In the context of a metric measure Dirichlet space satisfying volume doubling and Poincare inequality, we prove the parabolic Harnack inequality for weak solutions of the heat equation associated with local nonsymmetric bilinear forms. In particular, we show that these weak solutions are locally bounded.
This paper proves the strong parabolic Harnack inequality for local weak solutions to the heat equation associated with time-dependent (nonsymmetric) bilinear forms. The underlying metric measure Dirichlet space is assumed to satisfy the volume doubling condition, the strong Poincare inequality, and a cutoff Sobolev inequality. The metric is not required to be geodesic. Further results include a weighted Poincare inequality, as well as upper and lower bounds for non-symmetric heat kernels.
We prove a stochastic representation formula for the viscosity solution of Dirichlet terminal-boundary value problem for a degenerate Hamilton-Jacobi-Bellman integro-partial differential equation in a bounded domain. We show that the unique viscosity solution is the value function of the associated stochastic optimal control problem. We also obtain the dynamic programming principle for the associated stochastic optimal control problem in a bounded domain.
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of the fractional time derivative. Some applications are given, to demonstrate how to specify a well-posed Dirichlet problem for space-time fractional diffusions in one or several variables. This solves an open problem in numerical analysis.
We consider second-order linear parabolic operators in non-divergence form that are intrinsically defined on Riemannian manifolds. In the elliptic case, Cabre proved a global Krylov-Safonov Harnack inequality under the assumption that the sectional curvature of the underlying manifold is nonnegative. Later, Kim improved Cabres 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.
This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the results apply to the Dirichlet heat kernel associated with a uniformly elliptic divergence form operator with symmetric second order part and bounded measurable coefficients in inner uniform domains in $mathbb R^n$. The results are applicable to any convex domain, to the complement of any convex domain, and to more exotic examples such as the interior and exterior of the snowflake.