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We prove that conservation of probability for the free heat semigroup on a Riemannian manifold $M$ (namely stochastic completeness), hence a linear property, is equivalent to uniqueness of positive, bounded solutions to nonlinear evolution…

Analysis of PDEs · Mathematics 2020-03-06 Gabriele Grillo , Kazuhiro Ishige , Matteo Muratori

In this paper, we first prove that the following generalized conservation principle holds on complete Riemannian manifolds: for every \(0<s<1\) and \(t>0\), \[ T_t^{(s)}\mathbf 1+\int_0^t T_\tau^{(s)}\mathcal R_s\,d\tau=1 \qquad\text{on }M,…

Analysis of PDEs · Mathematics 2026-04-23 Rui Chen , Bobo Hua

We establish conditions for nonexistence of global solutions for a class of quasilinear parabolic problems with a potential on complete, non-compact Riemannian manifolds, including the Porous Medium Equation and the p-Laplacian with a…

Analysis of PDEs · Mathematics 2025-11-21 Dorothea-Enrica von Criegern , Gabriele Grillo , Dario Monticelli

We survey geometric properties which imply the stochastic incompleteness of the minimal diffusion process associated to the Laplacian on manifolds and graphs. In particular, we completely characterize stochastic incompleteness for…

Mathematical Physics · Physics 2009-10-30 Radoslaw Krzysztof Wojciechowski

We are concerned with nonexistence results of nonnegative weak solutions for a class of quasilinear parabolic problems with a potential on complete noncompact Riemannian manifolds. In particular, we highlight the interplay between the…

Analysis of PDEs · Mathematics 2015-02-27 P. Mastrolia , D. D. Monticelli , F. Punzo

The asymptotic behavior of the heat kernel of a Riemannian manifold gives rise to the classical concepts of parabolicity, stochastic completeness (or conservative property) and Feller property (or $C^{0}$-diffusion property). Both…

Differential Geometry · Mathematics 2010-10-11 Stefano Pigola , Alberto G. Setti

We establish necessary conditions for the existence of solutions to a class of semilinear hyperbolic problems on complete noncompact Riemannian manifolds, extending some nonexistence results for the wave operator with power nonlinearity on…

Analysis of PDEs · Mathematics 2018-07-20 Dario D. Monticelli , Fabio Punzo , Marco Squassina

The purpose of this paper is to give a necessary and sufficient condition for the existence and non-existence of global solutions of the following semilinear parabolic equations \[ u_{t}=\Delta u+\psi(t)f(u),\,\,\mbox{ in }\Omega\times…

Analysis of PDEs · Mathematics 2022-09-28 Soon-Yeong Chung , Jaeho Hwang

We consider the Cauchy problem for doubly nonlinear degenerate parabolic equations with inhomogeneous density on noncompact Riemannian manifolds. We give a qualitative classification of the behavior of the solutions of the problem depending…

Analysis of PDEs · Mathematics 2020-08-31 Daniele Andreucci , Anatoli Tedeev

We say that a Riemannian manifold satisfies the $L^p$-positivity preserving property if $(-\Delta + 1)u\ge 0$ in a distributional sense implies $u \ge 0$ for all $ u \in L^p$.While geodesic completeness of the manifold at hand ensures the…

Analysis of PDEs · Mathematics 2023-04-04 Andrea Bisterzo , Ludovico Marini

In this paper we provide some local and global splitting results on complete Riemannian manifolds with nonnegative Ricci curvature. We achieve the splitting through the analysis of some pointwise inequalities of Modica type which hold true…

Analysis of PDEs · Mathematics 2020-01-09 Alberto Farina , Jesús Ocáriz

In this work we study the asymptotics of the fractional Laplacian as $s\to 0^+$ on any complete Riemannian manifold $(M,g)$, both of finite and infinite volume. Surprisingly enough, when $M$ is not stochastically complete this asymptotics…

Differential Geometry · Mathematics 2024-05-24 Michele Caselli , Luca Gennaioli

A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…

Probability · Mathematics 2019-11-20 Xue-Mei Li

In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…

Probability · Mathematics 2019-11-20 Xue-Mei Li

We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…

Probability · Mathematics 2013-07-12 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

We study the regularity properties of the solutions to the nonlinear equation with fractional diffusion $$ \partial_tu+(-\Delta)^{\sigma/2}\varphi(u)=0, $$ posed for $x\in \mathbb{R}^N$, $t>0$, with $0<\sigma<2$, $N\ge1$. If the…

Analysis of PDEs · Mathematics 2013-12-02 Juan Luis Vázquez , Arturo de Pablo , Fernando Quirós , Ana Rodríguez

I was asked to make my, by now quite old PhD thesis, available on the arxiv, for parts of it was never submitted for publication. The thesis offers a systematic study of stochastic differential equations (SDEs) on non-compact spaces. In…

Probability · Mathematics 2021-06-01 Xue-Mei Li

We investigate the well-posedness of the fast diffusion equation (FDE) in a wide class of noncompact Riemannian manifolds. Existence and uniqueness of solutions for globally integrable initial data was established in [5]. However, in the…

Analysis of PDEs · Mathematics 2020-03-30 Gabriele Grillo , Matteo Muratori , Fabio Punzo

Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its…

Probability · Mathematics 2009-08-21 Feng-Yu Wang

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

Probability · Mathematics 2008-05-06 Mohammud Foondun , Davar Khoshnevisan
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