Interpolating between constrained Li–Yau and Chow–Hamilton Harnack inequalities on a surface

We establish a one-parameter family of Harnack inequalities connecting the constrained trace Li–Yau differential Harnack inequality for the heat equation to the constrained trace Chow–Hamilton Harnack inequality for the Ricci flow on a 2-dimensional closed manifold with positive scalar curvature, and thereby generalize Chow’s interpolated Harnack inequality (J. Partial Diff. Eqs. 11 (1998), 137–140).     

Dimension-Free Harnack Inequality and its Applications

This paper presents a self-contained account concerning a dimension-free Harnack inequality and its applications. This new type of inequality not only implies heat kernel bounds as the classical Li-Yau’s Harnack inequality did, but also provides a direct way to describe various dimension-free properties of finite and infinite-dimensional diffusion semigroups. The author starts with a standard weighted Laplace operator on a Riemannian manifold with curvature bounded from below, and then move further to the unbounded below curvature case and its infinite-dimensional settings.     

A hybrid extragradient method for general variational inequalities

In this paper, we introduce and study a hybrid extragradient method for finding solutions of a general variational inequality problem with inverse-strongly monotone mapping in a real Hilbert space. An iterative algorithm is proposed by virtue of the hybrid extragradient method. Under two sets of quite mild conditions, we prove the strong convergence of this iterative algorithm to the unique common element of the set of fixed points of a nonexpansive mapping and the set of solutions of the general variational inequality problem, respectively. L. C. Zeng’s research was partially supported by the National Science Foundation of China (10771141), Ph.D. Program Foundation of Ministry of Education of China (20070270004), and Science and Technology Commission of Shanghai Municipality grant (075105118). J. C. Yao’s research was partially supported by a grant from the National Science Council of Taiwan.     

Boundary Harnack Principle for <Emphasis Type="Italic">p</Emphasis>-harmonic Functions in Smooth Euclidean Domains

We establish a scale-invariant version of the boundary Harnack principle for p-harmonic functions in Euclidean C ^1,1-domains and obtain estimates for the decay rates of positive p-harmonic functions vanishing on a segment of the boundary in terms of the distance to the boundary. We use these estimates to study the behavior of conformal Martin kernel functions and positive p-superharmonic functions near the boundary of the domain. H. A. was partially supported by Grant-in-Aid for (B) (2) (No. 15340046) Japan Society for the Promotion of Science. N. S. was partially supported by NSF grant DMS-0355027. X. Z. was partially supported by the Taft foundation.     

On heat kernel estimates and parabolic Harnack inequality for jump processes on metric measure spaces

In this paper, we discuss necessary and sufficient conditions on jumping kernels for a class of jump-type Markov processes on metric measure spaces to have scale-invariant finite range parabolic Harnack inequality.     

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.     

The fundamental solution on manifolds with time-dependent metrics

In this article we prove the existence of a fundamental solution for the linear parabolic operator L(u) = (Δ − ∂/∂t − h)u, on a compact n-dimensional manifold M with a time-parameterized family of smooth Riemannian metrics g(t). Δ is the time-dependent Laplacian based on g(t), and h(x, t) is smooth. Uniqueness, positivity, the adjoint property, and the semigroup property hold. We further derive a Harnack inequality for positive solutions of L(u) = 0 on (M, g(t) on a time interval depending on curvature bounds and the dimension of M, and in the special case of Ricci flow, use it to find lower bounds on the fundamental solution of the heat operator in terms of geometric data and an explicit Euclidean type heat kernel.     

A global Carleman inequality and exact controllability of parabolic equations with mixed boundary conditions

This paper establishes a global Carleman inequality of parabolic equations with mixed boundary conditions and an estimate of the solution. Further, we prove exact controllability of the equation by controls acting on an arbitrarily given subdomain or subboundary.     

A Harnack Inequality for Degenerate Parabolic Equations

In this paper we apply the Moser iteration method to degenerate parabolic divergence structure equations. Under some conditions we get a Harnack inequality for weak solutions and from it derive Hölder estimates for weak solutions of uniformly degenerate parabolic equations and the continuity of weak solutions of non-uniformly degenerate parabolic equations.     

A generalization of an inequality by N. V. Krylov

In Krylov (Journal of the Juliusz Schauder Center 4 (1994), 355–364), a parabolic Littlewood–Paley inequality and its application to an L ^p -estimate of the gradient of the heat kernel are proved. These estimates are crucial tools in the development of a theory of parabolic stochastic partial differential equations (Krylov, Mathematical Surveys and Monographs vol. 64 (1999), 185–242). We generalize these inequalities so that they can be applied to stochastic integrodifferential equations.      

Harnack inequality for nondivergent parabolic operators on Riemannian manifolds

We consider second-order linear parabolic operators in non-divergence form that are intrinsically defined on Riemannian manifolds. In the elliptic case, Cabré proved a global Krylov-Safonov Harnack inequality under the assumption that the sectional curvature of the underlying manifold is nonnegative. Later, Kim improved Cabré’s result by replacing the curvature condition by a certain condition on the distance function. Assuming essentially the same condition introduced by Kim, we establish Krylov-Safonov Harnack inequality for nonnegative solutions of the non-divergent parabolic equation. This, in particular, gives a new proof for Li-Yau Harnack inequality for positive solutions to the heat equation in a manifold with nonnegative Ricci curvature.     

On the evolution governed by the infinity Laplacian

We investigate the basic properties of the degenerate and singular evolution equation which is a parabolic version of the increasingly popular infinity Laplace equation. We prove existence and uniqueness results for both Dirichlet and Cauchy problems, establish interior and boundary Lipschitz estimates and a Harnack inequality, and also provide numerous explicit solutions. The first author is partially supported by the ESF program ``Global and Geometric Aspects of Nonlinear Partial Differential Equations'     

The LIL for <Emphasis Type="Italic">U</Emphasis>-Statistics in Hilbert Spaces

We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for U-statistics in Hilbert spaces. As a tool we also develop moment and tail estimates for canonical Hilbert-space valued U-statistics of arbitrary order, which are of independent interest. R. Adamczak’s research partially supported by MEiN Grant 2 PO3A 019 30. R. Latała’s research partially supported by MEiN Grant 1 PO3A 012 29.     

Equivalent semigroup properties for the curvature-dimension condition

Some equivalent gradient and Harnack inequalities of a diffusion semigroup are presented for the curvature-dimension condition of the associated generator. As applications, the first eigenvalue, the log-Harnack inequality, the heat kernel estimates, and the HWI inequality are derived by using the curvature-dimension condition. The transportation inequality for diffusion semigroups is also investigated.     

Graphs Between the Elliptic and Parabolic Harnack Inequalities

We present graphs that satisfy the uniform elliptic Harnack inequality, for harmonic functions, but not the stronger parabolic one, for solutions of the discrete heat equation. It is known that the parabolic Harnack inequality is equivalent to the conjunction of a volume regularity and a L ² Poincaré inequality. The first example of graph satisfying the elliptic but not the parabolic Harnack inequality is due to M. Barlow and R. Bass. It satisfies the volume regularity and not the Poincaré inequality. We construct another example that does not satisfy the volume regularity.     

Markov Chain Approximations to Nonsymmetric Diffusions with Bounded Coefficients

We consider a certain class of nonsymmetric Markov chains and obtain heat kernel bounds and parabolic Harnack inequalities. Using the heat kernel estimates, we establish a sufficient condition for the family of Markov chains to converge to nonsymmetric diffusions. As an application, we approximate nonsymmetric diffusions in divergence form with bounded coefficients by nonsymmetric Markov chains. This extends the results by Stroock and Zheng to the nonsymmetric divergence forms. © 2012 Wiley Periodicals, Inc.     

Existence Theorems for Variational Inequalities in Banach Spaces

In this paper, by employing the notion of generalized projection operators and the well-known Fan’s lemma, we establish some existence results for the variational inequality problem and the quasivariational inequality problem in reflexive, strictly convex, and smooth Banach spaces. We propose also an iterative method for approximate solutions of the variational inequality problem and we establish some convergence results for this iterative method. L. C. Zeng, His research was partially supported by the Teaching and Research Award Fund for Outstanding Young Teachers in Higher Education Institutions of MOE, China and by the Dawn Program Foundation, Shanghai, China. J. C. Yao, His research was partially supported by the National Science Council of the Republic of China     

Heat equation with memory in anisotropic and non-homogeneous media

A modified Fourier’s law in an anisotropic and non-homogeneous media results in a heat equation with memory, for which the memory kernel is matrix-valued and spatially dependent. Different conditions on the memory kernel lead to the equation being either a parabolic type or a hyperbolic type. Well-posedness of such a heat equation is established under some general and reasonable conditions. It is shown that the propagation speed for heat pulses could be either infinite or finite, depending on the different types of the memory kernels. Our analysis indicates that, in the framework of linear theory, heat equation with hyperbolic kernel is a more realistic model for the heat conduction, which might be of some interest in physics.     

Estimations pour les chaînes de Markov réversibles

We give Gaussian lower and upper bounds for reversible Markov chains on a graph under two geometric assumptions (volume regularity and Poincaré inequality). This is first proved for continuous-time Markov chains via a parabolic Harnack inequality. Then, the estimates for the discrete-time Markov chains are derived by comparison.     

A Nash Type Result for Divergence Parabolic Equation Related to Hörmander's Vector Fields

In this paper we consider the divergence parabolic equation with bounded and measurable coefficients related to Hörmander's vector fields and establish a Nash type result, i.e., the local Hölder regularity for weak solutions. After deriving the parabolic Sobolev inequality, (1,1) type Poincaré inequality of Hörmander's vector fields and a De Giorgi type Lemma, the Hölder regularity of weak solutions to the equation is proved based on the estimates of oscillations of solutions and the isomorphism between parabolic Campanato space and parabolic Hölder space. As a consequence, we give the Harnack inequality of weak solutions by showing an extension property of positivity for functions in the De Giorgi class.