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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

The asymptotic expansion of the heat-kernel for small values of its argument has been studied in many different cases and has been applied to 1-loop calculations in Quantum Field Theory. In this thesis we consider this asymptotic behavior…

Mathematical Physics · Physics 2014-10-29 Pablo Pisani

The trace of the heat kernel is expanded in a basis of nonlocal curvature invariants of $N$th order. The coefficients of this expansion (the nonlocal form factors) are calculated to third order in the curvature inclusive. The early-time and…

General Relativity and Quantum Cosmology · Physics 2016-08-31 A. O. Barvinsky , Yu. V. Gusev , G. A. Vilkovisky , V. V. Zhytnikov

Adopting the powerful methods introduced in \cite{li2021carnotcaratheodory, LZ2025}, we investigate the asymptotic behaviour at infinity for the heat kernel associated with the Grushin operator $\Delta_G = \Delta_x + |x|^2 \Delta_u$ on $…

Analysis of PDEs · Mathematics 2026-05-26 Yimeng Chen , Hong-Quan Li , Jun-Cheng Tang , Jia-Yu Yang

The regularized trace of the heat kernel of a one-dimensional Schr\"odinger operator with a singular two-particle contact interaction being of Lieb-Liniger type is considered. We derive a complete small-time asymptotic expansion in…

Mathematical Physics · Physics 2018-11-14 Sebastian Egger

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

Analysis of PDEs · Mathematics 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

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

It is known that the couple formed by the two dimensional Brownian motion and its L\'evy area leads to the heat kernel on the Heisenberg group, which is one of the simplest sub-Riemannian space. The associated diffusion operator is…

Probability · Mathematics 2009-02-11 Dominique Bakry , Fabrice Baudoin , Michel Bonnefont , Djalil Chafai

Let $L$ be an elliptic differential operator on a complete connected Riemannian manifold $M$ such that the associated heat kernel has two-sided Gaussian bounds as well as a Gaussian type gradient estimate. Let $L^{(\aa)}$ be the…

Mathematical Physics · Physics 2012-04-24 Feng-Yu Wang , Xicheng Zhang

We show that, on a complete, connected and non-compact Riemannian manifold of non-negative Ricci curvature, the solution to the heat equation with $L^{1}$ initial data behaves asymptotically as the mass times the heat kernel. In contrast to…

Differential Geometry · Mathematics 2023-02-10 Alexander Grigor'yan , Effie Papageorgiou , Hong-Wei Zhang

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

Using a new inequality relating the heat kernel and the probability of survival, we prove asymptotic ratio limit theorems for the heat kernel (and survival probability) in general Benedicks domains. In particular, the dimension of the cone…

Probability · Mathematics 2007-05-23 P. Collet , S. Martinez , J. San Martin

We present a systematic study of asymptotic behavior of (generalised) $\zeta-$functions and heat kernels used in noncommutative geometry and clarify their connections with Dixmier traces. We strengthen and complete a number of results from…

Operator Algebras · Mathematics 2010-10-29 F. A. Sukochev , D. V. Zanin

We study the relationship between the geometry and the Laplace spectrum of a Riemannian orbifold O via its heat kernel; as in the manifold case, the time-zero asymptotic expansion of the heat kernel furnishes geometric information about O.…

Differential Geometry · Mathematics 2008-05-21 Emily B. Dryden , Carolyn S. Gordon , Sarah J. Greenwald , David L. Webb

We consider finite-temperature deformation of the sine kernel Fredholm determinants acting on the closed contours. These types of expressions usually appear as static two-point correlation functions in the models of free fermions and can be…

Mathematical Physics · Physics 2024-11-26 Oleksandr Gamayun , Yuri Zhuravlev

This paper is concerned with a nonlinear integral equation $$ (P)\qquad u(x,t)=\int_{{\bf R}^N}G(x-y,t)\varphi(y)dy+\int_0^t\int_{{\bf R}^N}G(x-y,t-s)f(y,s:u)dyds, \quad $$ where $N\ge 1$, $\varphi\in L^\infty({\bf R}^N)\cap L^1({\bf…

Analysis of PDEs · Mathematics 2014-06-13 Kazuhiro Ishige , Tatsuki Kawakami , Kanako Kobayashi

Let M be a complete Riemannian manifold with a free cocompact Z^k-action. Let k(t,x,y) be the heat kernel on M. We compute the asymptotics of k(t,x,y) in the limit in which t goes to infinity and d(x,y) is comparable to sqrt{t}. We show…

dg-ga · Mathematics 2008-02-03 John Lott

We consider second-order elliptic partial differential operators acting on sections of vector bundles over a compact Riemannian manifold without boundary, working without the assumption of Laplace-like principal part $-\N^\mu\N_\mu$. Our…

Mathematical Physics · Physics 2015-06-26 Ivan G. Avramidi , Thomas Branson

We give sharp conditions for the large time asymptotic simplification of aggregation-diffusion equations with linear diffusion. As soon as the interaction potential is bounded and its first and second derivatives decay fast enough at…

Analysis of PDEs · Mathematics 2021-05-28 José A. Carrillo , David Gómez-Castro , Yao Yao , Chongchun Zeng

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