2009-11-30 Esther Cabezas-Rivas , Peter M. Topping

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

Probability · Mathematics 2007-05-23 Anna Karczewska

We consider the stochastic differential equation $$ \left\{ \begin{array}{lc} dX(t)=[AX(t)+F(X(t))]dt+C^{1/2}dW(t), & t>0;\\ X(0)=x \in \mathcal{X}; \end{array}\right. $$ where $\mathcal{X}$ is a Hilbert space, $\{W(t)\}_{t\geq 0}$ is a…

Probability · Mathematics 2024-04-02 L. Angiuli , D. A. Bignamini , S. Ferrari

We compute a lower bound for the scalar curvature of a gradient Einstein soliton under a certain assumption on its potential function. We establish an asymptotic behavior of the potential function on a noncompact gradient shrinking Einstein…

Differential Geometry · Mathematics 2024-04-12 Enrique Fernando López Agila , José Nazareno Vieira Gomes

The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…

Numerical Analysis · Mathematics 2016-07-26 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

We provide a unified method for obtaining upper bounds for certain functional integrals appearing in quantum mechanics and non-relativistic quantum field theory, functionals of the form $E\left[\exp(A_T)\right]$, the (effective) action…

Mathematical Physics · Physics 2015-12-29 Gonzalo A. Bley , Lawrence E. Thomas

Using Weitzenb\"ock techniques on any compact Riemannian spin manifold we derive inequalities that involve a real parameter and join the eigenvalues of the Dirac operator with curvature terms. The discussion of these inequalities yields…

Differential Geometry · Mathematics 2009-11-10 K. -D. Kirchberg

We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinear partial differential equations, by using random trees that…

Probability · Mathematics 2022-12-15 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

We study the asymptotic convergence of the partial averaging method, a technique used in conjunction with the random series implementation of the Feynman-Kac formula. We prove asymptotic bounds valid for most series representations in the…

Statistical Mechanics · Physics 2007-05-23 Cristian Predescu , J. D. Doll , David L. Freeman

By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…

Probability · Mathematics 2024-11-07 Feng-Yu Wang , Li-Juan Cheng

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, R\"ockner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its…

Probability · Mathematics 2018-06-18 Giuseppe Da Prato , Michael Röckner , Feng-Yu Wang

The fractional Laplacian can be obtained as a Dirichlet-to-Neumann map via an extension problem to the upper half space. In this paper we prove the same type of characterization for the fractional powers of second order partial differential…

Analysis of PDEs · Mathematics 2010-04-27 P. R. Stinga , J. L. Torrea

We establish some important inequalities under a lower weighted Ricci curvature bound on Finsler manifolds. Firstly, we establish a relative volume comparison of Bishop-Gromov type. As one of the applications, we obtain an upper bound for…

Differential Geometry · Mathematics 2021-07-16 Xinyue Cheng , Zhongmin Shen

We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential…

Probability · Mathematics 2007-05-23 Krzysztof Bogdan , Paweł Sztonyk

In this paper, we prove the local gradient estimate for harmonic functions on complete, noncompact Finsler measure spaces under the condition that the weighted Ricci curvature has a lower bound. As applications, we obtain Liouville type…

Analysis of PDEs · Mathematics 2013-12-18 Chao Xia

We give a short and self-contained proof of the Boundary Harnack inequality for a class of domains satisfying some geometric conditions given in terms of a state function that behaves as the distance function to the boundary, is subharmonic…

Analysis of PDEs · Mathematics 2024-02-13 Francesco Paolo Maiale , Giorgio Tortone , Bozhidar Velichkov

We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…

Analysis of PDEs · Mathematics 2020-10-27 Héctor A. Chang-Lara , Edgard A. Pimentel

In this work we establish a gradient bound and Liouville-type theorems for solutions to Quasi-linear elliptic equations on compact Riemannian Manifolds with nonnegative Ricci curvature. Also, we provide a local splitting theorem when the…

Analysis of PDEs · Mathematics 2025-03-17 Dimitrios Gazoulis , George Zacharopoulos

We study energy functionals obtained by adding a possibly discontinuous potential to an interaction term modeled upon a Gagliardo-type fractional seminorm. We prove that minimizers of such non-differentiable functionals are locally bounded,…

Analysis of PDEs · Mathematics 2018-11-22 Matteo Cozzi

We investigate quantum corrections to the classical work characteristic function (CF) as a semiclassical approximation to the full quantum work CF. In addition to explicitly establishing the quantum-classical correspondence of the…

Statistical Mechanics · Physics 2018-08-03 Zhaoyu Fei , H. T. Quan , Fei Liu
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