A probabilistic approach to Martin boundaries for manifolds with ends

Summary We use martingale methods and coupling arguments to prove results of Li and Tam (1987) and Donnelly (1986) characterizing positive and bounded harmonic functions, respectively, on certain manifolds with ends.Research supported by a grant from NSA/NSF     

Hamilton differential Harnack inequality and W-entropy for Witten Laplacian on Riemannian manifolds

In this paper, we prove the Hamilton differential Harnack inequality for positive solutions to the heat equation of the Witten Laplacian on complete Riemannian manifolds with the $CD(?K,m)$-condition, where $m\in [n,\infty )$ and $K\ge 0$ are two constants. Moreover, we introduce the W-entropy and prove the W-entropy formula for the fundamental solution of the Witten Laplacian on complete Riemannian manifolds with the $CD(?K,m)$-condition and on compact manifolds equipped with $(?K,m)$-super Ricci flows.     

Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds

A gradient-entropy inequality is established for elliptic diffusion semigroups on arbitrary complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived.     

An integral formula for the heat kernel of tubular neighborhoods of complete (connected) Riemannian manifolds

Let M be a complete connected Riemannian manifold and let N be a submanifold of M. Let v: E _v»N be the normal bundle of N and exp _v : E _v»M its exponential map.Let (exp _infv ^/sup-1 , M ₀) be the Fermi chart relative to the submanifold N. Then, by using the Fermi coordinates we obtain an integral formula for the Dirichlet heat kernel p _t ^m (-,-). That is, we obtain a probabilistic representation for the integral _N f(y)p _t ^M (x,y) dywhere f is any measurable function of compact support in M ₀. This representation involves a submanifold semi-classical Brownian Riemannian bridge process. Then applying the integral formula via a Riemannian submersion in [5], we obtain heat kernel formulae for the complex projective space cP ⁿ, the quaternionic projective space QP ⁿ and the Caley line CaP ¹. The case of the Caley plane CaP ² eludes us due to the lack of a submersion theorem.This work is part of a Ph.D. Thesis which was undertaken under Professor K. D. Elworthy, Mathematics Institute, Warwick University, Coventry CV47AL, England, Great Britain.     

Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz-Szabo theorem

We show that the only compact simply connected manifolds for which the radial part of Brownian motion enjoys the Markov property are compact two points homogeneous spaces, i.e. rank one symmetric spaces.     

Generalized bochner theorems and the spectrum of complete manifolds

Bochner's theorem that a compact Riemannian manifold with positive Ricci curvature has vanishing first cohomology group has various extensions to complete noncompact manifolds with Ricci possibly negative. One still has a vanishing theorem for L ² harmonic one-forms if the infimum of the spectrum of the Laplacian on functions is greater than minus the infimum of the Ricci curvature. This result and its analogues for p-forms yield vanishing results for certain infinite volume hyperbolic manifolds. This spectral condition also imposes topological restrictions on the ends of the manifold. More refined results are obtained by taking a certain Brownian motion average of the Ricci curvature; if this average is positive, one has a vanishing theorem for the first cohomology group with compact supports on the universal cover of a compact manifold. There are corresponding results for L ² harmonic spinors on spin manifolds.     

Sharp estimates for intrinsic ultracontractivity on C 1,α-domains

Let be the first Dirichlet eigenfunction on a connected bounded C ^1,α-domain in and the corresponding Dirichlet heat kernel. It is proved that where λ₂ > λ₁ are the first two Dirichlet eigenvalues. This estimate is sharp for both short and long times. Bounded Lipschitz domains, elliptic operators on manifolds, and a general framework are also discussed. Supported in part by Creative Research Group Fund of the National Foundation of China (no. 10121101), the 973-Project in China and RFDP(20040027009).     

Lie solutions of Riemannian transport equations on compact manifolds

Given a couple of smooth positive measures of same total mass on a compact Riemannian manifold, the associated optimal transport equation admits a symplectic Monge-Ampère structure, hence Lie solutions (in a restricted sense, though, still expressing measure-transport). Properties of such solutions are recorded; a structure result is obtained for regular ones (each consisting of a closed 1-form composed with a diffeomorphism) and a quadratic cost-functional proposed for them.     

Martingale transforms and L p -norm estimates of Riesz transforms on complete Riemannian manifolds

Under the condition that the Bakry–Emery Ricci curvature is bounded from below, we prove a probabilistic representation formula of the Riesz transforms associated with a symmetric diffusion operator on a complete Riemannian manifold. Using the Burkholder sharp L ^p -inequality for martingale transforms, we obtain an explicit and dimension-free upper bound of the L ^p -norm of the Riesz transforms on such complete Riemannian manifolds for all 1 < p < ∞. In the Euclidean and the Gaussian cases, our upper bound is asymptotically sharp when p→ 1 and when p→ ∞. Research partially supported by a Delegation in CNRS at the University of Paris-Sud during the 2005–2006 academic year.     

Diffusions with singular drift related to wave functions

Summary Schrödinger equations are equivalent to pairs of mutually time-reversed non-linear diffusion equations. Here the associated diffusion processes with singular drift are constructed under assumptions adopted from the theory of Schrödinger operators, expressed in terms of a local space-time Sobolev space.By means of Nagasawa's multiplicative functionalN _s ^t , a Radon-Nikodym derivative on the space of continuous paths, a transformed process is obtained from Wiener measure. Its singular drift is identified by Maruyama's drift transformation. For this a version of Itô's formula for continuous space-time functions with first and second order derivatives in the sense of distributions satisfying local integrability conditions has to be derived.The equivalence is shown between weak solutions of a diffusion equation with singular creation and killing term and the solutions of a Feynman-Kac integral equation with a locally integrable potential function.     

Viscosity solutions to second order partial differential equations on Riemannian manifolds

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations F(x,u,du,d²u)=0 defined on a finite-dimensional Riemannian manifold M. Finest results (with hypothesis that require the function F to be degenerate elliptic, that is nonincreasing in the second order derivative variable, and uniformly continuous with respect to the variable x) are obtained under the assumption that M has nonnegative sectional curvature, while, if one additionally requires F to depend on d²u in a uniformly continuous manner, then comparison results are established with no restrictive assumptions on curvature.     

Weak convergence of laws of stochastic processes on Riemannian manifolds

Weak convergence of the laws of discrete time re-metrized stochastic processes derived from Brownian motions on compact Riemannian manifolds with heat kernels uniformly bounded by a constant on each compact set of the time parameter and bounded volumes to a stochastic process is given. With a weak condition, we also give weak convergence of those of Brownian motions themselves on manifolds in the same class. Several examples are given, which cover the cases when the manifolds collapse, the cases when the original Brownian motions converge to a non-local Markov process, and the cases when the Gromov-Hausdorff limit and the spectral limit by Kasue and Kumura are different. Received: 22 February 2000?Published online: 9 March 2001     

Estimates for eigenvalues on Riemannian manifolds

In this paper, we investigate eigenvalues of the Dirichlet eigenvalue problem of Laplacian on a bounded domain Ω in an n-dimensional complete Riemannian manifold M. When M is an n-dimensional Euclidean space Rn, the conjecture of Pólya is well known: the kth eigenvalue λk of the Dirichlet eigenvalue problem of Laplacian satisfies

     

Strong p-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds

Summary Here we discuss the regularity of solutions of SDE's and obtain conditions under which a SDE on a complete Riemannian manifoldM has a global smooth solution flow, in particular improving the usual global Lipschitz hypothesis whenM=R ⁿ . There are also results on non-explosion of diffusions.Research supported by SERC grant GR/H67263     

Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below

Using the coupling by parallel translation, along with Girsanov's theorem, a new version of a dimension-free Harnack inequality is established for diffusion semigroups on Riemannian manifolds with Ricci curvature bounded below by , where c>0 is a constant and ρo is the Riemannian distance function to a fixed point o on the manifold. As an application, in the symmetric case, a Li-Yau type heat kernel bound is presented for such semigroups.     

Spectral gap on Riemannian path space over static and evolving manifolds

In this article, we continue the discussion of Fang–Wu (2015) to estimate the spectral gap of the Ornstein–Uhlenbeck operator on path space over a Riemannian manifold of pinched Ricci curvature. Along with explicit estimates we study the short-time asymptotics of the spectral gap. The results are then extended to the path space of Riemannian manifolds evolving under a geometric flow. Our paper is strongly motivated by Naber's recent work (2015) on characterizing bounded Ricci curvature through stochastic analysis on path space.     

Limiting angle of Brownian motion on certain manifolds

Summary. Suppose that M is a complete, simply connected Riemannian manifold of non-positive sectional curvature with dimension m ≧ 3. If, outside a fixed compact set, the sectional curvatures are bounded above by a negative constant multiple of the inverse of the square of the geodesic distance from a fixed point and below by another negative constant multiple of the square of the geodesic distance, then the angular part of Brownian motion on M tends to a limit as time tends to infinity, and the closure of the support of the distribution of this limit is the entire S ^m−1 . This improves a result of Hsu and March. Received: 7 December 1994/In revised form: 2 September 1995     

The radial part of Brownian motion II. Its life and times on the cut locus

Summary This paper is a sequel to Kendall (1987), which explained how the Itô formula for the radial part of Brownian motionX on a Riemannian manifold can be extended to hold for all time including those times a whichX visits the cut locus. This extension consists of the subtraction of a correction term, a continuous predictable non-decreasing processL which changes only whenX visits the cut locus. In this paper we derive a representation onL in terms of measures of local time ofX on the cut locus. In analytic terms we compute an expression for the singular part of the Laplacian of the Riemannian distance function. The work uses a relationship of the Riemannian distance function to convexity, first described by Wu (1979) and applied to radial parts of -martingales in Kendall (1993).The first author's research was supported by a visiting fellowship awarded by the UK Science and Engineering Council, by travel funds provided by a European Community SCIENCE initiative, by the Max-Planck-Institute of Bonn, and by a grant from NSA