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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 show that Dirichlet heat kernel estimates for a class of (not necessarily symmetric) Markov processes are stable under non-local Feynman-Kac perturbations. This class of processes includes, among others, (reflected)…

Probability · Mathematics 2011-12-16 Zhen-Qing Chen , Panki Kim , Renming Song

Let $(X,g)$ be a product cone with the metric $g=dr^2+r^2h$, where $X=C(Y)=(0,\infty)_r\times Y$ and the cross section $Y$ is a $(n-1)$-dimensional closed Riemannian manifold $(Y,h)$. We study the upper boundedness of heat kernel associated…

Analysis of PDEs · Mathematics 2022-05-16 Xiaoqi Huang , Junyong Zhang

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

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

Probability · Mathematics 2016-08-10 Semyon Klevtsov , Steve Zelditch

We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a…

Computational Finance · Quantitative Finance 2010-12-10 Jiro Akahori , Andrea Macrina

In this article we derive Harnack estimates for conjugate heat kernel in an abstract geometric flow. Our calculation involves a correction term D. When D is nonnegative, we are able to obtain a Harnack inequality. Our abstract formulation…

Differential Geometry · Mathematics 2015-10-20 Xiaodong Cao , Hongxin Guo , Hung Tran

In this paper, we prove two-sided heat kernel estimates on what we call "book-like" graphs. These are graphs consisting of pieces that satisfy the parabolic Harnack inequality that are glued together in a sufficiently nice way over a…

Probability · Mathematics 2026-03-06 Emily Dautenhahn , Laurent Saloff-Coste

In this paper we derive an explicit formula for the heat kernel of the asymmetric quantum Rabi model (AQRM), a symmetry breaking generalization of the quantum Rabi model (QRM). The method described here is an extension of the recently…

Mathematical Physics · Physics 2023-10-05 Cid Reyes-Bustos

We consider the asymptotics of the discrete heat kernel on isoradial graphs for the case where the time and the edge lengths tend to zero simultaneously. Depending on the asymptotic ratio between time and edge lengths, we show that two…

Probability · Mathematics 2024-01-24 Simon Schwarz , Anja Sturm , Max Wardetzky

We establish two-sided heat kernel estimates for random conductance models with non-uniformly elliptic (possibly degenerate) stable-like jumps on graphs. These are long range counterparts of well known two-sided Gaussian heat kernel…

Probability · Mathematics 2018-08-08 Xin Chen , Takashi Kumagai , Jian Wang

We give a unified and optimized proof of the sharp bounds for the Jacobi heat kernel, which were obtained gradually in several papers in recent years. We lay particular emphasis on tracing and estimating all constants appearing throughout…

Analysis of PDEs · Mathematics 2025-12-19 Adam Nowak , Paweł Plewa , Tomasz Z. Szarek

We calculate the closed analytic form of the solution of heat kernel equation for the anisotropic generalizations of flat Laplacian. We consider a UV as well as UV/IR interpolating generalizations. In all cases, the result can be expressed…

High Energy Physics - Theory · Physics 2015-06-16 A. Mamiya , A. Pinzul

We consider continuous time simple random walks with arbitrary speed measure $\theta$ on infinite weighted graphs. Write $p_t(x,y)$ for the heat kernel of this process. Given on-diagonal upper bounds for the heat kernel at two points…

Probability · Mathematics 2012-02-01 Matthew Folz

Given a symmetric diffusion process and a jump process on the same underlying space, is there a subordinator such that the jump process and the subordinated diffusion processes are comparable? We address this question when the diffusion…

Probability · Mathematics 2021-09-23 Guanhua Liu , Mathav Murugan

We consider the Schr{\"o}dinger operator H = --$\Delta$ + V (|x|) with radial potential V which may have singularity at 0 and a quadratic decay at infinity. First, we study the structure of positive harmonic functions of H and give their…

Analysis of PDEs · Mathematics 2017-05-17 Kazuhiro Ishige , Yoshitsugu Kabeya , El Maati Ouhabaz

Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…

Statistics Theory · Mathematics 2022-11-04 Niklas Dexheimer , Claudia Strauch , Lukas Trottner

We establish two-sided Gaussian bounds on the heat kernel of divergence-form parabolic equation with singular time-inhomogeneous vector field satisfying some minimal assumptions.

Analysis of PDEs · Mathematics 2023-11-22 Damir Kinzebulatov , Yuliy A. Semenov

We establish sharp upper and lower bounds of Gaussian type for the heat kernel in the metric measure space satisfying $\RCD(0,N)$ ( equivalently, $\RCD^\ast(0,N)$) condition with $N\in \mathbb{N}\setminus\{1\}$ and having maximum volume…

Probability · Mathematics 2017-08-02 Huaiqian Li

Let $(X,d,\mu)$ be a $RCD^\ast(K, N)$ space with $K\in \mathbb{R}$ and $N\in [1,\infty]$. For $N\in [1,\infty)$, we derive the upper and lower bounds of the heat kernel on $(X,d,\mu)$ by applying the parabolic Harnack inequality and the…

Metric Geometry · Mathematics 2015-12-02 Renjin Jiang , Huaiqian Li , Huichun Zhang
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