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As a general rule, differential equations driven by a multi-dimensional irregular path $\Gamma$ are solved by constructing a rough path over $\Gamma$. The domain of definition ? and also estimates ? of the solutions depend on upper bounds…

Probability · Mathematics 2009-05-07 Jérémie Unterberger

This work introduces novel numerical algorithms for computational quantum mechanics, grounded in a representation of the Laplace operator -- frequently used to model kinetic energy in quantum systems -- via the heat semigroup. The key…

Quantum Physics · Physics 2025-01-16 Evgueni Dinvay

In this thesis we deal with spectral invariants for polygons and closed orbisurfaces of constant Gaussian curvature. In each case our method is to study the heat kernel and the asymptotic expansion of the heat trace. First, we investigate…

Differential Geometry · Mathematics 2017-11-10 Eren Ucar

These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof…

Probability · Mathematics 2009-07-17 Fabrice Baudoin

By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the…

Probability · Mathematics 2012-11-20 Feng-Yu Wang

Asymptotic expansions of heat kernels and heat traces of Schr\"odinger operators on non-compact spaces are rarely explored, and even for cases as simple as $\mathbb{C}^n$ with (quasi-homogeneous) polynomials potentials, it's already very…

Differential Geometry · Mathematics 2020-11-12 Xianzhe Dai , Junrong Yan

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

Numerical Analysis · Mathematics 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

In this short note we present local derivative estimates for heat equations on Riemannian manifolds following the line of W.-X. Shi. As an application we generalize a second derivative estimate of R. Hamilton for heat equations on compact…

Analysis of PDEs · Mathematics 2007-05-23 Hong Huang

We prove a heat semigroup characterization of the total variation for compactly supported ${\rm BV}$ on arbitrary smooth complete weighted Riemannian manifolds, extending the main result in \cite{GP15}. We then provide an example of a…

Analysis of PDEs · Mathematics 2026-05-05 Luca Gennaioli

We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that…

Differential Geometry · Mathematics 2008-08-01 Bruce K. Driver , Maria Gordina

We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This…

Differential Geometry · Mathematics 2012-06-12 Christian Baer

We establish a scalable manifold learning method and theory, motivated by the problem of estimating fMRI activation manifolds in the Human Connectome Project (HCP). Our primary contribution is the development of an efficient estimation…

Methodology · Statistics 2025-09-16 Junhui He , Guoxuan Ma , Jian Kang , Ying Yang

For the discrete Laguerre operators we compute explicitly the corresponding heat kernels by expressing them with the help of Jacobi polynomials. This enables us to show that the heat semigroup is ultracontractive and to compute the…

Spectral Theory · Mathematics 2021-03-12 Aleksey Kostenko

We develop a new method for the calculation of the heat trace asymptotics of the Laplacian on symmetric spaces that is based on a representation of the heat semigroup in form of an average over the Lie group of isometries and obtain a…

Differential Geometry · Mathematics 2008-11-26 Ivan G Avramidi

The generating function method is applied to the trace of the heat kernel and the one-loop effective action derived from the covariant perturbation theory. The basis of curvature invariants of second order for the heat kernel (Green…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Andrei Barvinsky , Yuri Gusev

We study the problem of estimating the derivatives of a regression function, which has a wide range of applications as a key nonparametric functional of unknown functions. Standard analysis may be tailored to specific derivative orders, and…

Machine Learning · Statistics 2023-08-29 Zejian Liu , Meng Li

The purpose of this article is to establish regularity and pointwise upper bounds for the (relative) fundamental solution of the heat equation associated to the weighted dbar-operator in $L^2(C^n)$ for a certain class of weights. The…

Analysis of PDEs · Mathematics 2012-08-13 Andrew Raich

We establish a duality between L^p-Wasserstein control and L^q-gradient estimate in a general framework. Our result extends a known result for a heat flow on a Riemannian manifold. Especially, we can derive a Wasserstein control of a heat…

Probability · Mathematics 2009-10-12 Kazumasa Kuwada

In this paper we introduce a general method for estimating the quadratic covariation of one or more spot parameters processes associated with continuous time semimartingales. This estimator is applicable to a wide range of spot parameter…

Statistics Theory · Mathematics 2020-11-26 Emil A. Stoltenberg , Per A. Mykland , Lan Zhang

We study measures associated to Brownian motions on infinite-dimensional Heisenberg-like groups. In particular, we prove that the associated path space measure and heat kernel measure satisfy a strong definition of smoothness.

Probability · Mathematics 2013-06-28 Daniel Dobbs , Tai Melcher