The heat-equation tag has no usage guidance.

**0**

votes

**1**answer

68 views

### Heat kernel upper bounds on a complete Riemannian manifold

Let $M$ be a complete Riemannian manifold, and $p(t, x, y)$ denotes its heat kernel. I am trying to find sufficient conditions for when the following holds:
$$ p(t, x, y) \leq Ct^{-n/2}, \forall x, y, ...

**0**

votes

**0**answers

77 views

### Feynman-Kac for heat equation on a compact manifold with boundary

It is known that for any open $\Omega \subset \mathbb{R}^n$, given $f \in L^2(\Omega)$, $x \in \Omega$, one has
$$e^{t\Delta}f(x) = \mathbb{E}_x(f(\omega(t))\psi_\Omega(\omega, t)), $$
where $\Delta $ ...

**0**

votes

**1**answer

131 views

### Gaussian bounds on Dirichlet heat kernel

Let $(M, g)$ be a compact Riemannian manifold and let $p(t, x , y)$ be the heat kernel of $M$. Then there exist constants $c, C > 0
$ such that $$\frac{c}{t^{n/2}}
e^{-\frac{1}{4t}d(x, y)^2} \leq ...

**0**

votes

**0**answers

52 views

### Heat kernel with unbounded potential function

If we consider the Laplace/Schrodinger operator $H=−Δ+V$ on $R^n$, where $V$ is positive and goes to $\infty$ as $|x|\rightarrow \infty$. Then we can prove that $\exp{-tH}$ is trace class for any $t&...

**0**

votes

**0**answers

42 views

### When can an analytical solution for the heat equation be obtained?

I am currently trying to model a system with a time varying heat flux. It seems most researchers are using FEM to obtain the heat distribution (solve the heat equation).
When can the heat equation be ...

**4**

votes

**0**answers

70 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 \frac{C_M}{f_z(t)...

**1**

vote

**0**answers

48 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

76 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
$$u_t - \Delta u = 0$$
$$\frac{\partial u(t,x)}{\partial \nu(x)} = a(t,x) - b(t,x)u(t,x)$$
$$u(0) = u_0$$...

**2**

votes

**1**answer

191 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 u(t,x)}{...

**5**

votes

**1**answer

118 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
$$u_t - \Delta u = f$$
$$u(0) = u_0$$
$$\partial_\nu u = 0 \quad\text{on $\partial\Omega$}$$
...

**8**

votes

**3**answers

362 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

186 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

415 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

97 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

163 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
$$\Phi_n(t,x)\...

**3**

votes

**0**answers

85 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

144 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**

vote

**0**answers

85 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

89 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
$$|S_{n}(x_{0},y,...

**5**

votes

**1**answer

185 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

159 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 C^...

**0**

votes

**0**answers

135 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 $D\subseteq \mathbb{R}^3$ ...

**5**

votes

**1**answer

135 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

303 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 ...

**5**

votes

**3**answers

306 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

132 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

502 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

85 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

78 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 $H^{1/2}(\...

**6**

votes

**2**answers

211 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

90 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 {...

**2**

votes

**0**answers

119 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 1-...

**4**

votes

**1**answer

633 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

233 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

433 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 papers,...

**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

241 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}, \dot{\...

**8**

votes

**0**answers

377 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

114 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

244 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

**0**answers

158 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

129 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

136 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

125 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 ...

**3**

votes

**2**answers

101 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 p(...

**12**

votes

**1**answer

488 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

211 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 u}{\...

**0**

votes

**0**answers

127 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 $p(t,x,...