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We show that the small-time asymptotics of the sub-Riemannian heat kernel, its derivatives, and its logarithmic derivatives can be localized, allowing them to be studied even on incomplete manifolds, under essentially optimal conditions on…

Probability · Mathematics 2025-06-16 Robert W. Neel , Ludovic Sacchelli

In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold. We study the "cut locus" case, namely, the case where energy-minimizing paths which join the two points…

Probability · Mathematics 2017-04-11 Yuzuru Inahama , Setsuo Taniguchi

In this paper we investigate the small time heat kernel asymptotics on the cut locus on a class of surfaces of revolution, which are the simplest 2-dimensional Riemannian manifolds different from the sphere with non trivial cut-conjugate…

Analysis of PDEs · Mathematics 2013-03-14 Davide Barilari , Jacek Jendrej

For a sub-Riemannian manifold provided with a smooth volume, we relate the small time asymptotics of the heat kernel at a point $y$ of the cut locus from $x$ with roughly "how much" $y$ is conjugate to $x$. This is done under the hypothesis…

Analysis of PDEs · Mathematics 2012-11-28 Davide Barilari , Ugo Boscain , Robert W. Neel

We investigate the short-time expansion of the heat kernel of a Laplace type operator on a compact Riemannian manifold and show that the lowest order term of this expansion is given by the Fredholm determinant of the Hessian of the energy…

Differential Geometry · Mathematics 2022-01-19 Matthias Ludewig

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

Functional Analysis · Mathematics 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

By adapting a technique of Molchanov, we obtain the heat kernel asymptotics at the sub-Riemannian cut locus, when the cut points are reached by an $r$-dimensional parametric family of optimal geodesics. We apply these results to the…

Analysis of PDEs · Mathematics 2016-06-06 Davide Barilari , Ugo Boscain , Robert W. Neel

We obtain asymptotic expansions of the spatially discrete 2D heat kernels, or Green's functions on lattices, with respect to powers of time variable up to an arbitrary order and estimate the remainders uniformly on the whole lattice. Unlike…

Dynamical Systems · Mathematics 2018-09-14 Pavel Gurevich

We consider the asymptotics of the discrete heat kernel on isoradial graphs for the case where the time and the edge lengths tend to zero simultaneously. Depending on the asymptotic ratio between time and edge lengths, we show that two…

Probability · Mathematics 2024-01-24 Simon Schwarz , Anja Sturm , Max Wardetzky

We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the…

Differential Geometry · Mathematics 2022-01-19 Matthias Ludewig

In this paper we provide the small-time heat kernel asymptotics at the cut locus in three relevant cases: generic low-dimensional Riemannian manifolds, generic 3D contact sub-Riemannian manifolds (close to the starting point) and generic 4D…

Analysis of PDEs · Mathematics 2013-12-12 Davide Barilari , Ugo Boscain , Grégoire Charlot , Robert W. Neel

For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and…

Probability · Mathematics 2022-03-23 Ismael Bailleul , James Norris

We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to…

Probability · Mathematics 2007-05-23 Marc Arnaudon , Thomas Simon

We consider a class of fourth order uniformly elliptic operators in planar Euclidean domains and study the associated heat kernel. For operators with $L^{\infty}$ coefficients we obtain Gaussian estimates with best constants, while for…

Analysis of PDEs · Mathematics 2018-07-04 Gerassimos Barbatis , Panagiotis Branikas

We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…

Probability · Mathematics 2018-10-16 Ismael Bailleul , Laurent Mesnager , James Norris

We study a stochastic differential equation in the sense of rough path theory driven by fractional Brownian rough path with Hurst parameter H (1/3 < H <= 1/2) under the ellipticity assumption at the starting point. In such a case, the law…

Probability · Mathematics 2016-03-29 Yuzuru Inahama

For a class of Laplace exponents we derive the heat trace asymptotics of the generator of the corresponding subordinate Brownian motion on Euclidean space. The terms in the asymptotic expansion are found to depend both on the geometry of…

Probability · Mathematics 2015-10-28 Matthias Fahrenwaldt

In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…

Analysis of PDEs · Mathematics 2026-02-19 Rui Chen , Bo Li

We give an asymptotic expansion of the relative entropy between the heat kernel $q_Z(t,z,w)$ of a compact Riemannian manifold $Z$ and the normalized Riemannian volume for small values of $t$ and for a fixed element $z\in Z$. We prove that…

Differential Geometry · Mathematics 2022-09-26 Vlado Menkovski , Jacobus W. Portegies , Mahefa Ratsisetraina Ravelonanosy

We study a Hamiltonian describing a pendulum coupled with several anisochronous oscillators, devising an asymptotic expansion for the splitting (matrix) associated with a homoclinic point. This expansion consists of contributions that are…

Mathematical Physics · Physics 2011-10-18 Mikko Stenlund
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