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We introduce diffusion means as location statistics on manifold data spaces. A diffusion mean is defined as the starting point of an isotropic diffusion with a given diffusivity. They can therefore be defined on all spaces on which a…

统计方法学 · 统计学 2021-03-02 Pernille Hansen , Benjamin Eltzner , Stefan Sommer

We consider a heat problem with discontinuous diffusion coefficientsand discontinuous transmission boundary conditions with a resistancecoefficient. For all compact $(\epsilon,\delta)$-domains $\Omega\subset\mathbb{R}^n$ with a $d$-set…

偏微分方程分析 · 数学 2015-09-08 Claude Bardos , Denis Grebenkov , Anna Rozanova-Pierrat

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

Wavelet bases and frames consisting of band limited functions of nearly exponential localization on Rd are a powerful tool in harmonic analysis by making various spaces of functions and distributions more accessible for study and…

泛函分析 · 数学 2012-06-05 Thierry Coulhon , Gerard Kerkyacharian , Pencho Petrushev

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

We show that not feeling the boundary estimates for heat kernels hold for any non-negative self-adjoint extension of the Laplace operator acting on vector-valued compactly supported functions on a domain in $\mathbb{R}^d$. They are…

偏微分方程分析 · 数学 2016-04-05 Liangpan Li , Alexander Strohmaier

For a given bounded domain $\Omega$ with smooth boundary in a smooth Riemannian manifold $(\mathcal{M},g)$, we show that the Poisson type upper-estimate of the heat kernel associated to the Dirichlet-to-Neumann operator, the Sobolev trace…

偏微分方程分析 · 数学 2013-11-05 Genqian Liu

In this article, we consider the problem of estimating the heat kernel on measure-metric spaces equipped with a resistance form. Such spaces admit a corresponding resistance metric that reflects the conductivity properties of the set. In…

概率论 · 数学 2012-10-23 David A. Croydon

In this paper we show that two-sided heat kernel estimates for a class of (not necessarily symmetric) diffusions with jumps are stable under non-local Feynman-Kac perturbations.

概率论 · 数学 2017-02-16 Zhen-Qing Chen , Lidan Wang

We consider a diffusion problem on a network on whose nodes we impose Dirichlet and generalized, non-local Kirchhoff-type conditions. We prove well-posedness of the associated initial value problem, and we exploit the theory of…

偏微分方程分析 · 数学 2018-12-21 Delio Mugnolo

We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful…

概率论 · 数学 2024-03-11 Sebastian Andres , David A. Croydon , Takashi Kumagai

We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…

概率论 · 数学 2018-04-27 Arianna Giunti , Yu Gu , Jean-Christophe Mourrat

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided…

概率论 · 数学 2013-03-28 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, we consider simultaneous reconstruction of the diffusion coefficient and initial state for a one-dimensional heat equation through boundary control and measurement. The boundary measurement is known to make the system exactly…

偏微分方程分析 · 数学 2016-05-18 Zhi-Xue Zhao , Mapundi Kondwani Banda , Bao-Zhu Guo

In this paper, we consider subordinate symmetric Markov processes which correspond to non-killing Dirichlet forms enjoying heat kernel estimates on a metric measure space with the volume doubling property. We obtain estimates of the jump…

概率论 · 数学 2024-12-17 Ryuto Kushida

We derive upper bounds for the trace of the heat kernel $Z(t)$ of the Dirichlet Laplace operator in an open set $\Omega \subset \R^d$, $d \geq 2$. In domains of finite volume the result improves an inequality of Kac. Using the same methods…

数学物理 · 物理学 2012-02-29 Leander Geisinger , Timo Weidl

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) L\'evy processes on half spaces for all $t>0$. These L\'evy processes may…

概率论 · 数学 2016-02-22 Zhen-Qing Chen , Panki Kim

The purpose of this paper is to establish a new continuous-time on-diagonal lower estimate of heat kernel for large time on graphs. To achieve the goal, we first give an upper bound of heat kernel in natural graph metric, and then use this…

偏微分方程分析 · 数学 2016-12-30 Yong Lin , Yiting Wu

We provide general lower and upper bounds for Laplace Dirichlet heat kernel of convex $\mathcal C^{1,1}$ domains. The obtained estimates precisely describe the exponential behaviour of the kernels, which has been known only in a few special…

偏微分方程分析 · 数学 2021-10-13 Grzegorz Serafin

By making full use of heat kernel estimates, we establish the integral tests on the zero-one laws of upper and lower bounds for the sample path ranges of symmetric Markov processes. In particular, these results concerning on upper rate…

概率论 · 数学 2015-09-01 Yuichi Shiozawa , Jian Wang