Hypoelliptic heat kernel inequalities on Lie groups

DOI10.1016/J.SPA.2007.04.012MaRDI QIDQ2476885zbMATH OpenOpenAlexWikidataFDO

Publication date 12 March 2008

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0508420

heat kernels hypoellipticity Malliavin calculus

Analysis on real and complex Lie groups (22E30) Hypoelliptic equations (35H10) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: This paper discusses the existence of gradient estimates for second order hypoelliptic heat kernels on manifolds. It is now standard that such inequalities, in the elliptic case, are equivalent to a lower bound on the Ricci tensor of the Riemannian metric. For hypoelliptic operators, the associated "Ricci curvature" takes on the value -infty at points of degeneracy of the semi-Riemannian metric associated to the operator. For this reason, the standard proofs for the elliptic theory fail in the hypoelliptic setting. This paper presents recent results for hypoelliptic operators. Malliavin calculus methods transfer the problem to one of determining certain infinite dimensional estimates. Here, the underlying manifold is a Lie group, and the hypoelliptic operators are invariant under left translation. In particular, "L^p-type" gradient estimates hold for pin(1,infty), and the p=2 gradient estimate implies a Poincar'e estimate in this context.

Review text

On a \(d\)-dimensional Lie group \(G\), let \((X_1,\dots,X_k)\) be a linearly independent Lie generating set of the Lie algebra of \(G\). Let \((\widetilde X_1,\dots,\widetilde X_k)\) be the associated left invariant vector fields. Then the operator \(L=\sum\widetilde X_i^2\) is hypoelliptic, and one can consider the corresponding heat semigroup \(P_t\). The main result of this work is a family of \(L^p\)-type gradient inequalities of the form \[ | \nabla P_t f| ^p \leq K_p(t) P_t | \nabla f| ^p \] for \(p\geq1\). In particular, if \(G\) is nilpotent, it is proved that one can take \(K_p(t)=K_p\).

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