Related papers: Off-Diagonal Heat Kernel Estimates for Symmetric D…
The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…
Using properties of diffusion according to a quantum heat kernel constructed as an expectation over classical heat kernels on $S^1$, we probe the non-manifold-like nature of quantized space in a model of (1+1)-dimensional quantum gravity.…
We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful…
We present a method for the calculation of the $a_{3/2}$ heat kernel coefficient of the heat operator trace for a partial differential operator of Laplace type on a compact Riemannian manifold with oblique boundary conditions. Using special…
We give two-sided, global (in all variables) estimates of the heat kernel and the Green function of the fractional Schr\"odinger operator with a non-negative and locally bounded potential $V$ such that $V(x) \to \infty$ as $|x| \to \infty$.…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…
A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
We report the calculation of the fourth coefficient in an expansion of the heat kernel of a non-minimal, non-abelian kinetic operator in an arbitrary background gauge in arbitrary space-time dimension. The fourth coefficient is shown to…
In existing linear response theories for adiabatically driven cyclic heat engines, Onsager symmetry is identified only phenomenologically, and a relation between global and local Onsager coefficients, defined over one cycle and at any…
Wavelet bases and frames consisting of band limited functions of nearly exponential localization on Rd are a powerful tool in harmonic analysis by making various spaces of functions and distributions more accessible for study and…
We numerically compute the heat kernel on a square lattice torus equipped with the measure corresponding to Liouville quantum gravity (LQG). From the on-diagonal heat kernel we verify that the spectral dimension of LQG is 2. Furthermore,…
We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise…
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are…
Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…
We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the…
Kramer's approach to the rate of the thermally activated escape from a metastable state is extended to field theory. Diffusion rate in the 1+1-dimensional Sine-Gordon model as a function of temperature and friction coefficient is evaluated…