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 calculus methods transfer the problem to one of determining certain infinite dimensional estimates. Here, the underlying manifold is a Lie group, and the hypoelliptic operators are invariant under left translation. In particular, "L^p-type" gradient estimates hold for p\in(1,\infty), and the p=2 gradient estimate implies a Poincaré estimate in this context.
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 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…
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 …
In this paper we derive a variety of functional inequalities for general homogeneous invariant hypoelliptic differential operators on nilpotent Lie groups. The obtained inequalities include Hardy, Rellich, Hardy-Littllewood-Sobolev, Galiardo-Nirenberg, Caffarelli-Kohn-Nirenberg and Trudinger-Moser inequalities. Some of these estimates have been known in the case of the sub-Laplacians, however, for more general hypoelliptic operators almost all of them appear to be new as no approaches for obtaining such estimates have been available. Moreover, we obtain several versions of local and global wei…
In his seminal 1934 paper on Brownian motion and the theory of gases Kolmogorov introduced a second order evolution equation which displays some challenging features. In the opening of his 1967 hypoellipticity paper Hörmander discussed a general class of degenerate Ornstein-Uhlenbeck operators that includes Kolmogorov's as a special case. In this note we combine semigroup theory with a nonlocal calculus for these hypoelliptic operators to establish new inequalities of Hardy-Littlewood-Sobolev type in the situation when the drift matrix has nonnegative trace. Our work has been influenced by ide…
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 consider a class of second-order partial differential operators $\mathscr A$ of Hörmander type, which contain as a prototypical example a well-studied operator introduced by Kolmogorov in the '30s. We analyze some properties of the nonlocal operators driven by the fractional powers of $\mathscr A$, and we introduce some interpolation spaces related to them. We also establish sharp pointwise estimates of Harnack type for the semigroup associated with the extension operator. Moreover, we prove both global and localised versions of Poincaré inequalities adapted to the underlying geometry.
In this paper we provide explicitly the connection between the hypoelliptic heat kernel for some 3-step sub-Riemannian manifolds and the quartic oscillator. We study the left-invariant sub-Riemannian structure on two nilpotent Lie groups, namely the (2,3,4) group (called the Engel group) and the (2,3,5) group (called the Cartan group or the generalized Dido problem). Our main technique is noncommutative Fourier analysis that permits to transform the hypoelliptic heat equation in a one dimensional heat equation with a quartic potential.
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 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…
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].
In this paper we prove a sub-Riemannian version of the classical Santaló formula: a result in integral geometry that describes the intrinsic Liouville measure on the unit cotangent bundle in terms of the geodesic flow. Our construction works under quite general assumptions, satisfied by any sub-Riemannian structure associated with a Riemannian foliation with totally geodesic leaves (e.g. CR and QC manifolds with symmetries), any Carnot group, and some non-equiregular structures such as the Martinet one. A key ingredient is a "reduction procedure" that allows to consider only a simple subset of…
In this paper we study left-invariant Laplacians on compact connected groups that are form-comparable perturbations of bi-invariant Laplacians. Our results show that Gaussian bounds for derivatives of heat kernels enjoyed by certain bi-invariant Laplacians hold for their form-comparable perturbations. We further show that the parabolic operators associated with such left-invariant Laplacians, in particular, with the bi-invariant Laplacians, are hypoelliptic in various senses.
We present an invariant definition of the hypoelliptic Laplacian on sub-Riemannian structures with constant growth vector, using the Popp's volume form introduced by Montgomery. This definition generalizes the one of the Laplace-Beltrami operator in Riemannian geometry. In the case of left-invariant problems on unimodular Lie groups we prove that it coincides with the usual sum of squares. We then extend a method (first used by Hulanicki on the Heisenberg group) to compute explicitly the kernel of the hypoelliptic heat equation on any unimodular Lie group of type I. The main tool is the noncom…
This paper is part of a series papers devoted to geometric and spectral theoretic applications of the hypoelliptic calculus on Heisenberg manifolds. More specifically, in this paper we make use of the Heisenberg calculus of Beals-Greiner and Taylor to analyze the spectral theory of hypoelliptic operators on Heisenberg manifolds. The main results of this paper include: (i) Obtaining complex powers of hypoelliptic operators as holomorphic families of Psi_{H}DO's, which can be used to define a scale of weighted Sobolev spaces interpolating the weighted Sobolev spaces of Folland-Stein and providin…
We study logarithmic Sobolev inequalities with respect to a heat kernel measure on finite-dimensional and infinite-dimensional Heisenberg groups. Such a group is the simplest non-trivial example of a sub-Riemannian manifold. First we consider logarithmic Sobolev inequalities on non-isotropic Heisenberg groups. These inequalities are considered with respect to the hypoelliptic heat kernel measure, and we show that the logarithmic Sobolev constants can be chosen to be independent of the dimension of the underlying space. In this setting, a natural Laplacian is not an elliptic but a hypoelliptic …
In this paper we study nonlocal equations driven by the fractional powers of hypoelliptic operators in the form $$\mathscr K u = \mathscr A u - \partial_t u \overset{def}{=} \operatorname{tr}(Q \nabla^2 u) + <BX,\nabla u> - \partial_t u,$$ introduced by Hörmander in his 1967 hypoellipticity paper. We show that the nonlocal operators $(-\mathscr K)^s$ and $(-\mathscr A)^s$ can be realized as the Dirichlet-to-Neumann map of doubly-degenerate extension problems. We solve such problems in $L^\infty$, and in $L^p$ for $1\leq p<\infty$ when $\operatorname{tr}(B)\geq 0$. In forthcoming works we use s…
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.
We first generalize a decomposition of functions on Carnot groups as linear combinations of the Dirac delta and some of its derivatives, where the weights are the moments of the function. We then use the decomposition to describe the large time behavior of solutions of the hypoelliptic heat equation on Carnot groups. The solution is decomposed as a weighted sum of the hypoelliptic fundamental kernel and its derivatives, the coefficients being the moments of the initial datum.
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 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…
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 $P(D)$.
We show that for a hypoelliptic Dirichlet form operator A on a stratified complex Lie group, if the logarithmic Sobolev inequality holds, then a holomorphic projection of A is strongly hypercontractive in the sense of Janson. This extends previous results of Gross to a setting in which the operator A is not holomorphic.
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.
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 …
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 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 …
Motivated by recent works due to Yu--Zhao [J. Geom. Anal. 2020] and Weber--Zacher [arXiv:2012.12974], we study Li--Yau inequalities for the heat equation corresponding to the Dunkl Laplacian, which is a non-local operator parameterized by reflection groups and multiplicity functions. The results are sharp in the particular case when the reflection group is isometric to $\mathbb{Z}_2^d$.
Some recent works have shown that the heat equation posed on the whole Euclidean space is null-controllable in any positive time if and only if the control subset is a thick set. This necessary and sufficient condition for null-controllability is linked to some uncertainty principles as the Logvinenko-Sereda theorem which give limitations on the simultaneous concentration of a function and its Fourier transform. In the present work, we prove new uncertainty principles for finite combinations of Hermite functions and establish an analogue of the Logvinenko-Sereda theorem with an explicit contro…
We prove constrained trace, matrix and constrained matrix Harnack inequalities for the nonlinear heat equation $ω_t=Δω+aω\ln ω$ on closed manifolds. We also derive a new interpolated Harnack inequality for the equation $ω_t=Δω-ω\lnω+\varepsilon Rω$ on closed surfaces under the $\varepsilon$-Ricci flow. Finally we prove a new differential Harnack inequality for the equation $ω_t=Δω-ω\lnω$ under the Ricci flow without any curvature condition. Among these Harnack inequalities, the correction terms are all time-exponential functions, which are superior to time-polynomial functions.
In this paper, we study a subelliptic heat kernel on the Lie group SL(2,R) and on its universal covering. The subelliptic structure on SL(2,R) comes from the fibration $SO(2) -> SL(2,R) -> H^2$ and it can be lifted to its universal covering. First, we derive an integral representation for these heat kernels. These expressions allow us to obtain some asymptotics in small time of the heat kernels and give us a way to compute the subriemannian distances. Then, we establish some gradient estimates and some functional inequalities like a Li-Yau type estimate and a reverse Poincaré inequality that a…
In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,μ)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a strongly local symmetric bilinear form and $J(dx,dy)$ is a symmetric Random measure on $M\times M$. Under general volume doubling condition on $(M,d,μ)$ and some mild assumptions on scaling functions, we establish stability results for upper bounds of heat kernel (resp.\ two-sided heat kernel estimates) in terms of the jumping kernels, the cut-off Sobolev inequali…
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 establish a reduction principle to derive Li-Yau inequalities for non-local diffusion problems in a very general framework, which covers both the discrete and continuous setting. Our approach is not based on curvature-dimension inequalities but on heat kernel representations of the solutions and consists in reducing the problem to the heat kernel. As an important application we solve a long-standing open problem by obtaining a Li-Yau inequality for positive solutions $u$ to the fractional (in space) heat equation of the form $(-Δ)^{β/2}(\log u)\leq C/t$, where $β\in (0,2)$. We also illustra…
We prove an optimal reverse Poincaré inequality for the heat semigroup generated by the sub-Laplacian on a Carnot group of any step. As an application we give new proofs of the isoperimetric inequality and of the boundedness of the Riesz transform in Carnot groups.
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.
We obtain Sobolev inequalities for the Schrodinger operator -Δ-V, where V has critical behaviour V(x)=((N-2)/2)^2|x|^{-2} near the origin. We apply these inequalities to obtain pointwise estimates on the associated heat kernel, improving upon earlier results.
We consider general linear kinetic equations combining transport and a linear collision on the kinetic variable with a spatial weight that can vanish on part of the domain. The considered transport operators include external potential forces and boundary conditions, e.g. specular, diffusive and Maxwell conditions. The considered collision operators include the linear relaxation (scattering) and the Fokker-Planck operators and the boundary conditions include specular, diffusive and Maxwell conditions. We prove quantitative estimates of exponential stabilisation (spectral gap) under a geometric …
We study the Li--Yau inequality for the heat equation corresponding to the Dunkl harmonic oscillator, which is a non-local Schrödinger operator parameterized by reflections and multiplicity functions. In the particular case when the reflection group is isomorphic to $\mathbb{Z}_2^d$, the result is sharp in the sense that equality is achieved by the heat kernel of the classic harmonic oscillator. We also provide the application on parabolic Harnack inequalities.
We prove that synthetic lower Ricci bounds for metric measure spaces -- both in the sense of Bakry-Émery and in the sense of Lott-Sturm-Villani -- can be characterized by various functional inequalities including local Poincaré inequalities, local logarithmic Sobolev inequalities, dimension independent Harnack inequality, and logarithmic Harnack inequality. More generally, these equivalences will be proven in the setting of time-dependent metric measure spaces and will provide a characterization of super-Ricci flows of metric measure spaces.
This paper first proposes a new approximate scheme to construct a harmonic heat flow $u$ between a parabolic cylinder to a sphere. Y.Chen and M.Struwe have proved an existence and discussed a partial regularity of harmonic heat flows by using Ginzburg-Landau heat flow and passing to the limit of a parameter appeared in the equation. To construct a new harmonic heat flow, we propose a Ginzburg-Landau type heat flow with a time-dependent parameter. and we next establish the existence of a harmonic heat flow into spheres with (i) a global energy inequality, (ii) a monotonicity for the scaled ener…
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…
The paper considers a manifold $M$ evolving under the Ricci flow and establishes a series of gradient estimates for positive solutions of the heat equation on $M$. Among other results, we prove Li-Yau-type inequalities in this context. We consider both the case where $M$ is a complete manifold without boundary and the case where $M$ is a compact manifold with boundary. Applications of our results include Harnack inequalities for the heat equation on $M$.
In my previaou paper of K. Horihata, we have proposed a Ginzburg-Landau system with a time-dependent parameter and then passing to the limit we have constructed a harmonic heat flow into spheres. Thanks to this scheme, we establish a few energy inequalities of our flow: (i) monotonical inequalities and (ii) a reverse Poincare inequality at any boundary point. These inequalities (i) and (ii) derive the smaller estimates on the set on noncontinuouspoints for pur flow contrast to the former results. We refer to them by Y. Chen and Y. Chen, J. Li, F. H. Lin. Next we introduce two sufficient condit…
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.
Let $G=(V,E)$ be a locally finite connected weighted graph, and $Ω$ be an unbounded subset of $V$. Using Rothe's method, we study the existence of solutions for the semilinear heat equation $\partial_tu+|u|^{p-1}\cdot u=Δu~(p\ge1)$ and the parabolic variational inequality \begin{eqnarray*} \int_{Ω^\circ} \partial_tu\cdot(v-u)\,dμ\ge \int_{Ω^\circ}(Δu+f)\cdot(v-u)\,dμ\qquad\mbox{for any }v\in \mathcal{H}, \end{eqnarray*} where $\mathcal{H}=\{u\in W^{1,2}(V):u=0\mbox{ on }V\backslashΩ^\circ\}$.
We derive an adaptation of Li & Yau estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative Ricci tensor. We then apply these estimates to obtain a Harnack inequality and to discuss monotonicity, convexity, decay estimates and triviality of ancient and eternal solutions.
