Author Archives: Fabrice Baudoin

Homework 1. MA5016. Due September 13 in class

Exercise 1. Let be a linear operator such that: is a local operator, that is if on a neighborhood of then ; If has a global maximum at with then . Show that for and , where , and are continuous … Continue reading

Posted in Diffusions on manifolds | Leave a comment

Lecture 3. Semigroups generated by diffusion operators

In this lecture, we consider a diffusion operator L which is essentially self-adjoint. Its Friedrichs extension is still denoted by L. The fact that we are now dealing with a non negative self-adjoint operator allows us to use spectral theory … Continue reading

Posted in Diffusions on manifolds | Leave a comment

Lecture 2. Essentially self-adjoint diffusion operators

The goal of the next few lectures will be to introduce the semigroup generated by a diffusion operator. The construction of the semigroup is non trivial because diffusion operators are unbounded operators. We consider a diffusion operator where and are … Continue reading

Posted in Diffusions on manifolds | Leave a comment

Lecture 1. Diffusion operators

Definition: A differential operator on , is called a diffusion operator if it can be written where and are continuous functions on and if for every , the matrix is a symmetric and nonnegative matrix. If for every the matrix is … Continue reading

Posted in Diffusions on manifolds | 2 Comments

Lecture 7. Integration by parts formula and log-Sobolev inequality

Let be a smooth, connected manifold with dimension . We assume that is equipped with a Riemannian foliation with bundle like metric and totally geodesic -dimensional leaves. We will assume that is bounded from below and that and are bounded … Continue reading

Posted in Diffusions on foliated manifolds | Leave a comment

Lecture 6. Transverse Weitzenbock formula and heat equation on one-forms

Let be a smooth, connected manifold with dimension . We assume that is equipped with a Riemannian foliation with bundle like metric and totally geodesic -dimensional leaves. We define the canonical variation of as the one-parameter family of Riemannian metrics: … Continue reading

Posted in Diffusions on foliated manifolds | Leave a comment

Lecture 5. Riemannian foliations and horizontal Brownian motion

In many interesting cases, we do not actually have a globally defined Riemannian sumersion but a Riemannian foliation. Definition:  Let be a smooth and connected dimensional manifold. A -dimensional foliation on is defined by a maximal collection of pairs of … Continue reading

Posted in Diffusions on foliated manifolds | Leave a comment

Lecture 4. Horizontal Brownian motions on bundles and Hopf fibrations

Let us now turn to some examples of some horizontal Brownian motions associated with submersions. We come back first to an example studied earlier that encompasses the Heisenberg group. Let be a smooth one-form on and let be a -dimensional … Continue reading

Posted in Diffusions on foliated manifolds | Leave a comment

Lecture 3. Horizontal Brownian motions and submersions

From now on, we will assume knowledge of some basic Riemannian geometry. We start by reminding the definition of Brownian motions on Riemannian manifolds. Let be a smooth and connected Riemannian manifold. In a local orthonormal frame , one can … Continue reading

Posted in Diffusions on foliated manifolds | Leave a comment

Lecture 2. Horizontal Brownian motion on the Heisenberg group

We now study in more details the geometric structure behind the diffusion underlying the Levy area process where , , is a two dimensional Brownian motion started at 0. Let us recall that if we consider the 3-dimensional process then … Continue reading

Posted in Diffusions on foliated manifolds | Leave a comment