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A multi cone domain $\Omega \subseteq \mathbb{R}^n$ is an open, connected set that resembles a finite collection of cones far away from the origin. We study the rate of decay in time of the heat kernel $p(t,x,y)$ of a Brownian motion killed…

The heat equation is considered in the complex system consisting of many small bodies (particles) embedded in a given material. On the surfaces of the small bodies a Newton-type boundary condition is imposed. An equation for the limiting…

偏微分方程分析 · 数学 2012-07-04 A. G. Ramm

Consider the following nonlocal integro-differential operator: for $\alpha\in(0,2)$, $$ \cal L^{(\alpha)}_{\sigma,b} f(x):=\mbox{p.v.} \int_{\mathbb{R}^d-\{0\}}\frac{f(x+\sigma(x)z)-f(x)}{|z|^{d+\alpha}}d z+b(x)\cdot\nabla f(x), $$ where…

概率论 · 数学 2014-04-08 Xicheng Zhang

We prove the existence and give estimates of the fundamental solution (the heat kernel) for the equation $\partial_t =\mathcal{L}^{\kappa}$ for non-symmetric non-local operators $$ \mathcal{L}^{\kappa}f(x):= \int_{\mathbb{R}^d}(…

偏微分方程分析 · 数学 2021-09-27 Karol Szczypkowski

We establish the path integral approach for the time-dependent heat exchange of an externally driven quantum system coupled to a thermal reservoir. We derive the relevant influence functional and present an exact formal expression for the…

介观与纳米尺度物理 · 物理学 2015-05-20 M. Carrega , P. Solinas , A. Braggio , M. Sassetti , U. Weiss

Let $(\mathbb M, d,\mu)$ be a metric measure space with upper and lower densities: $$ \begin{cases} |||\mu|||_{\beta}:=\sup_{(x,r)\in \mathbb M\times(0,\infty)} \mu(B(x,r))r^{-\beta}<\infty;\\ |||\mu|||_{\beta^{\star}}:=\inf_{(x,r)\in…

偏微分方程分析 · 数学 2019-08-22 Jizheng Huang , Pengtao Li , Yu Liu , Shaoguang Shi

We consider the homogeneous heat equation in a domain $\Omega$ in $\mathbb{R}^n$ with vanishing initial data and the Dirichlet boundary condition. We are looking for solutions in $W^{r,s}_{p,q}(\Omega\times(0,T))$, where $r < 2$, $s < 1$,…

偏微分方程分析 · 数学 2012-04-27 B. Nowakowski , W. Zajączkowski

We derive a local Gaussian upper bound for the $f$-heat kernel on complete smooth metric measure space $(M,g,e^{-f}dv)$ with nonnegative Bakry-\'{E}mery Ricci curvature, which generalizes the classic Li-Yau estimate. As applications, we…

微分几何 · 数学 2015-09-08 Jia-Yong Wu , Peng Wu

A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.

概率论 · 数学 2011-09-16 Arno Berger , Steven N. Evans

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…

概率论 · 数学 2016-08-05 Alexander Grigor'yan , Satoshi Ishiwata , Laurent Saloff-Coste

In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators $L$ for Levy processes $X_t$ can be written down in a convolution type form. For the case of non-summable Levy measures we…

概率论 · 数学 2014-03-24 Lev Sakhnovich

Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric L\'evy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of…

概率论 · 数学 2015-09-09 Emma L. Horton , Andreas E. Kyprianou

In this paper, Hunt's hypothesis (H) and Getoor's conjecture for L\'{e}vy processes are revisited. Let $X$ be a L\'{e}vy process on $\mathbf{R}^n$ with L\'{e}vy-Khintchine exponent $(a,A,\mu)$. {First, we show that if $A$ is non-degenerate…

概率论 · 数学 2012-12-12 Ze-Chun Hu , Wei Sun

Let $G$ be a noncompact semisimple Lie group equipped with a certain invariant Riemannian metric. Then, we can consider a heat kernel function on $G$ associated to the Riemannian metric. We give an explicit formula for the heat kernel when…

表示论 · 数学 2019-10-03 Shota Mori

We show that the second term in the asymptotic expansion as t approaches 0 of the trace of the Dirichlet heat kernel on Lipschitz domains for unimodal L\'evy processes, satisfying some weak scaling conditions, is given by the surface area…

概率论 · 数学 2017-10-04 Gavin Armstrong

Let $(X,d,\mu)$ be a $RCD^\ast(K, N)$ space with $K\in mathbb{R}$ and $N\in [1,\infty)$. Suppose that $(X,d)$ is connected, complete and separable, and $\supp \mu=X$. We prove that the Li-Yau inequality for the heat flow holds true on…

度量几何 · 数学 2014-10-31 Renjin Jiang

In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…

概率论 · 数学 2016-10-17 Andreas Basse-O'Connor , Claudio Heinrich , Mark Podolskij

This paper studies observability inequalities for heat equations on both bounded domains and the whole space $\mathbb{R}^d$. The observation sets are measured by log-type Hausdorff contents, which are induced by certain log-type gauge…

偏微分方程分析 · 数学 2024-12-03 Shanlin Huang , Gengsheng Wang , Ming Wang

We study the higher-order heat-type equation with first time and M-th spatial partial derivatives, M = 2, 3, ... . We demonstrate that its exact solutions for M even can be constructed with the help of signed Levy stable functions. For M…

统计力学 · 物理学 2015-06-16 K. Gorska , A. Horzela , K. A. Penson , G. Dattoli

This work contributes in two areas, with sharp results, to the current investigation of regularity of solutions of heat equations (*) $Pu+\partial_tu=f$ on $\Omega\times I $, where $P$ is a nonlocal operator, and $\Omega \subset R^n$,…

偏微分方程分析 · 数学 2018-01-03 Gerd Grubb
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