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The heat trace asymptotics are discussed for operators of Laplace type with Dirichlet, Robin, spectral, D/N, and transmittal boundary conditions. The heat content asymptotics are discussed for operators with time dependent coefficients and…

数学物理 · 物理学 2009-11-07 Peter B. Gilkey , Klaus Kirsten , JeongHyeong Park , Dmitri Vassilevich

We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…

偏微分方程分析 · 数学 2026-02-12 Noé Blassel , Tony Lelièvre , Gabriel Stoltz

We study the asymptotic behaviour of the heat content on a compact Riemannian manifold with boundary and with singular specific heat and singular initial temperature distributions. Assuming the existence of a complete asymptotic series we…

偏微分方程分析 · 数学 2015-06-03 M. van den Berg , P. Gilkey

A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.

概率论 · 数学 2012-09-11 Jacques Franchi

In this paper we identify the asymptotic tail of the distribution of the exit time $\tau_C$ from a cone $C$ of an isotropic $\alpha$-self-similar Markov process $X_t$ with a skew-product structure, that is $X_t$ is a product of its radial…

概率论 · 数学 2016-10-04 Zbigniew Palmowski , Longmin Wang

This paper studies the heat content} for Schr\"odinger operators of the fractional Laplacian $(-\Delta)^{\alpha/2}$, $0<\alpha\leq 2$ in $R^d$, $d\geq 1$. Employing probabilistic and analytic techniques, a small time asymptotic expansion…

概率论 · 数学 2014-01-14 Luis Acuña Valverde , Rodrigo Bañuelos

In this work, we derive a new sharp asymptotic equivalent in the small temperature regime $h\to 0$ for the mean exit time from a bounded domain for the non-reversible process $dX\_t=b(X\_t)dt + \sqrt h \, dB\_t$ under a generic orthogonal…

偏微分方程分析 · 数学 2025-09-23 Dorian Le Peutrec , Laurent Michel , Boris Nectoux

In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…

偏微分方程分析 · 数学 2024-07-18 Joaquín Domínguez-de-Tena , Aníbal Rodríguez-Bernal

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

In this article, we study the asymptotic behavior of the stochastic heat equation for large times.

概率论 · 数学 2019-09-24 Arturo Kohatsu-Higa , David Nualart

In this paper, we study the spectral heat content for isotropic stable processes on fractal drums (namely, open sets with fractal boundaries). The spectral heat content for subordinate killed Brownian motions by stable subordinators was…

概率论 · 数学 2026-03-17 Hyunchul Park , Yimin Xiao

Let $(M^n, g)$ be a complete Riemannian manifold with $Rc\geq -Kg$, $H(x, y, t)$ is the heat kernel on $M^n$, and $H= (4\pi t)^{-\frac{n}{2}}e^{-f}$. Nash entropy is defined as $N(H, t)= \int_{M^n} (fH) d\mu(x)- \frac{n}{2}$. We studied the…

微分几何 · 数学 2014-08-26 Guoyi Xu

In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…

偏微分方程分析 · 数学 2026-02-19 Rui Chen , Bo Li

We study a first passage time of a L\'evy process over a positive constant level. In the spectrally negative case we give conditions for absolutely continuity of the distributions of the first passage times. The tail asymptotics of their…

概率论 · 数学 2023-03-16 Shunsuke Kaji , Muneya Matsui

We consider sample path properties of the solution to the stochastic heat equation, in $\mathbb{R}^d$ or bounded domains of $\mathbb{R}^d$, driven by a L\'evy space-time white noise. When viewed as a stochastic process in time with values…

概率论 · 数学 2019-03-26 Carsten Chong , Robert C. Dalang , Thomas Humeau

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

Let $M$ be a complete Riemannian manifold and $D\subset M$ a smoothly bounded domain with compact closure. We use Brownian motion and the classic results on the Stieltjes moment problem to study the relationship between the Dirichlet…

谱理论 · 数学 2007-05-23 Patrick McDonald , Robert Meyers

We identify the short time asymptotics of the sub-Riemannian heat content for a smoothly bounded domain in the first Heisenberg group. Our asymptotic formula generalizes prior work by van den Berg-Le Gall and van den Berg-Gilkey to the…

偏微分方程分析 · 数学 2023-12-12 Jeremy Tyson , Jing Wang

We study the small-time asymptotics of the heat content of smooth non-characteristic domains of a general rank-varying sub-Riemannian structure, equipped with an arbitrary smooth measure. By adapting to the sub-Riemannian case a technique…

偏微分方程分析 · 数学 2023-01-03 Luca Rizzi , Tommaso Rossi

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

偏微分方程分析 · 数学 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós