In this paper we present a comparison principle for higher order nonlinear hypoelliptic heat operators on graded Lie groups. Moreover, using the comparison principle we obtain blow-up type results and global in $t$-boundedness of solutions of nonlinear equations for the heat $p$-sub-Laplacian on stratified Lie groups. In particular, this paper generalises and extends previous results obtained by the first author and Suragan in [RS18].
The overall goal of this dissertation is to investigate certain classical results from harmonic analysis, replacing the Euclidean setting, the abelian structure and the elliptic Laplace operator with a non-commutative environment and hypoelliptic operators. More specifically, we consider wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups with time-dependent non-negative propagation speeds that are Hölder-regular or even more so. The corresponding Euclidean problem has been extensively studied in the `80s and some additional results have been recently obta…
In this paper we study the Cauchy problem for the wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups when the time-dependent non-negative propagation speed is regular, Hölder, and distributional. For Hölder coefficients we derive the well-posedness in the spaces of ultradistributions associated to Rockland operators on graded groups. In the case when the propagation speed is a distribution, we employ the notion of "very weak solutions" to the Cauchy problem, that was already successfully used in similar contexts in [GR15] and [RT17b]. We show that the Cau…
In this paper the dependence of the best constants in Sobolev and Gagliardo-Nirenberg inequalities on the precise form of the Sobolev space norm is investigated. The analysis is carried out on general graded Lie groups, thus including the cases of $\mathbb R^n$, Heisenberg, and more general stratified Lie groups. The Sobolev norms may be defined in terms of Rockland operators, i.e. the hypoelliptic homogeneous left-invariant differential operators on the group. The best constants are expressed in the variational form as well as in terms of the ground state solutions of the corresponding nonlin…
In this paper we consider the heat equation with a strongly singular potential and show that it has a very weak solution. Our analysis is devoted to general hypoelliptic operators and is developed in the setting of graded Lie groups. The current work continues and extends a previous work , where the classical heat equation on $\mathbb R^n$ was considered.
We consider the heat equation associated with a class of second order hypoelliptic Hörmander operators with constant second order term and linear drift. We describe the possible small time heat kernel expansion on the diagonal giving a geometric characterization of the coefficients in terms of the divergence of the drift field and the curvature-like invariants of the optimal control problem associated with the diffusion operator.
We establish small-time asymptotic expansions for heat kernels of hypoelliptic Hörmander operators in a neighborhood of the diagonal, generalizing former results obtained in particular by Métivier and by Ben Arous. The coefficients of our expansions are identified in terms of the nilpotentization of the underlying sub-Riemannian structure. Our approach is purely analytic and relies in particular on local and global subelliptic estimates as well as on the local nature of small-time asymptotics of heat kernels. The fact that our expansions are valid not only along the diagonal but in an asymptot…
The starting point of our analysis is an old idea of writing an eigenfunction expansion for a heat kernel considered in the case of a hypoelliptic heat kernel on a nilpotent Lie group $G$. One of the ingredients of this approach is the generalized Fourier transform. The formula one gets using this approach is explicit as long as we can find all unitary irreducible representations of $G$. In the current paper we consider an $n$-step nilpotent Lie group $G_{n}$ as an illustration of this technique. First we apply Kirillov's orbit method to describe these representations for $G_{n}$. This allows …
We study inequalities related to the heat kernel for the hypoelliptic sublaplacian on an H-type Lie group. Specifically, we obtain precise pointwise upper and lower bounds on the heat kernel function itself. We then apply these bounds to derive an estimate on the gradient of solutions of the heat equation, which is known to have various significant consequences including logarithmic Sobolev inequalities. We also present a computation of the heat kernel, and a discussion of the geometry of H-type groups including their geodesics and Carnot-Carathéodory distance functions.
In this paper we study the Cauchy problem for diffusion equations associated to a class of strongly hypoelliptic pseudo-differential operators on graded Lie groups. To do so, we develop a global complex functional calculus on graded Lie groups in order to analyse the corresponding energy estimates. One of the main aspects of this complex functional calculus is that for the $(ρ,δ)$-Euclidean Hörmander classes we recover the standard functional calculus developed by Seeley [38]. In consequence the Gårding inequality that we prove for arbitrary graded Lie groups absorbs the historical 1953's ineq…
In this paper we consider the space-fractional Schrödinger equation with a singular potential for a wide class of fractional hypoelliptic operators. Such analysis can be conveniently realised in the setting of graded Lie groups. The paper is a continuation and extension of a previous one where the classical Schrödinger equation on $\mathbb R^n$ with singular potentials was considered.
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 under consideration form not a finite set, but a compact manifold. Under mild assumptions we obtain an asymptotic expansion of the heat kernel up to any order. Our approach is probabilistic and the heat kernel is regarded as the density of the law of a hypoelliptic diffusion process, which is realized as a unique solution of the corresponding stochastic differe…
A class of inverse problems for restoring the right-hand side of a parabolic equation for a large class of positive operators with discrete spectrum is considered. The results on existence and uniqueness of solutions of these problems as well as on the fractional time diffusion (subdiffusion) equations are presented. Consequently, the obtained results are applied for the similar inverse problems for a large class of subelliptic diffusion and subdiffusion equations (with continuous spectrum). Such problems are modelled by using general homogeneous left-invariant hypoelliptic operators on genera…
We study ultradistributional boundary values of zero solutions of a hypoelliptic constant coefficient partial differential operator $P(D) = P(D_x, D_t)$ on $\mathbb{R}^{d+1}$. Our work unifies and considerably extends various classical results of Komatsu and Matsuzawa about boundary values of holomorphic functions, harmonic functions and zero solutions of the heat equation in ultradistribution spaces. We also give new proofs of several results of Langenbruch [23] about distributional boundary values of zero solutions of $P(D)$.
In this note we show a comparison principle for nonlinear heat Rockland operators on graded groups. We give a simple proof for it using purely algebraic relations. As an application of the established comparison principle we prove the global in $t$-boundedness of solutions for a class of nonlinear equations for the heat $p$-sub-Laplacian on stratified groups.
We study the null-controllability of parabolic equations associated to a general class of hypoelliptic quadratic differential operators. Quadratic differential operators are operators defined in the Weyl quantization by complex-valued quadratic symbols. We consider in this work the class of accretive quadratic operators with zero singular spaces. These possibly degenerate non-selfadjoint differential operators are known to be hypoelliptic and to generate contraction semigroups which are smoothing in specific Gelfand-Shilov spaces for any positive time. Thanks to this regularizing effect, we pr…
In this paper we consider the wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups with time-dependent Hölder propagation speeds. The examples are the time-dependent wave equation for the sub-Laplacian on the Heisenberg group or on general stratified Lie groups, or $p$-evolution equations for higher order operators, already in all these cases our results being new. We establish sharp well-posedness results in the spirit of the classical result by Colombini, de Giorgi and Spagnolo. In particular, we describe an interesting loss of regularity phenomenon depen…
This paper deals with the multi-term generalisation of the time-fractional diffusion-wave equation for general operators with discrete spectrum, as well as for positive hypoelliptic operators, with homogeneous multi-point time-nonlocal conditions. Several examples of the settings where our nonlocal problems are applicable are given. The results for the discrete spectrum are also applied to treat the case of general homogeneous hypoelliptic left-invariant differential operators on general graded Lie groups, by using the representation theory of the group. For all these problems, we show the exi…
This article is concerned with quantitative unique continuation estimates for equations involving a "sum of squares" operator $\mathcal{L}$ on a compact manifold $\mathcal{M}$ assuming: $(i)$ the Chow-Rashevski-Hörmander condition ensuring the hypoellipticity of $\mathcal{L}$, and $(ii)$ the analyticity of $\mathcal{M}$ and the coefficients of $\mathcal{L}$. The first result is the tunneling estimate $\|φ\|_{L^2(ω)} \geq Ce^{- λ^{\frac{k}{2}}}$ for normalized eigenfunctions $φ$ of $\mathcal{L}$ from a nonempty open set $ω\subset \mathcal{M}$, where $k$ is the hypoellipticity index of $\mathcal…
We consider sub-Laplacians in open bounded sets in a homogeneous Carnot group and study their spectral properties. We prove that these operators have a pure point spectrum, and prove the existence of the spectral gap. In addition, we give applications to the small ball problem for a hypoelliptic Brownian motion and the large time behavior of the heat content in a regular domain.
The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the form $\mathscr L_1 + \mathscr L_2 - \partial_t$, but the variables cannot be decoupled. As a consequence, the relative heat kernel cannot be obtained as the product of the heat kernels of the operators $\mathscr L_1 - \partial_t$ and $\mathscr L_2 - \partial_t$. Our approach is new and ultimately rests on the generalised Ornstein-Uhlenbeck operators in the op…
We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat kernel on the diagonal, and we interpret it in terms of curvature-like invariants of the optimal control problem associated with the diffusion. This gives a first example of geometric interpretation of the small-time heat kernel asymptotics of non-homogeneous Hörmander operators which are not associated with a sub-Riemannian structure, i.e., whose second-order …
We study heat and wave type equations on a separable Hilbert space $\mathcal{H}$ by considering non-local operators in time with any positive densely defined linear operator with discrete spectrum. We show the explicit representation of the solution and analyse the time-decay rate in a scale of suitable Sobolev space. We perform similar analysis on multi-term heat and multi-wave type equations. The main tool here is the Fourier analysis which can be developed in a separable Hilbert space based on the linear operator involved. As an application, the same Cauchy problems are considered and analy…
In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group $\mathbf{H}^{n}$ of order $n$. This equation is written as $\partial_t u=\frac{1}{2}Δu+u\dot{W}_α$, where $Δ$ is the hypoelliptic Laplacian on $\mathbf{H}^{n}$ and $\{\dot{W}_α; α>0\}$ is a family of Gaussian space-time noises which are white in time and have a covariance structure generated by $(-Δ)^{-α}$ in space. Our aim is threefold: (i) Give a proper description of the noise $W_α$; (ii) Prove that one can solve the stochastic heat equation in the Itô sense as soon as $α>\frac{n}{2}$; (iii) Gi…
On a stratified Lie group $G$ equipped with hypoelliptic heat kernel measure, we study the behavior of the dilation semigroup on $L^p$ spaces of log-subharmonic functions. We consider a notion of strong hypercontractivity and a strong logarithmic Sobolev inequality, and show that these properties are equivalent for any group $G$. Moreover, if $G$ satisfies a classical logarithmic Sobolev inequality, then both properties hold. This extends similar results obtained by Graczyk, Kemp and Loeb in the Euclidean setting.
In this paper we study the Cauchy problem for the wave equations for sums of squares of left invariant vector fields on compact Lie groups and also for hypoelliptic homogeneous left-invariant differential operators on graded Lie groups (the positive Rockland operators), when the time-dependent propagation speed satisfies a Log-Lipschitz condition. We prove the well-posedness in the associated Sobolev spaces exhibiting a finite loss of regularity with respect to the initial data, which is not true when the propagation speed is a ${\rm H\ddot{o}lder}$ function. We also indicate an extension to g…
For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and transition probabilities, with optimal constant in the exponent. Under similar conditions, we obtain the small-time logarithmic asymptotics of the heat kernel, and show concentration of diffusion bridge measures near a path of minimal energy. The first condition requires that we consider points whose distance apart is no greater than the sum of their distances to …
The short-time heat kernel expansion of elliptic operators provides a link between local and global features of classical geometries. For many geometric structures related to (non-)involutive distributions, the natural differential operators tend to be Rockland, hence hypoelliptic. In this paper we establish a universal heat kernel expansion for formally selfadjoint non-negative Rockland differential operators on general closed filtered manifolds. The main ingredient is the analysis of parametrices in a recently constructed calculus adapted to these geometric structures. The heat expansion imp…
This work aims to develop a global quantization in the concrete settings of two graded nilpotent Lie groups of 3-step; namely of the Engel group and the Cartan group. We provide a preliminary analysis on the structure and the representations of the aforementioned groups, and their corresponding Lie algebras. In addition, the explicit formulas for the difference operators in the two settings are derived, constituting the necessary prerequisites for the constructions of the $Ψ^{m}_{ρ,δ}$ classes of symbols in both cases. In the case of the Engel group, the relation between the Kohn-Nirenberg qua…
