Li-Yau inequalities for general non-local diffusion equations via reduction to the heat kernel

Abstract

We establish a reduction principle to derive Li-Yau inequalities for non-local diffusion problems in a very general framework, which covers both the discrete and continuous setting. Our approach is not based on curvature-dimension inequalities but on heat kernel representations of the solutions and consists in reducing the problem to the heat kernel. As an important application we solve a long-standing open problem by obtaining a Li-Yau inequality for positive solutions $u$ to the fractional (in space) heat equation of the form $(-\Delta {)}^{\beta /2}(\log u)\le C/t$, where $\beta \in (0,2)$. We also illustrate our general result with an example in the discrete setting by proving a sharp Li-Yau inequality for diffusion on a complete graph.

14 pages. The new version contains a significant extension: We have added a whole section about Harnack inequalities which contains the proof of a scale-invariant Harnack inequality for the fractional heat equation. Besides that we also included some further remarks and references