Related papers: Parabolic Harnack inequality and heat kernel estim…

We prove a differential Harnack inequality for the Endangered Species Equation, a nonlinear parabolic equation. Our derivation relies on an idea related to the parabolic maximum principle. As an application of this inequality, we will show…

In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their…

This paper continues the analysis, started in [2, 3], of a class of degenerate elliptic operators defined on manifolds with corners, which arise in Population Biology. Using techniques pioneered by J. Moser, and extended and refined by L.…

We provide pointwise upper bounds for the transition kernels of semigroups associated with a class of systems of nondegenerate elliptic partial differential equations with unbounded coefficients with possibly unbounded diffusion…

We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…

H\"older estimates and Harnack inequalities are studied for fully nonlinear integro-differential equations under some mild assumptions. We allow the kernels of variable order and critically close to 2.

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

We prove a Harnack inequality for positive solutions of a parabolic equation with slow anisotropic spatial diffusion. After identifying its natural scalings, we reduce the problem to a Fokker-Planck equation and construct a self-similar…

For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive…

We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are H\"older continuous locally in space and time. This is done via local…

We complete the local regularity program for weak solutions to linear parabolic nonlocal equations with bounded measurable coefficients. Within the variational framework we prove the parabolic Harnack inequality and H\"older regularity…

We consider nonparametric statistical inference for L\'evy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk…

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

We characterize metric measure spaces satisfying parabolic Harnack inequalities for a doubly nonlinear equation in terms of volume doubling and Poincar\'e inequalities. Our approach uses purely analytical methods, based on obtaining…

We study reflected jump diffusions on Ahlfors regular domains in general metric measure spaces. Under the condition that the Dirichlet form on the ambient space satisfies a capacity upper bound estimate, we construct an extension operator…

We study inequalities related to the heat kernel for the hypoelliptic sublaplacian on an H-type Lie group. Specifically, we obtain precise pointwise upper and lower bounds on the heat kernel function itself. We then apply these bounds to…

We establish two-sided Gaussian bounds on the heat kernel of divergence-form parabolic equation with singular time-inhomogeneous vector field satisfying some minimal assumptions.

Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…

We study discrete time random walks in an environment of i.i.d. non-negative bounded conductances in $\mathbb{Z}^d$. We are interested in the anomaly of the heat-kernel decay. We improve recent results and techniques.

We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated…