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.     

LOWER INEQUALITIES OF HEAT SEMIGROUPS BY USING PARABOLIC MAXIMUM PRINCIPLE

Using parabolic maximum principle, we apply the analytic method to obtain lower comparison inequalities for non-negative weak supersolutions of the heat equation associated with a regular strongly ρ-local Dirichlet form on the abstract metric measure space. As an application, we obtain lower estimates for heat kernels on some Riemannian manifolds.     

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.     

On the refined maximum principle for degenerate elliptic and parabolic problems

We extend the refined maximum principle in [H. Berestycki, L. Nirenberg, S.R.S. Varadhan, The principal eigenvalue and the maximum principle for second-order elliptic operators in general domains, Comm. Pure Appl. Math. 47 (1994) 47–92] to degenerate elliptic and parabolic equations with unbounded coefficients. Then we discuss the well-posedness of the corresponding Dirichlet boundary value problems.     

On the strong maximum principle for degenerate parabolic equations

Variants of the strong maximum principle are established for subsolutions to degenerate parabolic equations for which the standard version of the strong maximum principle does not hold. The results are formulated for viscosity solutions.     

On the maximum principle and its application to diffusion equations

In this article, an analog of the maximum principle has been established for an ordinary differential operator associated with a semi‐discrete approximation of parabolic equations. In applications, the maximum principle is used to prove O(h²) and O(h⁴) uniform convergence of the method of lines for the diffusion Equation (1). The system of ordinary differential equations obtained by the method of lines is solved by an implicit predictor corrector method. The method is tested by examples with the use of the enclosed Mathematica module solveDiffusion. The module solveDiffusion gives the solution by O(h²) uniformly convergent discrete scheme or by O(h⁴) uniformly convergent discrete scheme. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Optimal Hardy-Rellich inequalities, maximum principle and related eigenvalue problem

In this paper we deal with three types of problems concerning the Hardy-Rellich's embedding for a bi-Laplacian operator. First we obtain the Hardy-Rellich inequalities in the critical dimension n=4. Then we derive a maximum principle for fourth order operators with singular terms. Then we study the existence, non-existence, simplicity and asymptotic behavior of the first eigenvalue of the Hardy-Rellich operator under various assumptions on the perturbation q.     

Stochastic incompleteness for graphs and weak Omori-Yau maximum principle

We prove an analogue of the weak Omori-Yau maximum principle and Khas?minskii?s criterion for graphs in the general setting of Keller and Lenz. Our approach naturally gives the stability of stochastic incompleteness under certain surgeries of graphs. It allows to develop a unified approach to all known criteria of stochastic completeness/incompleteness, as well as to obtain new criteria.     

A sufficient condition for the existence of a “dead zone” for solutions of degenerate semilinear parabolic equations and inequalities

We consider the solutions of degenerate parabolic equations and inequalities of the formLu-u _t = |u| ^q sgnu and sgnu(Lu−u _t )−|u| ^q ≥0, 0<q<1, with the elliptic operatorL in divergent or nondivergent form. We establish a dependence of the maximum modulus of the solution on the domain and on the equation (inequality) such that this dependence guarantees the existence of a “dead zone” of the solution. In this case, the character of degeneracy is unessential. Translated fromMatematicheskie Zametki, Vol. 60, No. 6, pp. 824–831, December, 1996.     

On the maximum principle for linear parabolic equations

We prove extensions of our previous estimates for linear elliptic equations with inhomogeneous terms in L ^p spaces, p ≤ n to linear parabolic equations with inhomogeneous terms in L ^p , p ≤ n + 1. As with the elliptic case, our results depend on restrictions on parabolicity determined by certain subcones of the positive cone . They also extend the maximum principle of Krylov for the case p = n + 1, corresponding to the usual parabolicity.     

On Korenblum's maximum principle

Let be the Bergman space over the open unit disk in the complex plane. Korenblum's maximum principle states that there is an absolute constant , such that whenever ( ) in the annulus , then . In this paper we prove that Korenblum's maximum principle holds with .

     

Some results on Korenblum's maximum principle

Let Ap(D) (1?p<∞) be the Bergman space over the open unit disk D in the complex plane. For p?1, let cp be the largest value of c for which Korenblum's maximum principle holds. In this paper we obtain a new lower bound on cp: cp?0.23917. We also improve the lower bound on c₂ up to 0.28185.     

Existence of nonnegative solutions for parabolic problem on Dirichlet forms

In this work, we investigate perturbed parabolic problem on measure spaces. For strongly local Dirichlet form, we obtain some results on existence and uniqueness of nonnegative solution. We also presented some examples as an applications.     

Explicit decay bounds in some quasilinear one‐dimensional parabolic problems

In the first part of this paper we study a thermal diffusion process described by a semilinear parabolic problem and we introduce a new maximum principle in order to obtain explicit decay bounds for the temperature and its gradient. In the second part we find analogous bounds for the so‐called ground water equation in a more general form. Copyright © 1999 John Wiley & Sons, Ltd.     

最大模原理的推广

本文把最大模原理及 Phragmén—— Lindelof定理推广到具有保域性的一类连续函数上 ,得到若干结果 .     

A microscopic convexity principle for spacetime convex solutions of fully nonlinear parabolic equations

We study microscopic spacetime convexity properties of fully nonlinear parabolic partial differential equations. Under certain general structure condition, we establish a constant rank theorem for the spacetime convex solutions of fully nonlinear parabolic equations. At last, we consider the parabolic convexity of solutions to parabolic equations and the convexity of the spacetime second fundamental form of geometric flows.     

Behavior of the constant in Korenblum's maximum principle

Let A^p (??) (p ≥ 1) be the Bergman space over the open unit disk ?? in the complex plane. Korenblum's maximum principle states that there is an absolute constant c ∈ (0, 1) (may depend on p), such that whenever |f (z)| ≤ |g (z)| (f, g ∈ A^p (??)) in the annulus c < |z | < 1, then ∥f ≤ ∥g ∥. For p ≥ 1, let c_p be the largest value of c for which Korenblum's maximum principle holds. In this note we prove that c_p → 1 as p → ∞. Thus we give a positive answer of a question of Hinkkanen. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A stochastic maximum principle for processes driven by fractional Brownian motion

We prove a stochastic maximum principle for controlled processes X(t)=X^(u)(t) of the form

dX(t)=b(t,X(t),u(t)) dt+σ(t,X(t),u(t)) dB^(H)(t),

where B^(H)(t) is m-dimensional fractional Brownian motion with Hurst parameter . As an application we solve a problem about minimal variance hedging in an incomplete market driven by fractional Brownian motion.     

On the existence of maximum principles in parabolic finite element equations

In 1973, H. Fujii investigated discrete versions of the maximum principle for the model heat equation using piecewise linear finite elements in space. In particular, he showed that the lumped mass method allows a maximum principle when the simplices of the triangulation are acute, and this is known to generalize in two space dimensions to triangulations of Delauney type. In this note we consider more general parabolic equations and first show that a maximum principle cannot hold for the standard spatially semidiscrete problem. We then show that for the lumped mass method the above conditions on the triangulation are essentially sharp. This is in contrast to the elliptic case in which the requirements are weaker. We also study conditions for the solution operator acting on the discrete initial data, with homogeneous lateral boundary conditions, to be a contraction or a positive operator.