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Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients and a possibly unbounded potential term.

Analysis of PDEs · Mathematics 2014-01-13 Markus Kunze , Luca Lorenzi , Abdelaziz Rhandi

In this paper, we study the Martin kernels of general open sets associated with inaccessible points for a large class of purely discontinuous Feller processes in metric measure spaces. Let $D$ be an unbounded open set. Infinity is…

Probability · Mathematics 2016-11-17 P. Kim , R. Song , Z. Vondraček

In this thesis we describe a type of metric space called an Euclidean polyhedral complex. We define a Dirichlet form on it; this is used to give a corresponding heat kernel. We provide a uniform small time Poincare inequality for complexes…

Metric Geometry · Mathematics 2008-01-22 Melanie Pivarski

We present the theory of the Dirichlet problem for nonlocal operators which are the generators of general pure-jump symmetric L\'evy processes whose L\'evy measures need not be absolutely continuous. We establish basic facts about the…

Analysis of PDEs · Mathematics 2017-06-01 Artur Rutkowski

The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$…

Probability · Mathematics 2024-03-04 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We study discrete-time Markov chains on countably infinite state spaces, which are perturbed by rather general confining (i.e.\ growing at infinity) potentials. Using a discrete-time analogue of the classical Feynman--Kac formula, we obtain…

Probability · Mathematics 2025-04-28 Wojciech Cygan , Kamil Kaleta , René L. Schilling , Mateusz Śliwiński

Let $\Omega$ be a bounded domain in $\mathbb{R}^N$ with $C^2$ boundary and let $K\subset\partial\Omega$ be either a $C^2$ submanifold of the boundary of codimension $k<N$ or a point. In this article we study various problems related to the…

Analysis of PDEs · Mathematics 2022-07-12 Gerassimos Barbatis , Konstantinos T. Gkikas , Achilles Tertikas

We construct and estimate the fundamental solution of highly anisotropic space-inhomogeneous integro-differential operators. We use the Levi method. We give applications to the Cauchy problem for such operators.

Analysis of PDEs · Mathematics 2017-04-13 Krzysztof Bogdan , Paweł Sztonyk , Victoria Knopova

We study inverse boundary problems for a one dimensional linear integro-differential equation of the Gurtin--Pipkin type with the Dirichlet-to-Neumann map as the inverse data. Under natural conditions on the kernel of the integral operator,…

Mathematical Physics · Physics 2017-12-12 S. A. Avdonin , S. A. Ivanov , J. M. Wang

We prove that the martingale problem is well posed for pure-jump L\'evy-type operators of the form $$ (\mathcal Lf)(x) = \int_{\mathbb R^d \setminus \{0\}} \left(f(x+h)-f(x) - (\nabla f(x) \cdot h)1_{\|h\| < 1}\right)K(x,h) dh, $$ where…

Probability · Mathematics 2024-12-30 Sarvesh Ravichandran Iyer

We obtain an upper bound on the heat kernel of the Keller-Segel finite particle system that exhibits blow up effects. The proof exploits a connection between Keller-Segel finite particles and certain non-local operators. The latter allows…

Analysis of PDEs · Mathematics 2025-09-17 S. E. Boutiah , D. Kinzebulatov

Assuming the heat kernel on a doubling Dirichlet metric measure space has a sub-Gaussian bound, we prove an asymptotically sharp spectral upper bound on the survival probability of the associated diffusion process. As a consequence, we can…

Probability · Mathematics 2025-06-17 Phanuel Mariano , Jing Wang

We prove sharp estimates on heat kernels and Green functions for subordinate Markov processes with both discrete an continuous time, under relatively weak assumptions about original processes as well as Laplace exponents of subordinators.…

Probability · Mathematics 2021-10-07 Tomasz Grzywny , Bartosz Trojan

In this paper, we consider symmetric $\alpha$-stable processes on (unbounded) horn-shaped regions which are non-uniformly $C^{1,1}$ near infinity. By using probabilistic approaches extensively, we establish two-sided Dirichlet heat…

Probability · Mathematics 2021-08-05 Xin Chen , Panki Kim , Jian Wang

Let $\Delta$ be the Laplace--Beltrami operator acting on a non-doubling manifold with two ends $\mathbb R^m \sharp \mathcal R^n$ with $m > n \ge 3$. Let $\frak{h}_t(x,y)$ be the kernels of the semigroup $e^{-t\Delta}$ generated by $\Delta$.…

Analysis of PDEs · Mathematics 2018-11-27 The Anh Bui , Xuan Thinh Duong , Ji Li , Brett D. Wick

Classical and non classical Besov and Triebel-Lizorkin spaces with complete range of indices are developed in the general setting of Dirichlet space with a doubling measure and local scale-invariant Poincar\'e inequality. This leads to Heat…

Functional Analysis · Mathematics 2014-06-10 Gerard Kerkyacharian , Pencho Petrushev

We study a $d$-dimensional non-symmetric strictly $\alpha$-stable L\'{e}vy process $\mathbf{X}$, whose spherical density is bounded and bounded away from the origin. First, we give sharp two-sided estimates on the transition density of…

Probability · Mathematics 2023-10-13 Łukasz Leżaj

We establish global two-sided heat kernel estimates (for full time and space) of the Schr\"odinger operator $-\frac{1}{2}\Delta+V$ on $\R^d$, where the potential $V(x)$ is locally bounded and behaves like $c|x|^{-\alpha}$ near infinity with…

Analysis of PDEs · Mathematics 2024-01-18 Xin Chen , Jian Wang

We establish sharp upper and lower bounds on the heat kernel of the fractional Laplace operator perturbed by Hardy-type drift by transferring it to appropriate weighted space with singular weight.

Analysis of PDEs · Mathematics 2020-07-03 D. Kinzebulatov , Yu. A. Semenov

This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $\alpha$-stable process, and whose L\'evy jump kernel measure is…

Probability · Mathematics 2015-09-01 Jian Wang