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Liviu Nicolaescu
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Yes there is. Here is how you do it. First find an orthogonal change in variables

$$ x_j=\sum_{jk} s_{jk}y_k $$

$(s_{jk})$ orthogonal matrix, so that in the new coordinates we have

$$ \sum_{i,j}a_{ij} x_ix_j = \sum_j \mu_j^2 y_j^2, $$

where $\mu_j^2$ are the eigenvalues of the symmetric matrix $(a_{ij})$.

Note that $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\pa}{\partial}$

$$\frac{\pa}{\pa x_k}=\sum_j\frac{\pa y_j}{\pa x_k}\frac{\pa }{\pa y_j} =\sum_j t_{jk}\frac{\pa}{\pa y_j}, $$

where $(t_{jk})$ is the inverse of the orthogonal matrix $(s_{jk})$ so that $t_{jk}=s_{kj}$.

Then for some real numbers $r_j$

$$ -\sum_j\frac{\pa^2}{\pa x_j^2}+2\ii\sum_j\lambda_j\frac{\pa }{\pa x_j}+\sum_{i,j}a_{ij}x_ix_j $$

$$ =-\sum_j\frac{\pa^2}{\pa y_j^2} +2\ii\sum_j r_j\frac{\pa}{\pa y_j} +\sum_j \mu_j^2 y_j^2 $$

$$=\underbrace{\sum_j \left(\ii\frac{\pa}{\pa y_j}+r_j\right)^2 +\sum_j\mu_j^2y_j^2-\sum_j r_j^2}_{=: L}. $$

Next set

$$ R^2 :=\sum_j r_j^2, \;\; w(t,y) := R^2t +\sum_j \ii r_j y_j, $$

$$ L_0 :=\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right), $$

and observe that

$$\pa_t +L =e^{-w}(\pa_t+L_0) e^{w}. $$$$\pa_t +L =e^{w}(\pa_t+L_0) e^{-w}. $$

Thus, if $K$ is a fundamental solution of $\pa_t+L_0$, then

$$(\pa_t +L) (e^{-w} K) = e^{-w} L_0K=e^{-w} \delta_0=\delta_0 $$$$(\pa_t +L) (e^{w} K) = e^{w} (\pa_t+L_0)K=e^{w} \delta_0=\delta_0 $$

so that $e^{-w}K$$e^{w}K$ is a fundamental solution of $\pa_t+L$. You You can find $K$ using Mehler's formula.

Yes there is. Here is how you do it. First find an orthogonal change in variables

$$ x_j=\sum_{jk} s_{jk}y_k $$

$(s_{jk})$ orthogonal matrix, so that in the new coordinates we have

$$ \sum_{i,j}a_{ij} x_ix_j = \sum_j \mu_j^2 y_j^2, $$

where $\mu_j^2$ are the eigenvalues of the symmetric matrix $(a_{ij})$.

Note that $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\pa}{\partial}$

$$\frac{\pa}{\pa x_k}=\sum_j\frac{\pa y_j}{\pa x_k}\frac{\pa }{\pa y_j} =\sum_j t_{jk}\frac{\pa}{\pa y_j}, $$

where $(t_{jk})$ is the inverse of the orthogonal matrix $(s_{jk})$ so that $t_{jk}=s_{kj}$.

Then for some real numbers $r_j$

$$ -\sum_j\frac{\pa^2}{\pa x_j^2}+2\ii\sum_j\lambda_j\frac{\pa }{\pa x_j}+\sum_{i,j}a_{ij}x_ix_j $$

$$ =-\sum_j\frac{\pa^2}{\pa y_j^2} +2\ii\sum_j r_j\frac{\pa}{\pa y_j} +\sum_j \mu_j^2 y_j^2 $$

$$=\underbrace{\sum_j \left(\ii\frac{\pa}{\pa y_j}+r_j\right)^2 +\sum_j\mu_j^2y_j^2-\sum_j r_j^2}_{=: L}. $$

Next set

$$ R^2 :=\sum_j r_j^2, \;\; w(t,y) := R^2t +\sum_j \ii r_j y_j, $$

$$ L_0 :=\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right), $$

and observe that

$$\pa_t +L =e^{-w}(\pa_t+L_0) e^{w}. $$

Thus, if $K$ is a fundamental solution of $\pa_t+L_0$, then

$$(\pa_t +L) (e^{-w} K) = e^{-w} L_0K=e^{-w} \delta_0=\delta_0 $$

so that $e^{-w}K$ is a fundamental solution of $\pa_t+L$. You can find $K$ using Mehler's formula.

Yes there is. Here is how you do it. First find an orthogonal change in variables

$$ x_j=\sum_{jk} s_{jk}y_k $$

$(s_{jk})$ orthogonal matrix, so that in the new coordinates we have

$$ \sum_{i,j}a_{ij} x_ix_j = \sum_j \mu_j^2 y_j^2, $$

where $\mu_j^2$ are the eigenvalues of the symmetric matrix $(a_{ij})$.

Note that $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\pa}{\partial}$

$$\frac{\pa}{\pa x_k}=\sum_j\frac{\pa y_j}{\pa x_k}\frac{\pa }{\pa y_j} =\sum_j t_{jk}\frac{\pa}{\pa y_j}, $$

where $(t_{jk})$ is the inverse of the orthogonal matrix $(s_{jk})$ so that $t_{jk}=s_{kj}$.

Then for some real numbers $r_j$

$$ -\sum_j\frac{\pa^2}{\pa x_j^2}+2\ii\sum_j\lambda_j\frac{\pa }{\pa x_j}+\sum_{i,j}a_{ij}x_ix_j $$

$$ =-\sum_j\frac{\pa^2}{\pa y_j^2} +2\ii\sum_j r_j\frac{\pa}{\pa y_j} +\sum_j \mu_j^2 y_j^2 $$

$$=\underbrace{\sum_j \left(\ii\frac{\pa}{\pa y_j}+r_j\right)^2 +\sum_j\mu_j^2y_j^2-\sum_j r_j^2}_{=: L}. $$

Next set

$$ R^2 :=\sum_j r_j^2, \;\; w(t,y) := R^2t +\sum_j \ii r_j y_j, $$

$$ L_0 :=\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right), $$

and observe that

$$\pa_t +L =e^{w}(\pa_t+L_0) e^{-w}. $$

Thus, if $K$ is a fundamental solution of $\pa_t+L_0$, then

$$(\pa_t +L) (e^{w} K) = e^{w} (\pa_t+L_0)K=e^{w} \delta_0=\delta_0 $$

so that $e^{w}K$ is a fundamental solution of $\pa_t+L$. You can find $K$ using Mehler's formula.

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Liviu Nicolaescu
  • 34.7k
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  • 91
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Yes there is. Here is how you do it. First find an orthogonal change in variables

$$ x_j=\sum_{jk} s_{jk}y_k $$

$(s_{jk})$ orthogonal matrix, so that in the new coordinates we have

$$ \sum_{i,j}a_{ij} x_ix_j = \sum_j \mu_j^2 y_j^2, $$

where $\mu_j^2$ are the eigenvalues of the symmetric matrix $(a_{ij})$.

Note that $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\pa}{\partial}$

$$\frac{\pa}{\pa x_k}=\sum_j\frac{\pa y_j}{\pa x_k}\frac{\pa }{\pa y_j} =\sum_j t_{jk}\frac{\pa}{\pa y_j}, $$

where $(t_{jk})$ is the inverse of the orthogonal matrix $(s_{jk})$ so that $t_{jk}=s_{kj}$.

Then for some real numbers $r_j$

$$ -\sum_j\frac{\pa^2}{\pa x_j^2}+2\ii\sum_j\lambda_j\frac{\pa }{\pa x_j}+\sum_{i,j}a_{ij}x_ix_j $$

$$ =-\sum_j\frac{\pa^2}{\pa y_j^2} +2\ii\sum_j r_j\frac{\pa}{\pa y_j} +\sum_j \mu_j^2 y_j^2 $$

$$=\underbrace{\sum_j \left(\ii\frac{\pa}{\pa y_j}+r_j\right)^2 +\sum_j\mu_j^2y_j^2-\sum_j r_j^2}_{=: L}. $$

Next set

$$R^2=\sum_j r_j^2, $$

$$w(t,y)= R^2t +\sum_j \ii r_j y_j $$$$ R^2 :=\sum_j r_j^2, \;\; w(t,y) := R^2t +\sum_j \ii r_j y_j, $$

$$L_0 =\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right) $$$$ L_0 :=\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right), $$

and observe that

$$\pa_t +L =e^{-w}(\pa_t+L_0) e^{w}. $$

Thus, if $K$ is a fundamental solution of $\pa_t+L_0$, then

$$(\pa_t +L) (e^{-w} K) = e^{-w} L_0K=e^{-w} \delta_0=\delta_0 $$

so that $e^{-w}K$ is a fundamental solution of $\pa_t+L$. You can find $K$ using Mehler's formula.

Yes there is. Here is how you do it. First find an orthogonal change in variables

$$ x_j=\sum_{jk} s_{jk}y_k $$

$(s_{jk})$ orthogonal matrix, so that in the new coordinates we have

$$ \sum_{i,j}a_{ij} x_ix_j = \sum_j \mu_j^2 y_j^2, $$

where $\mu_j^2$ are the eigenvalues of the symmetric matrix $(a_{ij})$.

Note that $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\pa}{\partial}$

$$\frac{\pa}{\pa x_k}=\sum_j\frac{\pa y_j}{\pa x_k}\frac{\pa }{\pa y_j} =\sum_j t_{jk}\frac{\pa}{\pa y_j}, $$

where $(t_{jk})$ is the inverse of the orthogonal matrix $(s_{jk})$ so that $t_{jk}=s_{kj}$.

Then for some real numbers $r_j$

$$ -\sum_j\frac{\pa^2}{\pa x_j^2}+2\ii\sum_j\lambda_j\frac{\pa }{\pa x_j}+\sum_{i,j}a_{ij}x_ix_j $$

$$ =-\sum_j\frac{\pa^2}{\pa y_j^2} +2\ii\sum_j r_j\frac{\pa}{\pa y_j} +\sum_j \mu_j^2 y_j^2 $$

$$=\underbrace{\sum_j \left(\ii\frac{\pa}{\pa y_j}+r_j\right)^2 +\sum_j\mu_j^2y_j^2-\sum_j r_j^2}_{=: L}. $$

Next set

$$R^2=\sum_j r_j^2, $$

$$w(t,y)= R^2t +\sum_j \ii r_j y_j $$

$$L_0 =\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right) $$

and observe that

$$\pa_t +L =e^{-w}(\pa_t+L_0) e^{w}. $$

Thus, if $K$ is a fundamental solution of $\pa_t+L_0$, then

$$(\pa_t +L) (e^{-w} K) = e^{-w} L_0K=e^{-w} \delta_0=\delta_0 $$

so that $e^{-w}K$ is a fundamental solution of $\pa_t+L$. You can find $K$ using Mehler's formula.

Yes there is. Here is how you do it. First find an orthogonal change in variables

$$ x_j=\sum_{jk} s_{jk}y_k $$

$(s_{jk})$ orthogonal matrix, so that in the new coordinates we have

$$ \sum_{i,j}a_{ij} x_ix_j = \sum_j \mu_j^2 y_j^2, $$

where $\mu_j^2$ are the eigenvalues of the symmetric matrix $(a_{ij})$.

Note that $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\pa}{\partial}$

$$\frac{\pa}{\pa x_k}=\sum_j\frac{\pa y_j}{\pa x_k}\frac{\pa }{\pa y_j} =\sum_j t_{jk}\frac{\pa}{\pa y_j}, $$

where $(t_{jk})$ is the inverse of the orthogonal matrix $(s_{jk})$ so that $t_{jk}=s_{kj}$.

Then for some real numbers $r_j$

$$ -\sum_j\frac{\pa^2}{\pa x_j^2}+2\ii\sum_j\lambda_j\frac{\pa }{\pa x_j}+\sum_{i,j}a_{ij}x_ix_j $$

$$ =-\sum_j\frac{\pa^2}{\pa y_j^2} +2\ii\sum_j r_j\frac{\pa}{\pa y_j} +\sum_j \mu_j^2 y_j^2 $$

$$=\underbrace{\sum_j \left(\ii\frac{\pa}{\pa y_j}+r_j\right)^2 +\sum_j\mu_j^2y_j^2-\sum_j r_j^2}_{=: L}. $$

Next set

$$ R^2 :=\sum_j r_j^2, \;\; w(t,y) := R^2t +\sum_j \ii r_j y_j, $$

$$ L_0 :=\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right), $$

and observe that

$$\pa_t +L =e^{-w}(\pa_t+L_0) e^{w}. $$

Thus, if $K$ is a fundamental solution of $\pa_t+L_0$, then

$$(\pa_t +L) (e^{-w} K) = e^{-w} L_0K=e^{-w} \delta_0=\delta_0 $$

so that $e^{-w}K$ is a fundamental solution of $\pa_t+L$. You can find $K$ using Mehler's formula.

Source Link
Liviu Nicolaescu
  • 34.7k
  • 2
  • 91
  • 165

Yes there is. Here is how you do it. First find an orthogonal change in variables

$$ x_j=\sum_{jk} s_{jk}y_k $$

$(s_{jk})$ orthogonal matrix, so that in the new coordinates we have

$$ \sum_{i,j}a_{ij} x_ix_j = \sum_j \mu_j^2 y_j^2, $$

where $\mu_j^2$ are the eigenvalues of the symmetric matrix $(a_{ij})$.

Note that $\newcommand{\ii}{\boldsymbol{i}}$ $\newcommand{\pa}{\partial}$

$$\frac{\pa}{\pa x_k}=\sum_j\frac{\pa y_j}{\pa x_k}\frac{\pa }{\pa y_j} =\sum_j t_{jk}\frac{\pa}{\pa y_j}, $$

where $(t_{jk})$ is the inverse of the orthogonal matrix $(s_{jk})$ so that $t_{jk}=s_{kj}$.

Then for some real numbers $r_j$

$$ -\sum_j\frac{\pa^2}{\pa x_j^2}+2\ii\sum_j\lambda_j\frac{\pa }{\pa x_j}+\sum_{i,j}a_{ij}x_ix_j $$

$$ =-\sum_j\frac{\pa^2}{\pa y_j^2} +2\ii\sum_j r_j\frac{\pa}{\pa y_j} +\sum_j \mu_j^2 y_j^2 $$

$$=\underbrace{\sum_j \left(\ii\frac{\pa}{\pa y_j}+r_j\right)^2 +\sum_j\mu_j^2y_j^2-\sum_j r_j^2}_{=: L}. $$

Next set

$$R^2=\sum_j r_j^2, $$

$$w(t,y)= R^2t +\sum_j \ii r_j y_j $$

$$L_0 =\sum_j\left(-\frac{\pa^2}{\pa y_j^2} +\mu_j^2y_j^2\right) $$

and observe that

$$\pa_t +L =e^{-w}(\pa_t+L_0) e^{w}. $$

Thus, if $K$ is a fundamental solution of $\pa_t+L_0$, then

$$(\pa_t +L) (e^{-w} K) = e^{-w} L_0K=e^{-w} \delta_0=\delta_0 $$

so that $e^{-w}K$ is a fundamental solution of $\pa_t+L$. You can find $K$ using Mehler's formula.