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We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…

Statistics Theory · Mathematics 2016-01-07 Damir Filipović , Eberhard Mayerhofer , Paul Schneider

The collision kernel of droplets in warm clouds is a crucially important quantity for the parameterization of precipitation in weather and climate models. Nevertheless, its accurate representation remains a challenge, specifically in the…

Fluid Dynamics · Physics 2026-03-16 L. A. Codispoti , Daniel W. Meyer , Patrick Jenny

The worldline formalism has in recent years emerged as a powerful tool for the computation of effective actions and heat kernels. However, implementing nontrivial boundary conditions in this formalism has turned out to be a difficult…

High Energy Physics - Theory · Physics 2008-11-26 Fiorenzo Bastianelli , Olindo Corradini , Pablo A. G. Pisani , Christian Schubert

We analyze the heat kernel associated to the Laplacian on a compact metric graph, with standard Kirchoff-Neumann vertex conditions. An explicit formula for the heat kernel as a sum over loops, developed by Roth and Kostrykin, Potthoff, and…

Spectral Theory · Mathematics 2023-05-10 David Borthwick , Kenny Jones , Evans M. Harrell

We present a very quick and powerful method for the calculation of heat-kernel coefficients. It makes use of rather common ideas, as integral representations of the spectral sum, Mellin transforms, non-trivial commutation of series and…

High Energy Physics - Theory · Physics 2016-09-06 M. Bordag , E. Elizalde , K. Kirsten

We present a method to reconstruct the dielectric susceptibility (scattering potential) of an inhomogeneous scattering medium, based on the solution to the inverse scattering problem with internal sources. We employ the theory of…

Numerical Analysis · Mathematics 2024-07-18 Yakun Dong , Kamran Sadiq , Otmar Scherzer , John C. Schotland

We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…

Analysis of PDEs · Mathematics 2021-10-12 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi

We provide sharp two-sided estimates of the heat kernel of the Dirichlet fractional Laplacian on the half-line perturbed by the Hardy potential.

Analysis of PDEs · Mathematics 2024-01-18 Tomasz Jakubowski , Paweł Maciocha

We provide a new definition of a local walk dimension $\beta$ that depends only on the metric and not on the existence of a particular regular Dirichlet form or heat kernel asymptotics. Moreover, we study the local Hausdorff dimension…

Metric Geometry · Mathematics 2018-06-13 John Dever

Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.

Probability · Mathematics 2016-05-06 Tadeusz Kulczycki , Michal Ryznar

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

Probability · Mathematics 2012-09-27 Zhen-Qing Chen , Panki Kim , Renming Song

We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on…

Probability · Mathematics 2025-11-14 Masanori Hino

We prove on-diagonal bounds for the heat kernel of the Dirichlet Laplacian $-\Delta^D_\Omega$ in locally twisted three-dimensional tubes $\Omega$. In particular, we show that for any fixed $x$ the heat kernel decays for large times as…

Analysis of PDEs · Mathematics 2014-01-28 Gabriele Grillo , Hynek Kovařík , Yehuda Pinchover

The main goal of this paper is to generalize the Sobolev-type inequalities given by Guo-Phong-Song-Sturm and Guedj-T\^o from the case of functions to the framework of twisted differential forms. To this end, we establish certain estimates…

Complex Variables · Mathematics 2025-07-15 Fusheng Deng , Gang Huang , Xiangsen Qin

We introduce a novel diffusion-based spectral algorithm to tackle regression analysis on high-dimensional data, particularly data embedded within lower-dimensional manifolds. Traditional spectral algorithms often fall short in such…

Machine Learning · Statistics 2024-10-21 Weichun Xia , Jiaxin Jiang , Lei Shi

The heat kernel in curved space-time is computed to fourth order in a strict expansion in the number of covariant derivatives. The computation is made for arbitrary non abelian gauge and scalar fields and for the Riemann connection in the…

High Energy Physics - Theory · Physics 2008-11-26 L. L. Salcedo

Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…

Machine Learning · Statistics 2026-04-21 Othmane Aboussaad , Adam Miraoui , Boumediene Hamzi , Houman Owhadi

The heat kernel expansion on even-dimensional hyperbolic spaces is asymptotic at both short and long times, with interestingly different Borel properties for these short and long time expansions. Resummations in terms of incomplete gamma…

High Energy Physics - Theory · Physics 2023-05-31 Gerald V. Dunne

We study the heat kernel for an operator of Laplace type with a $\delta$-function potential concentrated on a closed surface. We derive the general form of the small $t$ asymptotics and calculate explicitly several first heat kernel…

High Energy Physics - Theory · Physics 2008-11-26 M. Bordag , D. V. Vassilevich

We consider the heat-kernel expansion of the massive Laplace operator on the three dimensional ball with Dirichlet boundary conditions. Using this example, we illustrate a very effective scheme for the calculation of an (in principle)…

High Energy Physics - Theory · Physics 2016-09-06 K. Kirsten , M. Bordag
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