Comparison inequalities for heat semigroups and heat kernels on metric measure spaces

We prove a certain inequality for a subsolution of the heat equation associated with a regular Dirichlet form. As a consequence of this inequality, we obtain various interesting comparison inequalities for heat semigroups and heat kernels, which can be used for obtaining pointwise estimates of heat kernels. As an example of application, we present a new method of deducing sub-Gaussian upper bounds of the heat kernel from on-diagonal bounds and tail estimates.     

Nash inequalities for finite Markov chains

This paper develops bounds on the rate of decay of powers of Markov kernels on finite state spaces. These are combined with eigenvalue estimates to give good bounds on the rate of convergence to stationarity for finite Markov chains whose underlying graph has moderate volume growth. Roughly, for such chains, order (diameter) steps are necessary and suffice to reach stationarity. We consider local Poincaré inequalities and use them to prove Nash inequalities. These are bounds onl ₂-norms in terms of Dirichlet forms andl ₁-norms which yield decay rates for iterates of the kernel. This method is adapted from arguments developed by a number of authors in the context of partial differential equations and, later, in the study of random walks on infinite graphs. The main results do not require reversibility.     

Nash and log-Sobolev inequalities for hypoelliptic operators

By estimating the intrinsic distance and using known heat kernel upper bounds, the global Nash inequality with exact dimension is established for a class of square fields with algebraic growth induced by vector fields satisfying the Hörmander condition. As an application, a sufficient condition is presented for the log-Sobolev inequality to hold. Typical examples for Gruschin type operators and generalized Kohn-Lapacians on Heisenberg groups are provided.     

Weighted L p estimates for the area integral associated to self-adjoint operators

This article is concerned with some weighted norm inequalities for the so-called horizontal (i.e., involving time derivatives) area integrals associated to a non-negative self-adjoint operator satisfying a pointwise Gaussian estimate for its heat kernel, as well as the corresponding vertical (i.e., involving space derivatives) area integrals associated to a non-negative self-adjoint operator satisfying in addition a pointwise upper bounds for the gradient of the heat kernel. As applications, we obtain sharp estimates for the operator norm of the area integrals on ${L^p(\mathbb{R}^N)}$ as p becomes large, and the growth of the A _p constant on estimates of the area integrals on the weighted L ^p spaces.     

Log-Sobolev inequalities and regions with exterior exponential cusps

We begin by studying certain semigroup estimates which are more singular than those implied by a Sobolev embedding theorem but which are equivalent to certain logarithmic Sobolev inequalities. We then give a method for proving that such log-Sobolev inequalities hold for Euclidean regions which satisfy a particular Hardy-type inequality. Our main application is to show that domains which have exterior exponential cusps, and hence have no Sobolev embedding theorem, satisfy such heat kernel bounds provided the cusps are not too sharp. Finally, we consider a rotationally invariant domain with an exponentially sharp cusp and prove that ultracontractivity breaks down when the cusp becomes too sharp.     

Improved Hölder and reverse Hölder inequalities for Gaussian random vectors

We propose algebraic criteria that yield sharp Hölder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the upper inequality gives an equivalent formulation for the geometric Brascamp–Lieb inequality for Gaussian measures. As an application, we retrieve the Gaussian hypercontractivity as well as its reverse and we present a generalization of the sharp Young and reverse Young inequalities. From the latter, we recover several known inequalities in the literature including the Prékopa–Leindler and Barthe inequalities.     

Comparison theorems for exit times

We study bounds on the exit time of Brownian motion from a set in terms of its size and shape, and the relation of such bounds with isoperimetric inequalities. The first result is an upper bound for the distribution function of the exit time from a subset of a sphere or hyperbolic space of constant curvature in terms of the exit time from a disc of the same volume. This amounts to a rearrangement inequality for the Dirichlet heat kernel. To connect this inequality with the classical isoperimetric inequality, we derive a formula for the perimeter of a set in terms of the heat flow over the boundary. An auxiliary result generalizes Riesz' rearrangement inequality to multiple integrals. Submitted: February 2000, Revised version: December 2000, Final version: May 2001.     

Remarks on differential Harnack inequalities

In this paper, we give a generalization of (global and local) differential Harnack inequalities for heat equations obtained by Li and Xu [J.F. Li, X.J. Xu, Differential Harnack inequalities on Riemannian manifolds I: linear heat equation, Adv. Math. 226 (5) (2011) 4456–4491] and Baudoin and Garofalo [F. Baudoin, N. Garofalo, Perelman’s entropy and doubling property on Riemannian manifolds, J. Geom. Anal. 21 (2011) 1119–1131]. From this we can derive new Harnack inequalities and new lower bounds for the associated heat kernel. Also we provide some new entropy formulas with monotonicity.     

Off-Diagonal Heat Kernel Lower Bounds Without Poincare

On a manifold with polynomial volume growth satisfying Gaussianupper bounds of the heat kernel, a simple characterization ofthe matching lower bounds is given in terms of a certain Sobolevinequality. The method also works in the case of so-called sub-Gaussianor sub-diffusive heat kernels estimates, which are typical offractals. Together with previously known results, this yieldsa new characterization of the full upper and lower Gaussianor sub-Gaussian heat kernel estimates.     

On gradient bounds for the heat kernel on the Heisenberg group

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 inequalities, including Cheeger and Bobkov type isoperimetric inequalities for the heat kernel.     

Eigenvalue estimates for Schrödinger operators on metric trees

We consider Schrödinger operators on radial metric trees and prove Lieb–Thirring and Cwikel–Lieb–Rozenblum inequalities for their negative eigenvalues. The validity of these inequalities depends on the volume growth of the tree. We show that the bounds are valid in the endpoint case and reflect the correct order in the weak or strong coupling limit.     

On the equivalence of heat kernel estimates and logarithmic Sobolev inequalities for the Hodge Laplacian

In this paper we consider the Hodge Laplacian on differential k-forms over smooth open manifolds MN, not necessarily compact. We find sufficient conditions under which the existence of a family of logarithmic Sobolev inequalities for the Hodge Laplacian is equivalent to the ultracontractivity of its heat operator.We will also show how to obtain a logarithmic Sobolev inequality for the Hodge Laplacian when there exists one for the Laplacian on functions. In the particular case of Ricci curvature bounded below, we use the Gaussian type bound for the heat kernel of the Laplacian on functions in order to obtain a similar Gaussian type bound for the heat kernel of the Hodge Laplacian. This is done via logarithmic Sobolev inequalities and under the additional assumption that the volume of balls of radius one is uniformly bounded below.     

A pointwise inequality for fractional laplacians

The fractional laplacian is an operator appearing in several evolution models where diffusion coming from a Lévy process is present but also in the analysis of fluid interphases. We provide an extension of a pointwise inequality that plays a rôle in their study. We begin recalling two scenarios where it has been used. After stating the results, for fractional Laplace–Beltrami and Dirichlet–Neumann operators, we provide a sketch of their proofs, unravelling the underlying principle to such inequalities.     

Gradient estimates for positive harmonic functions by stochastic analysis

We prove Cheng–Yau type inequalities for positive harmonic functions on Riemannian manifolds by using methods of Stochastic Analysis. Rather than evaluating an exact Bismut formula for the differential of a harmonic function, our method relies on a Bismut type inequality which is derived by an elementary integration by parts argument from an underlying submartingale. It is the monotonicity inherited in this submartingale which allows us to establish the pointwise estimates.     

Bilateral Hardy-type inequalities

This paper studies the Hardy-type inequalities on the intervals (may be infinite) with two weights, either vanishing at two endpoints of the interval or having mean zero. For the first type of inequalities, in terms of new isoperimetric constants, the factor of upper and lower bounds becomes smaller than the known ones. The second type of the inequalities is motivated from probability theory and is new in the analytic context. The proofs are now rather elementary. Similar improvements are made for Nash inequality, Sobolev-type inequality, and the logarithmic Sobolev inequality on the intervals.     

Evolving sets, mixing and heat kernel bounds

We show that a new probabilistic technique, recently introduced by the first author, yields the sharpest bounds obtained to date on mixing times of Markov chains in terms of isoperimetric properties of the state space (also known as conductance bounds or Cheeger inequalities). We prove that the bounds for mixing time in total variation obtained by Lovász and Kannan, can be refined to apply to the maximum relative deviation |pⁿ(x,y)/π(y)−1| of the distribution at time n from the stationary distribution π. We then extend our results to Markov chains on infinite state spaces and to continuous-time chains. Our approach yields a direct link between isoperimetric inequalities and heat kernel bounds; previously, this link rested on analytic estimates known as Nash inequalities.Research supported in part by NSF Grants #DMS-0104073 and #DMS-0244479.     

Resolvent bounds for jump generators

The paper deals with jump generators with a convolution kernel. Assuming that the kernel decays either exponentially or polynomially, we prove a number of lower and upper bounds for the resolvent of such operators. In particular we focus on sharp estimates of the resolvent kernel for small values of the spectral parameter. We consider two applications of these results. First we obtain pointwise estimates for principal eigenfunction of jump generators perturbed by a compactly supported potential (so-called nonlocal Schrödinger operators). Then we consider the Cauchy problem for the corresponding inhomogeneous evolution equations and study the behaviour of its solutions.     

Bochner–Weitzenböck formula and Li–Yau estimates on Finsler manifolds

We prove the Bochner–Weitzenböck formula for the (nonlinear) Laplacian on general Finsler manifolds and derive Li–Yau type gradient estimates as well as parabolic Harnack inequalities. Moreover, we deduce Bakry–Émery gradient estimates. All these estimates depend on lower bounds for the weighted flag Ricci tensor.     

Inequalities for the generalized trigonometric and hyperbolic functions

The generalized trigonometric functions occur as an eigenfunction of the Dirichlet problem for the one-dimensional p$p$-Laplacian. The generalized hyperbolic functions are defined similarly. Some classical inequalities for trigonometric and hyperbolic functions, such as Mitrinovi?–Adamovi?’s inequality, Lazarevi?’s inequality, Huygens-type inequalities, Wilker-type inequalities, and Cusa–Huygens-type inequalities, are generalized to the case of generalized functions.     

Differential Harnack inequalities on Riemannian manifolds I: Linear heat equation

In the first part of this paper, we get new Li–Yau type gradient estimates for positive solutions of heat equation on Riemannian manifolds with Ricci(M)?−k, k∈R. As applications, several parabolic Harnack inequalities are obtained and they lead to new estimates on heat kernels of manifolds with Ricci curvature bounded from below. In the second part, we establish a Perelman type Li–Yau–Hamilton differential Harnack inequality for heat kernels on manifolds with Ricci(M)?−k, which generalizes a result of L. Ni (2004, 2006) [20] and [21]. As applications, we obtain new Harnack inequalities and heat kernel estimates on general manifolds. We also obtain various entropy monotonicity formulas for all compact Riemannian manifolds.