We approximate the heat kernel $h(x,y,t)$ on a compact connected Riemannian manifold $M$ without boundary uniformly in $(x,y,t)\in M\times M\times [a,b]$, $a>0$, by $n$-fold integrals over $M^n$ of the densities of Brownian bridges. Moreover, we provide an estimate for the uniform convergence rate. As an immediate corollary, we get a uniform approximation of solutions of the Cauchy problem for the heat equation on $M$.
We study the subelliptic heat kernels of the CR three dimensional solvable Lie groups. We first classify all left-invariant sub-Riemannian structures on three dimensional solvable Lie groups and obtain representations of these groups. We give expressions for the heat kernels on these groups and obtain heat semigroup gradient bounds using a new type of curvature-dimension inequality.
This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds in this setting.
We give a proof of Gaussian upper bound for the heat kernel coupled with the Ricci ow. Previous proofs by Lei Ni [5] use Harnack inequality and doubling volume property, also the recent proof by Zhang and Cao [6] uses Sobolev type inequality that is conserved along Ricci ow. We will use a horizontal coupling of curve [1] Arnaudon Thalmaier, C., in order to generalize Harnack inequality with power -for inhomogeneous heat equation - introduced by F.Y Wang. In the case of Ricci ow, we will derive on-diagonal bound of the Heat kernel along Ricci ow (and also for the usual Heat kernel on complete M…
We study the radial parts of the Brownian motions on Kähler and quaternion Kähler manifolds. Thanks to sharp Laplacian comparison theorems, we deduce as a consequence a sharp Cheeger-Yau type lower bound for the heat kernels of such manifolds and also sharp Cheng's type estimates for the Dirichlet eigenvalues of metric balls.
Resolvent metrics are generalization of the resistance metric and provide unified treatment of heat kernel estimates of sub-Gaussian type under minimal conditions.
We investigate heat kernel estimates of the form $p_{t}(x, x)\geq c_{x}t^{-α},$ for large enough $t,$ where $α$ and $c_{x}$ are positive reals and $c_{x}$ may depend on $x,$ on manifolds having at least one end.
We study the subelliptic heat kernel of the sub-Laplacian on a 2n+1-dimensional anti-de Sitter space H2n+1 which also appears as a model space of a CR Sasakian manifold with constant negative sectional curvature. In particular we obtain an explicit and geometrically meaningful formula for the subelliptic heat kernel. The key idea is to work in a set of coordinates that reflects the symmetry coming from the Hopf fibration S1->H2n+1. A direct application is obtaining small time asymptotics of the subelliptic heat kernel. Also we derive an explicit formula for the sub-Riemannian distance on H2n+1
This article investigates the heat kernel of the two-dimensional uniform spanning tree. We improve previous work by demonstrating the occurrence of log-logarithmic fluctuations around the leading order polynomial behaviour for the on-diagonal part of the quenched heat kernel. In addition we give two-sided estimates for the averaged heat kernel, and we show that the exponents that appear in the off-diagonal parts of the quenched and averaged versions of the heat kernel differ. Finally, we derive various scaling limits for the heat kernel, the implications of which include enabling us to sharpen…
We prove sharp estimates on heat kernels and Green functions for subordinate Markov processes with both discrete an continuous time, under relatively weak assumptions about original processes as well as Laplace exponents of subordinators. We also show stability of heat kernel estimates in the discrete settings.
We investigate the relationships between the parabolic Harnack inequality, heat kernel estimates, some geometric conditions, and some analytic conditions for random walks with long range jumps. Unlike the case of diffusion processes, the parabolic Harnack inequality does not, in general, imply the corresponding heat kernel estimates.
These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern-Gauss-Bonnet theorem.
We survey the recent progress in the study of heat kernels for a class of non-symmetric non-local operators. We focus on the existence and sharp two-sided estimates of the heat kernels and their connection to jump diffusions.
In this paper we show that two-sided heat kernel estimates for a class of (not necessarily symmetric) diffusions with jumps are stable under non-local Feynman-Kac perturbations.
We obtain matching two sided estimates of the heat kernel on a connected sum of parabolic manifolds, each of them satisfying the Li-Yau estimate. The key result is the on-diagonal upper bound of the heat kernel at a central point. Contrary to the nonparabolic case (which was settled in [15]), the on-diagonal behavior of the heat kernel in our case is determined by the end with the maximal volume growth function. As examples, we give explicit heat kernel bounds on the connected sums $R^2#R^2$ and $R^1#R^2$ where $R^1 = R_+\timesS^1$.
We consider symmetric processes of pure jump type. We prove local estimates on the probability of exiting balls, the Hölder continuity of harmonic functions and of heat kernels, and convergence of a sequence of such processes.
In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their jumping kernels. When the lower bounds of jumping kernels satisfy the weak upper scaling condition at zero, we also establish lower bounds for the transition densities, which are sharp.
We relate Gruet formula for the heat kernel on real hyperbolic spaces to the commonly used one derived from Millson induction. The bridge between both formulas is settled by Yor result on the joint distribution of a Brownian motion and of its exponential functional at fixed time. This result allows further to relate Gruet formula with real parameter to the heat kernel of the hyperbolic Jacobi operator and to derive a new integral representation for the heat kernel of the Maass Laplacian. When applied to harmonic AN groups, Yor result yields also new a integral representation of their correspon…
We show two-sided bounds of heat kernel for anisotropic non-singular symmetric pure jump Markov process whose jump kernel $J(x,y)$ is comparable to $\frac{{\bf 1}_{\mathcal{V}}(x-y)}{|x-y|^{d+α}}$, where $\mathcal{V}$ is a union of symmetric cones, $0<α<2$ and $x,y\in\mathbb{R}^d$.
We study discrete time random walks in an environment of i.i.d. non-negative bounded conductances in $\mathbb{Z}^d$. We are interested in the anomaly of the heat-kernel decay. We improve recent results and techniques.
Gradient and stability type estimates of heat kernel associated with fractional power of a uniformly elliptic operator are obtained. $L^p$-operator norm of semigroups associated with fractional power of two uniformly elliptic operators are also obtained.
We demonstrate a relationship between the heat kernel on a finite weighted Abelian Cayley graph and Gaussian functions on lattices. This can be used to prove a new inequality for the heat kernel on such a graph: when $t \leq t'$, $$\frac{H_t(u, v)}{H_t(u,u)} \leq \frac{H_{t'}(u, v)}{H_{t'}(u,u)}$$ This was an open problem posed by Regev and Shinkar.
We study measures associated to Brownian motions on infinite-dimensional Heisenberg-like groups. In particular, we prove that the associated path space measure and heat kernel measure satisfy a strong definition of smoothness.
We obtain two-sided estimates for the heat kernel (or the fundamental function) associated with the following fractional Schrödinger operator with negative Hardy potential $$Δ^{α/2} -λ|x|^{-α}$$ on $\RR^d$, where $α\in(0,d\wedge 2)$ and $λ>0$. The proof is purely analytical but elementary. In particular, for upper bounds of heat kernel we use the Chapman-Kolmogorov equation and adopt self-improving argument.
It is known that the couple formed by the two dimensional Brownian motion and its Lévy area leads to the heat kernel on the Heisenberg group, which is one of the simplest sub-Riemannian space. The associated diffusion operator is hypoelliptic but not elliptic, which makes difficult the derivation of functional inequalities for the heat kernel. However, Driver and Melcher and more recently H.-Q. Li have obtained useful gradient bounds for the heat kernel on the Heisenberg group. We provide in this paper simple proofs of these bounds, and explore their consequences in terms of functional inequal…
Quenched and annealed heat kernel estimates are established for Fontes-Isopi-Newman (FIN) processes on spaces equipped with a resistance form. These results are new even in the case of the one-dimensional FIN diffusion, and also apply to fractals such as the Sierpinski gasket and carpet.
This article shows a Bessel bridge representation for the transition density of Brownian motion on the Poincare space. This transition density is also referred to as the heat kernel on the hyperbolic space in differential geometry literature. The representation recovers the well-known closed form expression for the heat kernel on hyperbolic space in dimension three. However, the newly derived bridge representation is different from the McKean kernel in dimension two and from the Gruet's formula in higher dimensions. The methodology is also applicable to the derivation of an analogous Bessel br…
We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then prove the optimal diffusive decay of the semigroup generated by the heat kernel for $d\ge3$. As a consequence, we deduce a functional central limit theorem for the environment viewed from the particle.
In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided Dirichlet heat kernel estimates hold for all t>0. Integrating the heat kernel estimates with respect to the time variable t, we obtain sharp two-sided estimates for the Green functions, in bounded C^{1,1} open sets, of such subordinate Brownian motions with Gaussian components.
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 …
A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.
A diffusion process associated with the real sub-Laplacian $Δ_b$, the real part of the complex Kohn-Spencer Laplacian $\square_b$, on a strictly pseudoconvex CR manifold has been constructed. In this paper, we investigate diagonal short time asymptotics of the heat kernel corresponding to the diffusion process by using Watanabe's asymptotic expansion and give a representation for the asymptotic expansion of heat kernels which shows a relationship to the geometric structure.
We prove that the heat kernel on the infinite Bernoulli percolation cluster in Z^d almost surely decays faster than t^{-d/2}. We also derive estimates on the mixing time for the random walk confined to a finite box. Our approach is based on local isoperimetric inequalities.
By using Duhamel's formula, we prove sharp two-sided estimates for the heat kernel of spectral fractional Laplacian with time-dependent gradient perturbation in bounded $C^{1,1}$ domains. Moreover, we also obtain gradient estimate as well as Hölder continuity of the gradient of the heat kernel.
We estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump Lévy process with infinite Lévy measure and weakly scaling Lévy-Kchintchine exponent.
Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.
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 establish sharp two-sided bounds on the heat kernel of the fractional Laplacian, perturbed by a drift having critical-order singularity, by transferring it to appropriate weighted space with singular weight.
We provide sharp two-sided estimates of the Fourier-Bessel heat kernel and we give sharp two-sided estimates of the transition probability density for the Bessel process in (0,1) killed at 1 and killed or reflected at 0.
Using a new inequality relating the heat kernel and the probability of survival, we prove asymptotic ratio limit theorems for the heat kernel (and survival probability) in general Benedicks domains. In particular, the dimension of the cone of positive harmonic measures with Dirichlet boundary condition can be derived from the rate of convergence to zero of the heat kernel (or the survival probability).
We initiate in this paper the study of analytic properties of the Liouville heat kernel. In particular, we establish regularity estimates on the heat kernel and derive non trivial lower and upper bounds.
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…
This paper presents a detailed analysis of the heat kernel on an $(\mathbb{N}\times\mathbb{N})$-parameter family of compact metric measure spaces, which do not satisfy the volume doubling property. In particular, uniform bounds of the heat kernel and its Lipschitz continuity, as well as the continuity of the corresponding heat semigroup are studied; a specific example is presented revealing a logarithmic correction. The estimates are further applied to derive several functional inequalities of interest in describing the convergence to equilibrium of the diffusion process.
The Lie group SU(2) endowed with its canonical subriemannian structure appears as a three-dimensional model of a positively curved subelliptic space. The goal of this work is to study the subelliptic heat kernel on it and some related functional inequalities.
We provide sharp two-sided estimates on the Dirichlet heat kernel $k_1(t,x,y)$ for the Laplacian in a ball. The result accurately describes the exponential behaviour of the kernel for small times and significantly improves the qualitatively sharp results known so far. As a consequence we obtain the full description of the kernel $k_1(t,x,y)$ in terms of its global two-sided sharp estimates.
We give a direct proof of the sharp two-sided estimates, recently established in [4,9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{1, 1}$ open sets by using Duhamel formula. We also obtain a gradient estimate for the Dirichlet heat kernel. Our assumption on the open set is slightly weaker in that we only require $D$ to be $C^{1,θ}$ for some $θ\in (α/2, 1]$.
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.
In this paper, we consider symmetric jump processes of mixed-type on metric measure spaces under general volume doubling condition, and establish stability of two-sided heat kernel estimates and heat kernel upper bounds. We obtain their stable equivalent characterizations in terms of the jumping kernels, variants of cut-off Sobolev inequalities, and the Faber-Krahn inequalities. In particular, we establish stability of heat kernel estimates for $α$-stable-like processes even with $α\ge 2$ when the underlying spaces have walk dimensions larger than $2$, which has been one of the major open prob…
The fundamental solution of the heat equation on $R^n$ is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when $\R^n$ is replaced by a Lie group. We briefly demonstrate how the results on $R^n$ concerning the heat kernel and Brownian motion may be easily transferred to compact Lie groups using the wrapping map of Dooley and Wildberger.
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 study strong ratio limit properties of the quotients of the heat kernels of subcritical and critical operators which are defined on a noncompact Riemannian manifold.
