Heat Kernel for Fractional Diffusion Operators with Perturbations

Abstract: Let $L$ be an elliptic differential operator on a complete connected Riemannian manifold $M$ such that the associated heat kernel has two-sided Gaussian bounds as well as a Gaussian type gradient estimate. Let $L^{(\aa)}$ be the $\aa$-stable subordination of $L$ for $\aa\in (1,2).$ We found some classes $\mathbb K_\aa^{\gg,\bb} (\bb,\gg\in [0,\aa))$ of time-space functions containing the Kato class, such that for any measurable $b: [0,\infty)\times M\to TM$ and $c: [0,\infty)\times M\to M$ with $|b|, c\in \mathbb K_\aa^{1,1},$ the operator $$L_{b,c}^{(\aa)}(t,x):= L^{(\aa)}(x)+ <b(t,x),\nn \cdot> +c(t,x),\ \ (t,x)\in [0,\infty)\times M$$ has a unique heat kernel $p_{b,c}^{(\aa)}(t,x;s,y), 0\le s<t, x,y\in M$, which is jointly continuous and satisfies &\ff{t-s}{C\{\rr(x,y)\lor (t-s)^{\frac{1}{\aa}}\}^{d+\aa}}\le p_{b,c}^{(\aa)}(t,x;s,y)\le \ff{C(t-s)}{{\rr(x,y)\lor (t-s)^{\frac{1}{\aa}}}^{d+\aa}}, & \big|\nn_x p_{b,c}^{(\aa)}(t,x; s,y)\big|\le \ff{C(t-s)^{\ff{\aa-1}\aa}}{{\rr(x,y)\lor (t-s)^{\frac{1}{\aa}}}^{d+\aa}}, 0\le s<t,\ x,y\in M for some constant $C\>1$, where $\rr$ is the Riemannian distance. The estimate of $\nabla_yp^{(\aa)}_{b,c}$ and the H\"older continuity of $\nn_x p_{b,c}^{(\aa)}$ are also considered. The resulting estimates of the gradient and its H\"older continuity are new even in the standard case where $L=\DD$ on $\R^d$ and $b,c$ are time-independent.