The heat kernel associated with the setting of the classical Jacobi polynomials is defined by an oscillatory sum which cannot be computed explicitly, in contrast to the situation for the other two classical systems of orthogonal polynomials. We deduce sharp estimates giving the order of magnitude of this kernel, for type parameters α, β ≥ -1/2. Using quite different methods, Coulhon, Kerkyacharian and Petrushev recently also obtained such estimates. As an application of the bounds, we show that...

In a recent work, E. Cinti and F. Otto established some new interpolation inequalities in the study of pattern formation, bounding the Lr(μ)-norm of a probability density with respect to the reference measure μ by its Sobolev norm and the Kantorovich-Wasserstein distance to μ. This article emphasizes this family of interpolation inequalities, called Sobolev-Kantorovich inequalities, which may be established in the rather large setting of non-negatively curved (weighted) Riemannian manifolds by means...

These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern–Gauss–Bonnet theorem.