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 different directions. The heat kernels associated to these so-called positive-homogeneous operators are seen to arise naturally as the limits of convolution powers of complex-valued measures, just as the classical heat kernel appears in the central limit theorem. Building on the functional-analytic approach developed by E. B. Davies for higher-order uniformly elliptic operators with measurable coefficients, we formulate a general theory for (anisotropic) self-adjoint variable-coefficient operators, each comparable to a positive-homogeneous operator, and study their associated heat kernels. Specifically, under three abstract hypotheses, we show that the heat kernels satisfy off-diagonal (Gaussian type) estimates involving the Legendre-Fenchel transform of the operator's principle symbol. Our results extend those of E. B. Davies and G. Barbatis and partially extend results of A. F. M. ter Elst and D. Robinson.
We apply the Davies method to prove that for any regular Dirichlet form on a metric measure space, an off-diagonal stable-type upper bound of the heat kernel is equivalent to the conjunction of the on-diagonal upper bound, a cutoff inequality on any two concentric balls, and the jump kernel upper bound, for any walk dimension. If in addition the jump kernel vanishes, that is, if the Dirichlet form is strongly local, we obtain sub-Gaussian upper bound. This gives a unified approach to obtaining heat kernel upper bounds for both the non-local and the local Dirichlet forms.
We study strong ratio limit properties and the exact long time asymptotics of the heat kernel of a general second-order parabolic operator which is defined on a noncompact Riemannian manifold.
We prove a Davies type double integral estimate for the heat kernel $H(y,t;x,l)$ under the Ricci flow. As a result, we give an affirmative answer to a question proposed by Chow etc.. Moreover, we apply the Davies type estimate to provide a new proof of the Gaussian upper and lower bounds of $H(y,t;x,l)$ which were first shown by Chau-Tam-Yu.
We apply the Davies method to give a quick proof for upper estimate of the heat kernel for the non-local Dirichlet form on the ultra-metric space. The key observation is that the heat kernel of the truncated Dirichlet form vanishes when two spatial points are separated by any ball of radius larger than the truncated range. This new phenomenon arises from the ultra-metric property of the space.
We prove that in presence of $L^2$ Gaussian estimates, so-called Davies-Gaffney estimates, on-diagonal upper bounds imply precise off-diagonal Gaussian upper bounds for the kernels of analytic families of operators on metric measure spaces.
We apply Davies' method for obtaining pointwise lower bounds on the heat kernels of higher-order differential operators to obtain pointwise lower bounds in the presence of a polynomialy bounded potential.
On doubling metric measure spaces endowed with a strongly local regular Dirichlet form, we show some characterisations of pointwise upper bounds of the heat kernel in terms of global scale-invariant inequalities that correspond respectively to the Nash inequality and to a Gagliardo-Nirenberg type inequality when the volume growth is polynomial. This yields a new proof and a generalisation of the well-known equivalence between classical heat kernel upper bounds and relative Faber-Krahn inequalities or localized Sobolev or Nash inequalities. We are able to treat more general pointwise estimates,…
On a smooth bounded domain Ω\subset R^N we consider the Schrödinger operators -Δ-V, with V being either the critical borderline potential V(x)=(N-2)^2/4 |x|^{-2} or V(x)=(1/4) dist (x,\partialΩ)^{-2}, under Dirichlet boundary conditions. In this work we obtain sharp two-sided estimates on the corresponding heat kernels. To this end we transform the Scrödinger operators into suitable degenerate operators, for which we prove a new parabolic Harnack inequality up to the boundary. To derive the Harnack inequality we have established a serier of new inequalities such as improved Hardy, logarithmic …
We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity assumption. For the proof we use Davies' perturbation method, where we show a maximal inequality for the perturbed heat kernel via Moser iteration.
We consider the elliptic system of linear elasticity with bounded measurable coefficients in a domain where the second Korn inequality holds. We construct heat kernel of the system subject to Dirichlet, Neumann, or mixed boundary condition under the assumption that weak solutions of the elliptic system are Hölder continuous in the interior. Moreover, we show that if weak solutions of the mixed problem are Hölder continuous up to the boundary, then the corresponding heat kernel has a Gaussian bound. In particular, if the domain is a two dimensional Lipschitz domain satisfying a corkscrew or non…
We obtain heat kernel estimates for a class of fourth order non-uniformly elliptic operators in two dimensions. Contrary to existing results, the operators considered have symbols that are not strongly convex. This rises certain difficulties as it is known that, as opposed to the strongly convex case, there is no absolute exponential constant. Our estimates involve sharp constants and Finsler-type distances that are induced by the operator symbol. The main result is based on two general hypotheses, a weighted Sobolev inequalitry and an interpolation inequality, which are related to the singula…
Upper and lower bounds on the heat kernel on complete Riemannian manifolds were obtained in a series of pioneering works due to Cheng-Li-Yau, Cheeger-Yau and Li-Yau. However, these estimates do not give a complete picture of the heat kernel for all times and all pairs of points. Inspired by the work of Davies-Mandouvalos on $\mathbb{H}^{n + 1}$, we study heat kernel bounds on Cartan-Hadamard manifolds that are asymptotically hyperbolic in the sense of Mazzeo-Melrose. Under the assumption of no eigenvalues and no resonance at the bottom of the continuous spectrum, we show that the heat kernel o…
Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densities. In non ultracontractive settings, such bounds can not hold, and (necessarily weaker, non uniform) bounds on the semigroups can be derived by means of weighted Nash (or super-Poincaré) inequalities. The purpose of this note is to show how to check these weighted Nash inequalities in concrete examples, in a very simple and general manner. We also deduce off-diagonal bounds for the Markov kernels of the semigroups, r…
Let $p(\cdot):\ \mathbb R^n\to(0,1]$ be a variable exponent function satisfying the globally log-Hölder continuous condition and $L$ a one to one operator of type $ω$ in $L^2({\mathbb R}^n)$, with $ω\in[0,\,π/2)$, which has a bounded holomorphic functional calculus and satisfies the Davies-Gaffney estimates. In this article, the authors introduce the variable weak Hardy space $W\!H_L^{p(\cdot)}(\mathbb R^n)$ associated with $L$ via the corresponding square function. Its molecular characterization is then established by means of the atomic decomposition of the variable weak tent space $W\!T^{p(…
We consider a two-phase heat conductor in two dimensions consisting of a core and a shell with different constant conductivities. When the medium outside the two-phase conductor has a possibly different conductivity, we consider the Cauchy problem in two dimensions where initially the conductor has temperature 0 and the outside medium has temperature 1. It is shown that, if there is a stationary isothermic surface in the shell near the boundary, then the structure of the conductor must be circular. Moreover, as by-products of the method of the proof, we mention other proofs of all the previous…
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 (nonlocal) Robin-type boundary conditions in bounded Lipschitz domains $\Om \subset \bbR^n$, where $$ Lu = - \sum_{j,k=1}^n\partial_j a_{j,k}\partial_k u. $$ The (nonlocal) Robin-type boundary conditions are then of the form $$ ν\cdot A\nabla u + Θ\big[u\big|_{\partial\Om}\big]=0 \, \text{on} \, \partialΩ, $$ where $Θ$ represents an appropriate operator actin…
In this paper, we consider the regularity of solutions to elliptic equation with Grushin's operator. By using the Feynman-Kac formula, we first get the expression of heat kernel, and then by using the properties of heat kernel, the optimal regularity of solutions will be obtained. The novelty of this paper is that the Grushin's operator is a degenerate operator.
We prove large-time Gaussian upper bounds for continuous-time heat kernels of Laplacians on graphs with unbounded geometry. Our estimates hold for centers of large balls satisfying a Sobolev inequality and volume doubling. Distances are measured with respect to an intrinsic metric with finite distance balls and finite jump size. The Gaussian decay is given by Davies' function which is natural and sharp in the graph setting. Furthermore, we find a new polynomial correction term which does not blow up at zero. Although our main focus is unbounded Laplacians, the results are new even for the norm…
In this paper we study a class of elliptic boundary hemivariational inequalities which originates in the steady-state heat conduction problem with nonmonotone multivalued subdifferential boundary condition on a portion of the boundary described by the Clarke generalized gradient of a locally Lipschitz function. First, we prove a new existence result for the inequality employing the theory of pseudomonotone operators. Next, we give a result on comparison of solutions, and provide sufficient conditions that guarantee the asymptotic behavior of solution, when the heat transfer coefficient tends t…
We establish the nonexistence of nontrivial ancient solutions to the nonlinear heat equation $u_t=Δu+|u|^{p-1}u$ which are smaller in absolute value than the self-similar radial singular steady state, provided that the exponent $p$ is strictly between Serrin's exponent and that of Joseph and Lundgren. This result was previously established by Fila and Yanagida [Tohoku Math. J. (2011)] by using forward self-similar solutions as barriers. In contrast, we apply a sweeping argument with a family of time independent weak supersolutions. Our approach naturally lends itself to yield an analogous Liou…
In this paper, we deal with the following quasilinear elliptic system involving gradient terms in the form: \begin{center} $\begin{cases} Δ_p u= v^m| \nabla u |^α& \text{in}\quad Ω\\ Δ_p v= v^β| \nabla u |^q & \text{in}\quad Ω, \end{cases}$ \end{center} where $Ω\subset\mathbb{R}^N(N\geq 2)$ is either equal to $ \mathbb{R}^N $ or equal to a ball $B_R$ centered at the origin and having radius $R>0$, $1<p<\infty$, $m,q>0$, $α\geq 0$, $0\leq β\leq m$ and $δ:=(p-1-α)(p-1-β)-qm \neq 0$. Our aim is to establish the asymptotics of the blowing-up radial solutions to the above system. Precisely, we prov…
We study positive radial solutions of quasilinear elliptic systems with a gradient term in the form $$ \left\{ \begin{aligned} Δ_{p} u&=v^{m}|\nabla u|^α&&\quad\mbox{ in }Ω,\\ Δ_{p} v&=v^β|\nabla u|^{q} &&\quad\mbox{ in }Ω, \end{aligned} \right. $$ where $Ω\subset\R^N$ $(N\geq 2)$ is either a ball or the whole space, $1<p<\infty$, $m, q>0$, $α\geq 0$, $0\leq β\leq m$ and $(p-1-α)(p-1-β)-qm\neq 0$. We first classify all the positive radial solutions in case $Ω$ is a ball, according to their behavior at the boundary. Then we obtain that the system has non-constant global solutions if and only if…
We prove an equivariant Lefschetz formula for elliptic complexes over a compact manifold carrying the action of a compact Lie group of isometries via heat equation methods.
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 to the boundary as well as the long-time exponential decay implied by the spectral gap. We make no smoothness assumptions on our operator coefficients which we assume only to be bounded and measurable Keywords : Heat Kernel, Parabolic, Uniformly Elliptic, Gaussian.
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 to the boundary. We make no smoothness assumptions on our operator coefficients which we assume only to be bounded and measurable.
The aim of this article is to show how certain parabolic theorems follow from their elliptic counterparts. This technique is demonstrated through new proofs of five important theorems in parabolic unique continuation and the regularity theory of parabolic equations and geometric flows. Specifically, we give new proofs of an $L^2$ Carleman estimate for the heat operator, and the monotonicity formulas for the frequency function associated to the heat operator, the two-phase free boundary problem, the flow of harmonic maps, and the mean curvature flow. The proofs rely only on the underlying ellip…
Examples are given of degenerate elliptic operators on smooth, compact manifolds that are not globally regular in $C^\infty$. These operators degenerate only in a rather mild fashion. Certain weak regularity results are proved, and an interpretation of global irregularity in terms of the associated heat semigroup is given.
Let $m\in\mathbb N$, $P(D):=\sum_{|α|=2m}(-1)^m a_αD^α$ be a $2m$-order homogeneous elliptic operator with real constant coefficients on $\mathbb{R}^n$, and $V$ a measurable function on $\mathbb{R}^n$. In this article, the authors introduce a new generalized Schechter class concerning $V$ and show that the higher order Schrödinger operator $\mathcal{L}:=P(D)+V$ possesses a heat kernel that satisfies the Gaussian upper bound and the Hölder regularity when $V$ belongs to this new class. The Davies--Gaffney estimates for the associated semigroup and their local versions are also given. These resu…
One method available to prove the Schauder estimates is Neil Trudinger's method of mollification. In the case of second order elliptic equations, the method requires little more than mollification and the solid mean value inequality for subharmonic functions. Our goal in this article is show how the mean value property of subsolutions of the heat equation can be used in a similar fashion as the solid mean value inequality for subharmonic functions in Trudinger's original elliptic treatment, providing a relatively simple derivation of the interior Schauder estimate for second order parabolic eq…
We consider an inverse boundary value problem for the heat equation $\partial_t v = {\rm div}_x\,(γ\nabla_x v)$ in $(0,T)\timesΩ$, where $Ω$ is a bounded domain of $R^3$, the heat conductivity $γ(t,x)$ admits a surface of discontinuity which depends on time and without any spatial smoothness. The reconstruction and, implicitly, uniqueness of the moving inclusion, from the knowledge of the Dirichlet-to-Neumann operator, is realised by a dynamical probe method based on the construction of fundamental solutions of the elliptic operator $-Δ+ τ^2\cdot$, where $τ$ is a large real parameter, and a co…
We prove the maximal local regularity of weak solutions to the parabolic problem associated with the fractional Laplacian with homogeneous Dirichlet boundary conditions on an arbitrary bounded open set $Ω\subset\mathbb{R}^N$. Proofs combine classical abstract regularity results for parabolic equations with some new local regularity results for the associated elliptic problems.
On a doubling metric measure space endowed with a "carré du champ", we consider $L^p$ estimates $(G_p)$ of the gradient of the heat semigroup and scale-invariant $L^p$ Poincaré inequalities $(P_p)$. We show that the combination of $(G_p)$ and $(P_p)$ for $p\ge 2$ always implies two-sided Gaussian heat kernel bounds. The case $p=2$ is a famous theorem of Saloff-Coste, of which we give a shorter proof, without parabolic Moser iteration. We also give a more direct proof of the main result in \cite{HS}. This relies in particular on a new notion of $L^p$ Hölder regularity for a semigroup and on a c…
We study a basic linear elliptic equation on a lower dimensional rectifiable set $S$ in $\mathbb{R}^N$ with the Neumann boundary data. Set $S$ is a support of a finite Borel measure $μ$. We will use the measure theoretic tools to interpret the equation and the Neumann boundary condition. For this purpose we recall the Sobolev-type space dependent on the measure $μ$. We establish existence and uniqueness of weak solutions provided that an appropriate source term is given.
The heat kernel for the Cauchy-Riemann subLaplacian on S(2n+1) is derived in a manner which is completely analogous to the classical derivation of elliptic heat kernels. This suggests that the classical hamiltonian construction of elliptic heat kernels, with appropriate modifications, does yield heat kernels for subelliptic operators.
We study the iterated quasi-reversibility method to regularize ill-posed elliptic and parabolic problems: data completion problems for Poisson's and heat equations. We define an abstract setting to treat both equations at once. We demonstrate the convergence of the regularized solution to the exact one, and propose a strategy to deal with noise on the data. We present numerical experiments for both problems: a two-dimensional corrosion detection problem and the one-dimensional heat equation with lateral data. In both cases, the method prove to be efficient even with highly corrupted data.
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 derivatives on the boundary. Unlike the standard Dirichlet or Neumann boundary conditions, this boundary-value problem is not automatically elliptic but becomes elliptic under certain conditions on the boundary operator. We study the Gilkey--Smith boundary-value problem for Laplace-type operators and find a simple criterion of ellipticity. The first non-trivial coef…
One of the principal topics of this paper concerns the realization of self-adjoint operators $L_{Θ, \Om}$ in $L^2(\Om; d^n x)^m$, $m, n \in \bbN$, associated with divergence form elliptic partial differential expressions $L$ with (nonlocal) Robin-type boundary conditions in bounded Lipschitz domains $\Om \subset \bbR^n$. In particular, we develop the theory in the vector-valued case and hence focus on matrix-valued differential expressions $L$ which act as $$ Lu = - \biggl(\sum_{j,k=1}^n\partial_j\bigg(\sum_{β= 1}^m a^{α,β}_{j,k}\partial_k u_β\bigg) \bigg)_{1\leqα\leq m}, \quad u=(u_1,...,u_m)…
We prove Poisson upper bounds for the heat kernel of the Dirichlet-to-Neumann operator with variable H{ö}lder coefficients when the underlying domain is bounded and has a C 1+$κ$-boundary for some $κ$ > 0. We also prove a number of other results such as gradient estimates for heat kernels and Green functions G of elliptic operators with possibly complex-valued coefficients. We establish H{ö}lder continuity of $\nabla$ x $\nabla$ y G up to the boundary. These results are used to prove L p-estimates for commutators of Dirichlet-to-Neumann operators on the boundary of C 1+$κ$-domains. Such estima…
In this note we establish the large time non-negativity of the heat kernel for a class of elliptic differential operators on closed, Riemannian manifolds, and apply this result to a problem from conformal differential geometry.
With $\vecΔ_j\geq 0$ is the uniquely determined self-adjoint realization of the Laplace operator acting on $j$-forms on a geodesically complete Riemannian manifold $M$ and $\nabla$ the Levi-Civita covariant derivative, we prove amongst other things a Li-Yau type heat kernel bound for $\nabla \mathrm{e}^{ -t\vecΔ_j }$, if the curvature tensor of $M$ and its covariant derivative are bounded, an exponentially weighted $L^p$ bound for the heat kernel of $\nabla \mathrm{e}^{ -t\vecΔ_j }$, if the curvature tensor of $M$ and its covariant derivative are bounded, that $\nabla \mathrm{e}^{ -t\vecΔ_j }$…
This paper is being replaced by another of the author's that contains a brief summary of the problem of positivity of Green's functions, heat kernels, and principal eigenvalues of higher-order elliptic differential operators.
We prove estimates for the stationary state $n$-point functions at zero molecular diffusivity in the Kraichnan model. This is done by proving upper bounds for the heat kernels and Green's functions of the degenerate elliptic operators $M_n$ that occur in the Hopf equations for the $n$-point functions.
Sub-Gaussian heat kernel estimates are typical of fractal graphs. We show that sub-Gaussian estimates on graphs follow from a Poincaré inequality, capacity upper bound, and a slow volume growth condition. An important feature of this work is that we do not assume elliptic Harnack inequality, cutoff Sobolev inequality, or exit time bounds.
In his celebrated article, Aronson established Gaussian bounds for the fundamental solution to the Cauchy problem governed by a second order divergence form operator with uniformly elliptic coefficients. We extend Aronson's proof of upper heat kernel estimates to nonlocal operators whose jumping kernel satisfies a pointwise upper bound and whose energy form is coercive. A detailed proof is given in the Euclidean space and extensions to doubling metric measure spaces are discussed.
We study the boundedness of Riesz transforms in $L^p$ for $p>2$ on a doubling metric measure space endowed with a gradient operator and an injective, $ω$-accretive operator $L$ satisfying Davies-Gaffney estimates. If $L$ is non-negative self-adjoint, we show that under a reverse Hölder inequality, the Riesz transform is always bounded on $L^p$ for $p$ in some interval $[2,2+\varepsilon)$, and that $L^p$ gradient estimates for the semigroup imply boundedness of the Riesz transform in $L^q$ for $q \in [2,p)$. This improves results of \cite{ACDH} and \cite{AC}, where the stronger assumption of a …
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 non-divergence form and a non-local $α$-stable-type operator with bounded time-dependent coefficient. Moreover, we obtain sharp two-sided estimates, gradient estimate and fractional derivative estimate for the heat kernels under some mild conditions. Our approach is mainly analytic but also uses some probabilistic techniques.
In this paper we consider the Laplace operator with Dirichlet boundary conditions on a smooth domain. We prove that it has a bounded $H^\infty$-calculus on weighted $L^p$-spaces for power weights which fall outside the classical class of $A_p$-weights. Furthermore, we characterize the domain of the operator and derive several consequences on elliptic and parabolic regularity. In particular, we obtain a new maximal regularity result for the heat equation with rough inhomogeneous boundary data.
We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the transition density functions (or heat kernels) of the processes, a priori Holder estimate and parabolic Harnack inequalities for their parabolic functions. In contrast to the second order elliptic differential operator case, the methods to establish these properties for symmetric integro-differential operators are mainly probabilistic.
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 Riemannian metric. For hypoelliptic operators, the associated "Ricci curvature" takes on the value -\infty at points of degeneracy of the semi-Riemannian metric associated to the operator. For this reason, the standard proofs for the elliptic theory fail in the hypoelliptic setting. This paper presents recent results for hypoelliptic operators. Malliavin calcu…
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper bounds that agree with the Aronson type estimate and only depend on the ellipticity constants of the equation and the L $\infty$ norm of the spatial derivatives of its coefficients. We also study the corresponding stochastic partial differential equations and prove that under natural assumptions on the noise the equation admits a mild solution, given by antici…
Let $(M,g)$ be a closed Riemannian manifold. The aim of this work is to prove the Lebeau-Robbiano spectral inequality for a positive elliptic pseudo-differential operator $E(x,D)$ on $M,$ of order $ν>0,$ in the Hörmander class $Ψ^ν_{ρ,δ}(M).$ In control theory this has been an open problem prior to this work. As an application of this fundamental result, we establish the null-controllability of the (fractional) heat equation associated with $E(x,D).$ The sensor $ω\subset M$ in the observability inequality is an open subset of $M.$ The obtained results (that are, the corresponding spectral ineq…
