In this paper, we study properties of the heat semigroup of configuration space analysis. Using a natural ``Riemannian-like'' structure of the configuration space $Γ_X$ over a complete, connected, oriented, and stochastically complete Riemannian manifold $X$ of infinite volume, the heat semigroup $(e^{-tH^Γ})_{t\in\R_+}$ was introduced and studied in [{\it J. Func. Anal.} {\bf 154} (1998), 444--500]. Here, $H^Γ$ is the Dirichlet operator of the Dirichlet form ${\cal E}^Γ$ over the space $L^2(Γ_X,π_m)$, where $π_m$ is the Poisson measure on $Γ_X$ with intensity $m$--the volume measure on $X$. We construct a metric space $Γ_\infty$ that is continuously embedded into $Γ_X$. Under some conditions on the manifold $X$ and we prove that $Γ_\infty$ is a set of full $π_m$ measure. The central results of the paper are two types of Feller properties for the heat semigroup. Next, we give a direct construction of the independent infinite particle process on the manifold $X$, which is a realization of the Brownian motion on the configuration space. The main point here is that we prove that this process can start in every $γ\inΓ_\infty$, will never leave $Γ_\infty$, and has continuous sample path in $Γ_\infty$, provided $\operatorname{dim}X\ge2$. In this case, we also prove that this process is a strong Markov process whose transition probabilities are given by the $¶_{t,γ}(\cdot)$ above. Furthermore, we discuss the necessary changes to be done for constructing the process in the case $\operatorname{dim}X=1$. Finally, as an easy consequence we get a ``path-wise'' construction of the independent particle process on $Γ_\infty$ from the underlying Brownian motion.
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are equivalent to) off-diagonal heat kernel upper bounds under some mild assumptions. Our approach is based on a new generalized Davies' method. Our results extend that of \cite{CKS} for Nash-type inequalities with power order considerably and also extend that of \cite{Gri} for second order differential operators on a complete non-compact manifold.
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.
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.
In this paper we study two semigroups of completely positive unital self-adjoint maps on the von Neumann algebras of the free orthogonal quantum group $O_N^+$ and the free permutation quantum group $S_N^+$. We show that these semigroups satisfy ultracontractivity and hypercontractivity estimates. We also give results regarding spectral gap and logarithmic Sobolev inequalities.
In this article, we develop a martingale approach to localized Bismut-type Hessian formulas for heat semigroups on Riemannian manifolds. Our approach extends the Hessian formulas established by Stroock (1996) and removes in particular the compact manifold restriction. To demonstrate the potential of these formulas, we give as application explicit quantitative local estimates for the Hessian of the heat semigroup, as well as for harmonic functions on regular domains in Riemannian manifolds.
We prove that the operator $L_0=-(1+|x|)^β(-Δ)^{α/2}$ with $α\in(0,2)$, $d>α$ and $β\ge0$ generates a compact semigroup or resolvent on $L^2(\R^d;(1+|x|)^{-β}\,dx)$, if and only if $β>α$. When $β>α$, we obtain two-sided asymptotic estimates for high order eigenvalues, and sharp bounds for the corresponding heat kernel.
We consider three magnetic relativistic Schrödinger operators which correspond to the same classical symbol $\sqrt{(ξ-A(x))^2+m^2}+V(x)$ and whose heat semigroups admit the Feynman-Kac-Itô type path integral representation $E[e^{-S^m(x,t, X)}g(x+X(t))]$. Using these representations, we prove the convergence of these heat semigroups when the mass--parameter $m$ goes to zero. Its proof reduces to the convergence of $e^{-S^m(x,t;X)}$, which yields a limit theorem for exponentials of semimartingales as functionals of Lévy processes $X$.
We use a basic martingale method to show a differentiation formula for the derivatives $$d(P_tf)(x_0)(v_0)={1\over t} E f(x_t) \int_0^t \langle Y(x_s)(v_s),dB_t\rangle_{R^m}.$$ These are proved first on $R^n$, then on manifolds. Afterwards for solutions of heat equations on differential forms, and a second order formula.
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.
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…
Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a Lévy process in $\mathbb{R}^d$ and $Ω$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H (t) = \int_Ω\mathbb{P}_{x} (X_t\in Ω^c) dx$ which is called the heat content. We study its asymptotic behaviour as $t$ goes to zero for isotropic Lévy processes under some mild assumptions on the characteristic exponent. We also treat the class of Lévy processes with finite variation in full generality.
We establish convolution inequalities for Besov spaces $B_{p,q}^s$ and Triebel--Lizorkin spaces $F_{p,q}^s$. As an application, we study the mapping properties of convolution semigroups, considered as operators on the function spaces $A_{p,q}^s$, $A \in \{B,F\}$. Our results apply to a wide class of convolution semigroups including the Gauß--Weierstraß semigroup, stable semigroups and heat kernels for higher-order powers of the Laplacian $(-Δ)^m$, and we can derive various caloric smoothing estimates.
We show the heat kernel type variance decay $t^{-\frac{d}{2}}$, up to a logarithmic correction, for the semigroup of an infinite particle system on $\mathbb{R}^d$, where every particle evolves following a divergence-form operator with diffusivity coefficient that depends on the local configuration of particles. The proof relies on the strategy from $\mathbb{Z}^d$ zero range model, and generalizes the localization estimate to the continuum configuration space introduced by S. Albeverio, Y.G. Kondratiev and M. Röckner.
As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m\times\R^d$ is investigated, where $$X_i(x,y)= \sum_{k=1}^m \si_{ki} \pp_{x_k} + \sum_{l=1}^d (A_l x)_i\pp_{y_l},\ \ (x,y)\in\R^{m+d}, 1\le i\le m$$ for $\si$ an invertible $m\times m$-matrix and $\{A_l\}_{1\le l\le d}$ some $m\times m$-matrices such that the Hörmander condition holds. We first establish Bismut-type and Driver-type derivative formulae with applications on gradient estimates and the coupling/Liouville…
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…
Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its local time on the boundary, a probabilistic formula is presented for the semigroup generated by $L$ on $M$ with Robin boundary condition $N,\nn f+Qf=0,$ where $N$ is the inward unit normal vector field of $\pp M$. As an application, the HWI inequality is established on manifolds with (nonconvex) boundary. In order to study this semigroup, Hsu's gradient esti…
It is now well known that curvature conditions à la Bakry-Emery are equivalent to contraction properties of the heat semigroup with respect to the classical quadratic Wasserstein distance. However, this curvature condition may include a dimensional correction which up to now had not induced any strenghtening of this contraction. We first consider the simplest example of the Euclidean heat semigroup, and prove that indeed it is so. To consider the case of a general Markov semigroup, we introduce a new distance between probability measures, based on the semigroup, and adapted to it. We prove tha…
This paper develops an adaptive version of Mallat's scattering transform for signals on graphs. The main results are norm bounds for the layers of the transform, obtained from a version of a Beurling-Deny inequality that permits to remove the nonlinear steps in the scattering transform. Under statistical assumptions on the input signal, the norm bounds can be refined. The concepts presented here are illustrated with an application to traffic counts which exhibit characteristic daily and weekly periodicities. Anomalous traffic patterns which deviate from these expected periodicities produce a r…
With a view toward fractal spaces, by using a Korevaar-Schoen space approach, we introduce the class of bounded variation (BV) functions in a general framework of strongly local Dirichlet spaces with a heat kernel satisfying sub-Gaussian estimates. Under a weak Bakry-Émery curvature type condition, which is new in this setting, this BV class is identified with a heat semigroup based Besov class. As a consequence of this identification, properties of BV functions and associated BV measures are studied in detail. In particular, we prove co-area formulas, global $L^1$ Sobolev embeddings and isope…
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.
For generators of Markov semigroups which lack a spectral gap, it is shown how bounds on the density of states near zero lead to a so-called "weak Poincaré inequality" (WPI), originally introduced by Liggett [Ann. Probab., 1991]. Applications to general classes of constant coefficient pseudodifferential operators are studied. Particular examples are the heat semigroup and the semigroup generated by the fractional Laplacian in the whole space, where the optimal decay rates are recovered. Moreover, the classical Nash inequality appears as a special case of the WPI for the heat semigroup.
We study a spatial asymptotic behaviour at infinity of kernels $p_t(x)$ for convolution semigroups of nonlocal pseudo-differential operators. We give general and sharp sufficient conditions under which the limits $$ \lim_{r \to \infty} \frac{p_t(rθ-y)}{t \, ν(rθ)}, \quad t \in T, \ \ θ\in E, \ \ y \in \mathbb R^d, $$ exist and can be effectively computed. Here $ν$ is the corresponding Lévy density, $T \subset (0,\infty)$ is a bounded time-set and $E$ is a subset of the unit sphere in $\mathbb R^d$, $d \geq 1$. Our results are local on the unit sphere. They apply to a wide class of convolution …
Deformation of the heat kernel and the Brownian motion from the perspective of the Ben Saïd--Kobayashi--Ørsted $(k,a)$-generalized Laguerre semigroup theory
We prove a refined contraction inequality for diffusion semigroups with respect to the Wasserstein distance on a compact Riemannian manifold taking account of the dimension. The result generalizes in a Riemannian context, the dimensional contraction established in [BGG13] for the Euclidean heat equation. It is proved by using a dimensional coercive estimate for the Hodge-de Rham semigroup on 1-forms.
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…
The dimension free Harnack inequality for the heat semigroup is established on the $\RCD(K,\infty)$ space, which is a non-smooth metric measure space having the Ricci curvature bounded from below in the sense of Lott-Sturm-Villani plus the Cheeger energy being quadratic. As its applications, the heat semigroup entropy-cost inequality and contractivity properties of the semigroup are studied, and a strong enough Gaussian concentration implying the log-Sobolev inequality is also shown as a generalization of the one on the smooth Riemannian manifold.
Let $d\geq 1$ and $α\in (0, 2)$. Consider the following non-local and non-symmetric Lévy-type operator on $\mR^d$: $$ \sL^κ_αf(x):=\mbox{p.v.}\int_{\mR^d}(f(x+z)-f(x))\frac{κ(x,z)}{|z|^{d+α}} \dif z, $$ where $0<κ_0\leq κ(x,z)\leq κ_1$, $κ(x,z)=κ(x,-z)$, and $|κ(x,z)-κ(y,z)|\leqκ_2|x-y|^β$ for some $β\in(0,1)$. Using Levi's method, we construct the fundamental solution (also called heat kernel) $p^κ_α(t, x, y)$ of $\sL^κ_α$, and establish its sharp two-sided estimates as well as its fractional derivative and gradient estimates of the heat kernel. We also show that $p^κ_α(t, x, y)$ is jointly H…
We study heat kernels of Schrödinger operators whose kinetic terms are non-local operators built for sufficiently regular symmetric Lévy measures with radial decreasing profiles and potentials belong to Kato class. Our setting is fairly general and novel -- it allows us to treat both heavy- and light-tailed Lévy measures in a joint framework. We establish a certain relative-Kato bound for the corresponding semigroups and potentials. This enables us to apply a general perturbation technique to construct the heat kernels and give sharp estimates of them. Assuming that the Lévy measure and the po…
This paper aims at proving the local boundedness and continuity of solutions of the heat equation in the context of Dirichlet spaces under some rather weak additional assumptions. We consider symmetric local regular Dirichlet forms which satisfy mild assumptions concerning (a) the existence of cut-off functions, (b) a local ultracontractivity hypothesis, and (c) a weak off-diagonal upper bound. In this setting, local weak solutions of the heat equation, and their time derivatives, are shown to be locally bounded; they are further locally continuous, if the semigroup admits a locally continuous…
Consider the Schrödinger operator $ \mathcal L^V=-Δ+V $ on $\R^d$, where $V:\R^d\to [0,\infty)$ is a nonnegative and locally bounded potential on $\R^d$ so that for all $x\in \R^d$ with $|x|\ge 1$, $c_1g(|x|)\le V(x)\le c_2g(|x|)$ with some constants $c_1,c_2>0$ and a nondecreasing and strictly positive function $g:[0,\infty)\to [1,+\infty)$ that satisfies $g(2r)\le c_0 g(r)$ for all $r>0$ and $\lim_{r\to \infty} g(r)=\infty.$ We establish global in time and qualitatively sharp bounds for the heat kernel of the associated Schrödinger semigroup by the probabilistic method. In particular, we can…
We study the long-time asymptotic behaviour of semigroups generated by non-local Schrödinger operators of the form $H = -L+V$; the free operator $L$ is the generator of a symmetric Lévy process in $\mathbb R^d$, $d > 1$ (with non-degenerate jump measure) and $V$ is a sufficiently regular confining potential. We establish sharp two-sided estimates of the corresponding heat kernels for large times and identify a new general regularity property, which we call progressive intrinsic ultracontractivity, to describe the large-time evolution of the corresponding Schrödinger semigroup. We discuss vario…
The objects of the present study are one-parameter semigroups generated by Schrödinger operators with fairly general electromagnetic potentials. More precisely, we allow scalar potentials from the Kato class and impose on the vector potentials only local Kato-like conditions. The configuration space is supposed to be an arbitrary open subset of multi-dimensional Euclidean space; in case that it is a proper subset, the Schrödinger operator is rendered symmetric by imposing Dirichlet boundary conditions. We discuss the continuity of the image functions of the semigroup and show local-norm-contin…
We investigate contraction of the Wasserstein distances on $\mathbb{R}^d$ under Gaussian smoothing. It is well known that the heat semigroup is exponentially contractive with respect to the Wasserstein distances on manifolds of positive curvature; however, on flat Euclidean space---where the heat semigroup corresponds to smoothing the measures by Gaussian convolution---the situation is more subtle. We prove precise asymptotics for the $2$-Wasserstein distance under the action of the Euclidean heat semigroup, and show that, in contrast to the positively curved case, the contraction rate is alwa…
We introduce the notion of strip complex. A strip complex is a special type of complex obtained by gluing "strips" along their natural boundaries according to a given graph structure. The most familiar example is the one dimensional complex classically associated with a graph, in which case the strips are simply copies of the unit interval (our setup actually allows for variable edge length). A leading key example is treebolic space, a geometric object studied in a number of recent articles, which arises as a horocyclic product of a metric tree with the hyperbolic plane. In this case, the grap…
A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity of solutions of related stochastic differential equations on the other. A principal tool is the use of certain covers of the manifold: which also gives a non-explosion test. As a corollary we obtain known results about the behaviour of Brownian motions on a complete Riemannian manifold with Ricci curvature decaying at most quadratically in the distance functi…
A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on arbitrary complete Riemannian manifolds.
We prove the following sharp upper bound for the gradient of the Neumann semigroup $P_t$ on a $d$-dimensional compact domain $\OO$ with boundary either $C^2$-smooth or convex: $$\|\nn P_t\|_{1\to \infty}\le \ff{c}{t^{(d+1)/2}},\ \ t>0,$$ where $c>0$ is a constant depending on the domain and $\|\cdot\|_{1\to\infty}$ is the operator norm from $L^1(\OO)$ to $L^\infty(\OO)$. This estimate implies a Gaussian type point-wise upper bound for the gradient of the Neumann heat kernel, which is applied to the study of the Hardy spaces, Riesz transforms, and regularity of solutions to the inhomogeneous Ne…
We prove a geometrically meaningful stochastic representation of the derivative of the heat semigroup on sub-Riemannian manifolds with tranverse symmetries. This representation is obtained from the study of Bochner-Weitzenbock type formulas for sub-Laplacians on 1-forms. As a consequence, we prove new hypoelliptic heat semigroup gradient bounds under natural global geometric conditions. The results are new even in the case of the Heisenberg group which is the simplest example of a sub-Riemannian manifold with transverse symmetries.
We study properties of the semigroup $(e^{-tH})_{t\ge 0}$ on the space $L^ 2(Γ_X,π)$, where $Γ_X$ is the configuration space over a locally compact second countable Hausdorff topological space $X$, $π$ is a Poisson measure on $Γ_X$, and $H$ is the generator of the Glauber dynamics. We explicitly construct the corresponding Markov semigroup of kernels $(P_t)_{t\ge 0}$ and, using it, we prove the main results of the paper: the Feller property of the semigroup $(P_t)_{t\ge 0}$ with respect to the vague topology on the configuration space $Γ_X$, and the ergodic property of $(P_t)_{t\ge 0}$. Follow…
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.
In this paper, we investigate convex semigroups on Banach lattices with order continuous norm, having $L^p$-spaces in mind as a typical application. We show that the basic results from linear $C_0$-semigroup theory extend to the convex case. We prove that the generator of a convex $C_0$-semigroup is closed and uniquely determines the semigroup whenever the domain is dense. Moreover, the domain of the generator is invariant under the semigroup; a result that leads to the well-posedness of the related Cauchy problem. In a last step, we provide conditions for the existence and strong continuity o…
We study the influence of the intrinsic curvature on the large time behaviour of the heat equation in a tubular neighbourhood of an unbounded geodesic in a two-dimensional Riemannian manifold. Since we consider killing boundary conditions, there is always an exponential-type decay for the heat semigroup. We show that this exponential-type decay is slower for positively curved manifolds comparing to the flat case. As the main result, we establish a sharp extra polynomial-type decay for the heat semigroup on negatively curved manifolds comparing to the flat case. The proof employs the existence …
