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In this paper we establish optimal regularity estimates and smoothness of free boundaries for nonlocal obstacle problems governed by a very general class of integro-differential operators with possibly singular kernels. More precisely, in…

Analysis of PDEs · Mathematics 2023-08-04 Xavier Ros-Oton , Marvin Weidner

This paper provides a comprehensive Sobolev regularity theory for the Dirichlet problem of stochastic partial differential equations in $C^{1,\sigma}$ open sets. We consider substantially large classes of nonlocal operators and generalized…

Probability · Mathematics 2025-07-24 Kyeong-Hun Kim , Junhee Ryu

We give matching upper and lower bounds for the Dirichlet heat kernel of a Schr\"odinger operator $\Delta+W$ in the domain above the graph of a bounded Lipschitz function, in the case when $W$ decays away from the boundary faster than…

Analysis of PDEs · Mathematics 2025-01-13 Anthony Graves-McCleary

We develop the regularity theory for solutions to space-time nonlocal equations driven by fractional powers of the heat operator $$(\partial_t-\Delta)^su(t,x)=f(t,x),\quad\hbox{for}~0<s<1.$$ This nonlocal equation of order $s$ in time and…

Analysis of PDEs · Mathematics 2017-04-14 P. R. Stinga , J. L. Torrea

In this paper, we consider symmetric jump processes of mixed-type on metric measure spaces under general volume doubling condition, and establish stability of two-sided heat kernel estimates and heat kernel upper bounds. We obtain their…

Probability · Mathematics 2017-09-25 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We obtain matching two sided estimates of the heat kernel on a connected sum of parabolic manifolds, each of them satisfying the Li-Yau estimate. The key result is the on-diagonal upper bound of the heat kernel at a central point. Contrary…

Probability · Mathematics 2016-08-05 Alexander Grigor'yan , Satoshi Ishiwata , Laurent Saloff-Coste

We apply the Davies method to give a quick proof for upper estimate of the heat kernel for the non-local Dirichlet form on the ultra-metric space. The key observation is that the heat kernel of the truncated Dirichlet form vanishes when two…

Functional Analysis · Mathematics 2019-12-25 Jin Gao

In this paper we study the existence, the optimal regularity of solutions, and the regularity of the free boundary near the so-called \emph{regular points} in a thin obstacle problem that arises as the local extension of the obstacle…

Analysis of PDEs · Mathematics 2019-06-18 Agnid Banerjee , Donatella Danielli , Nicola Garofalo , Arshak Petrosyan

In the sub-Riemannian manifolds, on the one hand, following Baudoin-Garofalo \cite{BaudoinGarofalo}, the upper bound for heat kernels associated to a class of locally subelliptic operators are given under the generalized curvature-dimension…

Mathematical Physics · Physics 2013-08-29 Huai Qian LI

A non-homogeneous mixed local and nonlocal problem in divergence form is investigated for the validity of the global Calder\'on-Zygmund estimate for the weak solution to the Dirichlet problem of a nonlinear elliptic equation. We establish…

Analysis of PDEs · Mathematics 2023-03-31 S. -S. Byun , D. Kumar , H. -S. Lee

Using sharp global heat kernel bounds and geodesic comparison geometry, we show that the Dalang condition for well-posedness of the parabolic Anderson model with measure-valued initial conditions, first introduced on Euclidean space, holds…

Probability · Mathematics 2026-03-31 Hongyi Chen , Robert Neel , Cheng Ouyang

We prove heat kernel bounds for the operator (1 + |x|^{\alpha})\Delta in R^N, through Nash inequalities and weighted Hardy inequalities.

Analysis of PDEs · Mathematics 2011-01-21 Giorgio Metafune , Chiara Spina

The spatial gradient of solutions to nonlinear degenerate parabolic equations can be pointwise estimated by the caloric Riesz potential of the right hand side datum, exactly as in the case of the heat equation. Heat kernels type estimates…

Analysis of PDEs · Mathematics 2015-06-12 Tuomo Kuusi , Giuseppe Mingione

We investigate the relationships between the parabolic Harnack inequality, heat kernel estimates, some geometric conditions, and some analytic conditions for random walks with long range jumps. Unlike the case of diffusion processes, the…

Probability · Mathematics 2007-05-23 M. T. Barlow , R. F. Bass , T. Kumagai

We establish two-sided Gaussian bounds for the fundamental solution of second-order parabolic operators in non-divergence form under minimal regularity assumptions. Specifically, we show that the upper and lower bounds follow from the local…

Analysis of PDEs · Mathematics 2025-05-20 Seick Kim , Sungjin Lee , Georgios Sakellaris

In this paper we deal with the well-posedness of Dirichlet problems associated to nonlocal Hamilton-Jacobi parabolic equations in a bounded, smooth domain $\Omega$, in the case when the classical boundary condition may be lost. We address…

Analysis of PDEs · Mathematics 2014-05-01 Guy Barles , Erwin Topp

We deal with a wide class of nonlinear integro-differential problems in the Heisenberg-Weyl group $\mathbb{H}^n$, whose prototype is the Dirichlet problem for the $p$-fractional subLaplace equation. These problems arise in many different…

Analysis of PDEs · Mathematics 2023-01-12 Giampiero Palatucci , Mirco Piccinini

Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…

Probability · Mathematics 2011-02-25 Zhen-Qing Chen , Panki Kim , Renming Song

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…

Analysis of PDEs · Mathematics 2020-01-22 Evan Randles , Laurent Saloff-Coste

We establish H\"older estimates for the time derivative of solutions of non-local parabolic equations under mild assumptions for the boundary data. As a consequence we are able to extend the Evans-Krylov estimate for rough kernels to…

Analysis of PDEs · Mathematics 2016-02-09 Hector A. Chang-Lara , Dennis Kriventsov