Heat Kernels of Lorentz Cones

1999 ◽  
Vol 42 (2) ◽  
pp. 169-173 ◽  
Author(s):  
Hongming Ding
Keyword(s):  
Heat Kernel ◽  
Explicit Formula ◽  
Lower Bounds ◽  
Heat Kernels ◽  
Upper And Lower Bounds ◽  
Symmetric Cones ◽  
Lorentz Cone

AbstractWe obtain an explicit formula for heat kernels of Lorentz cones, a family of classical symmetric cones. By this formula, the heat kernel of a Lorentz cone is expressed by a function of time t and two eigenvalues of an element in the cone. We obtain also upper and lower bounds for the heat kernels of Lorentz cones.

scholarly journals Brownian Motion and Harmonic Analysis on Sierpinski Carpets

1999 ◽  
Vol 51 (4) ◽  
pp. 673-744 ◽  
Author(s):  
Martin T. Barlow ◽  
Richard F. Bass
Keyword(s):  
Brownian Motion ◽  
Heat Equation ◽  
Harmonic Analysis ◽  
Heat Kernel ◽  
Lower Bounds ◽  
Harnack Inequality ◽  
Harmonic Functions ◽  
Upper And Lower Bounds ◽  
Isotropic Diffusion ◽  
Sierpinski Carpets

AbstractWe consider a class of fractal subsets of d formed in a manner analogous to the construction of the Sierpinski carpet. We prove a uniform Harnack inequality for positive harmonic functions; study the heat equation, and obtain upper and lower bounds on the heat kernel which are, up to constants, the best possible; construct a locally isotropic diffusion X and determine its basic properties; and extend some classical Sobolev and Poincaré inequalities to this setting.

scholarly journals Heat kernel estimates for an operator with a singular drift and isoperimetric inequalities

2018 ◽  
Vol 2018 (736) ◽  
pp. 1-31
Author(s):  
Alexander Grigor’yan ◽  
Shunxiang Ouyang ◽  
Michael Röckner
Keyword(s):  
Heat Kernel ◽  
Isoperimetric Inequality ◽  
Lower Bounds ◽  
Isoperimetric Inequalities ◽  
Upper And Lower Bounds ◽  
Radial Part ◽  
Kernel Estimates ◽  
Heat Kernel Estimates ◽  
Singular Drift

AbstractIn the present paper we prove upper and lower bounds of the heat kernel for the operator{\Delta-\nabla({|x|^{-\alpha}})\cdot\nabla}in{\mathbb{R}^{n}\setminus\{0\}}, where{\alpha>0}. We obtain these bounds from an isoperimetric inequality for a measure{\mathrm{e}^{-{|x|^{-\alpha}}}dx}on{\mathbb{R}^{n}\setminus\{0\}}. The latter amounts to a certain functional isoperimetric inequality for the radial part of this measure.

scholarly journals Brownian Motions and Heat Kernel Lower Bounds on Kähler and Quaternion Kähler Manifolds

2020 ◽  
Author(s):  
Fabrice Baudoin ◽  
Guang Yang
Keyword(s):  
Lower Bound ◽  
Heat Kernel ◽  
Lower Bounds ◽  
Heat Kernels ◽  
Comparison Theorems ◽  
Kähler Manifolds ◽  
Kahler Manifolds ◽  
Brownian Motions ◽  
Dirichlet Eigenvalues ◽  
Metric Balls

Abstract We study the radial parts of the Brownian motions on Kähler and quaternion Kähler manifolds. Thanks to sharp Laplacian comparison theorems, we deduce as a consequence a sharp Cheeger–Yau-type lower bound for the heat kernels of such manifolds and also sharp Cheng’s type estimates for the Dirichlet eigenvalues of metric balls.

scholarly journals On the Generalized Distance Energy of Graphs

Mathematics ◽  
2019 ◽  
Vol 8 (1) ◽  
pp. 17 ◽  
Author(s):  
Abdollah Alhevaz ◽  
Maryam Baghipur ◽  
Hilal A. Ganie ◽  
Yilun Shang
Keyword(s):  
Lower Bounds ◽  
Complete Graph ◽  
Connected Graph ◽  
Distance Matrix ◽  
Wiener Index ◽  
Diagonal Matrix ◽  
Upper And Lower Bounds ◽  
Star Graph ◽  
Extremal Graphs ◽  
Generalized Distance

The generalized distance matrix D α ( G ) of a connected graph G is defined as D α ( G ) = α T r ( G ) + ( 1 − α ) D ( G ) , where 0 ≤ α ≤ 1 , D ( G ) is the distance matrix and T r ( G ) is the diagonal matrix of the node transmissions. In this paper, we extend the concept of energy to the generalized distance matrix and define the generalized distance energy E D α ( G ) . Some new upper and lower bounds for the generalized distance energy E D α ( G ) of G are established based on parameters including the Wiener index W ( G ) and the transmission degrees. Extremal graphs attaining these bounds are identified. It is found that the complete graph has the minimum generalized distance energy among all connected graphs, while the minimum is attained by the star graph among trees of order n.

scholarly journals Hadamard k-fractional inequalities of Fejér type for GA-s-convex mappings and applications

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Hui Lei ◽  
Gou Hu ◽  
Zhi-Jie Cao ◽  
Ting-Song Du
Keyword(s):  
Lower Bounds ◽  
Hypergeometric Functions ◽  
Upper And Lower Bounds ◽  
Weighted Inequalities ◽  
Convex Mappings ◽  
Special Means

Abstract The main aim of this paper is to establish some Fejér-type inequalities involving hypergeometric functions in terms of GA-s-convexity. For this purpose, we construct a Hadamard k-fractional identity related to geometrically symmetric mappings. Moreover, we give the upper and lower bounds for the weighted inequalities via products of two different mappings. Some applications of the presented results to special means are also provided.

scholarly journals On the Second-Largest Reciprocal Distance Signless Laplacian Eigenvalue

Mathematics ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 512
Author(s):  
Maryam Baghipur ◽  
Modjtaba Ghorbani ◽  
Hilal A. Ganie ◽  
Yilun Shang
Keyword(s):  
Lower Bounds ◽  
Complete Graph ◽  
Distance Matrix ◽  
Upper And Lower Bounds ◽  
Laplacian Eigenvalue ◽  
Signless Laplacian ◽  
Graph Parameters ◽  
Simple Connected Graph ◽  
Second Largest Eigenvalue ◽  
Reciprocal Distance Matrix

The signless Laplacian reciprocal distance matrix for a simple connected graph G is defined as RQ(G)=diag(RH(G))+RD(G). Here, RD(G) is the Harary matrix (also called reciprocal distance matrix) while diag(RH(G)) represents the diagonal matrix of the total reciprocal distance vertices. In the present work, some upper and lower bounds for the second-largest eigenvalue of the signless Laplacian reciprocal distance matrix of graphs in terms of various graph parameters are investigated. Besides, all graphs attaining these new bounds are characterized. Additionally, it is inferred that among all connected graphs with n vertices, the complete graph Kn and the graph Kn−e obtained from Kn by deleting an edge e have the maximum second-largest signless Laplacian reciprocal distance eigenvalue.

scholarly journals Multilevel Monte Carlo methods and lower–upper bounds in initial margin computations

2020 ◽  
Vol 26 (2) ◽  
pp. 131-161
Author(s):  
Florian Bourgey ◽  
Stefano De Marco ◽  
Emmanuel Gobet ◽  
Alexandre Zhou
Keyword(s):  
Monte Carlo ◽  
Lower Bounds ◽  
Asymptotic Optimality ◽  
Upper Bounds ◽  
Upper And Lower Bounds ◽  
Independent Random Variables ◽  
Outer Function ◽  
Control Problems ◽  
Multilevel Monte Carlo ◽  
Primal Dual

AbstractThe multilevel Monte Carlo (MLMC) method developed by M. B. Giles [Multilevel Monte Carlo path simulation, Oper. Res. 56 2008, 3, 607–617] has a natural application to the evaluation of nested expectations {\mathbb{E}[g(\mathbb{E}[f(X,Y)|X])]}, where {f,g} are functions and {(X,Y)} a couple of independent random variables. Apart from the pricing of American-type derivatives, such computations arise in a large variety of risk valuations (VaR or CVaR of a portfolio, CVA), and in the assessment of margin costs for centrally cleared portfolios. In this work, we focus on the computation of initial margin. We analyze the properties of corresponding MLMC estimators, for which we provide results of asymptotic optimality; at the technical level, we have to deal with limited regularity of the outer function g (which might fail to be everywhere differentiable). Parallel to this, we investigate upper and lower bounds for nested expectations as above, in the spirit of primal-dual algorithms for stochastic control problems.

scholarly journals A Lower Bound for the Query Phase of Contraction Hierarchies and Hub Labels and a Provably Optimal Instance-Based Schema

Algorithms ◽  
2021 ◽  
Vol 14 (6) ◽  
pp. 164
Author(s):  
Tobias Rupp ◽  
Stefan Funke
Keyword(s):  
Lower Bound ◽  
Lower Bounds ◽  
Real World ◽  
Road Network ◽  
Upper And Lower Bounds ◽  
Bounded Degree ◽  
Shortest Path Routing ◽  
Graph Classes ◽  
Speed Up ◽  
To Come

We prove a Ω(n) lower bound on the query time for contraction hierarchies (CH) as well as hub labels, two popular speed-up techniques for shortest path routing. Our construction is based on a graph family not too far from subgraphs that occur in real-world road networks, in particular, it is planar and has a bounded degree. Additionally, we borrow ideas from our lower bound proof to come up with instance-based lower bounds for concrete road network instances of moderate size, reaching up to 96% of an upper bound given by a constructed CH. For a variant of our instance-based schema applied to some special graph classes, we can even show matching upper and lower bounds.

Sign in / Sign up

Export Citation Format

Share Document