Differential Harnack inequalities on path space

DOI10.1016/J.AIM.2022.108714MaRDI QIDQ2094595zbMATH OpenOpenAlexFDO

Authors Robert Haslhofer, Eva Kopfer, Aaron Naber

Publication date 8 November 2022

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.07065

Harnack inequality Ricci curvature path space

Local Riemannian geometry (53B20) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Martingales with continuous parameter (60G44)

Abstract: Recall that if

(M^{n}, g)

satisfies

m a t h r m R i c g e q 0

, then the Li-Yau Differential Harnack Inequality tells us for each nonnegative

f : M o m a t h b b R^{+}

, with

f_{t}

its heat flow, that

f r a c D e l t a f_{t} f_{t} - f r a c | a b l a f_{t} |^{2} f_{t}^{2} + f r a c n 2 t g e q 0.

Our main result will be to generalize this to path space

P_{x} M

of the manifold. A key point is that instead of considering infinite dimensional gradients and Laplacians on

P_{x} M

we will consider a family of finite dimensional gradients and Laplace operators. Namely, for each

H_{0}^{1}

-function

v a r p h i : m a t h b b R^{+} o m a t h b b R

we will define the

v a r p h i

-gradient

a b l a_{v} a r p h i F : P_{x} M o T_{x} M

and the

v a r p h i

-Laplacian

D e l t a_{v} a r p h i F = e x t {t r}_{v} a r p h i m a t h r m H e s s F : P_{x} M o m a t h b b R

, where

m a t h r m H e s s F

is the Markovian Hessian and both the gradient and the

v a r p h i

-trace are induced by

n

vector fields naturally associated to

v a r p h i

under stochastic parallel translation. Now let

(M^{n}, g)

satisfy

m a t h r m R i c = 0

, then for each nonnegative

F : P_{x} M o m a t h b b R^{+}

we will show the inequality

frac{E_x [Delta_varphi F]}{E_x [F]}-frac{E_x [ abla_varphi F]^2}{E_x [F]^2} +frac{n}{2}|| varphi ||^2geq 0

for each

v a r p h i

, where

E_{x}

denotes the expectation with respect to the Wiener measure on

P_{x} M

. By applying this to the simplest functions on path space, namely cylinder functions of one variable

F (g a m m a) e q u i v f (g a m m a (t))

, we will see we recover the classical Li-Yau Harnack inequality exactly. We have similar estimates for Einstein manifolds, with errors depending only on the Einstein constant, as well as for general manifolds, with errors depending on the curvature. Finally, we derive generalizations of Hamilton's Matrix Harnack inequality on path space

P_{x} M

. It is our understanding that these estimates are new even on the path space of

m a t h b b R^{n}

.

Recommendations

Cites work

This page was built for publication: Differential Harnack inequalities on path space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2094595)