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41 views

### Geometrically-explicit upper bound for on-diagonal heat kernel

Let $M$ be a compact Riemannian manifold, and $K(t;z,w)$ the heat kernel associated to the usual Laplace-Beltrami operator on functions. There are results of the form
$$K(t;z,z) \leq ...

**1**

vote

**0**answers

43 views

### Reference: Heat Kernel for Siegel Upper Half plane

Is there a ready reference for explicit computation of the heat kernel for Siegel upper half space $\mathbb{H}_n=\{Z=X+iY\in \mathrm{Mat}_n(\mathbb{C}) \vert Y>0\} $? I could find it for general ...

**1**

vote

**0**answers

66 views

### $C^{1,2}$ regularity of (weak) solutions to the heat equation

Let $\Omega$ be a bounded Lipschitz domain (smoother if needed), and consider the heat equation
$$u_t - \Delta u = 0$$
$$\frac{\partial u(t,x)}{\partial \nu(x)} = a(t,x) - b(t,x)u(t,x)$$
$$u(0) = ...

**2**

votes

**1**answer

164 views

### Strong maximum principle for heat equation. Positivity of solution

I have a non-negative solution $u \in L^2(0,T;H^1) \cap H^1(0,T;(H^1)')$ of the heat equation
$$u_t-\Delta u =0$$
on bounded $C^1$ domain $\Omega$, with the boundary condition
$$\frac{\partial ...

**5**

votes

**1**answer

111 views

### $L^\infty$ estimate on heat equation with a lower order term

Let $u$ be the weak solution on a smooth bounded domain $\Omega \subset \mathbb{R}^n$ (for $n \leq 3$) of
$$u_t - \Delta u = f$$
$$u(0) = u_0$$
$$\partial_\nu u = 0 \quad\text{on $\partial\Omega$}$$
...

**7**

votes

**3**answers

327 views

### Connection between solution for Schrödinger equation and solution for heat equation

It's known, that if you write imaginary unit into a heat equation you'll get time-dependent Schrödinger equation. Recently one guy discovered a connection between solutions for these two equations ...

**2**

votes

**4**answers

169 views

### Ill-posedness of a generalized heat equation

Suppose we have the following one-dimensional generalized heat equation:
$$u_t(x,t)=g(x,t)\Delta u(x,t), \quad x\in \mathbb{R},t\in(0,\infty).$$
I need to prove that this equation is ill-posed, for ...

**8**

votes

**2**answers

396 views

### $L^\infty-L^2$ smoothing for heat equation on manifold using Nash-Moser-De-Giorgi technique

Let $M$ be a compact and closed smooth Riemannian manifold, and consider weak solution $u$ of the equation
$$u_t - \Delta u = f$$
given $f \in L^2(Q)$ and $u(0)=u_0 \in L^\infty(M)$.
I'm looking for ...

**1**

vote

**1**answer

93 views

### Integral representation of the Cauchy problem solution for the heat equation

Consider the Cauchy problem for the heat equation
$u_t=\Delta u$, $u|_{t=0}=\varphi$.
S. Täcklind showed its solution $u$ is unique in the class $|u|\le e^{|x|h(|x|)}$, $|x|>1$, iff $\int_1^\infty ...

**2**

votes

**0**answers

157 views

### Boundedness of the solution of the integral equation associated to the heat kernel

Let $\Omega$ be a bounded open set of $\mathbb{R}^n$ ($n\geq 2$), $\Omega\in C^{1+\alpha}$ with $\alpha\in(0,1)$. Let $\Phi_n$ be the fundamental solution of the heat equation, that is
...

**3**

votes

**0**answers

84 views

### an inverse problem related to gaussian integral

Suppose we have a function $\rho(x,t)$ defined over $[-1,1]\times[0,1]$.
Define the integral
$
f_T(x)=\int_{[0,1]} (\rho(.,t)*K_{T-t})(x) dt
$
for $x\in R$ and $T>1$, where $*$ is the convolution, ...

**2**

votes

**1**answer

130 views

### Duality argument to get $L^\infty-L^2$ inequality

In page 79 of Davies's book on Heat Kernels and spectral theory, the author proves that
$$\lVert e^{-Ht}f \rVert_2 \leq c_1t^{-\mu/ 4}\lVert f \rVert_1$$
where the norms are $L^p$ norms. He states
...

**1**

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**0**answers

79 views

### Gaussian heat kernel bounds on Riemannian manifolds

I wish to know if we have Gaussian lower and upper bounds for the heat kernel,i.e. $$
t^{-n/2}e^{-\frac{\rho(x,y)^2}{C_1t}} \lesssim p_t(x,y) \lesssim t^{-n/2}e^{-\frac{\rho(x,y)^2}{C_2t}},
$$
on a ...

**0**

votes

**0**answers

81 views

### An Estimation on the Heat Kernel

I am reading Jost's Partial Differential Equations and meet an estimation( only stated in the book ) which I cannot verify by myself. In p.111, the book says that iteratively, we get
...

**4**

votes

**1**answer

177 views

### Reference for a Heat Process in a Wedge

I would like to ask about an explicit suggestion/reference for the following type of heat processes:
Roughly, assume we have a "wedge" $W$ of the following form - a domain in $\mathbb{R}^n$ with a ...

**1**

vote

**1**answer

153 views

### Schauder estimate for the heat equation on compact manifolds

I asked this question on math.stackexchange.com, however I didn't get any answers so I'll try it here.
Let $M$ be a compact manifold without boundary. Consider $Lu:=\partial_tu-\Delta u$. Let $f\in ...

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votes

**0**answers

116 views

### Regularity of the heat equation: Neumann boundary conditions

I am looking for references to regularity estimates for the solution of a heat equation with homogeneous Neumann boundary conditions on $[0,T]\times D$ for some smooth domain $D\subseteq \mathbb{R}^3$ ...

**4**

votes

**1**answer

130 views

### Is the heat kernel for the hyperbolic plane uniformly continuous in $t\in(0,\infty)$?

let $\mathbb{H}$ be the hyperbolic plane and let $k(t,x,y)$ be the associated heat kernel.
I am wondering, if for any fixed $y\in M$ and $\epsilon >0$ the function $u_t(x):=k(t,x,y)$ is continuous ...

**7**

votes

**2**answers

280 views

### Real analyticity of solution of heat equation

Consider the heat equation $\partial_t u - \Delta u = 0, u(0, x) = u_0$ on a complete (non-compact) Riemannian manifold $M$, may be even $\mathbb{R}^n$. I was wondering, what are some known sufficient ...

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**3**answers

295 views

### A space of distributions vanishing on the boundary

The revised question
After more reflection on the problem, I might have found the answer by myself. Let $U$ be an open subset of $M$, irrespective of whether it has a boundary or not. Let
$$\mathcal ...

**4**

votes

**1**answer

129 views

### Mixed norm estimate for the heat equation

Consider the inhomogeneous linear heat equation
$$\partial_tu-\Delta u=F$$
on $\mathbb R^n\times [0,1]$ (say) with zero initial data. Assume $F$ is very nice (say Schwarz), so that we have a nice ...

**24**

votes

**1**answer

489 views

### A problem of potential theory arising in biology

Let $K_0$ and $K_1$ be two bounded, disjoint convex sets in $R^n,n\geq 3$,
and
$u$ the equibrium potential, that is the
harmonic functon in $R^n\backslash\{ K_0\cup K_1\}$ such that $u$
has boundary ...

**0**

votes

**0**answers

82 views

### Singular integral equation

Investigating a control problem for heat equation I stacked on solution of this integral equation which seems to be singular:
$$
\int_0^1\mathcal{K}(\tau)u(\tau)d\tau=\mathcal{M},
$$
in which ...

**0**

votes

**1**answer

77 views

### Does this time-dependent trace space have a name?

This question is a follow up to this question.
Let $\Omega \subset \mathbb{R}^d$ be an open connected set. For each $t\in \mathbb{R}^+$ let $u_d:\partial\Omega \to \mathbb{R}$ be in ...

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votes

**2**answers

206 views

### Bounded input Bounded output stability for heat equation

This is a cross-post from Computational Science.
I am interested in proving or obtaining a counterexample to the following conjecture.
Let $\Omega\subset\mathbb{R}^d$ be a bounded open domain. Let ...

**3**

votes

**0**answers

94 views

### Why a cone/parabolic set for the nontangential maximal function?

Suppose $f\in L^p(\mathbb{R}^d)$. Then the Dirichlet BVP for the Laplace equation $\Delta u = 0$ in the upper-half plane $\mathbb{R}^d\times\mathbb{R}_{>0}$ with boundary value $f$ can be solved by ...

**0**

votes

**1**answer

89 views

### The hypoellipticity of a heat-like operator

I am aware that the heat operator (on a smooth manifold) is hypoelliptic. I am also aware that there are manifolds on which the Schrödinger's operator (with a $\Bbb i = \sqrt {-1}$ multiplying $\frac ...

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votes

**0**answers

109 views

### Differential form heat kernel on hyperbolic space

Is there an explicit formula in the literature for the heat kernel of the Hodge Laplacian on differential forms?
I found some on functions, but not on forms of higher degree.
What at least about ...

**4**

votes

**1**answer

599 views

### Explicitly describing the region of the plane “outward of” a simple, open, oriented, cubic curve $c:(0,1)\to\mathbb{R}^2$

Some Context:
I'm working with some data given in the form of Bezier curves. I need to sort these (partially ordered) Bezier curves by "outwardness" (described below) and have come across an ...

**0**

votes

**2**answers

213 views

### Diffusion on a semi-Riemannian manifold?

A great deal of literature exists on the heat equation and heat kernel for a Riemannian manifold. The Laplace-Beltrami operator in the given metric replaces the flat Laplacian in the heat equation, ...

**1**

vote

**1**answer

114 views

### Heat kernel for non bounded domains

consider a domain $U\subset \mathbb{R}^n$ which is not bounded and denote its boundary by $\partial U$. (The boundary I'm confronted with is actually not very irregular. Think of a smooth manifold ...

**7**

votes

**2**answers

417 views

### Alternative proof of Varadhan's formula on Riemann manifolds

Consider Varadhan's famous formula for the kernel of the heat equation on a manifold:
$$ \lim_{t \rightarrow 0} t \log h(t,x,y) = - \frac{d(x,y)^2}{4} .$$
I do not have access to his 1967 two ...

**1**

vote

**1**answer

109 views

### Fundamental solution to the heat equation with zero boundary values

let $\Omega\subset M$ be an open and unbounded set in a smooth manifold $M$ with boundary $\partial \Omega$. Now let $p_t(x,y)$ be a non-negative fundamental solution to the heat equation on $\Omega$ ...

**4**

votes

**1**answer

234 views

### The heat kernel as an exponential of an integral

In $\mathbb{R}^n$, if $\gamma$ is a line segment between $x_0 = \gamma (0)$ and $x = \gamma (t)$, one has the following formula:
$$\frac {\mathbb{e}^{- \frac{1}{4} \int_0^t <\dot{\gamma}, ...

**7**

votes

**0**answers

351 views

### Have heat kernels for generalized Laplacians on non-compact manifolds been constructed?

Let $M$ be a non-compact Riemannian manifold which is "nice enough", and $D$ a generalized Laplacian on it. The construction of the heat kernel for the Laplace-Beltrami operator on $M$ seems to be ...

**0**

votes

**1**answer

111 views

### Do constrained random walks converge weakly to the Wiener measure on the space of constrained paths (that corresponds to the heat equation)?

Let $U$ be an open subset of $\mathbb{R}^n$ such that
$\partial \overline{U}$, the boundary of $\overline{U}$ is ''nice''
(for simplicity you can assume piecewise smooth). I also want to allow the ...

**1**

vote

**1**answer

238 views

### Heat kernel upper bound on compact Riemannian manifold

Let $M$ be a compact Riemannian manifold without a boundary. Let $p_t(x,y)$ be the heat kernel. I am looking for a reference for the result: there exists a constant $C$ such that
$$|p_t(x,y)| \leq C$$
...

**0**

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**0**answers

154 views

### Solving gradient of an especial heat equation

In my research I came up with a gradient of heat equation on a edge-weighted graph as:
\begin{equation*}
\nabla_w T_t(t,w) + T(t,w) . \nabla_w L_w + L_w . \nabla_w T(t,w) = 0
\end{equation*}
where ...

**1**

vote

**1**answer

126 views

### Heat Kernel estimate at the level of the form

Let $(M,g)$ be a compact Riemannian manifold. It is known there exist Gaussian estimates of the heat kernel and its derivatives acting on functions on $M$.
The kind of estimate I'm looking for could ...

**0**

votes

**1**answer

135 views

### Heat Equation on LCA Group

I am reading The Laplacian on A Riemannian Manifold. In the book, author defines the heat equation on manifold. In the situation $\mathbb R$ and $\mathbb S$, people often use Fourier transformation ...

**2**

votes

**1**answer

124 views

### Is the on-diagonal heat kernel “local” with respect to the metric?

Question
Let $X$ be a manifold, and $\mu_A$, $\mu_B$ two Riemannian metric on it which agree on an open subset $U\subset X$, i.e. $\mu_{A\,|U} = \mu_{B\,|U}$. Let $K_A(t;z,w)$ resp. $K_B(t;z,w)$ be ...

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votes

**2**answers

99 views

### Estimates on a heat process with fixed boundary data and zero initial conditions

Consider the following heat process:
For a given (say, smooth) domain $\Omega$ on a closed manifold $M$ we construct $p(t,x):\mathbb R_+ \times \bar\Omega \rightarrow [0,1]$, so that
$$
\partial_t ...

**12**

votes

**1**answer

473 views

### Is the heat kernel more spread out with a smaller metric?

Suppose M is a smooth manifold, and we have two Riemannian metrics on M, say g and h, with g bigger than h (i.e. for every tangent vector at every point, the norm according to g is bigger than the ...

**4**

votes

**1**answer

207 views

### The complex heat kernel on a Riemann manifold

There is a vast literature available for the heat kernel. Nevertheless, I haven't been able to find almost anything useful about the kernel of the equation $\frac{1}{\mathbb{i}} \frac{\partial ...

**0**

votes

**0**answers

126 views

### Log of heat kernel for positive time

A well-known theorem by Varadhan relates the logarithm of the heat kernel on a manifold and the geodesic distance function. In particular, if $d(x,y)$ is geodesic distance from $x$ to $y$ and ...

**0**

votes

**1**answer

158 views

### Holder regularity for the heat potentials

First I apologize for my bad English and for any error: this is my first question.
I need some regularity results for the single and double layer heat potentials.
If $\Gamma(t,x)$ is the fundamental ...

**10**

votes

**1**answer

348 views

### heat kernel on n-sphere

I'm interested in diffusion, a.k.a. the heat kernel driven by the Laplace-Beltrami operator, on the $n$-dimensional sphere. There are lots of bounds showing that, for small times, it behaves in a way ...

**2**

votes

**1**answer

187 views

### Decay of Solutions to the Heat equation

Consider the heat equation
$$ (\partial_t + \Delta + V)u = 0$$
on a complete (open) Riemannian manifold with bounded geometry, where $V$ is a smooth and bounded potential.
Consider the semigroup ...

**4**

votes

**1**answer

465 views

### weak convergence of the solutions to stochastic heat equation

$W(t,x)=\sum_ic_ie_i(x)B^i_t$ is a Brownian motion in $L^2(R^d)$, where $\{e_i\}$ is the standard orthogonal basis and $\sum_ic_i^2<\infty$.
$$\partial_t u(t,x)=\Delta u(t,x)+u(t,x)\dot{W}(t,x)$$
...

**2**

votes

**1**answer

207 views

### Heat transfer: boundary conditions with fluid velocity

The following equation is considered:
$$
\frac{\partial u}{\partial t} - a\Delta u + \mathbf v \cdot \nabla u = f.
$$
I have difficulties in formulating boundary conditions for this equation.
If ...