Fact-checked by Grok 2 weeks ago

Heat kernel

The heat kernel is a fundamental mathematical object that serves as the integral kernel for the generated by the negative , providing the to the \partial_t u = -\Delta u on a , typically a , with given by a at a point y. Denoted K(t, x, y), it describes the evolution of heat distribution over time t > 0 starting from a , satisfying (\partial_t + \Delta_x) K(t, x, y) = 0 with \lim_{t \to 0^+} K(t, x, y) = \delta_y(x). On \mathbb{R}^n, the heat kernel has an explicit Gaussian form: K(t, x, y) = (4\pi t)^{-n/2} \exp\left( -\frac{|x - y|^2}{4t} \right). Key properties of the heat kernel include symmetry K(t, x, y) = K(t, y, x), positivity K(t, x, y) \geq 0 for t > 0, and normalization \int K(t, x, y) \, dy = 1, ensuring it acts as a probability density for diffusion processes. As t \to 0^+, it concentrates to the Dirac delta, while for large t, it reflects the global geometry of the space through its asymptotic decay. These features make the heat kernel indispensable in spectral geometry, where the trace \operatorname{Tr}(e^{-t\Delta}) = \int K(t, x, x) \, dx encodes eigenvalues of the Laplacian, yielding invariants like the dimension and volume via short-time asymptotics K(t, x, x) \sim (4\pi t)^{-n/2} (1 + t a_1(x) + \cdots). The heat kernel's significance extends across analysis, where it facilitates estimates for parabolic equations and Harnack inequalities; geometry, linking local curvature to global heat flow on manifolds; and probability, representing transition densities for Brownian motion. Notable applications include proving the Hirzebruch signature theorem via heat kernel asymptotics on manifolds, relating the signature to integrals of Pontryagin classes and spectral eta invariants, and advancing index theory for elliptic operators through the McKean-Singer formula \operatorname{index}(D) = \lim_{t \to 0^+} \int_M \operatorname{Tr}(H_t(x, x)) \, dx. In noncompact settings, such as symmetric spaces, explicit bounds on the kernel reveal deep connections between Lie group structure and diffusion.

Fundamentals

Definition

The heat kernel K(t, x, y) on a \Omega \subseteq \mathbb{R}^n serves as the fundamental to the \partial_t u = \Delta u, where \Delta is the Laplacian. It provides the integral representation of the solution u(t, x) to the with data f, given by u(t, x) = \int_{\Omega} K(t, x, y) f(y) \, dy for t > 0 and x, y \in \Omega, assuming appropriate conditions on f such as membership in L^1(\Omega) or boundedness to ensure well-posedness. A defining is the : as t \to 0^+, K(t, x, y) converges to the Dirac delta distribution \delta(x - y) in the sense of distributions, ensuring u(0, x) = f(x). This reflects the instantaneous propagation and smoothing effect inherent to parabolic equations. The heat satisfies the K(t + s, x, y) = \int_{\Omega} K(t, x, z) K(s, z, y) \, dz for t, s > 0, which underscores its as the of the generated by the Laplacian e^{t \Delta}. This facilitates the analysis of long-time behavior and iterative solutions. Under suitable growth conditions on solutions, such as |u(t, x)| \leq M e^{a |x|^2} for constants M, a > 0, the representation via the heat kernel yields the solution to the for the in appropriate function spaces like L^1(\Omega) or bounded functions. This follows from the kernel's completeness in representing solutions and the linearity of the equation.

Relation to the Heat Equation

The heat equation, given by \partial_t u = \Delta u where \Delta denotes the Laplacian operator, models the diffusion of heat in a medium. The heat kernel K(t, x, y) serves as the fundamental solution, or Green's function, for this parabolic partial differential equation (PDE) on \mathbb{R}^n. For t > 0, the heat kernel satisfies the PDE (\partial_t - \Delta_x) K(t, x, y) = 0, where the derivatives act on the x-variables. At t = 0, K(0, x, y) exhibits a singularity, concentrating as the Dirac delta distribution \delta(x - y), which encodes the initial point source. This initial condition ensures that the kernel propagates the effect of an instantaneous heat input at point y. In the context of the initial value problem on the whole space, the solution to the heat equation with initial data u(0, x) = u_0(x) is represented by the convolution formula u(t, x) = \int_{\mathbb{R}^n} K(t, x, y) u_0(y) \, dy, which satisfies both the PDE and the initial condition in the sense of distributions. On bounded domains or half-spaces, the heat kernel is modified to incorporate boundary conditions, such as Dirichlet (u = 0 on the boundary) or Neumann (\partial_\nu u = 0). For the half-space \{x \in \mathbb{R}^n : x_n > 0\}, the reflection principle, or method of images, constructs the kernel by extending the initial data across the boundary via odd reflection for Dirichlet conditions (ensuring antisymmetry) or even reflection for Neumann conditions (ensuring symmetry of the normal derivative). This yields a kernel that solves the PDE in the interior, matches the initial data, and enforces the boundary condition at the hyperplane x_n = 0.

Explicit Forms

Euclidean Space

In Euclidean space \mathbb{R}^n, the heat kernel provides the fundamental solution to the heat equation \partial_t u = \Delta u, where \Delta is the Laplacian, allowing the solution to be expressed as a convolution with initial data. For the one-dimensional case on \mathbb{R}, the heat kernel takes the explicit Gaussian form K(t, x, y) = \frac{1}{\sqrt{4\pi t}} \exp\left( -\frac{(x-y)^2}{4t} \right) for t > 0, which satisfies the initial condition \lim_{t \to 0^+} K(t, x, y) = \delta(x - y), the Dirac delta distribution. This form arises from solving the heat equation with a point source initial condition via the Fourier transform. Specifically, the Fourier transform of the kernel with respect to the spatial variable x is \hat{K}(t, \xi, y) = e^{-t |\xi|^2} e^{i \xi \cdot y}, obtained by applying the transform to the heat equation, which yields the ordinary differential equation \partial_t \hat{K} = -|\xi|^2 \hat{K} with initial data \hat{K}(0, \xi, y) = e^{i \xi \cdot y}. Inverting the Fourier transform then recovers the Gaussian expression through completion of the square in the resulting integral. This one-dimensional kernel generalizes directly to higher dimensions on \mathbb{R}^n. The multi-dimensional heat kernel is K(t, x, y) = (4\pi t)^{-n/2} \exp\left( -\frac{|x-y|^2}{4t} \right), where | \cdot | denotes the norm, derived analogously by applying the n-dimensional , which separates into independent one-dimensional integrals due to the product structure of the Gaussian. From a probabilistic viewpoint, the heat kernel K(t, x, y) serves as the transition density of a Brownian motion starting at y with infinitesimal generator \Delta, giving the probability density of finding the process at x after time t.

Riemannian Manifolds

On a Riemannian manifold (M, g) of dimension n, the heat kernel K(t, x, y) for t > 0 and x, y \in M is defined as the integral kernel of the heat semigroup P_t = e^{t \Delta_g}, where \Delta_g denotes the Laplace-Beltrami operator, such that for any suitable function f: M \to \mathbb{R}, (P_t f)(x) = \int_M K(t, x, y) f(y) \, d\mu_g(y), with d\mu_g the Riemannian volume measure induced by g. This kernel satisfies the heat equation \partial_t K = \Delta_{g,x} K in the x-variable, with the initial condition \lim_{t \to 0^+} K(t, x, y) = \delta_x(y) in the sense of distributions. The Laplace-Beltrami operator \Delta_g is given locally by \Delta_g u = \frac{1}{\sqrt{\det g}} \sum_{i,j=1}^n \frac{\partial}{\partial x^i} \left( \sqrt{\det g} \, g^{ij} \frac{\partial u}{\partial x^j} \right), and is symmetric and negative semi-definite with respect to L^2(M, d\mu_g). On compact Riemannian manifolds without boundary, the existence and uniqueness of the heat kernel follow from the theory of strongly continuous contraction generated by the Laplace-Beltrami operator, which is essentially on C_c^\infty(M) and thus extends to a on L^2(M, d\mu_g), yielding a well-defined e^{t \Delta_g} with an associated smooth positive integral K(t, x, y). This kernel is symmetric, K(t, x, y) = K(t, y, x), and satisfies the Chapman-Kolmogorov property K(t+s, x, y) = \int_M K(t, x, z) K(s, z, y) \, d\mu_g(z). In the limit of vanishing , the heat kernel reduces to the form. In geodesic normal coordinates centered at y, where the metric takes the form g_{ij}(y) = \delta_{ij} and \Gamma^k_{ij}(y) = 0, the heat kernel admits a local asymptotic expression for small t > 0 and d_g(x, y) = O(\sqrt{t}), K(t, x, y) = (4\pi t)^{-n/2} \exp\left( -\frac{d_g(x, y)^2}{4t} \right) \left( 1 + O(t) \right), with d_g(x, y) the geodesic distance induced by g. This leading Gaussian term arises from the parametrix construction, approximating the solution near the singularity via the flat-space kernel adjusted for the local geometry. The Minakshisundaram-Pleijel expansion provides a short-time asymptotic series for the on-diagonal heat kernel on compact manifolds, K(t, x, x) \sim (4\pi t)^{-n/2} \sum_{j=0}^\infty a_j(x) t^j \quad \text{as} \quad t \to 0^+, where the coefficients a_j(x) are polynomials in the tensor of g and its covariant derivatives, evaluated at x, with a_0(x) = 1. This expansion was originally derived using a recursive based on the parametrix method and properties of eigenfunctions of \Delta_g. The coefficients encode geometric information, such as the appearing in a_1(x) = \frac{1}{6} \mathrm{Scal}_g(x).

Properties and Asymptotics

Basic Properties

The heat kernel K(t, x, y) on a complete without boundary exhibits several intrinsic properties that arise from its role as the fundamental solution to the and the transition density of the associated . These properties hold generally across different geometries, provided the manifold is stochastically complete, ensuring conservation of probability mass. A key feature is its positivity: for all t > 0 and all points x, y in the manifold, K(t, x, y) > 0. This strict positivity follows from the strong minimum principle applied to the heat equation, guaranteeing that the kernel does not vanish anywhere in the interior for positive times. It reflects the diffusive nature of heat propagation, allowing influence from any point to reach every other point instantaneously but with decaying intensity. The heat kernel is also symmetric: K(t, x, y) = K(t, y, x) for all t > 0 and x, y. This symmetry stems from the self-adjointness of the Laplacian generating the heat , ensuring the kernel represents a reversible Markov . In terms of spatial behavior, the heat displays monotonicity: for fixed t > 0 and x, K(t, x, y) is strictly decreasing as a function of the geodesic distance d(x, y). This radial monotonicity holds on spaces like , spheres, and , and extends to certain symmetric manifolds, as proven using the parabolic and comparison with model spaces. The structure is captured by the Chapman-Kolmogorov equation: K(t + s, x, y) = \int_M K(t, x, z) \, K(s, z, y) \, d\mu(z) for all t, s > 0 and x, y \in M, where \mu is the measure on the manifold. This composition property underscores the Markovian evolution of the heat flow, allowing the kernel at time t + s to be obtained by convolving kernels at intermediate times. Finally, the heat kernel satisfies : \int_M K(t, x, y) \, d\mu(y) = 1 for all t > 0 and x \in M. This unit ensures the kernel acts as a probability , preserving the total "mass" in solutions to the under stochastic completeness.

Short-Time Asymptotics

The short-time asymptotics of the heat kernel on a describe its behavior as t \to 0^+, providing expansions that reveal local geometric information through terms. For points x \neq y, the off-diagonal heat kernel K(t, x, y) admits an of the form K(t, x, y) \sim (4\pi t)^{-n/2} e^{-d^2(x,y)/(4t)} \left( u_0(x,y) + t u_1(x,y) + \cdots \right), where n is the of the manifold, d(x,y) is the geodesic distance, u_0(x,y) = 1, and higher-order coefficients like u_1(x,y) incorporate terms involving the and other local invariants. This leading exponential decay is governed by the geodesic distance, reflecting the diffusive nature of the heat flow along shortest paths. On the diagonal, where x = y, the expansion simplifies and focuses on pointwise geometric quantities: K(t, x, x) \sim (4\pi t)^{-n/2} \left( 1 + t a_1(x) + \cdots \right), with the first correction term given by a_1(x) = \frac{1}{6} \mathrm{Scal}(x), where \mathrm{Scal}(x) denotes the at x. This term arises from the interaction of the Laplacian with the manifold's curvature, providing a direct link between the heat kernel's singularity and local . These expansions are derived using the parametrix method, which constructs an approximate fundamental to the by starting with the flat-space Gaussian and iteratively correcting it for effects via a series to an associated transport equation. The process involves solving for amplitudes that satisfy differential equations along geodesics, ensuring the parametrix matches the true up to higher-order remainders. The asymptotics hold uniformly for (x,y) in compact sets of the manifold excluding the cut locus of x, where multiple geodesics may converge and invalidate the unique-distance assumption.

Trace Expansions

The trace of the heat kernel, often denoted as Z(t) = \operatorname{Tr}(e^{-t\Delta}), where \Delta is the Laplace-Beltrami operator on a compact M of n without boundary, admits an as t \to 0^+: Z(t) \sim (4\pi t)^{-n/2} \sum_{k=0}^\infty a_k t^k. This expansion arises from the short-time behavior of the heat kernel and provides global invariants of the manifold through the coefficients a_k, which are known as the Seeley-de Witt coefficients. The leading coefficient is a_0 = \operatorname{Vol}(M), the total volume of the manifold. The next coefficient, a_1 = \frac{1}{6} \int_M \operatorname{Scal} \, d\mathrm{vol}, integrates the scalar curvature \operatorname{Scal} over M, linking the trace to the average curvature. Higher coefficients a_k for k \geq 2 involve integrals of local expressions in the curvature tensor and its covariant derivatives, with explicit formulas derived through invariance theory. In even dimensions n = 2m, the Seeley-de Witt coefficients up to a_m have particularly explicit expressions as polynomials in the and , computable via recursive algorithms or dimensional continuation. The highest relevant coefficient a_m is proportional to the integral of the Euler density, a whose integral equals the \chi(M) by the Gauss-Bonnet theorem: \int_M \mathrm{Euler}(g) \, d\mathrm{vol} = \chi(M). Thus, a_m = c_m \chi(M), where c_m is a universal constant depending on m, providing a spectral proof of the Gauss-Bonnet theorem through the heat trace asymptotics. These trace expansions play a role in index theory, where the supertrace over the de Rham complex yields the analytic index, computable as the finite-dimensional contribution from zero modes after subtracting the asymptotic expansion's divergent terms.

Applications

In Analysis

The heat kernel plays a fundamental role in as the integral kernel of the heat e^{t\Delta}, which provides a powerful for regularization of . For any tempered u, the e^{t\Delta}u is infinitely differentiable for all t > 0, instantly singularities due to the smooth and rapidly decaying nature of the heat kernel away from the diagonal. This regularization underpins many analytic techniques, leveraging the positivity and of the kernel to ensure that e^{t\Delta} maps to the while preserving essential features of u. In the context of Sobolev spaces, the heat kernel facilitates precise estimates that relate norms across different regularity levels. Specifically, for u \in L^2(\mathbb{R}^n) and s > 0, the \|e^{t\Delta} u\|_{H^s} \leq C t^{-s/2} \|u\|_{L^2} holds, where the constant C depends on s and n, derived from the of u. These estimates arise from the semigroup's action and are crucial for proving theorems and controlling solutions to parabolic equations in Sobolev scales. Gaussian bounds on the heat kernel provide off-diagonal decay estimates that imply various L^p-Sobolev inequalities and control operator norms. On \mathbb{R}^n, the heat kernel satisfies K(t, x, y) \leq C t^{-n/2} e^{-c |x-y|^2 / t} for constants C, c > 0, reflecting sub-Gaussian concentration around the diagonal. These bounds, extended to manifolds via Davies' method, yield Davies-Gaffney estimates for the semigroup, ensuring exponential decay for functions supported away from each other and enabling proofs of essential self-adjointness for elliptic operators. The kernel also supports Littlewood-Paley theory by enabling wavelet-like decompositions through dilations of the . In this framework, functions are decomposed as sums of e^{-t_j \Delta} f - e^{-t_{j+1} \Delta} f for times t_j = 2^j, generating analogous to wavelets with localization controlled by the kernel's Gaussian decay. This approach defines Besov and Triebel-Lizorkin spaces via heat actions, providing square-function characterizations that are robust under perturbations of the Laplacian.

In Geometry and Physics

In , the heat kernel plays a pivotal role in the proof of the Atiyah-Singer index theorem, which relates the analytical of an to topological invariants of the underlying manifold. Specifically, for a on a compact , the can be expressed as the limit as t \to 0^+ of the integral over the manifold of the difference between the pointwise supertrace of the heat K(t,x,x) and an auxiliary K_0(t,x,x), given by \mathrm{index}(D) = \lim_{t \to 0^+} \int_M \left( \mathrm{str}\, K(t,x,x) - \mathrm{str}\, K_0(t,x,x) \right) \, d\mathrm{vol}(x), where \mathrm{str} denotes the supertrace accounting for the chiral grading, and K_0 subtracts contributions from trivial bundles or terms to isolate the topological part. This heat kernel approach, developed by Atiyah, Bott, and Patodi, provides a local analytic proof by leveraging the short-time of the kernel, linking spectral properties directly to and classes. The heat kernel also enables the reconstruction of the from its short-time behavior. On a (M,g), the logarithm of the heat kernel for small t approximates the squared distance via Varadhan's formula: \lim_{t \to 0^+} t \log K(t,x,y) = -\frac{d_g(x,y)^2}{4}, where d_g is the distance induced by the g. This relation allows recovery of the distance function d_g from observations of the kernel, and subsequently the itself up to isometry, particularly in cases where the manifold is determined by its response or , as in the boundary control method. In physics, the heat kernel admits a Feynman representation, connecting it to probabilistic and quantum descriptions of processes. For the Laplacian on a , the kernel K(t,x,y) can be expressed as an over paths \gamma from y to x in , weighted by the exponential of the : K(t,x,y) = \int_{\gamma(0)=y}^{\gamma(t)=x} \exp\left( -\frac{1}{4} \int_0^t |\dot{\gamma}(s)|^2 \, ds \right) \mathcal{D}\gamma, which corresponds to the Wiener measure for paths. In the semiclassical limit as \hbar \to 0, this reduces to contributions from classical geodesics via the , yielding asymptotic expansions tied to the geometry. In quantum mechanics, the heat kernel serves as the propagator for the free particle in imaginary time, satisfying the Euclidean Schrödinger equation \partial_t \psi = -\frac{\hbar^2}{2m} \Delta \psi. For a free particle in \mathbb{R}^n, it takes the explicit form K(t,x,y) = (4\pi t)^{-n/2} \exp\left( -\frac{|x-y|^2}{4t} \right), which analytically continues to the real-time propagator for the standard time-dependent Schrödinger equation i\hbar \partial_t \psi = -\frac{\hbar^2}{2m} \Delta \psi by replacing t \to -i\tau/\hbar, thus bridging thermal and quantum evolution.

Spectral Aspects

Eigenfunction Expansion

On a compact Riemannian manifold (M, g) without boundary, the Laplace-Beltrami operator -\Delta_g is essentially self-adjoint and positive semi-definite on L^2(M), admitting a complete orthonormal basis of smooth eigenfunctions \{\phi_k\}_{k=0}^\infty with corresponding eigenvalues $0 = \lambda_0 < \lambda_1 \leq \lambda_2 \leq \cdots \to \infty. This spectral decomposition follows from the spectral theorem for unbounded self-adjoint operators on Hilbert space. The heat kernel K(t, x, y) admits an eigenfunction expansion K(t, x, y) = \sum_{k=0}^\infty e^{-\lambda_k t} \phi_k(x) \phi_k(y) for t > 0 and x, y \in M. The series converges absolutely in L^2(M \times M) and pointwise almost everywhere; moreover, it converges uniformly on compact subsets of M \times M for any fixed t > 0, reflecting the C^\infty smoothness of the kernel away from t = 0. The eigenvalues satisfy Weyl's law, which provides the asymptotic growth of the counting function N(\lambda) = \#\{k : \lambda_k \leq \lambda\}: N(\lambda) \sim (2\pi)^{-n} \omega_n \operatorname{Vol}(M) \lambda^{n/2} as \lambda \to \infty, where n = \dim M and \omega_n is the volume of the unit ball in \mathbb{R}^n. This relation arises from the small-time asymptotics of the trace \operatorname{Tr}(e^{-t\Delta_g}) = \int_M K(t, x, x) \, d\operatorname{Vol}_g(x) = \sum_k e^{-\lambda_k t}, connecting the spectral distribution to global geometric invariants like volume.

Parametrix Construction

A parametrix for the heat kernel on a Riemannian manifold is an approximate fundamental solution K_\epsilon(t, x, y) to the heat equation (\partial_t - \Delta_x) K = 0 with initial condition the Dirac delta at y, satisfying (\partial_t - \Delta_x) K_\epsilon = O(\epsilon) near t = 0 in suitable topologies, while K_\epsilon(t, x, y) \to \delta_y(x) as t \to 0^+. This construction allows for the systematic approximation of the true heat kernel K(t, x, y) and underpins short-time asymptotics and regularity theory for elliptic operators. The method was introduced by Minakshisundaram and Pleijel for compact Riemannian manifolds, where they built the parametrix to derive the asymptotic expansion of the kernel's diagonal. The parametrix is constructed via the frozen coefficient approximation, starting with the explicit Gaussian kernel from , localized using the distance and coefficients fixed at the base point y. The leading term is given by K_1(t, x, y) = (4\pi t)^{-n/2} \exp\left( -\frac{d_g(x,y)^2}{4t} \right), where n is the manifold dimension and d_g is the distance; higher-order terms incorporate local curvature via an asymptotic series in \sqrt{t}. Variable coefficients are then incorporated through iterative refinement, often using Duhamel's formula or a : if R = (\partial_t - \Delta_x) K_1, the corrected kernel satisfies K = K_1 - \int_0^t K_1(t-s) R(s) \, ds + higher iterates, yielding convergence to the full heat kernel on compact manifolds. Error estimates for the parametrix remainder after finitely many iterations are controlled in Hölder or C^k norms, typically O(t^{m/2}) for smoothness order m, with the operator error lying in symbol classes of pseudodifferential operators with half-integer weights. These bounds imply elliptic regularity: solutions to (-\Delta + V) u = f gain derivatives according to the parametrix approximation, providing Schauder-type estimates that extend classical results to manifolds. The parametrix extends to approximating the resolvent (-\Delta + z)^{-1} for \operatorname{Re} z > 0 via the Laplace transform representation (-\Delta + z)^{-1}(x, y) = \int_0^\infty e^{-z t} K(t, x, y) \, dt, where substituting the parametrix series produces an for the resolvent kernel, with errors decaying in powers of |z|^{-1/2}, facilitating inversion and projections.

References

  1. [1]
    [PDF] The Heat Kernel - Dexter Chua
    The heat kernel is a way of understanding the connection between differential operators and differential forms on a manifold.
  2. [2]
    [PDF] The heat kernel on noncompact symmetric spaces - HAL
    Aug 9, 2004 · The heat kernel plays a central role in mathematics. It occurs in several fields: analysis, geometry and – last but not least – probability ...<|control11|><|separator|>
  3. [3]
    [PDF] POINTWISE MONOTONICITY OF HEAT KERNELS 1. Introduction ...
    the heat kernel in the Euclidean space Rn, namely. G(x, y, t) = 1. (4πt)n/2 exp. −. |x − y|2. 4t. , where the assertion of Theorem 1.1 follows trivially ...<|control11|><|separator|>
  4. [4]
    [PDF] Definition and basic properties of heat kernels I, An introduction
    Apr 23, 2010 · Definition. A one-parameter semigroup of operators on a complex Banach space B is a family Tt of bounded linear operators, where. Tt : B→B ...
  5. [5]
    [PDF] The heat equation
    This procedure via the heat kernel gives a unique solution among the class of bounded solutions, or among solutions which are in L1(R1 x), or simply among ...
  6. [6]
    [PDF] Chapter 5: The heat equation - UC Davis Math
    Thus, if u is a solution of the heat equation, then the rate of change of u(x, t) with respect to t at a point x is proportional to the difference between ...
  7. [7]
    [PDF] The heat kernel on Rn - Jordan Bell
    Mar 28, 2014 · The heat operator is Dt − ∆ and the heat equation is (Dt − ∆)u = 0. It is straightforward to check that. (Dt − ∆)k(t, x)=0, t > 0,x ∈ Rn,.
  8. [8]
    [PDF] Green's Functions and the Heat Equation - Rose-Hulman
    −u2/4. The function ψ(x, t) defined by equation (16) is called the Green's Func- tion, or Green's kernel, or fundamental solution for the heat equation. It ...Missing: papers | Show results with:papers
  9. [9]
    [PDF] 12 Heat conduction on the half-line - UCSB Math
    Let us first add a boundary consisting of a single endpoint, and consider the heat equation on the half-line D = (0,∞). The following initial/boundary value ...
  10. [10]
    [PDF] The Heat equation, the Segal-Bargmann transform and ... - Math@LSU
    to derive the Fourier transform form for the solution and to find an explicit expression for the heat kernel. 2. In using (0.1) that the exponential ...
  11. [11]
    [PDF] notes on heat kernel asymptotics
    Abstract. These are informal notes on how one can prove the existence and asymptotics of the heat kernel on a compact Riemannian manifold with bound-.
  12. [12]
    [PDF] Lectures on heat kernels on Riemannian manifolds
    Using the heat kernel, one can construct on an arbitrary Riemannian manifold M a stochastic process {Xt}t≥0 whose transition density is pt (x, y). The ...
  13. [13]
    [PDF] Estimates of heat kernels on Riemannian manifolds
    Lemma 3.1 and Theorem 3.2 can be used for obtaining heat kernel upper and lower bounds, estimating the eigenvalues of the Laplace operator, obtaining conditions ...
  14. [14]
    [PDF] Heat kernels on metric measure spaces
    A heat kernel is a family of measurable functions that is symmetric, Markovian, satisfies the semigroup and approximation of identity property.
  15. [15]
    [PDF] Pointwise monotonicity of heat kernels
    First, note that by means of Fourier analysis one can provide an explicit expression of the heat kernel in the Euclidean space Rn, namely. G(x, y, t) = 1. (4πt) ...Missing: left( frac \right
  16. [16]
    [PDF] Heat kernel expansion: user's manual - arXiv
    This somewhat formal expression means that K(t; x, y; D) should satisfy the heat conduction equation. (∂t + Dx)K(t; x, y; D) = 0 ... heat kernel K(t; x, y; D) is ...
  17. [17]
    [PDF] INVARIANCE THEORY, THE HEAT EQUATION, AND THE ATIYAH ...
    This book treats the Atiyah-Singer index theorem using heat equation methods. The heat equation gives a local formula for the index of any elliptic complex.
  18. [18]
    Heat kernel expansion: user's manual - ScienceDirect.com
    The aim of this report is to collect useful information on the heat kernel coefficients scattered in mathematical and physical literature. ... DeWitt made the ...
  19. [19]
    [PDF] Heat trace asymptotics and the Gauss-Bonnet Theorem for general ...
    Jan 30, 2012 · Let χ(M) be the Euler characteristic of. M. If m is odd, then χ(M) is zero and if m is even, then χ(M) is given by integrating a suitable ...
  20. [20]
    [PDF] arXiv:2504.10718v1 [math-ph] 14 Apr 2025
    Apr 14, 2025 · The heat semigroup is well-known to be 2 Page 4 smoothening and to act as an integral operator with a jointly smooth kernel (the heat kernel), ...
  21. [21]
    The heat kernel and its estimates - Project Euclid
    After a short survey of some of the reasons that make the heat kernel an ... Saloff-Coste, Heat kernel on connected sums of Rie- mannian manifolds, Math.
  22. [22]
    [PDF] Heat kernel estimates, Sobolev type inequalities and Riesz ...
    We will explain the connections between heat kernel estimates and Sobolev inequali- ties, some sufficient conditions in terms of heat kernel gradient estimates ...
  23. [23]
    Gaussian upper bounds for the heat kernels of some second-order ...
    We describe a method of obtaining Gaussian upper bounds on heat kernels which unifies and improves recent results for hypoelliptic operators in divergence ...
  24. [24]
    [PDF] Gaussian upper bounds for the heat kernel on arbitrary manIFOLDS
    Introduction. In this paper, we develop a universal way of obtaining Gaussian upper bounds of the heat kernel on Riemannian manifolds.
  25. [25]
    [PDF] paley-littlewood decomposition for sectorial operators and ... - HAL
    Littlewood-Paley decompositions do not only play an important role in the theory of the classical Besov and Triebel-Lizorkin spaces but also in the study of ...
  26. [26]
    [PDF] arXiv:1512.08668v2 [math.FA] 31 Dec 2015
    Dec 31, 2015 · In particular, it is well understood by now that a productive generalization of the Littlewood-Paley theory should be based on a decomposition ...
  27. [27]
    [PDF] On the Heat Equation and the Index Theorem - M. Atiyah (Oxford), R ...
    The index theorem was first proved in Atiyah-Singer [5] by global topological methods notably using K-theory and cobordism In then subsequent improved proof ...
  28. [28]
    Boundary control in reconstruction of manifolds and metrics (the BC ...
    The BC method is an approach to inverse problems that reconstructs a Riemannian manifold using its response operator or spectral data.
  29. [29]
    [PDF] Eigenfunctions of the Laplacian of Riemannian manifolds Updated
    Aug 15, 2017 · ... compact Riemannian manifold of dimension m, then. (1.15). N(λ) = Cm ... heat kernel on hyperbolic space, The heat kernel on hyperbolic ...<|control11|><|separator|>