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This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the…

Probability · Mathematics 2009-02-17 Tai Melcher

Let $(M^m,g)$ be a m-dimensional complete Riemannian manifold which satisfies the n-Sobolev inequality and on which the volume growth is comparable to the one of $\R^n$ for big balls; if the Hodge Laplacian on 1-forms is strongly positive…

Differential Geometry · Mathematics 2013-04-11 Baptiste Devyver

In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…

Probability · Mathematics 2017-09-12 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

Let $d\geq 1$ and $\alpha \in (0, 2)$. Consider the following non-local and non-symmetric L\'evy-type operator on $\mR^d$: $$ \sL^\kappa_{\alpha}f(x):=\mbox{p.v.}\int_{\mR^d}(f(x+z)-f(x))\frac{\kappa(x,z)}{|z|^{d+\alpha}} \dif z, $$ where…

Analysis of PDEs · Mathematics 2013-09-20 Zhen-Qing Chen , Xicheng Zhang

We study inequalities related to the heat kernel for the hypoelliptic sublaplacian on an H-type Lie group. Specifically, we obtain precise pointwise upper and lower bounds on the heat kernel function itself. We then apply these bounds to…

Analysis of PDEs · Mathematics 2016-12-05 Nathaniel Eldredge

Given a complete, smooth metric measure space $(M,g,e^{-f}dv)$ with the Bakry-\'Emery Ricci curvature bounded from below, various gradient estimates for solutions of the following general $f$-heat equations $$ u_t=\Delta_f u+au\log u+bu…

Differential Geometry · Mathematics 2018-08-31 Nguyen Thac Dung , Nguyen Ngoc Khanh , Quôc Anh Ngô

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

Probability · Mathematics 2012-09-27 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper we prove some Hamilton type and Li-Yau type gradient estimates on positive solutions to generalized nonlinear parabolic equations on smooth metric measure space with compact boundary. The geometry of the space in terms of…

Analysis of PDEs · Mathematics 2023-09-06 Abimbola Abolarinwa

We prove equivalent conditions for two-sided sub-Gaussian estimates of heat kernels on metric measure spaces.

Probability · Mathematics 2012-05-28 Alexander Grigor'yan , Andras Telcs

The aim of this article is to establish two-sided Gaussian bounds for the heat kernels on the unit ball and simplex in $\mathbb{R}^n$, and in particular on the interval, generated by classical differential operators whose eigenfunctions are…

Classical Analysis and ODEs · Mathematics 2018-01-24 Gerard Kerkyacharian , Pencho Petrushev , Yuan Xu

We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity assumption. For the proof we use Davies' perturbation method, where we show a maximal…

Probability · Mathematics 2019-05-31 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik

We prove a scale-invariant boundary Harnack principle for inner uni- form domains in metric measure Dirichlet spaces. We assume that the Dirichlet form is symmetric, strongly local, regular, and that the volume doubling property and…

Probability · Mathematics 2014-06-09 Janna Lierl

We introduce anchored versions of the Nash inequality. They allow to control the $L^2$ norm of a function by Dirichlet forms that are not uniformly elliptic. We then use them to provide heat kernel upper bounds for diffusions in degenerate…

Probability · Mathematics 2015-03-31 Jean-Christophe Mourrat , Felix Otto

We consider a class of constant-coefficient partial differential operators on a finite-dimensional real vector space which exhibit a natural dilation invariance. Typically, these operators are anisotropic, allowing for different degrees in…

Analysis of PDEs · Mathematics 2020-01-22 Evan Randles , Laurent Saloff-Coste

In the paper we consider the Bessel differential operator L^(\mu)=\dfrac{d^2}{dx^2}+\dfrac{2\mu+1}{x}\dfrac{d}{dx} in half-line (a,\infty), a>0, and its Dirichlet heat kernel p_a^(\mu)(t,x,y). For \mu=0, by combining analytical and…

Analysis of PDEs · Mathematics 2015-01-13 Kamil Bogus , Jacek Malecki

We study heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg-like Lie groups. In particular, we show that Cameron-Martin type quasi-invariance results hold in this subelliptic setting and give $L^p$-estimates for the…

Probability · Mathematics 2011-08-09 Fabrice Baudoin , Maria Gordina , Tai Melcher

The aim of this paper is to prove the existence and several selected properties of a global fundamental Heat kernel $\Gamma$ for the parabolic operators $\mathcal{H}=\sum_{j=1}^m X_j^2-\partial_t$, where $X_1,\ldots,X_m$ are smooth vector…

Analysis of PDEs · Mathematics 2019-10-23 Stefano Biagi , Andrea Bonfiglioli

We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

Spectral Theory · Mathematics 2011-10-18 Narinder S Claire

In this paper the authors present a proof of a pointwise radial monotonicity property of heat kernels that is shared by the euclidean spaces, spheres and hyperbolic spaces. The main result deals with monotonicity from special points on…

Classical Analysis and ODEs · Mathematics 2019-05-28 Diego Alonso-Orán , Fernando Chamizo , Ángel D. Martínez , Albert Mas

We study stochastic differential equations with jumps with no diffusion part. We provide some basic stochastic characterizations of solutions of the corresponding non-local partial differential equations and prove the Harnack inequality for…

Probability · Mathematics 2015-10-06 Ari Arapostathis , Anup Biswas , Luis Caffarelli