We study the heat equation $\frac{\partial u}{\partial t}-Δu=0,\ u(x,0)=ω(x),$ where $Δ:=dd^{*}+d^{*}d$ is the Hodge laplacian and $u(\cdot ,t)$ and $ω$ are $p$-differential forms in the complete Riemannian manifold $(M,g).$ Under weak bounded geometrical assumptions we get estimates on its semigroup of the form:
acting on $p$-forms with $p\geq 1$ and $k\geq 0$:
$\displaystyle \forall t\geq 1,\ {\left\Vert{\nabla ^{k}e^{-tΔ_{p}}}\right\Vert}_{L^{r}(M)-L^{r}(M)}\leq c(n,r,k).$
Acting on functions, i.e. with $p=0,$ we get a better result:
$\displaystyle \forall k\geq 1,\ \forall t\geq 1,\ {\left\Vert{\nabla ^{k}e^{-tΔ}}\right\Vert}_{L^{r}(M)-L^{r}(M)}\leq c(n,r,k)t^{-1/2}.$
This paper provides a characterization of functions of bounded variation (BV) in a compact Riemannian manifold in terms of the short time behavior of the heat semigroup. In particular, the main result proves that the total variation of a function equals the limit characterizing the space BV. The proof is carried out following two fully independent approaches, a probabilistic and an analytic one. Each method presents different advantages.
Let $H:=-Δ+V$ be a nonnegative Schrödinger operator on $L^2({\bf R}^N)$, where $N\ge 2$ and $V$ is a radially symmetric function decaying quadratically at the space infinity. In this paper we consider the Schrödinger heat semigroup $e^{-tH}$, and make a complete table of the decay rates of the operator norms of $e^{-tH}$ in the Lorentz spaces as $t\to\infty$.
This monograph develops the theory of covariant Schrödinger semigroups acting on sections of vector bundles over noncompact Riemannian manifolds from scratch. Contents: I. Sobolev spaces on vector bundles II. Smooth heat kernels on vector bundles III. Basis differential operators in Riemannian manifolds IV. Some specific results for the minimal heat kernel V. Wiener measure and Brownian motion on Riemannian manifolds VI. Contractive Dynkin and Kato potentials VII. Foundations of covariant Schrödinger semigroups VIII. Compactness of $V(H^{\nabla}+1)^{-1}$ IX. $L^q$-properties of covariant Schrö…
Upper bounds are obtained for the heat content of an open set D in a geodesically complete Riemannian manifold M with Dirichlet boundary condition on bd(D), and non-negative initial condition. We show that these upper bounds are close to being sharp if (i) the Dirichlet-Laplace-Beltrami operator acting in $L^2(D)$ satisfies a strong Hardy inequality with weight $r^2$, (ii) the initial temperature distribution, and the specific heat of D are given by $r^{-a}$ and $r^{-b}$ respectively, where $r$ is the distance to the boundary, and 1<a<2, 1<b<2.
Let $H:=-Δ+V$ be a nonnegative Schrödinger operator on $L^2({\bf R}^N)$, where $N\ge 2$ and $V$ is an inverse square potential. In this paper we obtain sharp decay estimates of the operator norms of $e^{-tH}$ and $\nabla e^{-tH}$ in Lorentz spaces.
In this note we obtain gradient estimates for the heat semigroup on nonisotropic Heisenberg groups. More precisely, our aim is to get the H.-Q. Li inequality on nonisotropic Heisenberg groups, which is a generalization of the original result on the classical Heisenberg group of dimension 3 and a counterpart of the inequality on the H-type groups. Our proof is based on a Cheeger type inequality, which is an approach proposed by Bakry et al.
We show that, on a complete, connected and non-compact Riemannian manifold of non-negative Ricci curvature, the solution to the heat equation with $L^{1}$ initial data behaves asymptotically as the mass times the heat kernel. In contrast to the previously known results in negatively curved contexts, the radiality assumption on the initial data is not required. Similar long-time convergence results remain valid on more general manifolds satisfying the Li-Yau two-sided estimate of the heat kernel. Moreover, we provide a counterexample such that this asymptotic phenomenon fails in sup norm on man…
We investigate selfadjoint positivity preserving $C_0$-semigroups that are dominated by the free heat semigroup on $\mathbb R^d$. Major examples are semigroups generated by Dirichlet Laplacians on open subsets or by Schrödinger operators with absorption potentials. We show explicit global Gaussian upper bounds for the kernel that correctly reflect the exponential decay of the semigroup. For eigenfunctions of the generator that correspond to eigenvalues below the essential spectrum we prove estimates of their $L_1$-norm in terms of the $L_2$-norm and the eigenvalue counting function. This estim…
Chernoff approximations of Feller semigroups and the associated diffusion processes in Riemannian manifolds are studied. The manifolds are assumed to be of bounded geometry, thus including all compact manifolds and also a wide range of non-compact manifolds. Sufficient conditions are established for a class of second order elliptic operators to generate a Feller semigroup on a (generally non-compact) manifold of bounded geometry. A construction of Chernoff approximations is presented for these Feller semigroups in terms of shift operators. This provides approximations of solutions to initial v…
We study the triviality of the solutions of weighted superlinear heat equations on Riemannian manifolds with nonnegative Ricci tensor. We prove a Liouville--type theorem for solutions bounded from below with nonnegative initial data, under an integral growth condition on the weight.
Local well-posedness for the nonlinear heat and Schrödinger equations with nonlinear Wentzell boundary conditions on time-dependent compact Riemannian manifolds
We reinvestigate nonexistence and existence of global positive solutions to heat equation with a potential term on Riemannian manifolds. Especially, we give a very natural sharp condition only in terms of the volume of geodesic ball to obtain nonexistence results.
We prove Fatou type theorems for solutions of the heat equation in sub- Riemannian spaces. The doubling property of L-caloric measure, the Dahlberg estimate, the local comparison theorem, among other results, are established here. A backward Harnack inequality is proved for non-negative solutions vanishing in the lateral boundary.
Estimates are obtained for the expected volume of intersection of independent Wiener sausages in Euclidean space in the small time limit. The asymptotic behaviour of the weighted diagonal heat kernel norm on compact Riemannian manifolds with smooth boundary is obtained in the small time limit
Let $Ω$ be an open set in a complete, smooth, non-compact, $m$-dimensional Riemannian manifold $M$ without boundary, where $M$ satisfies a two-sided Li-Yau gaussian heat kernel bound. It is shown that if $Ω$ has infinite measure, and if $Ω$ has finite heat content $H_Ω(T)$ for some $T>0$, then $H_Ω(t)<\infty$ for all $t>0$. Comparable two-sided bounds for $H_Ω(t)$ are obtained for such $Ω$.
n this work we consider a multilayered heat-wave system where a 3-D heat equation is coupled with a 3-D wave equation via a 2-D interface whose dynamics is described by a 2-D wave equation. This system can be viewed as a simplification of a certain fluid-structure interaction (FSI) PDE model where the structure is of composite-type; namely it consists of a \textquotedblleft thin\textquotedblright\ layer and a \textquotedblleft thick\textquotedblright\ layer. We associate the wellposedness of the system with a strongly continuous semigroup and establish its asymptotic decay. Our first result is…
Let $\mathcal{E}$ be a Hermitian vector bundle over a Riemannian manifold $M$ with metric $g$, let $\nabla$ be a metric covariant derivative on $\mathcal{E}$. We study the generalized Ornstein-Uhlenbeck differential expression $P^{\nabla}=\nabla^{\dagger}\nabla u+\nabla_{(dϕ)^{\sharp}}u-\nabla_{X}u+Vu$, where $\nabla^{\dagger}$ is the formal adjoint of $\nabla$, $(dϕ)^{\sharp}$ is the vector field corresponding to $dϕ$ via $g$, $X$ is a smooth real vector field on $M$, and $V$ is a self-adjoint locally integrable section of the bundle $\textrm{End }\mathcal{E}$. We show that (the negative of) …
J.-M. Coron proved in [5] that the global weak solutions of the heat flow from $M$ to $N$, starting at non-stationary weakly harmonic maps, are not unique when $M = B^3$ and $N = S^2$. Hence, the semigroup property of the solution map does not hold in general. The present short paper uses the techniques developed by J. Cardona and L. Kapitanski to show the existence of infinitely many measurable semigroups solving the heat flow in the same cases where non-uniqueness was shown by J.-M. Coron.
In this paper we find explicit formulas for the Poisson and heat semigroups associated to the modified Bessel operator and on the hyperbolic spaces $\mathbb{H}^n$.
In sub-Riemannian geometry there exist, in general, no known explicit representations of the heat kernels, and these functions fail to have any symmetry whatsoever. In particular, they are not a function of the control distance, nor they are for instance spherically symmetric in any of the layers of the Lie algebra. Despite these unfavourable aspects, in this paper we establish a new heat semigroup characterisation of the Sobolev and $BV$ spaces in a Carnot group by means of an integral decoupling property of the heat kernel.
Let $Ω$ be an open set in a geodesically complete, non-compact, $m$-dimen-sional Riemannian manifold $M$ with non-negative Ricci curvature, and without boundary. We study the heat flow from $Ω$ into $M-Ω$ if the initial temperature distribution is the characteristic function of $Ω$. We obtain a necessary and sufficient condition which ensures that an open set $Ω$ with infinite measure has finite heat content for all $t>0$. We also obtain upper and lower bounds for the heat content of $Ω$ in $M$. Two-sided bounds are obtained for the heat loss of $Ω$ in $M$ if the measure of $Ω$ is finite.
In this text we study a generalized conservation property for the heat semigroup generated by a Schrödinger operator with nonnegative potential on a weighted manifold. We establish Khasminskii's criterion for the generalized conservation property and discuss several applications.
In this paper we provide two different characterizations of sets with finite perimeter and functions of bounded variation in Carnot groups, analogous to those which hold in Euclidean spaces, in terms of the short-time behaviour of the heat semigroup. The second one holds under the hypothesis that the reduced boundary of a set of finite perimeter is rectifiable, a result that presently is known in Step 2 Carnot groups.
Let $H:=-Δ+V$ be a nonnegative Schrödinger operator on $L^2({\bf R}^N)$, where $N\ge 2$ and $V$ is a radially symmetric inverse square potential. Let $\|\nabla^αe^{-tH}\|_{(L^{p,σ}\to L^{q,θ})}$ be the operator norm of $\nabla^αe^{-tH}$ from the Lorentz space $L^{p,σ}({\bf R}^N)$ to $L^{q,θ}({\bf R}^N)$, where $α\in\{0,1,2,\dots\}$. We establish both of upper and lower decay estimates of $\|\nabla^αe^{-tH}\|_{(L^{p,σ}\to L^{q,θ})}$ and study sharp decay estimates of $\|\nabla^αe^{-tH}\|_{(L^{p,σ}\to L^{q,θ})}$. Furthermore, we characterize the Laplace operator $-Δ$ from the view point of the d…
We consider a complete non-compact Riemannian manifold satisfying the volume doubling property and a Gaussian upper bound for its heat kernel (on functions). Let -- $\rightarrow$ $Δ$ k be the Hodge-de Rham Laplacian on differential k-forms with k $\ge$ 1. By the Bochner decomposition formula -- $\rightarrow$ $Δ$ k = * + R k. Under the assumption that the negative part R -- k is in an enlarged Kato class, we prove that for all p $\in$ [1, $\infty$], e --t -- $\rightarrow$ $Δ$ k p--p $\le$ C(t log t) D 4 (1-- 2 p) (for large t). This estimate can be improved if R -- k is strongly sub-critical. I…
Benjamini-Schramm limit of the heat semigroup on quantum graphs
Department of Differential Equations, Faculty of Natural Sciences, Budapest University of Technology and Economics（布达佩斯技术与经济大学自然科学学院微分方程系）；Chalmers University of Technology（查尔姆斯理工大学）；University of Gothenburg（哥德堡大学）；Alfréd Rényi Institute of Mathematics（阿尔弗雷德·雷尼数学研究所）
In this paper, we are concerned with backward solvabilities of heat equations, in an abstract framework. We show that semigroups $T_t$ in Banach spaces $X$, generated by heat operators, are extendable to groups in an extended space $E$, which is obtained by considering a sequence of wider Banach spaces containing $X$, i.e. $X$$/subset$$X_t$$/subset$$X_s$... $(t<s)$, under the following two conditions. One is the density assumption on a subset $D$ of $X$, the set of initial values $x$ from which $T_{-t}x$ exists for all $t>0$. Another is the backward uniqueness of the semigroup $T_t$. For examp…
We consider the control problem of the heat equation on bounded and unbounded domains, and more generally the corresponding inhomogeneous equation for the Schrödinger semigroup. We show that if the sequence of null-controls associated to an exhaustion of an unbounded domain converges, then the solutions do in the same way, and that the control cost estimate carries over to the limiting problem on the unbounded domain. This allows to infer the controllability on unbounded domains by studying the control problem on a sequence of bounded domains.
We provide in this work a semigroup approach to the study of singular PDEs, in the line of the paracontrolled approach developed recently by Gubinelli, Imkeller and Perkowski. Starting from a heat semigroup, we develop a functional calculus and introduce a paraproduct based on the semigroup, for which commutator estimates and Schauder estimates are proved, together with their paracontrolled extensions. This machinery allows us to investigate singular PDEs in potentially unbounded Riemannian manifolds under mild geometric conditions. As an illustration, we study the generalized parabolic Anders…
This paper aims to give a general (possibly compact or noncompact) analog of Strichartz inequalities with loss of derivatives, obtained by Burq, Gérard, and Tzvetkov [19] and Staffilani and Tataru [51]. Moreover we present a new approach, relying only on the heat semigroup in order to understand the analytic connexion between the heat semigroup and the unitary Schrödinger group (both related to a same self-adjoint operator). One of the novelty is to forget the endpoint $L^1-L^\infty$ dispersive estimates and to look for a weaker $H^1-BMO$ estimates (Hardy and BMO spaces both adapted to the hea…
Let $L=-Δ+V$ be a Schrödinger operator, where the potential $V$ belongs to the reverse Hölder class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^α}\}_{t>0}, α>0$, associated with ${L}$. By the aid of the fundamental solution of the heat equation: $$\partial_{t}u+L u=\partial_{t}u -Δu+Vu=0,$$ we estimate the gradient and the time-fractional derivatives of the fractional heat kernel $K^{L}_{α,t}(\cdot, \cdot)$, respectively. This method is independent of the Fourier transform, and can be applied to the second order differential operators whose heat kernel…
We study some qualitative properties of ancient solutions of superlinear heat equations on a Riemannian manifold, with particular interest in positivity and constancy in space.
In this short note we present local derivative estimates for heat equations on Riemannian manifolds following the line of W.-X. Shi. As an application we generalize a second derivative estimate of R. Hamilton for heat equations on compact manifolds to noncompact case.
Pointwise convergence of the heat and subordinates of the heat semigroups associated with the Laplace operator on homogeneous trees and two weighted $L^p$ maximal inequalities
In this short note, we study the gradient estimate of positive solutions to Poisson equation and the non-homogeneous heat equation in a compact Riemannian manifold (M^n,g). Our results extend the gradient estimate for positive harmonic functions and positive solutions to heat equations.
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 quasi-contact sub-Riemannian manifolds (close to a generic starting point). As a byproduct, we show that, for generic low-dimensional Riemannian manifolds, the only singularities of the exponential map, as a Lagragian map, that can arise along a minimizing geodesic are $A_3$ and $A_5$ (in the classification of Arnol'd's school). We show that in the non-gene…
We introduce heat semigroup-based Besov classes in the general framework of Dirichlet spaces. General properties of those classes are studied and quantitative regularization estimates for the heat semigroup in this scale of spaces are obtained. As a highlight of the paper, we obtain a far reaching $L^p$-analogue, $p \ge 1$, of the Sobolev inequality that was proved for $p=2$ by N. Varopoulos under the assumption of ultracontractivity for the heat semigroup. The case $p=1$ is of special interest since it yields isoperimetric type inequalities.
In this paper we study the small time asymptotics for the heat kernel on a sub-Riemannian manifold, using a perturbative approach. We then explicitly compute, in the case of a 3D contact structure, the first two coefficients of the small time asymptotics expansion of the heat kernel on the diagonal, expressing them in terms of the two basic functional invariants $χ$ and $κ$ defined on a 3D contact structure.
We consider the heat equation with Dirichlet boundary conditions on the tubular neighborhood of a closed Riemannian submanifold. We show that, as the tube diameter tends to zero, a suitably rescaled and renormalized semigroup converges to a limit semigroup in Sobolev spaces of arbitrarily large Sobolev index.
We introduce a sub-Riemannian analogue of the Bence-Merriman-Osher diffusion driven algorithm and show that it leads to weak solutions of the horizontal mean curvature flow of graphs over sub-Riemannian Carnot groups. The proof follows the nonlinear semi-group theory approach originally introduced by L. C. Evans in the Euclidean setting and is based on new results on the relation between sub-Riemannian heat flows of characteristic functions of subgraphs and the horizontal mean curvature of the corresponding graphs.
We study the solvability of the initial value problem for the semilinear heat equation $u_t-Δu=u^p$ in a Riemannian manifold $M$ with a nonnegative Radon measure $μ$ on $M$ as initial data. We give sharp conditions on the local-in-time solvability of the problem for complete and connected $M$ with positive injectivity radius and bounded sectional curvature.
We introduce the class of bounded variation (BV) functions in a general framework of strictly local Dirichlet spaces with doubling measure. Under the 2-Poincaré inequality and a weak Bakry-Émery curvature type condition, this BV class is identified with the heat semigroup based Besov class $\mathbf{B}^{1,1/2}(X)$ that was introduced in our previous paper. Assuming furthermore a quasi Bakry-Émery curvature type condition, we identify the Sobolev class $W^{1,p}(X)$ with $\mathbf{B}^{p,1/2}(X)$ for $p>1$. Consequences of those identifications in terms of isoperimetric and Sobolev inequalities wit…
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…
We study the existence and regularity of solutions to the Cauchy problem for the inhomogeneous heat equation on compact Riemannian manifolds with conical singularities. We introduce weighted Hölder and Sobolev spaces with discrete asymptotics and we prove existence and maximal regularity of solutions to the Cauchy problem for the inhomogeneous heat equation, when the free term lies in a weighted parabolic Hölder or Sobolev space with discrete asymptotics. This generalizes a result previously obtained by Coriasco, Schrohe, and Seiler (Thm. 7.2 in Math. Z. 244 (2003), 235--269) by different mean…
By constructing a coupling with unbounded time-dependent drift, dimension-free Harnack inequalities are established for a large class of stochastic differential equations with multiplicative noise. These inequalities are applied to the study of heat kernel upper bound and contractivity properties of the semigroup. The main results are also extended to reflecting diffusion processes on Riemannian manifolds with nonconvex boundary.
We obtain upper bounds on the heat content and on the torsional rigidity of a complete Riemannian manifold M, assuming a generalized Hardy inequality for the Dirichlet Laplacian on M.
