New concepts for completely regular semigroups

Let 𝒞? denotes the variety of completely regular semigroups considered with the unary operation of inversion. The global study of the lattice of subvarieties of 𝒞? depends heavily on various decompositions. Some of the most fruitful among these are induced by the kernel and the trace relations. In their turn, these relations are induced by the kernel and the trace relations on the lattice of congruences on regular semigroups. These latter admit the concepts of kernel and trace of a congruence. The kernel and the trace relations for congruences were transferred to kernel and trace relations on varieties but the kernel and trace got no analogue for varieties.

We supply here the kernel and the trace of a variety which induce the relations of their namesake. For the local and core relations, we also define the local and core of a variety. All the new concepts are certain subclasses of 𝒞?. In this way, we achieve considerable similarity of the new concepts with those for congruences. We also correct errors in two published papers.     

A complete analogue of Hardy’s theorem on SL2(ℝ) and characterization of the heat kernel

A theorem of Hardy characterizes the Gauss kernel (heat kernel of the Laplacian) on ℝ from estimates on the function and its Fourier transform. In this article we establisha full group version of the theorem for SL₂(ℝ) which can accommodate functions with arbitraryK-types. We also consider the ‘heat equation’ of the Casimir operator, which plays the role of the Laplacian for the group. We show that despite the structural difference of the Casimir with the Laplacian on ℝⁿ or the Laplace—Beltrami operator on the Riemannian symmetric spaces, it is possible to have a heat kernel. This heat kernel for the full group can also be characterized by Hardy-like estimates.     

Horizontal lift of the Brownian motion on the hyperbolic plane and the Selberg trace formula

By using an explicit representation for the horizontal lift of the Brownian motion on the Poincaré upper half-plane H², we show an expression for the heat kernel for the de Rham-Kodaira Laplacian on H². We apply the result to a study on the Selberg trace formula.     

Kernel estimates for perturbations of positive semigroups

Given a positive C⁰-semigroup T⁰ on L₂(Ω, m) with a kernel k⁰, where (Ω, m) is a σ-finite measure space, we study a suitably perturbed semigroup T and prove existence of a kernel k for T and an estimate of the k in terms of k⁰. In this way we extend a heat kernel estimate proven by Barlow, Grigor’yan and Kumagai [4] for Dirichlet forms perturbed by jump processes. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Evolution of harmonic maps on manifolds flat at infinity

The aim of this article is to prove a global existence result with small data for the heat flow for harmonic maps from a manifold flat at infinity into a compact manifold. By flat at infinity we mean that the growth rate of the volumes of the balls on the manifold is the same as in the flat space. This is true for any manifold for small enough radius, but is in general not true when the radius of the ball grows. So prescribing such a growth rate also at infinity selects a class of manifolds on which our result holds. In this setting estimates are available for the heat kernel and its gradient on the base manifold. From such estimates it is easy to get L ^p −L ^q bounds for the heat kernel. A contraction principle argument then yields a local existence result in a suitable Sobolev space and a global existence result for small data.     

The Trace Formula for Quantum Graphs with General Self Adjoint Boundary Conditions

We consider compact metric graphs with an arbitrary self adjoint realisation of the differential Laplacian. After discussing spectral properties of Laplacians, we prove several versions of trace formulae, relating Laplace spectra to sums over periodic orbits on the graph. This includes trace formulae with, respectively, absolutely and conditionally convergent periodic orbit sums; the convergence depending on properties of the test functions used. We also prove a trace formula for the heat kernel and provide small-t asymptotics for the trace of the heat kernel. Submitted: May 20, 2008., Accepted: January 6, 2009.     

Weyl Transforms,the Heat Kernel and Green Function of a Degenerate Elliptic Operator

We give a formula for the heat kernel of a degenerate elliptic partial differential operator L on ℝ² related to the Heisenberg group. The formula is derived by means of pseudo-differential operators of the Weyl type, {i.e.}, Weyl transforms, and the Fourier–Wigner transforms of Hermite functions, which form an orthonormal basis for L²(ℝ²). Using the heat kernel, we give a formula for the Green function of L. Applications to the global hypoellipticity of L in the sense of tempered distributions, the ultracontractivity and hypercontractivity of the strongly continuous one-parameter semigroup e^−tL, t > 0, are given. Communicated by B.-W. Schulze (Potsdam) Mathematics Subject Classifications (2000): 47G30, 47E05.     

On the noncommutative residue and the heat trace expansion on conic manifolds

 Given a cone pseudodifferential operator P we give a full asymptotic expansion as t → 0 ⁺ of the trace Tr Pe ^-tA , where A is an elliptic cone differential operator for which the resolvent exists on a suitable region of the complex plane. Our expansion contains log t and new (log t)² terms whose coefficients are given explicitly by means of residue traces. Cone operators are contained in some natural algebras of pseudodifferential operators on which unique trace functionals can be defined. As a consequence of our explicit heat trace expansion, we recover all these trace functionals. Received: 12 November 2001 / Revised version: 26 June 2002 Mathematics Subject Classification (2000): Primary 58J35; Secondary 35C20, 58J42     

Square function and heat flow estimates on domains

The first purpose of this note is to provide a proof of the usual square function estimate on L^p(Ω). It turns out to follow directly from a generic Mikhlin multiplier theorem obtained by Alexopoulos, and we provide a sketch of its proof in the Appendix for the reader’s convenience. We also relate such bounds to a weaker version of the square function estimate which is enough in most instances involving dispersive PDEs and relies on Gaussian bounds on the heat kernel (such bounds are the key to Alexopoulos’result as well). Moreover, we obtain several useful L^p(Ω;H) bounds for (the derivatives of) the heat flow with values in a given Hilbert space H.     

Décroissance non exponentielle du noyau de la chaleur

Summary In this paper, we give estimates on the heat kernel on the diagonal in terms of exp[–|Logt|], >1 when1 vanishes. Moreover, we compute, by means of the stochastic calculus of variations, the decay of the flatness of some heat kernels. On the other hand, we show that the computations in both cases are very similar.     

Heat kernel estimates and Riesz transforms on some Riemannian covering manifolds

Consider a Riemannian manifold M which is a Galois covering of a compact manifold, with nilpotent deck transformation group G. For the Laplace operator on M, we prove a precise estimate for the gradient of the heat kernel, and show that the Riesz transforms are bounded in L^p(M), 1 < p < . We also obtain estimates for discrete oscillations of the heat kernel, and boundedness of discrete Riesz transform operators, which are defined using the action of G on M.Mathematics Subject Classification (2000): 58J35, 35B65, 42B20in final form: 8 August 2003     

Heat kernel asymptotics on manifolds with conic singularities

The Laplacian acting onk-forms on a manifold with isolated conic singularities is not in general an essentially self-adjoint operator. The heat kernels for self-adjoint extensions of the Laplacian on these metric spaces are described as functions conormal to a manifold with corners. The heat kernel for a given self-adjoint extension is constructed from the Friedrichs heat kernel. The terms in the difference of the heat trace expansions are shown to supply information parametrizing the extension.     

Nonlinear stochastic wave and heat equations

We study nonlinear wave and heat equations on ℝ ^d driven by a spatially homogeneous Wiener process. For the wave equation we consider the cases of d = 1, 2, 3. The heat equation is considered on an arbitrary ℝ ^d -space. We give necessary and sufficient conditions for the existence of a function-valued solution in terms of the covariance kernel of the noise. Received: 1 April 1998 / Revised version: 23 June 1999 / Published online: 7 February 2000     

Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications

In Part I (Comm. Pure Appl. Math., 67 (2014), no. 1, 40–82) we discussed density expansions for multidimensional diffusions (X¹,…,X^d), at fixed time T and projected to their first l coordinates in the small‐noise regime. Global conditions were found that replace the well‐known “not‐in‐cut‐locus” condition known from heat kernel asymptotics. In the present paper we discuss financial applications; these include tail and implied volatility asymptotics in some correlated stochastic volatility models. In particular, we solve a problem left open by A. Gulisashvili and E. M. Stein. © 2013 Wiley Periodicals, Inc.     

The Subelliptic Heat Kernels on SL(2, ℝ) and on its Universal Covering \widetilde{\mathbf{SL}(2,\mathbb{R})}: Integral Representations and Some Functional Inequalities

In this paper, we study a subelliptic heat kernel on the Lie group SL(2, ℝ) and on its universal covering [(SL(2,\mathbbR))\tilde]\widetilde{\mathbf{SL}(2,\mathbb{R})}. The subelliptic structure on SL(2,ℝ) comes from the fibration SO(2)→SL(2,ℝ) →H ² and it can be lifted to [(SL(2,\mathbbR))\tilde]\widetilde{\mathbf{SL}(2,\mathbb{R})}. First, we derive an integral representation for these heat kernels. These expressions allow us to obtain some asymptotics in small times of the heat kernels and give us a way to compute the subriemannian distance. Then, we establish some gradient estimates and some functional inequalities like a Li-Yau type estimate and a reverse Poincaré inequality that are valid for both heat kernels.     

Volume growth and heat kernel estimates for the continuum random tree

In this article, we prove global and local (point-wise) volume and heat kernel bounds for the continuum random tree. We demonstrate that there are almost–surely logarithmic global fluctuations and log–logarithmic local fluctuations in the volume of balls of radius r about the leading order polynomial term as r → 0. We also show that the on-diagonal part of the heat kernel exhibits corresponding global and local fluctuations as t → 0 almost–surely. Finally, we prove that this quenched (almost–sure) behaviour contrasts with the local annealed (averaged over all realisations of the tree) volume and heat kernel behaviour, which is smooth.      

Obtaining upper bounds of heat kernels from lower bounds

We show that a near‐diagonal lower bound of the heat kernel of a Dirichlet form on a metric measure space with a regular measure implies an on‐diagonal upper bound. If in addition the Dirichlet form is local and regular, then we obtain a full off‐diagonal upper bound of the heat kernel provided the Dirichlet heat kernel on any ball satisfies a near‐diagonal lower estimate. This reveals a new phenomenon in the relationship between the lower and upper bounds of the heat kernel. © 2007 Wiley Periodicals, Inc.     

Heat Kernel Comparison on Alexandrov Spaces with Curvature Bounded Below

In this paper the comparison result for the heat kernel on Riemannian manifolds with lower Ricci curvature bound by Cheeger and Yau (1981) is extended to locally compact path metric spaces (X,d) with lower curvature bound in the sense of Alexandrov and with sufficiently fast asymptotic decay of the volume of small geodesic balls. As corollaries we recover Varadhan's short time asymptotic formula for the heat kernel (1967) and Cheng's eigenvalue comparison theorem (1975). Finally, we derive an integral inequality for the distance process of a Brownian Motion on (X,d) resembling earlier results in the smooth setting by Debiard, Geavau and Mazet (1975).     

Analytic continuation and identities involving heat,Poisson, wave and Bessel kernels

In this article we use classical formulas involving the K–Bessel function in two variables to express the Poisson kernel on a Riemannian manifold in terms of the heat kernel. We then use the small time asymptotics of the heat kernel on certain Riemannian manifolds to obtain a meromorphic continuation of the associated Poisson kernel to all values of complex time with identifiable singularities. This result reproves in a different setting by different means a well–known theorem due to Duistermaat and Guillemin [DG 75]. Also, we develop analytic expressions for the heat kernel beyond asymptotic expansions. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The Subelliptic Heat Kernel on the Anti-de Sitter Space

We study the subelliptic heat kernel of the sub-Laplacian on a 2n+1-dimensional anti-de Sitter space ?²ⁿ⁺¹ which also appears as a model space of a CR Sasakian manifold with constant negative sectional curvature. In particular we obtain an explicit and geometrically meaningful formula for the subelliptic heat kernel. The key idea is to work in a set of coordinates that reflects the symmetry coming from the Hopf fibration \(\mathbb{S}^{1}\to \mathbb{H}^{2n+1}\). A direct application is obtaining small time asymptotics of the subelliptic heat kernel. Also we derive an explicit formula for the sub-Riemannian distance on ?²ⁿ⁺¹.