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Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances

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Abstract

We establish heat kernel upper bounds for a continuous-time random walk under unbounded conductances satisfying an integrability assumption, where we correct and extend recent results by the authors to a general class of speed measures. The resulting heat kernel estimates are governed by the intrinsic metric induced by the speed measure. We also provide a comparison result of this metric with the usual graph distance, which is optimal in the context of the random conductance model with ergodic conductances.
arXiv:1711.11119v1 [math.PR] 29 Nov 2017
HEAT KERNEL ESTIMATES AND INTRINSIC METRIC FOR RANDOM WALKS
WITH GENERAL SPEED MEASURE UNDER DEGENERATE CONDUCTANCES
SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
ABS TR AC T. We establish heat kernel upper bounds for a continuous-time random
walk under unbounded conductances satisfying an integrability assumption, where
we correct and extend recent results in [3] to a general class of speed measures.
The resulting heat kernel estimates are governed by the intrinsic metric induced
by the speed measure. We also provide a comparison result of this metric with the
usual graph distance, which is optimal in the context of the random conductance
model with ergodic conductances.
1. INTRODU CT IO N
Let G= (V, E )be an infinite, connected, locally finite graph with vertex set V
and (non-oriented) edge set E. We will write xyif {x, y} E. Consider a family
of positive weights ω={ω(e)(0,) : eE} , where = RE
+is the set of all
possible configurations. We also refer to ω(e)as the conductance of the edge e. With
an abuse of notation, for x, y Vwe set ω(x, y) = ω(y, x) = ω({x, y})if {x, y} E
and ω(x, y) = 0 otherwise. Let us further define measures µωand νωon Vby
µω(x):=X
yx
ω(x, y)and νω(x):=X
yx
1
ω(x, y).
Given a speed measure θ:V(0,)we consider a continuous time continuous
time Markov chain, X={Xt:t0}, on Vwith generator Lω
θacting on bounded
functions f:VRas
Lω
θf)(x) = 1
θ(x)X
yx
ω(x, y)f(y)f(x).(1.1)
Then the Markov chain, X, is reversible with respect to the speed measure θ, and
regardless of the particular choice of θthe jump probabilities of Xare given by
pω(x, y):=ω(x, y)ω(x),x, y V, and the various random walks corresponding
to different speed measures will be time-changes of each other. The maybe most
natural choice for the speed measure is θθω=µω, for which we obtain the
constant speed random walk (CSRW) that spends i.i.d. Exp(1)-distributed waiting
times at all visited vertices. Another frequently arising choice for θis the counting
measure, i.e. θ(x) = 1 for all xV, under which the random walk waits at x
Date: December 1, 2017.
2010 Mathematics Subject Classification. 39A12; 60J35; 60K37;82C41.
Key words and phrases. random walk; heat kernel; chemical distance.
1
2 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
an exponential time with mean 1ω(x). Since the law of the waiting times does
depend on the location, Xis also called the variable speed random walk (VSRW).
For any choice of θwe denote by Pω
xthe law of the process Xstarting at the
vertex xV. For x, y Vand t0let pω
θ(t, x, y)be the transition densities of X
with respect to the reversible measure (or the heat kernel associated with Lω
θ), i.e.
pω
θ(t, x, y):=Pω
xXt=y
θ(y).
As our first main result we establish upper bounds on the heat kernel under a certain
integrability condition on the conductances, see Theorem 2.5 below. The resulting
bounds are of Gaussian type apart from an additional factor which may vanish for
specific choices of the speed measure or the conductances (see Remark 2.6 below).
It is well known that Gaussian bounds hold, for instance, for the CSRW on locally
finite graphs in the uniformly elliptic case, that is c1ω(e)cfor all eEfor
some c1, see [12]. More recently, Folz showed in [15] upper Gaussian estimates
for elliptic random walk for general speed measures that need to be bounded away
from zero, provided on-diagonal upper bounds at two vertices are given. In [3]
we weakened the strict ellipticity condition and showed heat kernel upper bounds
for the CSRW and VSRW under a similar integrability condition as in Theorem 2.5,
while in the present paper we extend this result to general speed measures. Notice
that some integrability assumption on the conductances is necessary for Gaussian
bounds to hold. In fact, it is well known that due to a trapping phenomenon under
random i.i.d. conductances with sufficiently heavy tails at the zero the subdiffusive
heat kernel decay may occur, see [6,7] and cf. [8]. For the proof of Theorem 2.5
we use the same strategy as in [3] which is based on a combination of Davies’
perturbation method (cf. e.g. [10,11,9]) with a Moser iteration following an idea
in [20]. We refer to [3, Section 1.2] for a more detailed outline of the method.
Naturally, the heat kernel upper bounds in Theorem 2.5 are governed by the
distance function dω
θon V×Vdefined by
dω
θ(x, y):= inf
γΓxy (lγ1
X
i=0 1θ(zi)θ(zi+1)
ω(zi, zi+1)1/2),(1.2)
where Γxy is the set of all nearest-neighbor paths γ= (z0,...,zlγ)connecting x
and y(cf. [11,5,15,17,3]). Note that dω
θis a metric which is adapted to the
transition rates and the speed measure of the random walk. Further, for the CSRW,
i.e. θθω=µω, the metric dω
θcoincides with the usual graph distance d, and for a
VSRW dω
θbecomes the so-called chemical distance. In general, dω
θcan be identified
with the intrinsic metric generated by the Dirichlet form associated with Lω
θand X,
see Proposition 2.3 below. Further, notice that dω
θ(x, y)d(x, y)for all x, y V.
In fact, the distance dω
θcan become much smaller than the graph distance, see [3,
Lemma 1.12] for an example in the context of a VSRW under random conductances.
As our second main result stated in Theorem 3.3 below, for any x, y Vsufficiently
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 3
far apart, we provide under a suitable integrability condition on ωa lower bound
on dω
θ(x, y)in terms of a certain power of d(x, y). This lower bound turns out to be
optimal within our general framework up to an arbitrarily small correction in the
exponent.
The rest of the paper is organised as follows. In Section 2we show the heat
kernel upper bounds. The lower bound on the chemical distance in terms of the
graph distance is proven in Section 3and in Section 4we discuss its optimality
by providing an example in the context of the random conductance model on Zd.
Throughout the paper we write cto denote a positive constant which may change on
each appearance. Constants denoted Ciwill be the same through each argument.
2. HEAT KERNEL UPPER BOUND S
2.1. Preliminaries. The graph Gis endowed with the counting measure, i.e. the
measure of AVis simply the number |A|of elements in A. Further, we denote by
B(x, r)the closed ball with center xand radius rwith respect to the natural graph
distance d, that is B(x, r):={yV|d(x, y)r}. Throughout the paper we will
make the following assumption on G.
Assumption 2.1. The graph Gsatisfies the following conditions.
(i) Uniformly bounded vertex degree, that is there exists Cdeg [1,)such that
|{y:yx}| Cdeg,xV. (2.1)
(ii) Volume regularity of order dfor large balls, that is there exist d2and
Creg (0,)such that for all xVthere exists N1(x)<with
C1
reg nd |B(x, n)| Creg nd,nN1(x).(2.2)
(iii) Local Sobolev inequality (S1
d)for large balls, that is there exists ddand
CS1(0,)such that for all xVthe following holds. There exists N2(x)<
such that for all nN2(x),
X
yB(x,n)|u(y)|d
d1!d1
d
CS1n1d
dX
yzB(x,n)
{y,z}∈Eu(y)u(z)(2.3)
for all u:VRwith supp uB(x, n).
Remark 2.2.The Euclidean lattice, (Zd, Ed), satisfies the Assumption 2.1 with d=d
and N1(x) = N2(x) = 1.
For f:VRwe define the operator by
f:ER, E e7− f(e):=f(e+)f(e),
where for each non-oriented edge eEwe specify one of its two endpoints as
its initial vertex e+and the other one as its terminal vertex e. Further, the corre-
sponding adjoint operator F:VRacting on functions F:ERis defined
4 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
in such a way that h∇f , F i2(E)=hf, Fi2(V)for all f2(V)and F2(E).
Notice that in the discrete setting the product rule reads
(fg) = av(f)g+ av(g)f, (2.4)
where av(f)(e):=1
2(f(e+) + f(e)). On the weighted Hilbert space 2(V, θ )the
Dirichlet form associated with Lω
θis given by
Eω(f, g):=f, −Lωg2(V )=f, ωg2(E)=1,ω(f, g)2(E),(2.5)
where ω(f, g):=ωfgand Eω(f) = Eω(f, f ).
As a first step, we identify the metric dθas the intrinsic metric of the Dirichlet
form Eωon 2(V, θ).
Proposition 2.3. For every x, y V,
dω
θ(x, y) = sup nψ(y)ψ(x) : k∇ψk1,ω(ψ, ψ)(e)θ(e+)θ(e), e Eo.
Proof. We follow the argument in [17, Proposition 10.4]. For any x, y Vset
ω
θ:= sup nψ(y)ψ(x) : k∇ψk1,ω(ψ, ψ)(e)θ(e+)θ(e), e Eo.
Then, for any function ψ:VRwith the properties that k∇ψk1and
ω(ψ, ψ)(e)θ(e+)θ(e)for all eEwe obtain
ψ(e)1θ(e+)θ(e)
ω(e)1/2
.
Let γΓx,y be a nearest neighbour path connecting xand y. By summing over all
consecutive vertices in γ, we get that ψ(y)ψ(x) = Plγ1
i=0 ψ(zi+1)ψ(zi). Thus,
ω
θ(x, y)dω
θ(x, y).
In order to obtain ω
θ(x, y)dω
θ(x, y), set ψ(z):=dω
θ(x, z)for all zV. Then,
for any edge eEan application of the triangle inequality and the definition of dω
θ
yields
ψ(e)dω
θ(x, e+)dω
θ(x, e)dω
θ(e+, e)1.
Likewise, it follows that, for any eE,
ω(ψ, ψ)(e)ω(e)dω
θ(e+, e)2θ(e+)θ(e).
Thus, ψsatisfies the requirements in the definition of ω
θ(x, y). Since ψ(x) = 0 we
finally have that dω
θ(x, y)ω
θ(x, y).
For some φ:V[0,),p[1,)and any non-empty, finite BV, we define
space-averaged weighted p-norms on functions f:BRby
f
p,B,φ :=1
|B|X
xB|f(x)|pφ(x)1/p
and
f
,B := max
xB|f(x)|.
If φ1, we simply write kfkp,B :=kfkp,B,φ.
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 5
2.2. Result. Our main objective in this section is to prove Gaussian-like upper
bound on the heat kernel pθin term of the intrinsic distance dθ. For that purpose,
we impose the following assumption on the integrability of the conductances.
Assumption 2.4. Let d2. For p, q, r (1,]with
1
r+1
p·r1
r+1
q<2
d(2.6)
there exists Cint [1,)such that for all xVthere exists N3(x, ω)<such that
for all nN3(x, ω),
1µω
p,B(x,n) ·
1νω
q,B(x,n)·
1θ
r,B(x,n)·
11
1,B(x,n)Cint.
(2.7)
Theorem 2.5. Suppose that ωsatisfies Assumption 2.4. Then, there exist con-
stants ci=ci(d, p, q, Cint)and γ=γ(d, p, q, Cint)such that for any given tand xwith
tN1(x)N2(x)N3(x, ω)and all yVthe following hold.
(i) If dω
θ(x, y)c1tthen
pω
θ(t, x, y)c2td/21 + d(x, y)
tγ
expc3
dω
θ(x, y)2
t.
(ii) If dω
θ(x, y)c5tthen
pω
θ(t, x, y)c2td/21 + d(x, y)
tγ
expc4dω
θ(x, y)1log dω
θ(x, y)
t.
Remark 2.6.(i) If the distance dω
θand the graph distance dare comparable, as
for instance in the case of CSRW, the estimates in Theorem 2.5 turn into Gaussian
upper bounds since then the additional term (1 + d(x, y)/t)γcan be absorbed by
the exponential term into a constant.
(ii) In the case of CSRW or VSRW Theorem 2.5 has been established in [3].
However, the term (1 + d(x, y)/t)γis erroneously missing in the result for the
VSRW in [3, Theorem 1.10].
(iii) The on-diagonal decay td/2corresponds to 1/B(x, t). In general we
expect a stronger decay to hold resulting from the volume of a ball with radius t
w.r.t. the distance dω
θunder the speed measure θ.
In the remainder of this section we explain how the proof of [3, Theorem 1.6]
needs to be adjusted in order to prove Theorem 2.5, that is to obtain Gaussian-like
upper bounds on the the heat kernel for a larger class of speed measures θ. We
also take the opportunity to streamline the arguments in [3] and to correct some
technical mistakes leading to the error mentioned in Remark 2.6.
2.3. Maximal inequality for the perturbed Cauchy problem. We consider the
following Cauchy problem
(tu Lω
θu= 0,
u(t= 0,·) = f, (2.8)
6 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
for some function f:VR. Recall that for any given yZd, the function
(t, x)7→ pω
θ(t, x, y)solves the heat equation (2.8) with f=
1
{y}(y). For any
positive function φon Vsuch that φ, φ1(V)we define the operator Lω
θ,φ
acting on bounded functions g:VRas
(Lω
θ,φ g)(x):=φ(x)(Lω
θφ1g)(x).
As a first step we establish the following a-priori estimate.
Lemma 2.7. Suppose that f2(V, θω)and usolves the corresponding Cauchy prob-
lem (2.8). Further, set v(t, x):=φ(x)u(t, x)for a positive function φon Vsuch that
φ, φ1(V). Then
v(t, ·)
2(V,θ)ehω
θ(φ)t
φf
2(V,θ),(2.9)
where
hω
θ(φ):= max
xV
1
2θ(x)X
yxω(φ, φ1)({x, y}).
Proof. This can be shown by the similar arguments as in [3, Lemma 2.1].
Our next aim is to derive a maximal inequality for the function v. For that purpose
we will adapt the arguments given in [2, Section 4] and set up a Moser iteration
scheme. For any finite interval IR, finite, connected BVand p, p(0,),
let us introduce a space-time-averaged norm on functions u:R×VRby
u
p,p,I×B,θ :=1
|I|ZI
ut
p
p,B,θ dt1/p
and
u
p,,I×B,θ := sup
tI
ut
p,B,θ ,
where ut=u(t, .),tR.
Lemma 2.8. Suppose that Q=I×B, where I= [s1, s2]Ris an interval and
BVis finite and connected. For a given φ > 0with φ, φ1(V), let vt0be a
solution of tv Lω
θ,φv0on Q. Further, let η:V[0,1] and ζ:R[0,1] be two
cutoff functions with
supp ηBand η0on B,
supp ζIand ζ(s1) = 0.
Then, there exists C1<such that for α1and p, p(1,)with 1/p + 1/p= 1,
1
|I|
ζ(ηvα)2
1,,Q,θ +1
|I|ZI
ζ(t)Eω(ηvα
t)
|B|dt
C1α2
µω
p,B,θ
η
2
(E)
v2α
p,1,Q,θ +
ζ
L
(I)+hω
θ(φ)
v2α
1,1,Q,θ.
(2.10)
Proof. Fix some α1. Since v0satisfies tv+Lω
θ,φv0on Q, a summation by
parts yields
1
2αt
ηvα
t
2
2(V,θ) (η2φv2α1
t), ω(φ1vt)2(E)(2.11)
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 7
for any tI. By applying the product rule (2.4), we obtain
(η2φv2α1
t), ω(φ1vt)2(E)
=av(η2),ω(φv2α1
t, φ1vt)2(E)+av(φv2α1
t),ω(η2
, φ1vt)2(E)
=:T1+T2.(2.12)
Let us first focus on the term T1. Again, an application of the product rule (2.4)
together with the fact that (φt)(φ1
t)0and av(φ1)(φ) = av(φ)(φ1),
yields the following lower bound
ω(φv2α1
t, φ1vt)av(φ) av(φ1) ω(v2α1
t, vt) + av(v2α
t) ω(φ, φ1)
+ av(φ)av(vt) ω(v2α1
t, φ1)av(v2α1
t) ω(vt, φ1),
where we used that by older’s inequality, av(vα1
t) av(vα2
t)av(vα1+α2
t)for any
α1, α20. Further, by [3, Lemma B.1], we have that
ω(v2α1
t, vt)2α1
α2ω(vα
t, vα
t),
and
av(vt)(e)v2α1
t(e)av(v2α1
t)(e)vt(e)
=v2α1
t(e+)vt(e)v2α1
t(e)vt(e+)2(α1)
αav(vα
t)(e)vα
t(e)
(2.13)
for all eE. Thus, by combining the estimates above and using that
av(φ)φ1=pav(φ) av(φ1)·p(φ)(φ1),(2.14)
an application of Young’s inequality, that reads |ab| 1
2(εa2+b2), with ε= 1/(2α)
results in
T13α1
2α2av(η2) av(φ) av(φ1),ω(vα
t, vα
t)2(E)2α|B|hω
θ(φ)
v2α
t
1,B,θ .
Let us now address the term T2. Observe that
av(φv2α1
t) ω(φ1vt, η2)
= 2 av(φv2α1
t) av(η)av(φ1) ω(vt, η) + av(vt) ω(φ1, η)
4 av(η) av(φ) av(v2α1
t)av(φ1)ω(vt, η)+ av(vt)ω(φ1, η).
Since av(v2α1
t) av(vt)av(v2α), an application of the Young inequality yields
4 av(η) av(φ) av(v2α
t)ω(φ1, η)
(2.14)
8 av(φ) av(φ1) av(v2α
t) ω(η, η)1
2av(η2) av(v2α
t) ω(φ, φ1).
8 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
On the other hand,
av(v2α1
t)(e)(vt)(e)
av(vα
t)(e)(vα
t)(e) + 1
2v2α1
t(e+)vt(e)v2α1
t(e)vt(e+)
(2.13)
2α1
αav(vα
t)(e)vα
t(e).
Thus, by applying again Young’s inequality with ε= 1/(4α), we get
4 av(η) av(φ) av(φ1) av(v2α1
t)ω(vt, η)
42α1
αav(φ) av(φ1) av(η) av(vα
t)ω(vα
t, η)
av(φ) av(φ1)2α1
2α2av(η2) ω(vα
t, vα
t) + 8(2α1) av(v2α
t) ω(η, η)
Hence, the estimates above together with the fact that
av(φ1) av(φ) = 1 1
4(φ)(φ1)
give rise to the following lower bound
T2 2α1
2α2av(η2) av(φ) av(φ1),ω(vα
t, vα
t)2(E)
16α|B|
µω
p,B,θ
η
2
(E)
v2α
t
p,B,θ 5α hω
θ(φ)|B|
v2α
t
1,B,θ .
Since av(φ) av(φ1)1and
av(η2) ω(vα
t, vα
t)ω(ηvα
t, ηvα
t)av(v2α
t) ω(η, η)
we obtain that there exists C1<such that
T1+T21
2αEω(ηvα
t)
C1
2α|B|
µω
p,B,θ
η
2
(E)
v2α
t
p,B,θ +hω
θ(φ)
v2α
t
1,B,θ .
Hence,
t
(ηvα
t)2
1,B +Eω
t(ηvα
t)
|B|
C1α2
µω
p,B,θ
η
2
(E)
v2α
t
p,B,θ +hω(φ)
v2α
t
1,B,θ .(2.15)
Finally, since ζ(s1) = 0,
Zs
s1
ζ(t)t
(ηvα
t)2
1,B dt=Zs
s1tζ(t)
(ηvα
t)2
1,Bζ(t)
(ηvα
t)2
1,Bdt
ζ(s)
(ηvα
s)2
1,B kζkL
(I)|I|
v2α
p,1,Q
for any s(s1, s2]. Thus, by multiplying both sides of (2.15) with ζ(t)and integrat-
ing the resulting inequality over [s1, s]for any sI, the assertion (2.10) follows by
an application of the older inequality.
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 9
For any x0V,δ(0,1) and n1, we write Qδ(n)[0, δn2]×B(x0, n)to
denote the corresponding space-time cylinder, and we set
Qδ,σ(n):=(1 σ)s,(1 σ)s′′ +σδn2×B(x0, σn), σ (0,1],
where s=εδn2and s′′ = (1 ε)δn2for some fixed ε(0,1/4).
Proposition 2.9. For x0V,δ(0,1] and nN1(x0)N2(x0), let v > 0be such
that tv Lω
θ,φv= 0 on Q(x0, n). Then, for any p, q, r (1,]satisfying (2.6)there
exists C2C2(d, p, q, r)<and κ=κ(d, p, q, r)<such that
max
(t,x)Qδ,1/2(n)v(t, x)C2
nd/2mω(n)
δκ
e2(1ε)h(φ)δn2
φf
2(V,θ),(2.16)
where
mω(n):=
1µω
θ
p,B(x0,n) ·
1νω
q,B(x0,n)·
1θ
r,B(x0,n)·
11
θ
1,B(x0,n).
Proof. We will follow similar arguments as in the proof of [2, Proposition 4.2]. Fix
some 1/2σ< σ 1. For p, r (1,), let p:=p/(p1) and r:=r/(r1) be
the older conjugate of pand r, respectively. For any kN0set αk:=αk, where
α:= 1 + 1
pr
ρand ρ:=d
d2 + d/q .
Notice that for any p, q, r (1,)satisfying (2.6) we have α > 1. In particular,
r + 1/p < 1. Further, for
σk=σ+ 2k(σσ)and τk= 2k1(σσ), k N0,
we write Ik:= [(1 σk)s,(1 σk)s′′ +σkδn2],Bk:=B(x0, σkn)and Qk:=Qδ,σk(n)
to lighten notation. Note that |Ik|/|Ik+1 | 2and |Bk|/|Bk+1| 2dC2
reg. Moreover,
for any kN0let ηkbe a cut-off functions in space and ζkC(R)be a cut-
off function in time such that supp ηkBk,ηk1on Bk+1,ηk0on ∂Bk,
ηk
(E)1/(τkn)and supp ζkIk,ζk1on Ik+1,ζk((1 σk)s) = 0 and
ζ
k
L
([0,δn2]) 1/(τkδn2).
The constant c(0,)appearing in the computations below is independent of
nbut may change from line to line. First, by using older’s and Young’s inequality,
v2αk
αp,α,Qk+1
v2αk
1,,Qk+1 +
v2αk
ρ/r,1,Qk+1
c
ζk(ηkvαk)2
1,,Qk +
ζk(ηkvαk)2
ρ/r,1,Qk,
(cf. [16, Lemma 1.1]). Further, by Assumption 2.1(iii) we may apply the Sobolev
inequality for functions with compact support in [1, Equation (28)] to obtain
ζk(ηkvαk)2
ρ/r,1,Qk c n2
νω
q,Bk
θ
r
r,Bk
1
|Ik|ZIk
ζk(t)Eω(ηkvαk
t)
|Bk|dt.
10 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
Hence,
ζk(ηkvαk)2
1,,Qk +
ζk(ηkvαk)2
ρ/r,1,Qk
c n21
|Ik|
ζk(ηkvαk)2
1,,Qk +
νω
q,Bk
θ
r
r,Bk
|Ik|ZIk
ζk(t)Eω(ηkvαk)
|Bk|dt
(2.10)
c α2
k
mω(n)
11
1,Bk1
δτ 2
k
+n2hω
θ(φ)
v2αk
p,1,Qk.(2.17)
Thus, by combining the estimates above, we get
v
2αk+1p,2αk+1 ,Qk+1 =
v2αk
1/(2αk)
αp,α,Qk+1
c22kα2
k1 + δn2hω
θ(φ)
δ(σσ)2
mω(n)
11
1,Bk1/(2αk)
v
2αkp,2αk,Qk.(2.18)
Further, observe that |BK+1|1Kcuniformly in nfor any Ksuch that αKln n.
Hence,
max
(t,x)Qδ,σ(n)
v(t, x)max
(t,x)QK+1
v(t, x)
|BK+1|1K
1
1/(2αK)
1,BK
ζK(ηKvαK)2
1/(2αK)
1,,QK.
By neglecting the second term on the left-hand side of (2.17), we obtain
max
(t,x)Qδ,σ(n)v(t, x)
c22Kα2
K1 + δn2hω
θ(φ)mω(n)
δ(σσ)21/(2αK)
v
2αKp,2αK,QK.
Thus, by iterating the inequality (2.18) and using that P
k=0 k/αk<, we get
max
(t,x)Qδ,σ(n)v(t, x)c1 + δn2hω
θ(φ)mω(n)
δ(σσ)2κ/p
v
2p,2,Qδ,σ(n) ,
where κ/p:=1
2P
k=0 1k. By using similar arguments as in [19, Theorem 2.2.3]
or [1, Corollary 3.9], there exists cc(p, q, r, d)<such that
max
(t,x)Qδ,1/2(n)v(t, x)c1 + δn2hω
θ(φ)mω(n)
δκ
v
2,,Qδ(n)
(2.9)
c C1/2
reg
nd/21 + δn2hω
θ(φ)mω(n)
δκ
ehω
θ(φ)δn2
φf
2(V,θ).
Since for any ε(0,1/2) there exists c(ε)<such that for all n1and δ(0,1],
1 + δn2hω
θ(φ)κe(12ε)hω
θ(φ)δn2c(ε)<,
the claim follows.
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 11
2.4. Heat kernel bounds.
Proposition 2.10. Suppose that Assumption 2.4 hold and let x0Vbe fixed. Then,
for any given xVand twith tN1(x0)N2(x0)N3(x0, ω)the solution uof
the Cauchy problem in (2.8)satisfies
|u(t, x)| C3td/2X
yV1 + d(x0, x)
tγ1 + d(x0, y)
tγφ(y)
φ(x)e2hω
θ(φ)tf(y)
with γ:= 2κd/2and C3=C3(d, p, q, Cint).
Proof. Given (2.16) this follows as in the proof of [3, Proposition 2.7].
Proof of Theorem 2.5.First, notice that the heat kernel (t, x)7→ pω
θ(t, x, y)solves the
Cauchy problem (2.8) with f=
1
{y}(y). Further, let x0Vbe arbitrary but
fixed and consider the function φ= eψwith ψ(z):=λmin dω
θ(x, z), dω
θ(x, y)for
λ > 0. Then, for sufficiently large t, an application of Proposition 2.10 yields
pω
θ(t, x, y)C3td/21 + d(x0, x)
tγ1 + d(x0, y)
tγ
eψ(y)ψ(x)+2hω
θ(φ)t.
Next we optimise over λ > 0. Since
ψ(e)λdω
θ(x, e+)dω
θ(x, e)
(1.2)
λ1θ(e+)θ(e)
ω(e)1/2
and acosh(x)1cosh(ax)1for all xRand any a1, we get
hω
θ(φ) = max
xVX
yx
ω(x, y)
θ(x)cosh ψ({x, y})1Cdegcosh(λ)1.
Hence,
expψ(y)ψ(x) + 2hω
θ(φ)texpdω
θ(x, y)λ+2Cdegt
dω
θ(x, y)cosh(λ)1.
By setting
F(s) = inf
λ>0λ+s1cosh(λ)1,
we finally get
pω
θ(t, x, y)C3
td/21 + d(x0, x)
tγ1 + d(x0, y)
tγ
expdω
θ(x, y)Fdω
θ(x, y)
2Cdegt.
(2.19)
Further, notice that
F(s) = s1(1 + ss)1/21log s+ (1 + s2)1/2
and F(s) s/2(1 s2/10) for s > 0(see [5] and [11, page 70]). Hence, if s3,
then F(s) s/20 whereas if se, then
F(s)1log(2s) = log(2s/e).
12 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
Now, choose x=x0. In view of (2.19) we find suitable constants c1,...,c3such
that if dω
θ(x0, y)c1tthen
pω
θ(t, x0, y)c2td/21 + d(x0, y )
tγ
exp2c3dω
θ(x0, y)2/t .
This finishes the proof of (i). In the case dω
θ(x0, y)c1tstatement (ii) can be
obtained from (2.19) by similar arguments.
3. COMPARISON R ESULT FOR TH E IN TR IN SIC METR IC
In this section we show that on a large scale the metric dω
θcan be bounded from
below by a certain power of the graph distance d. The required integrability condi-
tion will be formulated in terms of an Orlicz-norm which we introduce first.
Definition 3.1 (Young function and Orlicz-norm [18, Section 1.3]).A function Φ :
[0,)[0,]is a Young function, if Φis convex, non-decreasing with Φ(0) = 0,
limr→∞ Φ(r) = and there exists s(0,)such that Φ(s)<. Its Legendre-
Fenchel dual Ψ: [0,)[0,]is given by
Ψ(r) = sup
s[0,)sr Φ(s),
and the pair ,Ψ) is called complementary pair or Legendre-Fenchel pair. For any
finite 6=BV, the Orlicz-norm of f:BRis defined by
f
Φ,B := sup n
fg
1,B :g0,
Ψ(g)
1,B 1o.(3.1)
Notice that either Φis continuous on all of [0,)or there exists r0(0,)such
that Φis continuous on [0, r0)and identically +on [r0,). In particular, the dual
function Ψis also a Young function and its right-continuous inverse r7→ Ψ1(r):=
inf{s[0,] : Ψ(s)> r}is concave. Hence, it is easy to check that for any AB,
1
A
Φ,B =|A|
|B|Ψ1|B|
|A|.(3.2)
In particular, for any f , g :BRthe following Orlicz-Birnbaum estimate holds (cf.
[18, Section 3.3, Proposition 1 and 4])
fg
1,B 2
f
Φ,B
g
Ψ,B.(3.3)
Remark 3.2.The following Legendre-Fenchel pairs are of particular importance.
a) Φp(r),Ψp(r):=rp
, rpfor any p, p(1,)with 1/p + 1/p= 1, the
resulting Orlicz-norm coincides with the space-averaged p-norm as defined
above.
b) ΦExp(r),ΨExp(r):=(rln rr+ 1)
1
[1,)(r),er1leads to a norm with
the property that for all f:B[0,)
f
Ψ,B
exp(f)
1,B.(3.4)
Now we state the lower comparison result for dω
θ.
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 13
Theorem 3.3. Let ,Ψ) be a Legendre-Fenchel pair of Young functions such that
r7− r
pΨ1(rd1)
is monotone increasing. Further, assume that
mΨ:= sup
xV
lim sup
n→∞
1µω
Ψ,B(x,n)<.(3.5)
Then, there exists c(mΨ)>0such that the following holds. For every xVthere
exists N3(ω, x)<such that for any yVwith d(x, y )N3(ω, x),
dω
θ(x, y)c(mΨ)d(x, y)
qΨ1d(x, y)d1
.(3.6)
Proof. In order to simplify notation, set mω
θ(x):= 1 µω(x)(x)for xV. Since
the function t7→ 1/tis convex, an application of the Jensen inequality yields
dω
θ(x, y)inf
γΓx,y
lγ 1
lγ
lγ1
X
i=0
mω
θ(zi)mω
θ(zi+1)!1/2
.
Moreover,
1
lγ
lγ1
X
i=0
mω
θ(zi)mω
θ(zi+1)2|B(x, lγ)|
lγ
1
γmω
θ
1,B(x,lγ)
(3.3)
4|B(x, lγ)|
lγ
1
γ
Φ,B(x,lγ)
mω
θ
Ψ,B(x,lγ)
(3.2)
= 4 Ψ1|B(x, lγ)|
|lγ|
mω
θ
Ψ,B(x,lγ).
By combining the estimates and using (2.2) as well as the concavity of Ψ1we
obtain that there exists c(mΨ)>0and N3(ω, x)<such that for any yVwith
d(x, y)N3(ω, x),
dω
θ(x, y)inf
γΓx,y
lγ 8 Ψ1|B(lγ)|
|lγ|mΨ!1/2
inf
γΓx,y
c(mΨ)lγ
qΨ1ld1
γ
.
Since the function r7→ r/pΨ1(rd1)is assumed to be monotone increasing, the
assertion follows.
For p(r),Ψp(r)) and ΦExp(r),ΨExp(r)we obtain the following result.
Corollary 3.4. Let p > (d1)/2and suppose that
mp:= sup
xV
lim sup
n→∞
1µω
p,B(x,n)<.(3.7)
14 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
Then, there exists c(mp)>0such that the following holds: for every xVthere exists
N3(ω, x)<such that for any yVwith d(x, y )N3(ω, x),
dω
θ(x, y)c(mp)d(x, y)1d1
2p.(3.8)
Moreover, if
mExp := sup
xV
lim sup
n→∞
exp(µω)
1,B(x,n)<.(3.9)
Then, there exists c(mExp)>0such that the following holds: for every xVthere
exists N3(ω, x)<such that for any yVwith d(x, y )N3(ω, x),
dω
θ(x, y)c(mExp)d(x, y)
qln 1 + d(x, y)d1
.(3.10)
Remark 3.5.Combining the result in Theorem 2.5 with Theorem 3.3 leads to a
stretched-exponential bound on the heat kernel in terms of the graph distance.
4. OPTIMALITY O F TH E LO WE R BOUN D IN THEOREM 3.3
Consider the d-dimensional Euclidean lattice (Zd, Ed)with d2, where Edde-
notes the set of all non-oriented nearest neighbour bonds. As pointed out in Re-
mark 2.2,(Zd, Ed)satisfies the Assumption 2.1. Further, let Pbe a probability
measure on the measurable space (Ω,F) = REd
+,B(R+)Edand write Efor the
expectation with respect to P. The space shift by zZdis the map τz:
defined by (τzω)({x, y}):=ω({x+z, y +z})for all {x, y} Ed. Now assume that
Psatisfies the following conditions:
(i) Pis ergodic with respect to translations of Zd, i.e. Pτ1
x=Pfor all xZd
and P[A] {0,1}for any A F such that τx(A) = Afor all xZd.
(ii) There exist p, q (1,]satisfying 1/p + 1/q < 2/d such that
Eω(e)p<and Eω(e)q<(4.1)
for any eEd.
Then, the spatial ergodic theorem gives that for P-a.e. ω,
lim
n→∞
µω
p
p,B(n)=Eµω(0)p<and lim
n→∞
νω
q
q,B(n)=Eνω(0)q<.
In particular, by choosing θ1and r=, Assumption 2.4 is fulfilled for P-a.e.
ωand the heat kernel estimates in Theorem 2.5 hold. Nevertheless, for general
ergodic environments we cannot control the size of the random variable N3(x),
xZd, as this requires some information on the speed of convergence in the er-
godic theorem. However, if we additionally assume, for instance, that the environ-
ment satisfies a concentration inequality in form of a spectral gap inequality w.r.t.
the so-called vertical derivative, then E[N3(x)n]<provided a stronger moment
condition holds (depending on n), see Assumption 1.3 and Lemma 2.10 in [4].
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 15
In the context of the random conductance model we can now provide the follow-
ing example for which the lower bound in Theorem 3.3 or Corollary 3.4, respec-
tively, is attained up to an arbitrarily small correction in the exponent.
Theorem 4.1. Consider the VSRW, i.e. θ1. For any p > 1there exists an en-
vironment of ergodic random conductances {ω(e) : eEd}on (Zd, Ed)satisfying
E[ω(e)p]<such that for any α > p and P-a.e. ωthe following hold.
(i) Suppose d= 2. There exists L0=L0(ω)<such that for all LL0there
exists x=x(ω)Zdwith d(0, x) = Land
dω
θ(0, x)c d(0, x)1d1
2α.
(ii) Suppose d2. There exists L0=L0(ω)<such that for all LL0there
exist x=x(ω), y =y(ω)[2L, 2L]dwith d(x, y) = Land
dω
θ(x, y)c d(x, y)1d1
2α.
Proof. Let {Y(i, y) : i {1,...,d}, y Zd1}be a family of non-negative, indepen-
dent and identically distributed random variables such that
PY(i, y)> r=rα0+o(1) as r
for some α0> p. For any xZdwe write ˆxito denote the element of Zd1obtained
by removing the i-th component from x. Further, set
ω({x, x ±ei}):=Y(i, ˆxi),xZd, i {1,...,d},
where {e1,...,ed}denotes the canonical basis in Rd. Then, note that the con-
ductances are constant along the lines, but independent between different lines.
W.l.o.g. we further assume that ω(e)1for any eEd. We refer to [3, Exam-
ple 1.11] and [13, Section 2.2] for a similar but different example for a model with
layered random conductances.
(i) Consider the nearest-neighbour path (xn:n0) on Nd
0defined by x0:= 0,
xn+1 :=xn+ein+1 with
i1:= argmax
i=1,...,d1
ω({0,ei}), in+1 := argmax
i=1,...,d
ω({xn, xn+ei}), n 1.
In view of the definition of the chemical distance in (1.2) it suffices to show that for
any α > α0there exists L0=L0(ω)<such that
L
X
n=0
ω({xn, xn+1})1/2c L1d1
2α,LL0.(4.2)
For that purpose, set Mn:= max1knω({xk1, xk})and un:=n1 for n1.
Then, by construction Mnis the maximum of ni.i.d. random variables Z1,...,Zn
defined by
Z1:= max
i∈{1,...,d1}ω({0,ei}), Zk:= max
i∈{1,...,d}\{ik1}ω({xk, xk+ei}), k 2.
16 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
An elementary computation shows that P[Z1> uk](d1) P[ω(e)> uk]0,
kP[Z1> uk]kP[ω(e)> uk] as k and
X
k=1
PZ1> ukexpkPZ1> ukc
X
k=1
kα0
αexpc k1α0
α<.
Thus, by [14, Theorem 3.5.2] for P-a.e. ωthere exists N0=N0(ω)<such that
Mnn1,nN0.(4.3)
Let (lk:k0) be the sequence of record times defined by
l0:= 0 and lk+1 := min j > lk:Mj> Mlk.
and denote by N(L)the number of records in the interval {0,...L}. Recall that
lim
k→∞
ln lk
k= 1,lim
L→∞
N(L)
ln L= 1,P-a.s. (4.4)
(cf. e.g. [14, Section 5.4]). Set ˆ
Mk:=Mlk. Using Abel’s summation formula the
left-hand side in (4.2) can be rewritten as
L
X
n=0
ω({xn, xn+1})1/2lN(L)ˆ
M1/2
N(L)+
N(L)1
X
k=1
lkˆ
M1/2
kˆ
M1/2
k+1 .
By (4.3) and (4.4) the first term is of order L11
2α. Further, we have that lkˆ
M1/2
k
(lk)11
2αce(11
2α)kfor sufficiently large kand therefore
N(L)1
X
k=1
lkˆ
M1/2
kˆ
M1/2
k+1
N(L)
X
k=1
lkˆ
M1/2
kce(11
2α)N(L)c L11
2α
for all Llarger than some L0=L0(ω). Thus, (4.2) is proven.
(ii) In order to show the second statement consider
eL:= argmax
eEd:e[L,L]d
ω(e).
Then, by construction ω(eL)is the maximum of order Ld1i.i.d. random variables
and again by [14, Theorem 3.5.2] there exists L0=L0(ω)such that P-a.s.
ω(eL)c L d1
α,LL0.
For such Lset x:=e
Land consider the nearest-neighbour path (xn:nN0)on Zd
defined by x0:=xand xn+1 :=xn+ein+1 with
in+1 := argmax
i=1,...,d
ω({xn, xn+ei}), n 0,
similarly as above in (i). Then, by setting y=xL, we have d(x, y) = Land
ω({xn, xn+1})ω(eL)c L d1
α,n= 0,...,L1.
In particular, (4.2) holds and (ii) follows from the definition of dω
θ.
HEAT KERNEL AND INTRINSIC METRIC FOR RANDOM WALKS WITH GENERAL SPEED MEASURE 17
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18 SEBASTIAN ANDRES, JEAN-DOMINIQUE DEUSCHEL, AND MARTIN SLOWIK
UNI VERSITY O F CAMBRID GE
Current address: Centre for Mathematical Sciences, Wilberforce Road, Cambridge CB3 0WB
E-mail address:s.andres@statslab.cam.ac.uk
TEC HN ISC HE UN IV ER SIT¨
AT BE RLIN
Current address: Strasse des 17. Juni 136, 10623 Berlin
E-mail address:deuschel@math.tu-berlin.de
TEC HN ISC HE UN IV ER SIT¨
AT BE RLIN
Current address: Strasse des 17. Juni 136, 10623 Berlin
E-mail address:slowik@math.tu-berlin.de
... The proofs of both Theorem 1.7 and the results in [24] follow the strategy in [28]. However, in [24] the required on-diagonal estimate on the heat kernel is derived from the anchored Nash inequality established in [45], which makes a uniform upper ellipticity necessary, while in our setting the analogue heat kernel bound in Lemma 2.5 can be deduced from the upper off-diagonal heat kernel estimates in [4,5]. ...
... On-diagonal heat kernel estimate: Proof of Lemma 2.5. The statement is a rather direct consequence of an on-diagonal estimate (see Lemma 2.9 below), which can be obtained from [5], and an application of the spectral gap estimate of Assumption 1.3 used to control moments of the estimate's random constant, see Lemma 2.10. Assuming M (p, q) < ∞ for any p, q ∈ (1, ∞), we denote by R = R(ω, p, q) ≥ 1 the smallest integer such that for all R ≥ R, ...
... Proof. This on-diagonal bound follows immediately from the upper heat kernel bounds in [5,Theorem 2.5], which is based on arguments in [4]. Indeed, by our assumptions R = R(ω, p, q) defined via (2.9) is P-a.s. ...
Preprint
We study the random conductance model on the lattice Zd\mathbb{Z}^d, i.e. we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the conductances to be unbounded and degenerate elliptic, but they need to satisfy a strong moment condition and a quantified ergodicity assumption in form of a spectral gap estimate. As a main result we obtain in dimension d3d\geq 3 quantitative central limit theorems for the random walk in form of a Berry-Esseen estimate with speed t15+εt^{-\frac 1 5+\varepsilon} for d4d\geq 4 and t110+εt^{-\frac{1}{10}+\varepsilon} for d=3. Additionally, in the uniformly elliptic case in low dimensions d=2,3 we improve the rate in a quantitative Berry-Esseen theorem recently obtained by Mourrat. As a central analytic ingredient, for d3d\geq 3 we establish near-optimal decay estimates on the semigroup associated with the environment process. These estimates also play a central role in quantitative stochastic homogenization and extend some recent results by Gloria, Otto and the second author to the degenerate elliptic case.
... where π V h denotes the projection to the closest vertex, see Section 2.3. Denote the real and imaginary parts of this process by M β,h, (1) and M β,h, (2) , respectively. ...
... describing the time M β,h spends in u. Moreover, let ξ u = (ξ (1) u , ξ (2) u ) be the increment of the process when leaving u and recall that m u = z∼u ω uz is its vertex weight. By definition of ...
... for all k ∈ N and t ≥ 0, where the last equality follows from Eq. 11. Likewise, one can show that X h,τ k , (2) ...
Article
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We consider the asymptotics of the discrete heat kernel on isoradial graphs for the case where the time and the edge lengths tend to zero simultaneously. Depending on the asymptotic ratio between time and edge lengths, we show that two different regimes arise: (i) a Gaussian regime and (ii) a Poissonian regime, which resemble the short-time asymptotics of the heat kernel on (i) Euclidean spaces and (ii) graphs, respectively.
... While under Assumptions 2.1.1 and 2.1.4 Gaussian-type upper bounds on the heat kernel p θ have been obtained in [ADS19], in the present work our focus is on local limit theorems. A local limit theorem constitutes a scaling limit of the heat kernel towards the normalized Gaussian transition density of the Brownian motion with covariance matrix Σ 2 , which appears as the limit process in the QFCLT in Theorem 2.1.2. ...
... To derive the annealed local limit theorem given the corresponding quenched result, one might hope to employ the dominated convergence theorem, which requires that the integrand above can be dominated uniformly in n by an integrable function. We achieve this using a maximal inequality from [ADS19]. Then it is the form of the random constants in this inequality that allows us to anneal the result using only polynomial moments, together with a simple probabilistic bound. ...
... Even in the static case, in contrast to the CSRW, the intrinsic distance of the VSRW is not comparable to the Euclidean distance in general, cf. [ADS19], and the exact form of a time-dynamic version of the distance is still unknown. These facts make the derivation of Gaussian bounds for the dynamic RCM with unbounded conductances a subtle open challenge. ...
Thesis
This thesis concerns homogenization results, in particular scaling limits and heat kernel estimates, for random processes moving in random environments and for stochastic interface models. The first chapter will survey recent research and introduce three models of interest: the random conductance model, the Ginzburg-Landau ∇φ model, and the symmetric diffusion process in a random medium. In the second chapter we present some novel research on the random conductance model; a random walk on an infinite lattice, usually taken to be Ζ^d with nearest neighbour edges, whose law is determined by random weights on the edges. In the setting of degenerate, ergodic weights and general speed measure, we present a quenched local limit theorem for this model. This states that for almost every instance of the random environment, the heat kernel, once suitably rescaled, converges to that of Brownian motion with a deterministic, non-degenerate covariance matrix. The quenched local limit theorem is proven under ergodicity and moment conditions on the environment. Under stronger, non-optimal moment conditions, we also prove annealed local limit theorems for the static RCM with general speed measure and for the dynamic RCM. The dynamic model allows for the random weights, or conductances, to vary with time. Our focus turns to the Ginzburg-Landau gradient model in the subsequent chapter. This is a model for a stochastic interface separating two distinct thermodynamic phases, using an infinite system of coupled stochastic differential equations (SDE). Our main assumption is that the potential in the SDE system is strictly convex with second derivative uniformly bounded below. The aforementioned annealed local limit theorem for the dynamic RCM is applied via a coupling relation to prove a scaling limit result for the space-time covariances in the Ginzburg-Landau model. We also show that the associated Gibbs distribution scales to a Gaussian free field. In the final chapter, we study a symmetric diffusion process in divergence form in a stationary and ergodic random environment. This is a continuum analogue of the random conductance model and similar analytical techniques are applicable here. The coefficients are assumed to be degenerate and unbounded but satisfy a moment condition. We derive upper off-diagonal estimates on the heat kernel of this process for general speed measure. Lower off-diagonal estimates are also proven for a natural choice of speed measure under an additional decorrelation assumption on the environment. Finally, using these estimates, a scaling limit for the Green’s function is derived.
... Bernoulli bond percolation on Z d . For a general ergodic family (t ω e ) e∈E d the following lower bound on d ω can be shown by the same arguments as in the proof of [8,Theorem 2.4]. Within such a general framework this lower bound also turns out to be optimal up to an arbitrarily small correction in the exponent, see [8,Theorem 2.5]. ...
... For a general ergodic family (t ω e ) e∈E d the following lower bound on d ω can be shown by the same arguments as in the proof of [8,Theorem 2.4]. Within such a general framework this lower bound also turns out to be optimal up to an arbitrarily small correction in the exponent, see [8,Theorem 2.5]. Proposition 1.1 ([8]). ...
... In our first application, discussed in Subsection 3.1, we consider the RCM without killing, i.e. h = 0, but with a general speed measure θ ω as an additional feature. For this model, we improve the heat kernel upper bounds obtained in [8] for random walks on weighted graphs with fixed conductances a ω under some integrability conditions, see Theorem 3.2 below. These bounds are governed by some distance d ω θ (x, y), see (3.5), instead of the Euclidean distance |x−y|. ...
Preprint
We consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations on Zd\mathbb{Z}^d, d2d\geq 2, including discrete Gaussian free fields, Ginzburg-Landau ϕ\nabla \phi interface models or random interlacements as prominent examples. We show that the associated time constant is positive, the FPP distance is comparable to the Euclidean distance, and we obtain a shape theorem. We also present two applications for random conductance models (RCM) with possibly unbounded and strongly correlated conductances. Namely, we obtain a Gaussian heat kernel upper bound for RCMs with a general class of speed measures, and an exponential decay estimate for the Green function of RCMs with random killing measures.
... [17,20,21,28,34]. The idea also translates to heat kernels on graphs [22,23] and recently the RCM in a degenerate, ergodic environment [4,5]. The first step of Davies' method is to consider the Cauchy problem associated to the perturbed operator L ω ψ := e ψ L ω e −ψ where ψ is an arbitrary test function, and use a maximal inequality to bound the fundamental solution. ...
... Ergodic theory plays a key role here in controlling constants which depend on the random environment. Moser iteration has previously been applied to prove the corresponding RCM results -the quenched invariance principle in [2], the Harnack inequality in [3] and off-diagonal estimates in [4,5]. ...
Article
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We study a symmetric diffusion process on ℝdRd\mathbb {R}^{d}, d ≥ 2, in divergence form in a stationary and ergodic random environment. The coefficients are assumed to be degenerate and unbounded but satisfy a moment condition. We derive upper off-diagonal estimates on the heat kernel of this process for general speed measure. Lower off-diagonal estimates are also shown for a natural choice of speed measure, under an additional mixing assumption on the environment. Using these estimates, a scaling limit for the Green function is proven.
... Remark 3.18. (i) In [9,10] the heat kernel bounds in Theorems 3.15 and 3.17 are stated for random walks on a general class of graphs including random graphs such as supercritical percolation clusters with long-range correlations, cf. Remark 3.4-(iii) above. ...
Preprint
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Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every realization of the environment, established for random walks among stationary ergodic conductances that are possibly unbounded but satisfy certain moment conditions.
... These bounds (or the ingredient developed to prove it) became one of the ingredients in the proof of the quenched invariance principle for the random walk on the percolation cluster by Sidoravicius and Sznitman (2004), Berger and Biskup (2007), Mathieu and Piatnitski (2007), the parabolic Harnack inequality and the local limit theorem by Barlow, Barlow and Hambly (2009). The existence of heat kernel upper and lower bounds (matching the ones of the lattice) have been established for more general degenerate environments satisfying suitable moments assumptions by Andres et al. (2016Andres et al. ( , 2019Andres et al. ( , 2020 and Andres and Halberstam (2021), but this phenomenon is not generic and anomalous heat kernel decay has been proved for some random degenerate environments by Berger et al. (2008), Boukhadra (2010), Biskup and Boukhadra (2012) and Buckley (2013). Besides the question of the behavior of the heat kernel, the invariance principle has been established for degenerate conductances by Biskup and Prescott (2007), Andres et al. (2013), Mathieu (2008), Procaccia et al. (2016) and Bella and Schäffner (2020). ...
... These bounds (or the ingredient developed to prove it) became one of the ingredients in the proof of the quenched invariance principle for the random walk on the percolation cluster by Sidoravicius, Sznitman [76], Berger, Biskup [19], Mathieu, Piatnitski [61], the parabolic Harnack inequality and the local limit theorem by Barlow, Hambly [16]. The question of the existence of heat kernel upper and lower bounds (matching the ones of the lattice) have been established for more general degenerate environments satisfying suitable moments assumption by Andres, Deuschel, Slowik [6,7,8] and Andres, Halberstam [9], but this phenomenon is not generic and anomalous heat decay has been proved for some random degenerate environments by Berger, Biskup, Hoffman and Kozma [20], Boukhadra [30], Biskup, Boukhadra [22] and Buckley [36]. Besides the question of the behavior of the heat kernel, the invariance principle has been established for degenerate conductances by Biskup, Prescott [25], Andres, Barlow, Deuschel, Hambly [3], Mathieu [60], Procaccia, Rosenthal, Sapozhnikov [73] and Bella, Schäffner [18]. ...
Preprint
We derive upper bounds on the fluctuations of a class of random surfaces of the ϕ\nabla \phi-type with convex interaction potentials. The Brascamp-Lieb concentration inequality provides an upper bound on these fluctuations for uniformly convex potentials. We extend these results to twice continuously differentiable convex potentials whose second derivative grows asymptotically like a polynomial and may vanish on an (arbitrarily large) interval. Specifically, we prove that, when the underlying graph is the d-dimensional torus of side length L, the variance of the height is smaller than ClnLC \ln L in two dimensions and remains bounded in dimension d3d \geq 3. The proof makes use of the Helffer-Sj\"{o}strand representation formula (originally introduced by Naddaf and Spencer (1997)), the anchored Nash inequality (and the corresponding on-diagonal heat kernel upper bound) established by Mourrat and Otto (2016) and the Efron's monotonicity theorem for log-concave measures (Efron (1965)).
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Results regarding off-diagonal Gaussian upper heat kernel bounds on discrete weighted graphs with possibly unbounded geometry are summarized and related. After reviewing uniform upper heat kernel bounds obtained by Carlen, Kusuoka, and Stroock, the universal Gaussian term on graphs found by Davies is addressed and related to corresponding results in terms of intrinsic metrics. Then we present a version of Grigor'yan's two-point method with Gaussian term involving an intrinsic metric. A discussion of upper heat kernel bounds for graph Laplacians with possibly unbounded but integrable weights on bounded combinatorial graphs preceeds the presentation of compatible bounds for anti-trees, an example of combinatorial graph with unbounded Laplacian. Characterizations of localized heat kernel bounds in terms of intrinsic metrics and universal Gaussian are reconsidered. Finally, the problem of optimality of the Gaussian term is discussed by relating Davies' optimal metric with the supremum over all intrinsic metrics.
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The workshop provided a forum for recent progress on a wide array of topics at the nexus of Analysis (elliptic, subelliptic and parabolic differential equations), Geometry (Riemannian and sub-Riemannian geometries, metric measure spaces, geometric analysis and curvature), and Probability Theory (Brownian motion, Dirichlet spaces, stochastic calculus and random media). The workshop provides a unique opportunity to encourage and foster interactions between mathematicians who share some common interests but might use different research tools or work in different mathematical settings.
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We study the random conductance model on the lattice Zd\mathbb{Z}^d, i.e.\ we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the conductances to be unbounded and degenerate elliptic, but they need to satisfy a strong moment condition and a quantified ergodicity assumption in form of a spectral gap estimate. As a main result we obtain in dimension d3d\geq 3 quantitative central limit theorems for the random walk in form of a Berry-Esseen estimate with speed t15+εt^{-\frac 1 5+\varepsilon} for d4d\geq 4 and t110+εt^{-\frac{1}{10}+\varepsilon} for d=3. In addition, for d3d\geq 3 we show near-optimal decay estimates on the semigroup associated with the environment process, which plays a central role in quantitative stochastic homogenization. This extends some recent results by Gloria, Otto and the second author to the degenerate elliptic case.
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We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a power law tail. We identify the long time aymptotics of the upper deviation probability of the random walk in quenched random scenery, depending on the tail of scenery distribution and the amount of the deviation. The result is in turn applied to the tail estimates for a random walk in random conductance which has a layered structure.
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We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity assumption. For the proof we use Davies' perturbation method, where we show a maximal inequality for the perturbed heat kernel via Moser iteration.
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We establish elliptic and parabolic Harnack inequalities on graphs with unbounded weights. As an application we prove a local limit theorem for a continuous time random walk X in an environment of ergodic random conductances taking values in [0,)[0, \infty) satisfying some moment conditions.
Book
This book, first published in 2001, focuses on Poincaré, Nash and other Sobolev-type inequalities and their applications to the Laplace and heat diffusion equations on Riemannian manifolds. Applications covered include the ultracontractivity of the heat diffusion semigroup, Gaussian heat kernel bounds, the Rozenblum-Lieb-Cwikel inequality and elliptic and parabolic Harnack inequalities. Emphasis is placed on the role of families of local Poincaré and Sobolev inequalities. The text provides the first self contained account of the equivalence between the uniform parabolic Harnack inequality, on the one hand, and the conjunction of the doubling volume property and Poincaré's inequality on the other. It is suitable to be used as an advanced graduate textbook and will also be a useful source of information for graduate students and researchers in analysis on manifolds, geometric differential equations, Brownian motion and diffusion on manifolds, as well as other related areas.
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We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near 0. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we derive local central limit theorems, parabolic Harnack inequalities and Gaussian bounds for the heat kernel. Some of the arguments are robust and applicable for random walks on general graphs. Such results are stated under a general setting.
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We consider second-order parabolic equations describing diffusion with degeneration and diffusion on singular and combined structures. We give a united definition of a solution of the Cauchy problem for such equations by means of semigroup theory in the space L 2 with a suitable measure. We establish some weight estimates for solutions of Cauchy problems. Estimates of Nash–Aronson type for the fundamental solution follow from them. We plan to apply these estimates to known asymptotic diffusion problems, namely, to the stabilization of solutions and to the “central limit theorem.”