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This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic L\'evy processes on bounded $C^{1,1}$ open sets of $\mathbb{R}^{d}$ with $d\ge 2$, where the underlying characteristic exponents…

Probability · Mathematics 2024-03-01 Kei Kobayashi , Hyunchul Park

Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'evy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H(t)=\int_{\Omega} \mathbb{P}^x…

Probability · Mathematics 2023-01-12 Tomasz Grzywny , Julia Lenczewska

We establish a dichotomy in the small-time asymptotic behavior of the spectral heat content (SHC) for symmetric, but not necessarily isotropic, L\'evy processes whose L\'evy density satisfies a weak lower scaling condition near zero. This…

Probability · Mathematics 2025-08-13 Jaehun Lee , Hyunchul Park

This paper establishes the small-time asymptotic behaviors of the regular heat content and spectral heat content for general Gaussian processes in both one-dimensional and multi-dimensional settings, where the boundary of the underlying…

Probability · Mathematics 2024-06-18 Kei Kobayashi , Hyunchul Park

In this paper we study the spectral heat content for various L\'evy processes. We establish the asymptotic behavior of the spectral heat content for L\'{e}vy processes of bounded variation in $\mathbb{R}^{d}$, $d\geq 1$. We also study the…

Probability · Mathematics 2018-11-29 Tomasz Grzywny , Hyunchul Park , Renming Song

Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'evy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H (t) = \int_{\Omega}\mathbb{P}_{x} (X_t\in…

Probability · Mathematics 2016-11-03 Wojciech Cygan , Tomasz Grzywny

This paper provides the second term in the small time asymptotic expansion of the spectral heat content of a rotationally invariant $\alpha$--stable process, $0<\alpha \leq 2$, for the interval $(a,b)$. The small time behavior of the…

Probability · Mathematics 2016-03-25 Luis Acuna Valverde

In this paper we study the asymptotic behavior, as $t\downarrow 0$, of the spectral heat content $Q^{(\alpha)}_{D}(t)$ for isotropic $\alpha$-stable processes, $\alpha\in [1,2)$, in bounded $C^{1,1}$ open sets $D\subset \R^{d}$, $d\geq 2$.…

Probability · Mathematics 2023-04-25 Hyunchul Park , Renming Song

In this paper we study the small time asymptotic behavior of the spectral heat content $\widetilde{Q}_D^{(\alpha)}(t)$ of an arbitrary bounded $C^{1,1}$ domain $D$ with respect to the \textit{subordinate killed Brownian motion} in $D$ via…

Probability · Mathematics 2018-12-21 Hyunchul Park , Renming Song

This paper studies the small time behavior of the heat content of rotationally invariant $\alpha$--stable processes, $0<\alpha \leq 2$, in domains in $\R^d$. Unlike the asymptotics for the heat trace, the behavior of the heat content…

Probability · Mathematics 2015-12-29 Luis Acuna Valverde

We study the short time heat content asymptotics for spectral boundary conditions. The heat content coefficients are shown to be non-local and some preliminary results concerning the structure of the first few terms are given.

Mathematical Physics · Physics 2007-05-23 Peter Gilkey , Klaus Kirsten , JeongHyeong Park

In this short paper, we derive an alternative proof for some known [van den Berg & Gilkey 2015] short-time asymptotics of the heat content in compact full-dimensional submanifolds $S$ with smooth boundary. This includes formulae like…

Analysis of PDEs · Mathematics 2020-06-23 Nathanael Schilling

Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'{e}vy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. The quantity $H (t) = \int_{\Omega} \mathbb{P}^{x} (X_t\in \Omega ^c) d x$ is called…

Probability · Mathematics 2019-01-23 Wojciech Cygan , Tomasz Grzywny

The relative heat content associated with a subset $\Omega\subset M$ of a sub-Riemannian manifold, is defined as the total amount of heat contained in $\Omega$ at time $t$, with uniform initial condition on $\Omega$, allowing the heat to…

Analysis of PDEs · Mathematics 2024-11-06 Andrei Agrachev , Luca Rizzi , Tommaso Rossi

We propose a novel approach for studying small-time asymptotics of the fractional heat content of $C^2$ non-characteristic domains in Carnot groups. Denoting the sub-Laplacian operator by $\mathcal{L}$, the fractional heat content of a…

Analysis of PDEs · Mathematics 2026-05-05 Rohan Sarkar

We consider a heat problem with discontinuous diffusion coefficientsand discontinuous transmission boundary conditions with a resistancecoefficient. For all compact $(\epsilon,\delta)$-domains $\Omega\subset\mathbb{R}^n$ with a $d$-set…

Analysis of PDEs · Mathematics 2015-09-08 Claude Bardos , Denis Grebenkov , Anna Rozanova-Pierrat

We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral…

Probability · Mathematics 2022-05-18 Kei Kobayashi , Hyunchul Park

We consider the short time asymptotics of the heat content $E$ of a domain $D$ of $\mathbb{R}^d$. The novelty of this paper is that we consider the situation where $D$ is a domain whose boundary $\partial D$ is a random Koch type curve.…

Probability · Mathematics 2014-03-10 Philippe H. A. Charmoy

We study the heat content asymptotics with either Dirichlet or Robin boundary conditions where the initial temperature exhibits radial blowup near the boundary. We show that there is a complete small-time asymptotic expansion and give…

Analysis of PDEs · Mathematics 2008-03-06 M. van den Berg , P. Gilkey , R. Seeley

We study the exit time from a bounded multi-dimensional domain $\Omega$ of the stochastic process $\mathbf{Y}_\varepsilon=\mathbf{Y}_\varepsilon(t,a)$, $t\geqslant 0$, $a\in \mathcal{A}$, governed by the overdamped Langevin dynamics…

Analysis of PDEs · Mathematics 2019-06-12 D. Borisov , O. Sultanov
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