Elliptic differential inclusions on non-compact Riemannian manifolds

We investigate a large class of elliptic differential inclusions on non-compact complete Riemannian manifolds which involves the Laplace–Beltrami operator and a Hardy-type singular term. Depending on the behavior of the nonlinear term and on the curvature of the Riemannian manifold, we guarantee non-existence and existence/multiplicity of solutions for the studied differential inclusion. The proofs are based on nonsmooth variational analysis as well as isometric actions and fine eigenvalue properties on Riemannian manifolds. The results are also new in the smooth setting.     

Nonlinear Bound States on Weakly Homogeneous Spaces

We prove the existence of ground state solutions for a class of nonlinear elliptic equations, arising in the production of standing wave solutions to an associated family of nonlinear Schrödinger equations. We examine two constrained minimization problems, which give rise to such solutions. One yields what we call F _λ-minimizers, the other energy minimizers. We produce such ground state solutions on a class of Riemannian manifolds called weakly homogeneous spaces, and establish smoothness, positivity, and decay properties. We also identify classes of Riemannian manifolds with no such minimizers, and classes for which essential uniqueness of positive solutions to the associated elliptic PDE fails.     

Gradient estimates for porous medium equations under the Ricci flow

A local gradient estimate for positive solutions of porous medium equations on complete noncompact Riemannian manifolds under the Ricci flow is derived. Moreover, a global gradient estimate for such equations on compact Riemannian manifolds is also obtained.     

Reciprocal Diffusions and Symmetries of Parabolic PDE: The Nonflat Case

We introduce a new set of Reciprocal Characteristics for the class of reciprocal diffusions naturally associated to a general parabolic second-order linear differential operator. All the coefficients of this operator, including the diffusion matrix, depend on time. This set of reciprocal characteristics is provided by the study of the symmetries of the differential operator. The Riemannian metric defined by the diffusion matrix is of central importance. Our reciprocal characteristics are the natural extension of Ovsiannikov's differential invariants to the time dependent parabolic case. We also show that the symmetries of the PDE coincide with the one parameter families of transformations which leave the usual stochastic Lagrangian as well as a modified Onsager–Machlup Lagrangian invariant.     

Conformal Riemannian P-manifolds with connections whose curvature tensors are Riemannian P-tensors

The largest class of Riemannian almost product manifolds, which is closed with respect to the group of the conformal transformations of the Riemannian metric, is the class of the conformal Riemannian P-manifolds. This class is an analogue of the class of the conformal Kähler manifolds in almost Hermitian geometry. The main aim of this work is to obtain properties of manifolds of this class with connections, whose curvature tensors have similar properties as the Kähler tensors in Hermitian geometry.     

Discreteness of the Spectrum of the Laplacian and Stochastic Incompleteness

We propose geometric conditions equivalent to the discreteness of the spectrum of the Laplacian on a class of Riemannian manifolds with ends close to warped products. For this class of manifolds we establish a relationship between discreteness of the spectrum and stochastic incompleteness.      

Characterization of Pinched Ricci Curvature by Functional Inequalities

In this article, functional inequalities for diffusion semigroups on Riemannian manifolds (possibly with boundary) are established, which are equivalent to pinched Ricci curvature, along with gradient estimates, \(L^p\)-inequalities and log-Sobolev inequalities. These results are further extended to differential manifolds carrying geometric flows. As application, it is shown that they can be used in particular to characterize general geometric flow and Ricci flow by functional inequalities.     

Analyticity of solutions to fully nonlinear parabolic evolution equations on symmetric spaces

It is shown that solutions to fully nonlinear parabolic evolution equations on symmetric Riemannian manifolds are real analytic in space and time, provided the propagator is compatible with the underlying Lie structure. Applications to Bellman equations and to a class of mean curvature flows are also discussed.     

Newton's method for sections on Riemannian manifolds: Generalized covariant -theory

One kind of the L-average Lipschitz condition is introduced to covariant derivatives of sections on Riemannian manifolds. A convergence criterion of Newton's method and the radii of the uniqueness balls of the singular points for sections on Riemannian manifolds, which is independent of the curvatures, are established under the assumption that the covariant derivatives of the sections satisfy this kind of the L-average Lipschitz condition. Some applications to special cases including Kantorovich's condition and the γ-condition as well as Smale's α-theory are provided. In particular, the result due to Ferreira and Svaiter [Kantorovich's Theorem on Newton's method in Riemannian manifolds, J. Complexity 18 (2002) 304–329] is extended while the results due to Dedieu Priouret, Malajovich [Newton's method on Riemannian manifolds: covariant alpha theory, IMA J. Numer. Anal. 23 (2003) 395–419] are improved significantly. Moreover, the corresponding results due to Alvarez, Bolter, Munier [A unifying local convergence result for Newton's method in Riemannian manifolds, Found. Comput. Math. to appear] for vector fields and mappings on Riemannian manifolds are also extended.     

Variational approach for the Stokes and Navier–Stokes systems with nonsmooth coefficients in Lipschitz domains on compact Riemannian manifolds

The purpose of this paper is to show well-posedness results for Dirichlet problems for the Stokes and Navier–Stokes systems with \(L^{\infty }\)-variable coefficients in \(L^2\)-based Sobolev spaces in Lipschitz domains on compact Riemannian manifolds. First, we refer to the Dirichlet problem for the nonsmooth coefficient Stokes system on Lipschitz domains in compact Riemannian manifolds and show its well-posedness by employing a variational approach that reduces the boundary value problem of Dirichlet type to a variational problem defined in terms of two bilinear continuous forms, one of them satisfying a coercivity condition and another one the inf-sup condition. We show also the equivalence between some transmission problems for the nonsmooth coefficient Stokes system in complementary Lipschitz domains on compact Riemannian manifolds and their mixed variational counterparts, and then their well-posedness in \(L^2\)-based Sobolev spaces by using the remarkable Nec?as–Babus?ka–Brezzi technique (see Babus?ka in Numer Math 20:179–192, 1973; Brezzi in RAIRO Anal Numer R2:129–151, 1974; Nec?as in Rev Roum Math Pures Appl 9:47–69, 1964). As a consequence of these well-posedness results we define the layer potential operators for the nonsmooth coefficient Stokes system on Lipschitz surfaces in compact Riemannian manifolds, and provide their main mapping properties. These properties are used to construct explicitly the solution of the Dirichlet problem for the Stokes system. Further, we combine the well-posedness of the Dirichlet problem for the nonsmooth coefficient Stokes system with a fixed point theorem to show the existence of a weak solution to the Dirichlet problem for the nonsmooth variable coefficient Navier–Stokes system in \(L^2\)-based Sobolev spaces in Lipschitz domains on compact Riemannian manifolds. The well developed potential theory for the smooth coefficient Stokes system on compact Riemannian manifolds (cf. Dindos? and Mitrea in Arch Ration Mech Anal 174:1–47, 2004; Mitrea and Taylor in Math Ann 321:955–987, 2001) is also discussed in the context of the potential theory developed in this paper.     

On inaudible curvature properties of closed Riemannian manifolds

Following Mark Kac, it is said that a geometric property of a compact Riemannian manifold can be heard if it can be determined from the eigenvalue spectrum of the associated Laplace operator on functions. On the contrary, D’Atri spaces, manifolds of type A{\mathcal{A}}, probabilistic commutative spaces, \mathfrakC{\mathfrak{C}}-spaces, \mathfrakTC{\mathfrak{TC}}-spaces, and \mathfrakGC{\mathfrak{GC}}-spaces have been studied by many authors as symmetric-like Riemannian manifolds. In this article, we prove that for closed Riemannian manifolds, none of the properties just mentioned can be heard. Another class of interest is the class of weakly symmetric manifolds. We consider the local version of this property and show that weak local symmetry is another inaudible property of Riemannian manifolds.     

Gradient estimates for some diffusion semigroups

 Consider the semigroup $P_t$ of an elliptic diffusion; we describe a simple stochastic method providing gradient estimates on $P_tf$. If $N$ is a manifold endowed with a connection, the method can also be applied to the associated nonlinear semigroup $Q_t$ acting on $N$-valued maps. With a localization technique, we deduce gradient estimates for real harmonic functions or $N$-valued harmonic maps. Moreover, the results are extended to a class of hypoelliptic diffusions. Received: 31 July 2000 / Revised version: 20 September 2001 / Published online: 15 March 2002     

Harnack inequality for degenerate and singular operators of <Emphasis Type="Italic">p</Emphasis>-Laplacian type on Riemannian manifolds

We study viscosity solutions to degenerate and singular elliptic equations of p-Laplacian type on Riemannian manifolds. The Krylov–Safonov type Harnack inequality for the p-Laplacian operators with \(1<p<\infty \) is established on the manifolds with Ricci curvature bounded from below based on ABP type estimates. We also prove the Harnack inequality for nonlinear p-Laplacian type operators assuming that a nonlinear perturbation of Ricci curvature is bounded below.     

Strong Propagations of Chaos in Moran's Type Particle Interpretations of Feynman–Kac Measures

Abstract

This article is concerned with strong propagations of chaos properties in Moran's type particle interpretations of continuous time Feynman–Kac formulae. These particle schemes can also be seen as approximating models of simple generalized spatially homogeneous Boltzmann equations. We provide a simple and original semigroup analysis based on empirical tensor measures combinatorics properties, martingales techniques, and coupling arguments. We also design a general and abstract framework without any topological assumption on the state space. This yields a natural way to analyze the propagations of chaos properties for interacting particle models on path space. Applications to genealogical type particle algorithms for the nonlinear filtering and smoothing problem are also discussed.     

Regular and quasiregular isometric flows on Riemannian manifolds

We study the nontrivial Killing vector fields of constant length and the corresponding flows on smooth Riemannian manifolds. We describe the properties of the set of all points of finite (infinite) period for general isometric flows on Riemannian manifolds. It is shown that this flow is generated by an effective almost free isometric action of the group S ¹ if there are no points of infinite or zero period. In the last case, the set of periods is at most countable and generates naturally an invariant stratification with closed totally geodesic strata; the union of all regular orbits is an open connected dense subset of full measure.     

Lipschitz Domains,Domains with Corners,and the Hodge Laplacian

ABSTRACT

We define self-adjoint extensions of the Hodge Laplacian on Lipschitz domains in Riemannian manifolds, corresponding to either the absolute or the relative boundary condition, and examine regularity properties of these operators' domains and form domains. We obtain results valid for general Lipschitz domains, and stronger results for a special class of “almost convex” domains, which apply to domains with corners.     

Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients

By using finite-dimensional approximations and a recent result on gradient estimates for singular diffusions on Rd, gradient estimates are derived for the semigroups of solutions to a class of stochastic evolution equations on Hilbert spaces with non-Lipschitz coefficients.     

Brownian motion and the formation of singularities in the heat flow for harmonic maps

Summary We develop a general framework for a stochastic interpretation of certain nonlinear PDEs on manifolds. The linear operation of takin expectations is replaced by the concept of martingale means, namely the notion of deterministic starting points of martingales (with respect to the Levi-Civita connection) ending up at a prescribed state. We formulate a monotonicity condition for the Riemannian quadratic variation of such martingales that allows us to turn smallness of the quadratic variation into a priori gradient bounds for solutions of the nonlinear heat equation. Such estimates lead to simple criteria for blow-ups in the nonlinear heat flow for harmonic maps with small initial energy.This article was processed by the author using the Springer-Verlag TEX QPMZGHB macro package 1991.     

<Emphasis Type="Italic">W</Emphasis>-entropy formulas on super Ricci flows and Langevin deformation on Wasserstein space over Riemannian manifolds

In this survey paper, we give an overview of our recent works on the study of the W-entropy for the heat equation associated with the Witten Laplacian on super-Ricci flows and the Langevin deformation on the Wasserstein space over Riemannian manifolds. Inspired by Perelman’s seminal work on the entropy formula for the Ricci flow, we prove the W-entropy formula for the heat equation associated with the Witten Laplacian on n-dimensional complete Riemannian manifolds with the CD(K,m)-condition, and the W-entropy formula for the heat equation associated with the time-dependent Witten Laplacian on n-dimensional compact manifolds equipped with a (K,m)-super Ricci flow, where K ∈ R and m ∈ [n,∞]. Furthermore, we prove an analogue of the W-entropy formula for the geodesic flow on the Wasserstein space over Riemannian manifolds. Our result improves an important result due to Lott and Villani (2009) on the displacement convexity of the Boltzmann-Shannon entropy on Riemannian manifolds with non-negative Ricci curvature. To better understand the similarity between above two W-entropy formulas, we introduce the Langevin deformation of geometric flows on the tangent bundle over the Wasserstein space and prove an extension of the W-entropy formula for the Langevin deformation. We also make a discussion on the W-entropy for the Ricci flow from the point of view of statistical mechanics and probability theory. Finally, to make this survey more helpful for the further development of the study of the W-entropy, we give a list of problems and comments on possible progresses for future study on the topic discussed in this survey.