The heat-equation tag has no wiki summary.
1
vote
1answer
82 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 ...
5
votes
2answers
249 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 ...
0
votes
1answer
59 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
1answer
165 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:
$$\frac {\mathbb{e}^{- \frac{1}{4} \int_0^t <\dot{\gamma}, ...
6
votes
0answers
214 views
Have heat kernels for generalized Laplacians on non-compact manifolds been constructed?
Let $M$ be a non-compact Riemannian manifold which is "nice enough", and $D$ a generalized Laplacian on it. The construction of the heat kernel for the Laplace-Beltrami operator on $M$ seems to be ...
0
votes
1answer
89 views
Do constrained random walks converge weakly to the Wiener measure on the space of constrained paths (that corresponds to the heat equation)?
Let $U$ be an open subset of $\mathbb{R}^n$ such that
$\partial \overline{U}$, the boundary of $\overline{U}$ is ''nice''
(for simplicity you can assume piecewise smooth). I also want to allow the ...
1
vote
1answer
177 views
Heat kernel upper bound on compact Riemannian manifold
Let $M$ be a compact Riemannian manifold without a boundary. Let $p_t(x,y)$ be the heat kernel. I am looking for a reference for the result: there exists a constant $C$ such that
$$|p_t(x,y)| \leq C$$
...
0
votes
0answers
118 views
Solving gradient of an especial heat equation
In my research I came up with a gradient of heat equation on a edge-weighted graph as:
\begin{equation*}
\nabla_w T_t(t,w) + T(t,w) . \nabla_w L_w + L_w . \nabla_w T(t,w) = 0
\end{equation*}
where ...
1
vote
1answer
92 views
Heat Kernel estimate at the level of the form
Let $(M,g)$ be a compact Riemannian manifold. It is known there exist Gaussian estimates of the heat kernel and its derivatives acting on functions on $M$.
The kind of estimate I'm looking for could ...
0
votes
1answer
108 views
Heat Equation on LCA Group
I am reading The Laplacian on A Riemannian Manifold. In the book, author defines the heat equation on manifold. In the situation $\mathbb R$ and $\mathbb S$, people often use Fourier transformation ...
2
votes
1answer
103 views
Is the on-diagonal heat kernel “local” with respect to the metric?
Question
Let $X$ be a manifold, and $\mu_A$, $\mu_B$ two Riemannian metric on it which agree on an open subset $U\subset X$, i.e. $\mu_{A\,|U} = \mu_{B\,|U}$. Let $K_A(t;z,w)$ resp. $K_B(t;z,w)$ be ...
2
votes
2answers
86 views
Estimates on a heat process with fixed boundary data and zero initial conditions
Consider the following heat process:
For a given (say, smooth) domain $\Omega$ on a closed manifold $M$ we construct $p(t,x):\mathbb R_+ \times \bar\Omega \rightarrow [0,1]$, so that
$$
\partial_t ...
11
votes
1answer
368 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 ...
3
votes
1answer
153 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
0answers
102 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
1answer
122 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 ...
9
votes
1answer
230 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 ...
1
vote
1answer
124 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 ...
2
votes
1answer
126 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 ...
1
vote
1answer
279 views
Sharp Gaussian upper bounds on Heat Kernel
I am looking for references (with proof) for the following statement:
Let $(M, g)$ be a Riemannian manifold with bounded curvature and let $p_t(x , y)$ be the heat kernel of $M$. Let $K$ be ...
0
votes
0answers
98 views
Heat equation with heterogeneous heat conduction
I'm trying to discretize and a heat conduction/diffusion problem using finite differences and I was wondering how to use a discrete heat conduction coefficient defined per cell (instead of per ...
6
votes
2answers
1k views
Mathematical study of Mpemba effect?
It has been known since the days of Aristotle and Descartes that under certain circumstances warm water freezes faster than cold water. This effect is now commonly known as the Mpemba effect, named ...
11
votes
1answer
387 views
Atiyah-Singer for pseudodifferential operators via heat kernel?
The Atiyah-Singer theorem for Dirac-type operators can be proved using the heat kernel and this proof has an advantage over the proof via K-theory, because the first is local but the latter is not. ...
1
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0answers
84 views
monotone parabolic systems, convex variational structure and Legendre transform
The context:
for my research I am currently looking at parabolic systems of the type
$$
\left\{
\begin{array}{ll}
\partial_t b(u)-\Delta u=0 \qquad & (t,x)\in \mathbb{R}^+\times\Omega\\
u=0 & ...
3
votes
0answers
86 views
$L^2$ bounds for the gradient of subsolutions to parabolic equation
Suppose we have the differential inequality
$$
|\partial_t{u}+\Delta{u}|\leq C(|u|+|\nabla u|)
$$
in $\mathbb{R}^n\backslash B_R\times[0,1]$, where $B_R=\{x\in\mathbb{R}^n,|x|\leq R\}$. Then do we ...
4
votes
1answer
93 views
Examples of optimal ultracontractivity estimates for a Markovian semigroup $T_t$ that do not depend polynomialy on $t$
Let $(X,\mu)$ be a measure space and $T_t : L_2(\mu) \to L_2(\mu)$ for $t \geq 0$ a symmetric Markovian semigroup. Local ultracontractivity estimates of the form:
$$
\| T_t : L_p(\mu) \to L_q(\mu)\| ...
1
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0answers
109 views
localization of the $L^p$ variation for heat equation
I'm struggling with yet another question for the classical heat equation in the whole space $R^d$. This question seems basic at first sight, but I think it is nontrivial in the end so here it is.
The ...
2
votes
1answer
348 views
Mellin transform between heat kernel and zeta-function
For some notion of a "positive operator" $D$ of "Laplacian type" one seems to be able to define a notion of a zeta-function as $\xi(s,f,D) = Tr_{L^2}(f D^{-s})$ where $f \in L^2$ (the space of ...
1
vote
0answers
114 views
Gaussian upper bounds on Heat kernel
Let $M$ be a complete Riemannian manifold with Ricci curvature bounded below and let $k(t, x, y)$ be the heat kernel of the Laplace-Beltrami operator.
It seems to be standard that for any compact ...
3
votes
1answer
211 views
Heat Equation on $[0,T] \times \mathbb{R}^n$
I'm currently looking for a complete proof of a classical result (very useful for viscosity methods) and surprisingly all the references I can get study the heat equation on bounded domain.
Do you ...
2
votes
1answer
273 views
Geodesics and harmonic map heat flow
I believe the answer to my question is well-known, but as I do not know too much about harmonic map flows, here it goes:
Let $M$ be a complete Riemannian manifold. For a curves $c: [0,1] ...
2
votes
1answer
240 views
The relation between the heat kernel on the principal bundle and the heat kernel on the base manifold
This question is mainly about Section 5.2 of the book "Heat Kernels and Dirac Operators" by Berline, Getzler and Vergne.
Let $M$ be a compact Riemannian manifold without boundary and $P\rightarrow M$ ...
6
votes
1answer
112 views
Heat Kernel Asymptotics with low regularity
Let $M$ be a smooth manifold with Riemannian metric $g$, which is not smooth but only continuous.
Question: Is there still an asymptotic expansion of the heat kernel of the form
$$ p_t(x, y) \sim (4 ...
23
votes
3answers
1k views
“Wild” solutions of the heat equation: how to graph them?
It has long been known that the Cauchy initial-value problem for the
classical heat equation on $\mathbb{R}$ (or $\mathbb{R}^n$) doesn't
have unique solutions, without additional assumptions. In ...
12
votes
1answer
676 views
Heat Kernel Asymptotics on Manifold with Boundary
This is crosspost from math.stackexchange http://math.stackexchange.com/questions/311213/heat-kernel-asymptotics-on-manifold-with-boundary where the question did not yield any answer
On a closed ...
5
votes
2answers
299 views
Asymptotic Expansion of the Schrödinger kernel?
My stackexchange post [http://math.stackexchange.com/questions/275830/schrodinger-kernels-on-manifolds] was somewhat unsatisfactory (also because I may not have stated clear enough what my interest ...
1
vote
1answer
789 views
Solution of Heat equation with Neumann BC in an arbitrary domain
Consider the heat equation $u_t=\Delta u$ with Neumann boundary condition and initial condition $u(x,0)=u^0(x)$ in a bounded domain $\Omega$ with smooth boundary.
Is this true:
Any solution ...
4
votes
3answers
397 views
Reference for estimation gaussian of the heat kernel
Let $(M,g^{TM})$ a Riemannian manifold of dimension $n$ and $\Delta$ the Laplace–Beltrami operator. I would like to find a reference (analytic or probabilistic) for the following classic result.
...
6
votes
1answer
1k views
Non-uniqueness of solutions of the heat equation
For the heat equation $(\partial_t-\partial_x^2)f(t,x)=0$ defined on $[0,T)\times(-\infty,\infty)$, to obtain uniqueness of the initial value problem, usually it is required to limit the growth of the ...
4
votes
2answers
503 views
How do you solve linear systems whose solutions decay exponentially?
Consider the heat equation
$$\dot{u} = \Delta u$$
with initial conditions
$$u_0 = \delta(x)$$
for some point $x$ in the domain $\Omega$ of the problem. If $\Omega$ is $\mathbb{R}^n$, then this ...
28
votes
1answer
2k views
Unconditional nonexistence for the heat equation with rapidly growing data?
Consider the initial value problem
$$ \partial_t u = \partial_{xx} u$$
$$ u(0,x) = u_0(x)$$
for the heat equation in one dimension, where $u_0: {\bf R} \to {\bf R}$ is a smooth initial datum and $u: ...
