Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds (Q6116911)

The authors prove that for all \( x\in D, \; f\in \mathcal{B}_b(M)\) the following estimate \[ |Hess\; P_T f|(x)\leq \inf_{\delta>0}\left\{ \left(\frac{T}{2}\sqrt{K_1^2+\frac{K_2^2}{\delta}+\frac{2}{T}}\right)e^{T\left(K_0^-+\frac\delta2+\frac{\pi\sqrt{(n-1)K_0^-}}{2\delta_x} +\frac{\pi^2(n+3)}{4\delta^2_x}\right)}\right\}\|f\|_D \] holds, where \(M\) is a complete Riemannian manifold of dimension \(n\) with Levi-Civita connection \(\nabla\), \(\mathcal{B}_b(M)\) is the set of bounded measurable functions on \(M\) and \(D \subset M\) is a relatively compact open domain,\(P_T\) is the heat semigroup at the final time \(T\), \(\delta_x:=\rho(x, \partial D)\) is the Riemannain distance of \(x\) to the boundary of \(D\) and the constants; \(K_2 := \sup\{ |d^* R+\nabla Ric)^{\#}(v,v)|(y): y\in D, v\in T_xM, |v|=1\}\), \(K_1 := \sup\{ R(y): y\in D\}\), \(K_0 = \inf\{ Ric(v,v): y\in D, v\in T_xM, |v|=1\}\), \(d^*\) is defined by \(d^*R(v_1)v_2:=-tr \nabla . R(., v_1)v_2\) and satisfies for all \( v_1, v_2, v_3 \in T_xM, x \in M\): \[ \langle d^*R(v_1)v_2, v_3 \rangle = \langle (\nabla_{ v_3} Ric^\#)(v_1), v_2\rangle - \langle (\nabla_{v_2} Ric^\#)(v_3), v_1\rangle. \] Other estimates are established for the Hessian of the bounded positive harmonic functions \(u\) on \(D\) as follows: \[ \begin{aligned} |Hess\; u|(x) &\leq \inf_{0<\delta_1<\frac12, \delta_2>0 }( C_1(\delta_1, \delta_2)+ \sqrt{6} C_2(\delta_1, \delta_2)) \sqrt{\|u\|_Du(x)},\\ |Hess\; u|(x)&\leq \inf_{\delta_1, \; \delta_2>0 }( C_1(\delta_1, \delta_2)+ 2 C_2(\delta_1, \delta_2)) \|u\|_D, \end{aligned} \] where \( C_1(\delta_1, \delta_2):= \sqrt{ (1+2\times\mathbf{1}_{\{K_0^-\neq 0\}})\left( (\delta_1+1) K_1^2+\frac{\delta_2}{2}K_2^2\right)}\) and \(C_2(\delta_1, \delta_2):= \frac{1}{2\delta_2} +3 K_0^-+\frac{\pi\sqrt{(n-1)K_0^-}}{2\delta_x} +\frac{\pi^2(n+3 +\delta_1^{-1})}{4\delta^2_x}\). The main proof is based on the martingale approach to the localized Bismut-Strook Hessian formula and the strong Markov property. The proof for the harmonic function is initially based on the identity \(P_t^Du=u.\)