arXiv subjects
Publications and source records attributed to Panki Kim.
In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and Hölder regularity hold for parabolic functions of such processes, and derive sharp two-sided Green function estimates.
In this paper, we consider symmetric $α$-stable processes on (unbounded) horn-shaped regions which are non-uniformly $C^{1,1}$ near infinity. By using probabilistic approaches extensively, we establish two-sided Dirichlet heat estimates of such processes for all time. The estimates are very sensitive with respect to the reference function corresponding to each horn-shaped region. Our results also cover the case that the associated Dirichlet semigroup is not intrinsically ultracontractive. A striking observation from our estimates is that, even when the associated Dirichlet semigroup is intrinsically ultracontractive, the so-called Varopoulos-type estimates do not hold for symmetric stable processes on horn-shaped regions.
In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric of a strongly local Dirichlet form. When $D$ is an inner uniform domain in the Euclidean space, a prototype for a special case of the processes under consideration are symmetric reflected diffusions with jumps on $D$, whose infinitesimal generators are non-local (pseudo-differential) operators $L$ on $D$ of the form $$ L u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} \left(a_{ij}(x) \frac{\partial u(x)}{\partial x_j}\right) + \lim_{\eps \downarrow 0} \int_{\{y\in D: \, ρ_D(y, x)>\eps\}} (u(y)-u(x)) J(x, y)\, dy $$ satisfying "Neumann boundary condition". Here, $ρ_D(x,y)$ is the length metric on $D$, $A(x)=(a_{ij}(x))_{1\leq i,j\leq d}$ is a measurable $d\times d$ matrix-valued function on $D$ that is uniformly elliptic and bounded, and $$ J(x,y):= \frac{1}{Φ(ρ_D(x,y))} \int_{[α_1, α_2]} \frac{c(α, x,y)} {ρ_D(x,y)^{d+α}} \,ν(dα) , $$ where $ν$ is a finite measure on $[α_1, α_2] \subset (0, 2)$, $Φ$ is an increasing function on $[ 0, \infty )$ with $c_1e^{c_2r^β} \le Φ(r) \le c_3 e^{c_4r^β}$ for some $β\in [0,\infty]$, and $c(α, x, y)$ is a jointly measurable function that is bounded between two positive constants and is symmetric in $(x, y)$.
In this paper, we study transition density functions for pure jump unimodal Lévy processes killed upon leaving an open set $D$. Under some mild assumptions on the Lévy density, we establish two-sided Dirichlet heat kernel estimates when the open set $D$ is $C^{1, 1}$. Our result covers the case that the Lévy densities of unimodal Lévy processes are regularly varying functions whose indices are equal to the Euclidean dimension. This is the first results on two-sided Dirichlet heat kernel estimates for Lévy processes such that the weak lower scaling index of the Lévy densities is not necessarily strictly bigger than the Euclidean dimension.
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are equivalent to) off-diagonal heat kernel upper bounds under some mild assumptions. Our approach is based on a new generalized Davies' method. Our results extend that of \cite{CKS} for Nash-type inequalities with power order considerably and also extend that of \cite{Gri} for second order differential operators on a complete non-compact manifold.
In this paper we discuss non-local operators with killing potentials, which may not be in the standard Kato class. We first discuss factorization of their Dirichlet heat kernels in metric measure spaces. Then we establish explicit estimates of the Dirichlet heat kernels under critical killings in $C^{1,1}$ open subsets of $\mathbb{R}^d$ or in $\mathbb{R}^d\setminus\{0\}$. The decay rates of our explicit estimates come from the values of the multiplicative constants in the killing potentials. Our method also provides an alternative and unified proof of the main results of \cite{CKS10a, CKS10b, CKS-AOP}.
In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose Lévy measures are absolutely continuous and decaying in mixed polynomial orders. Under a weaker assumption on Lévy measures, we also obtain a precise asymptotic behaviors of the transition densities at infinity. Our results cover geometric stable subordinators, Gamma subordinators and much more.
In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r \ge t)$ of several classes of subordinators under mild assumptions on the tail of its Lévy measure. As an application of that result, we obtain two-sided estimates for fundamental solutions of general homogeneous time fraction equations including those with Dirichlet boundary conditions.
We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal Lévy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open sets. As corollaries of our main results, we obtain sharp two-sided Green function estimates and a scale invariant boundary Harnack inequality with explicit decay rates in $C^{1,1}$ open sets.
Let $W^D$ be a killed Brownian motion in a domain $D\subset {\mathbb R}^d$ and $S$ an independent subordinator with Laplace exponent $ϕ$. The process $Y^D$ defined by $Y^D_t=W^D_{S_t}$ is called a subordinate killed Brownian motion. It is a Hunt process with infinitesimal generator $-ϕ(-Δ|_D)$, where $Δ|_D$ is the Dirichlet Laplacian. In this paper we study the potential theory of $Y^D$ under a weak scaling condition on the derivative of $ϕ$. We first show that non-negative harmonic functions of $Y^D$ satisfy the scale invariant Harnack inequality. Subsequently we prove two types of scale invariant boundary Harnack principles with explicit decay rates for non-negative harmonic functions of $Y^D$. The first boundary Harnack principle deals with a $C^{1,1}$ domain $D$ and non-negative functions which are harmonic near the boundary of $D$, while the second one is for a more general domain $D$ and non-negative functions which are harmonic near the boundary of an interior open subset of $D$. The obtained decay rates are not the same, reflecting different boundary and interior behaviors of $Y^D$.
Let $Z$ be a subordinate Brownian motion in ${\mathbb R}^d$, $d\ge 2$, via a subordinator with Laplace exponent $ϕ$. We kill the process $Z$ upon exiting a bounded open set $D\subset {\mathbb R}^d$ to obtain the killed process $Z^D$, and then we subordinate the process $Z^D$ by a subordinator with Laplace exponent $ψ$. The resulting process is denoted by $Y^D$. Both $ϕ$ and $ψ$ are assumed to satisfy certain weak scaling conditions at infinity. We study the potential theory of $Y^D$, in particular the boundary theory. First, in case that $D$ is a $κ$-fat bounded open set, we show that the Harnack inequality holds. If, in addition, $D$ satisfies the local exterior volume condition, then we prove the Carleson estimate. In case $D$ is a smooth open set and the lower weak scaling index of $ψ$ is strictly larger than $1/2$, we establish the boundary Harnack principle with explicit decay rate near the boundary of $D$. On the other hand, when $ψ(λ)=λ^γ$ with $γ\in (0,1/2]$, we show that the boundary Harnack principle near the boundary of $D$ fails for any bounded $C^{1,1}$ open set $D$. Our results give the first example where the Carleson estimate holds true, but the boundary Harnack principle does not. One of the main ingredients in the proofs is the sharp two-sided estimates of the Green function of $Y^D$. Under an additional condition on $ψ$, we establish sharp two-sided estimates of the jumping kernel of $Y^D$ which exhibit some unexpected boundary behavior. We also prove a boundary Harnack principle for non-negative functions harmonic in a smooth open set $E$ strictly contained in $D$, showing that the behavior of $Y^D$ in the interior of $D$ is determined by the composition $ψ\circ ϕ$.
In this paper, we study existence and uniqueness of strong as well as weak solutions for general time fractional Poisson equations. We show that there is an integral representation of the solutions of time fractional Poisson equations with zero initial values in terms of semigroup for the infinitesimal spatial generator ${\cal L}$ and the corresponding subordinator associated with the time fractional derivative. This integral representation has an integral kernel $q(t, x, y)$, which we call the fundamental solution for the time fractional Poisson equation, if the semigrou for ${\cal L}$ has an integral kernel. We further show that $q(t, x, y)$ can be expressed as a time fractional derivative of the fundamental solution for the homogenous time fractional equation under the assumption that the associated subordinator admits a conjugate subordinator. Moreover, when the Laplace exponent of the associated subordinator satisfies the weak scaling property and its distribution is self-decomposable, we establish two-sided estimates for the fundamental solution $q(t,x, y)$ through explicit estimates of transition density functions of subordinators.
In this paper, we discuss estimates of transition densities of subordinate Brownian motions in open subsets of Euclidean space. When $D$ is a $C^{1,1}$ domain, we establish sharp two-sided estimates for the transition densities of a large class of subordinate Brownian motions in $D$ whose scaling order is not necessarily strictly below $2$. Our estimates are explicit and written in terms of the dimension, the Euclidean distance between two points, the distance to the boundary and Laplace exponent of the corresponding subordinator only.
In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {\mathbb R}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions on their scale functions, we establish sharp two-sided estimates of transition densities (heat kernel estimates) for such processes. This is the first study on global heat kernel estimates of jump processes (including non-Lévy processes) whose weak scaling index is not necessarily strictly less than 2. As an application, we proved that the finite second moment condition on such symmetric Markov process is equivalent to the Khintchine-type law of iterated logarithm at the infinity.
We study the boundary regularity of solutions of the Dirichlet problem for the nonlocal operator with a kernel of variable orders. Since the order of differentiability of the kernel is not represented by a single number, we consider the generalized Hölder space. We prove that there exists a unique viscosity solution of $Lu = f$ in $D$, $u=0$ in $\mathbb{R}^n \setminus D$, where $D$ is a bounded $C^{1,1}$ open set, and that the solution $u$ satisfies $u \in C^V(D)$ and $u/V(d_D) \in C^α(D)$ with the uniform estimates, where $V$ is the renewal function and $d_D(x) = \mbox{dist}(x, \partial D)$.
In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their jumping kernels. When the lower bounds of jumping kernels satisfy the weak upper scaling condition at zero, we also establish lower bounds for the transition densities, which are sharp.
Let $X=(X_t)_{t \ge 0}$ be a stochastic process which has an (not necessarily stationary) independent increment on a probability space $(Ω, \mathbb{P})$. In this paper, we study the following Cauchy problem related to the stochastic process $X$: $\label{main eqn} \frac{\partial u}{\partial t}(t,x) = \cA(t)u(t,x) +f(t,x), \quad u(0,\cdot)=0, \quad (t,x) \in (0,T) \times \mathbf{R}^d, \end{align} where $f \in L_p( (0,T) ; L_p(\mathbf{R}^d))=L_p( (0,T) ; L_p)$ and \begin{align*} \cA(t)u(t,x) = \lim_{h \downarrow 0}\frac{\mathbb{E}\left[u(t,x+X_{t+h}-X_t)-u(t,x)\right]}{h}$. We provide a sufficient condition on $X$ to guarantee the unique solvability of equation (\ref{ab main}) in $L_p\left( [0,T] ; H^ϕ_{p}\right)$, where $H^ϕ_{p}$ is a $ϕ$-potential space on $\mathbf{R}^d$ . Furthemore we show that for this solution, \| u\|_{L_p\left( [0,T] ; H^ϕ_{p}\right)} \leq N \|f\|_{L_p\left( [0,T] ; L_p\right)}, where $N$ is independent of $u$ and $f$.
We consider a subordinate Brownian motion $X$ with Gaussian components when the scaling order of purely discontinuous part is between $0$ and $2$ including $2$. In this paper we establish sharp two-sided bounds for transition density of $X$ in ${\mathbb R}^d$ and $C^{1,1}$-open sets. As a corollary, we obtain a sharp Green function estimates.