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相关论文: Diffusion in small time in incomplete sub-Riemanni…

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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…

概率论 · 数学 2025-06-16 Robert W. Neel , Ludovic Sacchelli

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…

概率论 · 数学 2018-10-16 Ismael Bailleul , Laurent Mesnager , James Norris

We consider the kernel of a hypoelliptic diffusion beyond the case of sub-ellipticity or polynomial coefficients. We get a full asymptotic expansion for small times, based on a Duhamel-type comparison with an approximate polynomial kernel.…

偏微分方程分析 · 数学 2023-01-18 Pierre Perruchaud

Assuming the heat kernel on a doubling Dirichlet metric measure space has a sub-Gaussian bound, we prove an asymptotically sharp spectral upper bound on the survival probability of the associated diffusion process. As a consequence, we can…

概率论 · 数学 2025-06-17 Phanuel Mariano , Jing Wang

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…

偏微分方程分析 · 数学 2012-11-28 Davide Barilari , Ugo Boscain , Robert W. Neel

For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators…

偏微分方程分析 · 数学 2016-11-18 Zhen-Qing Chen , Eryan Hu , Longjie Xie , Xicheng Zhang

We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

谱理论 · 数学 2011-10-18 Narinder S Claire

By establishing the intrinsic super-Poincar\'e inequality, some explicit conditions are presented for diffusion semigroups on a non-compact complete Riemannian manifold to be intrinsically ultracontractive. These conditions, as well as the…

概率论 · 数学 2007-12-20 Feng-Yu Wang

The formulation of gauge theories on compact Riemannian manifolds with boundary leads to partial differential operators with Gilkey--Smith boundary conditions, whose peculiar property is the occurrence of both normal and tangential…

数学物理 · 物理学 2011-04-15 Ivan G. Avramidi , Giampiero Esposito

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

概率论 · 数学 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

The principal aim of this short note is to extend a recent result on Gaussian heat kernel bounds for self-adjoint $L^2(\Om; d^n x)$-realizations, $n\in\bbN$, $n\geq 2$, of divergence form elliptic partial differential expressions $L$ with…

偏微分方程分析 · 数学 2013-05-21 Fritz Gesztesy , Marius Mitrea , Roger Nichols , El Maati Ouhabaz

We establish small-time asymptotic expansions for heat kernels of hypoelliptic H\"ormander operators in a neighborhood of the diagonal, generalizing former results obtained in particular by M\'etivier and by Ben Arous. The coefficients of…

偏微分方程分析 · 数学 2020-04-15 Yves Colin de Verdière , Luc Hillairet , Emmanuel Trélat

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…

泛函分析 · 数学 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

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…

概率论 · 数学 2017-04-11 Yuzuru Inahama , Setsuo Taniguchi

We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…

概率论 · 数学 2019-02-20 Karen Habermann

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…

偏微分方程分析 · 数学 2013-12-12 Davide Barilari , Ugo Boscain , Grégoire Charlot , Robert W. Neel

We obtain Gaussian upper bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

偏微分方程分析 · 数学 2012-08-01 Narinder Claire

This paper discusses the existence of gradient estimates for second order hypoelliptic heat kernels on manifolds. It is now standard that such inequalities, in the elliptic case, are equivalent to a lower bound on the Ricci tensor of the…

偏微分方程分析 · 数学 2009-02-06 Tai Melcher

We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat…

偏微分方程分析 · 数学 2018-01-22 Davide Barilari , Francesco Boarotto

We obtain two-sided heat kernel estimates for Riemannian manifolds with ends with mixed boundary condition, provided that the heat kernels for the ends are well understood. These results extend previous results of Grigor'yan and…

微分几何 · 数学 2025-01-15 Emily Dautenhahn , Laurent Saloff-Coste
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