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.
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 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…
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 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.
Bounds on the logarithmic derivatives of the heat kernel on a compact Riemannian manifolds have been long known, and were recently extended, for the log-gradient and log-Hessian, to general complete Riemannian manifolds. Here, we further extend these bounds to incomplete Riemannan manifolds under the least restrictive condition on the distance to infinity available, for derivatives of all orders. Moreover, we consider not only the usual heat kernel associated to the Laplace-Beltrami operator, but we also allow the addition of a conservative vector field. We show that these bounds are sharp in …
In this paper, we obtain a uniform $W^{2,\varepsilon}$-estimate of solutions to the fully nonlinear uniformly elliptic equations on Riemannian manifolds with a lower bound of sectional curvature using the ABP method.
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…
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…
For a sub-Riemannian manifold provided with a smooth volume, we relate the small time asymptotics of the heat kernel at a point $y$ of the cut locus from $x$ with roughly "how much" $y$ is conjugate to $x$. This is done under the hypothesis that all minimizers connecting $x$ to $y$ are strongly normal, i.e.\ all pieces of the trajectory are not abnormal. Our result is a refinement of the one of Leandre $4t\log p_t(x,y)\to -d^2(x,y)$ for $t\to 0$, in which only the leading exponential term is detected. Our results are obtained by extending an idea of Molchanov from the Riemannian to the sub-Rie…
We show that any closed n-dimensional Riemannian manifold can be embedded by a map constructed from heat kernels at a certain time from a finite number of points. Both this time and this number can be bounded in terms of the dimension, a lower bound on the Ricci curvature, the injectivity radius and the volume. It follows that the manifold can be embedded by a finite number of eigenfunctions of the Laplace operator. Again, this number only depends on the geometric bounds and the dimension. In addition, both maps can be made arbitrarily close to an isometry. In the appendix, we derive quantitat…
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 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.
We obtain a priori local pointwise second derivative estimates for solutions $u$ to a class of augmented Hessian equations on Riemannian manifolds, in terms of the $C^1$ norm and certain $W^{2,p}$ norms of $u$. We consider the case that no structural assumptions are imposed on either the augmenting term or the right hand side of the equation, and the case where these terms are convex in the gradient variable. In the latter case, under an additional ellipticity condition we prove that the dependence on any $W^{2,p}$ norm can be dropped. Our results are derived using integral estimates.
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.
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.
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
The main result of this note is the existence of martingale solutions to the stochastic heat equation (SHE) in a Riemannian manifold by using suitable Dirichlet forms on the corresponding path/loop space. Moreover, we present some characterizations of the lower bound of the Ricci curvature by functional inequalities of various associated Dirichlet forms.
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 $Ω$.
By adapting a technique of Molchanov, we obtain the heat kernel asymptotics at the sub-Riemannian cut locus, when the cut points are reached by an $r$-dimensional parametric family of optimal geodesics. We apply these results to the bi-Heisenberg group, that is, a nilpotent left-invariant sub-Rieman\-nian structure on $\mathbb{R}^{5}$ depending on two real parameters $α_{1}$ and $α_{2}$. We develop some results about its geodesics and heat kernel associated to its sub-Laplacian and we illuminate some interesting geometric and analytic features appearing when one compares the isotropic ($α_{1}=…
In this note we obtain local derivative estimates of Shi-type for the heat equation coupled to the Ricci flow. As applications, in part combining with Kuang's work, we extend some results of Zhang and Bamler-Zhang including distance distortion estimates and a backward pseudolocality theorem for Ricci flow on compact manifolds to the noncompact case.
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.
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 note we establish the large time non-negativity of the heat kernel for a class of elliptic differential operators on closed, Riemannian manifolds, and apply this result to a problem from conformal differential geometry.
We study the small-time asymptotics of the heat content of smooth non-characteristic domains of a general rank-varying sub-Riemannian structure, equipped with an arbitrary smooth measure. By adapting to the sub-Riemannian case a technique due to Savo, we establish the existence of the full asymptotic series: \begin{equation} Q_Ω(t) = \sum_{k=0}^{\infty} a_k t^{k/2}, \qquad \text{as } t\to 0. \end{equation} We compute explicitly the coefficients up to order $k=5$, in terms of sub-Riemannian invariants of the domain and its boundary. Furthermore, we prove that every coefficient can be obtained a…
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.
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…
In a cylinder $D_T = Ω\times (0,T)$, where $Ω\subset \mathbb{R}^n$, we examine the relation between the $L$-caloric measure, $dω^{(x,t)}$, where $L$ is the heat operator associated with a system of vector fields of Hörmander type, and the measure $dσ_X\times dt$, where $dσ_X$ is the intrinsic $X$-perimeter measure. The latter constitutes the appropriate replacement for the standard surface measure on the boundary and plays a central role in sub-Riemannian geometric measure theory. Under suitable assumptions on the domain $Ω$ we establish the mutual absolute continuity of $dω^{(x,t)}$ and $dσ_X…
Minimal time for heat observability on almost-Riemannian surfaces
CERMICS, CNRS, École nationale des ponts et chaussées, Institut Polytechnique de Paris(法国国立路桥学校,巴黎理工学院);Korea Institute for Advanced Study(韩国高等研究院);Sorbonne Université, Université Paris Cité, CNRS, Inria, Laboratoire Jacques-Louis Lions, LJLL(索邦大学,巴黎西岱大学)
We derive estimates of the derivatives of the heat kernel on noncompact symmetric spaces and on locally symmetric spaces. Applying these estimates we study the $L^{p}$-boundedness of Littlewood-Paley-Stein operators and the Laplacian of the heat operator on a wide class of locally symmetric spaces.
In this paper we study heat kernels associated to a Carnot group $G$, endowed with a family of collapsing left-invariant Riemannian metrics $σ_\e$ which converge in the Gromov-Hausdorff sense to a sub-Riemannian structure on $G$ as $\e\to 0$. The main new contribution are Gaussian-type bounds on the heat kernel for the $σ_\e$ metrics which are stable as $\e\to 0$ and extend the previous time-independent estimates in \cite{CiMa-F}. As an application we study well posedness of the total variation flow of graph surfaces over a bounded domain in $(G,\s_\e)$. We establish interior and boundary grad…
Let $u(t,x)$ be a solution of the heat equation in $\mathbb{R}^n$. Then, each $k-$th derivative also solves the heat equation and satisfies a maximum principle, the largest $k-$th derivative of $u(t,x)$ cannot be larger than the largest $k-$th derivative of $u(0,x)$. We prove an analogous statement for the solution of the heat equation on bounded domains $Ω\subset \mathbb{R}^n$ with Dirichlet boundary conditions. As an application, we give a new and fairly elementary proof of the sharp growth of the second derivatives of Laplacian eigenfunction $-Δϕ_k = λ_k ϕ_k$ with Dirichlet conditions on sm…
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 …
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 work, we consider a number of boundary-value problems for time-fractional heat equation with the recently introduced Caputo-Fabrizio derivative. Using the method of separation of variables, we prove a unique solvability of the stated problems. Moreover, we have found an explicit solution to certain initial value problem for Caputo-Fabrizio fractional order differential equation by reducing the problem to a Volterra integral equation. Different forms of solution were presented depending on the values of the parameter appeared in the problem.
We study the reduction of the heat equation in Riemannian spaces which admit a gradient Killing vector, a gradient homothetic vector and in Petrov Type D,N,II and Type III space-times. In each reduction we identify the source of the Type II hidden symmetries. More specifically we find that a) If we reduce the heat equation by the symmetries generated by the gradient KV the reduced equation is a linear heat equation in the nondecomposable space. b) If we reduce the heat equation via the symmetries generated by the gradient HV the reduced equation is a Laplace equation for an appropriate metric.…
We derive a priori estimates for second order derivatives of solutions to a wide calss of fully nonlinear elliptic equations on Riemannian manifolds. The equations we consider naturally appear in geometric problems and other applications such as optimal transportation. There are some fundamental assumptions in the literature to ensure the equations to be elliptic and that one can apply Evans-Krylov theorem once estimates up to second derivatives are derived. However, in previous work one needed extra assumptions which are more technical in nature to overcome various difficulties. In this paper…
In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approximation, we heuristically derive a form of the equation solved by the process given by the Dirichlet form. Moreover, we establish the log-Sobolev inequality for the Dirichlet form in the path space. In addition, some characterizations for the lower bounds of the Ricci curvature are presented r…
We consider here a generalized heat equation $\partial_t ρ=\frac{d}{dx}\frac{d}{dW}ρ$, where $W$ is a finite measure on the one dimensional torus, and $\frac{d}{dW}$ is the Radon-Nikodym derivative with respect to $W$. Such equation has appeared in different contexts, being related to physical systems and representing a large class of classical and non-classical parabolic equations. As a natural assumption on $W$, we require that the Lebesgue measure is absolutely continuous with respect to $W$. The main result here presented consists in proving, for a suitable topology, a continuous dependenc…
In this paper, we derive a priori estimates for the gradient and second order derivatives of solutions to a class of Hessian type fully nonlinear parabolic equations with the first initial-boundary value problem on Riemannian manifolds. These a priori estimates are derived under conditions which are nearly optimal. Especially, there are no geometric restrictions on the boundary of the Riemannian manifolds. And as an application, the existence of smooth solutions to the first initial-boundary value problem even for infinity time is obtained.
This paper is devoted to investigate the heat trace asymptotic expansion corresponding to the magnetic Steklov eigenvalue problem on Riemannian manifolds with boundary. We establish an effective procedure, by which we can calculate all the coefficients $a_0$, $a_1$, $\dots$, $a_{n-1}$ of the heat trace asymptotic expansion. In particular, we explicitly give the expressions for the first four coefficients. These coefficients are spectral invariants which provide precise information concerning the volume and curvatures of the boundary of the manifold and some physical quantities by the magnetic …