arXiv subjects

Robert W. Neel

Publications and source records attributed to Robert W. Neel.

14 recordsLinked to original sources

arXiv2025

Uniform, localized asymptotics for sub-Riemannian heat kernels, their logarithmic derivatives, and associated diffusion bridges

We show that the small-time asymptotics of the sub-Riemannian heat kernel, its derivatives, and its logarithmic derivatives can be localized, allowing them to be studied even on incomplete manifolds, under essentially optimal conditions on the distance to infinity. Continuing, away from abnormal minimizers, we show that the asymptotics are closely connected to the structure of the minimizing geodesics between the two relevant points (which is non-trivial on the cut locus). This gives uniform heat kernel bounds on compacts, and also allows a complete expansion of the heat kernel, and its derivatives, in a wide variety of cases. The method extends naturally to logarithmic derivatives of the heat kernel, where we again get uniform bounds on compacts and a more precise expansion for any particular pair of points, in most cases. In particular, we determine the measure giving the law of large numbers for the corresponding diffusion bridge, and the leading terms of the logarithmic derivatives are given by the cumulants of geometrically natural random variables with respect to this measure. One consequence is that the non-abnormal cut locus is characterized by the behavior of the log-Hessian of the heat kernel.

math.PR↗

arXiv2025

Non-Markovian maximal couplings and a vertical reflection principle on a class of sub-Riemannian manifolds

We develop an approach to constructing non-Markovian, non-co-adapted couplings for sub-Riemannian Brownian motions in sub-Riemannian manifolds with large symmetry groups by treating the specific cases of the three-dimensional Heisenberg group, higher-dimensional non-isotropic Heisenberg groups, SL(2,R) and its universal cover, and SU(2). Our primary focus is on the situation when the processes start from two points on the same vertical fiber, since in general Markovian or co-adapted couplings cannot give the sharp rate for the coupling time in this case. Non-Markovian couplings of this type on sub-Riemannian manifolds were first introduced by Banerjee-Gordina-Mariano, for the three-dimensional Heisenberg group, and were more recently extended by Bénéfice to SL(2,R) and SU(2), using a detailed consideration of the Brownian bridge. In contrast, our couplings are based on global isometries of the space, giving couplings that are maximal, as well as making the construction relatively simple and uniform across different manifolds. The coupled processes satisfy a reflection principle with respect to their coupling time, so that the coupling time reduces to the hitting time for one component of the Brownian motion, which is useful in explicitly bounding the tail probability of the coupling time. Further, it's natural to use this coupling as the second stage of a two-stage coupling when considering points on different vertical fibers. We estimate the coupling time in these various situations and give applications to inequalities for the heat semigroup.

math.PR↗

arXiv2022

Localized bounds on log-derivatives of the heat kernel on incomplete Riemannian manifolds

Bounds on the logarithmic derivatives of the heat kernel on a compact Riemannian manifolds have been long known, and were recently extended, for the log-gradient and log-Hessian, to general complete Riemannian manifolds. Here, we further extend these bounds to incomplete Riemannan manifolds under the least restrictive condition on the distance to infinity available, for derivatives of all orders. Moreover, we consider not only the usual heat kernel associated to the Laplace-Beltrami operator, but we also allow the addition of a conservative vector field. We show that these bounds are sharp in general, even for compact manifolds, and we discuss the difficulties that arise when the operator incorporates non-conservative vector fields or when the Riemannian structure is weakened to a sub-Riemannian structure.

math.PR↗

arXiv2019

Geometric and Martin boundaries of a Cartan-Hadamard surface

We give a general criterion for the Dirichlet problem at infinity (DPI) on a Cartan-Hadamard surface to be solvable, which we primarily use to give the best possible upper radial radial curvature bound for solvability of the DPI, but which is also flexible enough to accommodate flats. In particular, any (upper) radial curvature bound which implies transience also implies solvability of the DPI, which is perhaps surprising. Taking advantage of the structure provided by uniformization, we show that solvability of the DPI implies there is a natural continuous surjection of the Martin boundary onto the geometric boundary at infinity. Finally, we give matched upper and lower radial curvature bounds that imply the natural identification of the geometric and Martin boundaries (for Cartan-Hadamard surfaces) that are more generous than the bounds that are known in arbitrary dimension.

math.PR↗

arXiv2019

Extensions of Brownian motion to a family of Grushin-type singularities

We consider a one-parameter family of Grushin-type singularities on surfaces, and discuss the possible diffusions that extend Brownian motion to the singularity. This gives a quick proof and clear intuition for the fact that heat can only cross the singularity for an intermediate range of the parameter. When crossing is possible and the singularity consists of one point, we give a complete description of these diffusions, and we describe a "best" extension, which respects the isometry group of the surface and also realizes the unique symmetric one-point extension of the Brownian motion, in the sense of Chen-Fukushima. This extension, however, does not correspond to the bridging extension, which was introduced by Boscain-Prandi, when they previously considered self-adjoint extensions of the Laplace-Beltrami operator on the Riemannian part for these surfaces. We clarify that several of the extensions they considered induce diffusions that are carried by the Marin compactification at the singularity, which is much larger than the (one-point) metric completion. In the case when the singularity is more than one-point, a complete classification of diffusions extending Brownian motion would be unwieldy. Nonetheless, we again describe a "best" extension which respects the isometry group, and in this case, this diffusion corresponds to the bridging extension. A prominent role is played by Bessel processes (of every real dimension) and the classical theory of one-dimensional diffusions and their boundary conditions.

math.PR↗

arXiv2016

Heat kernel asymptotics on sub-Riemannian manifolds with symmetries and applications to the bi-Heisenberg group

By adapting a technique of Molchanov, we obtain the heat kernel asymptotics at the sub-Riemannian cut locus, when the cut points are reached by an $r$-dimensional parametric family of optimal geodesics. We apply these results to the bi-Heisenberg group, that is, a nilpotent left-invariant sub-Rieman\-nian structure on $\mathbb{R}^{5}$ depending on two real parameters $α_{1}$ and $α_{2}$. We develop some results about its geodesics and heat kernel associated to its sub-Laplacian and we illuminate some interesting geometric and analytic features appearing when one compares the isotropic ($α_{1}=α_{2}$) and the non-isotropic cases ($α_{1}\neq α_{2}$). In particular, we give the exact structure of the cut locus, and we get the complete small-time asymptotics for its heat kernel.

math.AP↗

arXiv2016

A stochastic target approach to Ricci flow on surfaces

We develop a stochastic target representation for Ricci flow and normalized Ricci flow on smooth, compact surfaces, analogous to Soner and Touzi's representation of mean curvature flow. We prove a verification/uniqueness theorem, and then consider geometric consequences of this stochastic representation. Based on this stochastic approach, we give a proof that, for surfaces of nonpositive Euler characteristic, the normalized Ricci flow converges to a constant curvature metric exponentially quickly in every $C^k$-norm. In the case of $C^0$ and $C^1$-convergence, we achieve this by coupling two particles. To get $C^2$-convergence (in particular, convergence of the curvature), we use a coupling of three particles. This triple coupling is developed here only for the case of constant curvature metrics on surfaces, though we suspect that some variants of this idea are applicable in other situations and therefore be of independent interest. Finally, for $k\ge3$, the $C^k$-convergence follows relatively easily using induction and coupling of two particles. None of these techniques appear in the Ricci flow literature and thus provide an alternative approach to the field.

math.PR↗

arXiv2015

Martingales arising from minimal submanifolds and other geometric contexts

We consider a class of martingales on Cartan-Hadamard manifolds that includes Brownian motion on a minimal submanifold. We give sufficient conditions for such martingales to be transient, extending previous results on the transience of minimal submanifolds. We also give conditions for the almost sure convergence of the angular component (in polar coordinates) of a martingale in this class, including both the negatively pinched case (using earlier results on martingales of bounded dilation), and the radially symmetric case with quadratic decay of the upper curvature bound. Applied to minimal submanifolds, this gives curvature conditions on the ambient Cartan-Hadamard manifold under which any minimal submanifold admits a non-constant, bounded, harmonic function. Though our discussion is primarily motivated by minimal submanifolds, this class of martingales includes diffusions naturally associated to ancient solutions of mean curvature flow and to certain sub-Riemannian structures, and we briefly discuss these contexts as well. Our techniques are elementary, consisting mainly of comparison geometry and Ito's rule.

math.DG↗

arXiv2013

On the heat diffusion for generic Riemannian and sub-Riemannian structures

In this paper we provide the small-time heat kernel asymptotics at the cut locus in three relevant cases: generic low-dimensional Riemannian manifolds, generic 3D contact sub-Riemannian manifolds (close to the starting point) and generic 4D quasi-contact sub-Riemannian manifolds (close to a generic starting point). As a byproduct, we show that, for generic low-dimensional Riemannian manifolds, the only singularities of the exponential map, as a Lagragian map, that can arise along a minimizing geodesic are $A_3$ and $A_5$ (in the classification of Arnol'd's school). We show that in the non-generic case, a cornucopia of asymptotics can occur, even for Riemannian surfaces.

math.AP↗

arXiv2012

Small time heat kernel asymptotics at the sub-Riemannian cut locus

For a sub-Riemannian manifold provided with a smooth volume, we relate the small time asymptotics of the heat kernel at a point $y$ of the cut locus from $x$ with roughly "how much" $y$ is conjugate to $x$. This is done under the hypothesis that all minimizers connecting $x$ to $y$ are strongly normal, i.e.\ all pieces of the trajectory are not abnormal. Our result is a refinement of the one of Leandre $4t\log p_t(x,y)\to -d^2(x,y)$ for $t\to 0$, in which only the leading exponential term is detected. Our results are obtained by extending an idea of Molchanov from the Riemannian to the sub-Riemannian case, and some details we get appear to be new even in the Riemannian context. These results permit us to obtain properties of the sub-Riemannian distance starting from those of the heat kernel and vice versa. For the Grushin plane endowed with the Euclidean volume we get the expansion $p_t(x,y)\sim t^{-5/4}\exp(-d^2(x,y)/4t)$ where $y$ is reached from a Riemannian point $x$ by a minimizing geodesic which is conjugate at $y$.

math.AP↗

arXiv2011

On parabolicity and area growth of minimal surfaces

We establish parabolicity and quadratic area growth for minimal surfaces-with-boundary contained in regions of R^3 which are within a sub-logarithmic factor of the exterior of a cone. Unlike previous work showing that these two properties hold for minimal surfaces-with-boundary contained between two catenoids, we do not make use of universal superharmonic functions. Instead, we use stochastic methods, which have the additional feature of giving a type of parabolicity in a more general context than Brownian motion on a minimal surface.

math.DG↗

arXiv2009

Brownian motion and the Dirichlet problem at infinity on two-dimensional Cartan-Hadamard manifolds

After recalling the Dirichlet problem at infinity on a Cartan-Hadamard manifold, we discuss what is known and the difference between the two-dimensional and higher-dimensional cases. Turning our attention to the two-dimensional case, we prove that the Dirichlet problem at infinity on a two-dimensional Cartan-Hadamard manifold is solvable under the curvature condition $K\leq (1+ε)/(r^2 \log r)$, outside of a compact set, for some $ε>0$ in polar coordinates around some pole. This condition on the curvature is sharp, and improves upon the previously known case of quadratic curvature decay. Finally, we briefly discuss the issues which arise in trying to extend this method to higher dimensions.

math.DG↗

arXiv2008

Brownian motion and the parabolicity of minimal graphs

We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A martingale approach to minimal surfaces" to show that Brownian motion on such a minimal graph almost surely strikes the boundary in finite time.

math.DG↗

arXiv2008

A martingale approach to minimal surfaces

We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way of coupling Brownian motions on two minimal surfaces. This coupling is then used to study two classes of results in the theory of minimal surfaces, maximum principle-type results, such as weak and strong halfspace theorems and the maximum principle at infinity, and Liouville theorems.

math.DG↗