Abstract

In this paper, we develop a new approach to establish gradient estimates for positive solutions to the heat equation of elliptic or subelliptic operators on Euclidean spaces or on Riemannian manifolds.More precisely, we give some estimatesof the gradient of logarithm of a positive solution via the uniform bound ofthe logarithm of the solution. Moreover, we give a generalized version ofLi-Yau's estimate. Our proof is based on the link between PDE and quadraticBSDE. Our method might be useful to study some (nonlinear) PDEs.

Highlights

  • We study positive solutions u of a linear parabolic equation

  • In this paper we prove several gradient estimates for the positive solutions of (1.1)

  • Let us begin with an interesting result about BSDEs with quadratic growth

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Summary

Introduction

Where M is either the Euclidean space Rn and L is an elliptic or sub-elliptic operator of secondorder. In the same paper [20], Li and Yau obtained a gradient estimate for positive solutions in terms of the dimension and a lower bound (which may be negative) of the Ricci curvature, though less precise. Their estimates in negative case have been improved over the years, see for example [27], [28], [2] and [1]. Theorem 1.4 Let M be a complete manifold of dimension n with non-negative Ricci curvature. Last section is devoted to establish a generalized Li-Yau estimate via analytic tool

BSDE and BMO martingales
Stochastic flows and gradient estimates
Stochastic flow
Structure assumptions
The density processes Zα
Gradient estimates
Heat equation on complete manifold
Gradient estimate
Li-Yau’s estimate
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