Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds

DOI10.1016/J.SPA.2009.07.001zbMATH Open1178.58013arXiv0801.4708OpenAlexW2165258429WikidataQ115341166 ScholiaQ115341166MaRDI QIDQ734657FDOQ734657

Feng-Yu Wang, Marc Arnaudon, Anton Thalmaier

Publication date: 13 October 2009

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

Abstract: A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on arbitrary complete Riemannian manifolds.

Full work available at URL: https://arxiv.org/abs/0801.4708

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zbMATH Keywords

Riemannian manifoldsHarnack inequalitydiffusion semigroupgradient-entropy inequality

Mathematics Subject Classification ID

Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (54)

• Regularities and exponential ergodicity in entropy for SDEs driven by distribution dependent noise
• Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
• \(L^2\)-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems
• Asymptotic log-Harnack inequality for the 2D Ericksen-Leslie model system with degenerate noise and damping
• Identifying constant curvature manifolds, Einstein manifolds, and Ricci parallel manifolds
• Log-Harnack inequality for stochastic Burgers equations and applications
• Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises
• Functional SPDE with multiplicative noise and Dini drift
• Dimension-independent Harnack inequalities for subordinated semigroups
• Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
• A modified log-Harnack inequality and asymptotically strong Feller property
• Harnack inequality on configuration spaces: the coupling approach and a unified treatment
• Harnack inequalities for functional SDEs with multiplicative noise and applications
• Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
• Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
• Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
• Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motions
• Elliptic gradient estimates for a weighted heat equation and applications
• Asymptotic log-Harnack inequality and ergodicity for 3D Leray-\(\alpha\) model with degenerate type noise
• Bismut formulae and applications for functional SPDEs
• Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
• Distribution dependent reflecting stochastic differential equations
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• Gradient flows on nonpositively curved metric spaces and harmonic maps
• Gradient estimates for generalized harmonic functions on Riemannian manifolds
• Asymptotic log-Harnack inequality and applications for stochastic 2D hydrodynamical-type systems with degenerate noise
• Wasserstein convergence rate for empirical measures on noncompact manifolds
• Second fundamental form and gradient of Neumann semigroups
• Harnack inequality and applications for infinite-dimensional GEM processes
• Equivalent Harnack and gradient inequalities for pointwise curvature lower bound
• Derivative formulas and applications for degenerate stochastic differential equations with fractional noises
• Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system
• Li-Yau-Hamilton estimates and Bakry-Emery-Ricci curvature
• Modified curvatures on manifolds with boundary and applications
• Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
• Stochastic Volterra equations driven by fractional Brownian motion
• Pointwise characterizations of curvature and second fundamental form on Riemannian manifolds
• Quasi-invariance for infinite-dimensional Kolmogorov diffusions
• Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes
• Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
• Hamilton's Harnack inequality and the \(W\)-entropy formula on complete Riemannian manifolds
• Integration by parts formula and shift Harnack inequality for stochastic equations
• Harnack inequality and derivative formula for SDE driven by fractional Brownian motion
• Gradient estimates and coupling property for semilinear SDEs driven by jump processes
• Ergodicity of 3D Leray-α model with fractional dissipation and degenerate stochastic forcing
• DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
• Perelman's entropy formula for the Witten Laplacian on Riemannian manifolds via Bakry-Emery Ricci curvature
• Derivative formula and coupling property for linear SDEs driven by Lévy processes
• Quantitative \(C^{1}\)-estimates by Bismut formulae
• Distribution dependent SDEs for Landau type equations
• DERIVATIVE FORMULA AND APPLICATIONS FOR HYPERDISSIPATIVE STOCHASTIC NAVIER–STOKES/BURGERS EQUATIONS
• Harnack inequality for mean-field stochastic differential equations
• Derivative formula and applications for degenerate diffusion semigroups
• Characterizations of the upper bound of Bakry-Emery curvature

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