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In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a…

概率论 · 数学 2019-08-22 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We introduce darning of compact sets (darning and gluing of finite unions of compact sets), which are not thin at any of their points, in a potential-theoretic framework which may be described, analytically, in terms of harmonic…

概率论 · 数学 2016-03-08 Wolfhard Hansen

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

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

Given a strongly local Dirichlet form on a metric measure space that satisfies Gaussian heat kernel bounds, we show that the martingale dimension of the associated diffusion process coincides with Cheeger's analytic dimension of the…

概率论 · 数学 2025-08-19 Mathav Murugan

We propose the multiple reflection expansion as a tool for the calculation of heat kernel coefficients. As an example, we give the coefficients for a sphere as a finite sum over reflections, obtaining as a byproduct a relation between the…

高能物理 - 理论 · 物理学 2008-11-26 M. Bordag , D. Vassilevich , H. Falomir , E. M. Santangelo

We consider a class of constant-coefficient partial differential operators on a finite-dimensional real vector space which exhibit a natural dilation invariance. Typically, these operators are anisotropic, allowing for different degrees in…

偏微分方程分析 · 数学 2020-01-22 Evan Randles , Laurent Saloff-Coste

We develop and implement an algorithm for the quantitative characterization of cluster dynamics occurring on cellular automata defined on an arbitrary structure. As a prototype for such systems we focus on the Ising model on a finite…

统计力学 · 物理学 2010-09-14 Elena Agliari , Mario Casartelli , Edoardo Vivo

In this paper, we analyze the supercloseness result of nonsymmetric interior penalty Galerkin (NIPG) method on Shishkin mesh for a singularly perturbed convection diffusion problem. According to the characteristics of the solution and the…

数值分析 · 数学 2021-12-14 Jin Zhang , Xiaoqi Ma

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.

偏微分方程分析 · 数学 2013-08-09 M. Kunze , L. Lorenzi , A. Rhandi

In nonparametric regression, it is common for the inputs to fall in a restricted subset of Euclidean space. Typical kernel-based methods that do not take into account the intrinsic geometry of the domain across which observations are…

统计方法学 · 统计学 2021-11-04 David B Dunson , Hau-Tieng Wu , Nan Wu

We present a new method to approximate the Neumann spectrum of a Laplacian on a fractal K in the plane as a renormalized limit of the Neumann spectra of the standard Laplacian on a sequence of domains that approximate K from the outside.…

偏微分方程分析 · 数学 2009-10-11 Tyrus Berry , Steven M. Heilman , Robert S. Strichartz

This paper deals with a nonparametric warped kernel estimator $\widehat b$ of the drift function computed from independent continuous observations of a diffusion process. A risk bound on $\widehat b$ is established. The paper also deals…

统计理论 · 数学 2024-03-04 Nicolas Marie , Amélie Rosier

The aim of this article is to establish two-sided Gaussian bounds for the heat kernels on the unit ball and simplex in $\mathbb{R}^n$, and in particular on the interval, generated by classical differential operators whose eigenfunctions are…

经典分析与常微分方程 · 数学 2018-01-24 Gerard Kerkyacharian , Pencho Petrushev , Yuan Xu

We introduce a technique based on infrared thermal emission, termed depth thermography, that can remotely measure the temperature distribution beneath the surface of certain objects. Depth thermography utilizes the thermal-emission spectrum…

光学 · 物理学 2019-08-22 Yuzhe Xiao , Chenghao Wan , Alireza Shahsafi , Jad Salman , Mikhail A. Kats

We propose kernel-gradient drifting, a one-step generative modeling framework that replaces the fixed Euclidean displacement direction in drifting models with directions induced by the kernel itself. Standard drifting is attractive because…

Motivated by compartmental analysis in engineering and biophysical systems, we present a variational framework for the nonequilibrium thermodynamics of systems involving both distributed and discrete (finite dimensional) subsystems by…

统计力学 · 物理学 2022-04-07 François Gay-Balmaz , Hiroaki Yoshimura

In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…

概率论 · 数学 2024-04-30 Jie-Ming Wang

As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy…

数值分析 · 数学 2018-10-09 Zheng Sun , José Antonio Carrillo , Chi-Wang Shu

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

计算工程、金融与科学 · 计算机科学 2024-11-05 Maximilian Kruse , Sebastian Krumscheid