Asymptotic behaviour of the Bessel heat kernels

DOI10.1007/S00209-019-02339-0MaRDI QIDQ2332887zbMATH OpenOpenAlexWikidataFDO

Authors Kamil Bogus

Publication date 5 November 2019

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1709.05796

zbMATH Keywords

asymptotic expansionBessel differential operatorBessel processhalf-lineheat kerneltransition probability density

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Heat kernel (35K08) Diffusion processes (60J60)

Abstract: We consider Dirichlet heat kernel $p_a^{(mu)}(t,x,y)$ for the Bessel differential operator $L^{(mu)}=frac{d}^{2}d{x}^2+frac2mu+12x$, $muinmathbbR$, in half-line $(a,infty)$, $a>0$, and provide its asymptotic expansions for $xy/tightarrowinfty$.

Review text

This paper studies the Dirichlet heat kernel of the Bessel differential operator in the right half-line. The author derives an asymptotic expansion of the Dirichlet heat kernel when \(xy/t \rightarrow \infty\). An even more precise estimate of the prefactor in the asymptotic expansion is obtained when both \(x\) and \(y\) are away from the left boundary \(x=a\).

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Cited in

(6)

• Asymptotic of the heat kernel in general Benedicks domains
• Fourier-Bessel heat kernel estimates
• Heat kernel estimates for the Bessel differential operator in half-line
• On the diamond Bessel heat kernel
• scientific article; zbMATH DE number 488341 (Why is no real title available?)
• Feeling boundary by Brownian motion in a ball

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