Related papers: A Volterra Calculus for Lie Groupoids

We show on the example of the discrete heat equation that for any given discrete derivative we can construct a nontrivial Leibniz rule suitable to find the symmetries of discrete equations. In this way we obtain a symmetry Lie algebra,…

In this paper, we study a family of stochastic volatility processes; this family features a mean reversion term for the volatility and a double CEV-like exponent that generalizes SABR and Heston's models. We derive approximated closed form…

The short-time heat kernel expansion of elliptic operators provides a link between local and global features of classical geometries. For many geometric structures related to (non-)involutive distributions, the natural differential…

Within the class of (1+2)-dimensional ultraparabolic linear equations, we distinguish a fine Kolmogorov backward equation with a quadratic diffusivity. Modulo the point equivalence, it is a unique equation within the class whose essential…

Using our recently proposed covariant algebraic approach the heat kernel for a Laplace-like differential operator in low-energy approximation is studied. Neglecting all the covariant derivatives of the gauge field strength (Yang-Mills…

We prove existence, uniqueness and give the analytical solution of heat and wave type equations on a compact Lie group $G$ by using a non-local (in time) differential operator and a positive left invariant operator (maybe unbounded) acting…

Let $L = -{\rm div}( A(x) \cdot \nabla ) + V(x)$ be a second-order uniformly elliptic operator on $\mathbb{ R }^{n}$ $(n\geq 3)$, where $A(x)$ is a real symmetric matrix satisfying standard ellipticity conditions, and $V$ is a nonnegative…

In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational…

We construct an algebra of pseudodifferential operators on each groupoid in a class that generalizes differentiable groupoids to allow manifolds with corners. We show that this construction encompasses many examples. The subalgebra of…

We study the subelliptic heat kernels of the CR three dimensional solvable Lie groups. We first classify all left-invariant sub-Riemannian structures on three dimensional solvable Lie groups and obtain representations of these groups. We…

We extend the theory of exterior differential systems from manifolds and their tangent bundles to Lie algebroids. In particular, we define the concept of an integral manifold of such an exterior differential system. We support our…

We present analytical formula along with its existence theorem for solution of inverse heat conduction problem of semi-infinite bar, equivalent to a Volterra integral equation of first kind, as an infinite series of fractional derivatives.…

In this paper we use the heat equation in a group of Heisenberg type $\mathbb{G}$ to provide a unified treatment of the two very different extension problems for the time independent pseudo-differential operators $\mathscr L^s$ and…

We consider a class of constant-coefficient partial differential operators on a finite-dimensional real vector space which exhibit a natural dilation invariance. Typically, these operators are anisotropic, allowing for different degrees in…

We endow the group of invertible Fourier integral operators on an open}manifold with the structure of an ILH Lie group. This is done by establishing such structures for the groups of invertible pseudodifferential operators and contact…

We study the correct solvability of an abstract integro-differential equations in Hilbert space generalizing integro-differential equations arising in the theory of viscoelastisity. The equations under considerations are the abstract…

This paper discusses the existence of gradient estimates for second order hypoelliptic heat kernels on manifolds. It is now standard that such inequalities, in the elliptic case, are equivalent to a lower bound on the Ricci tensor of the…

The research is devoted to a numerical solution of the Volterra equations of the first kind that were obtained using the Laplace integral transforms for solving the equation of heat conduction. The paper consists of an introduction and two…

In this paper, we give proofs of the family index formula and the equivariant family index formula by the Greiner's approach to heat kernel asymptotics. We compute equivariant family JLO characters. We also define the equivariant eta form…

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay…