# Questions tagged [heat-equation]

The heat-equation tag has no usage guidance.

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### Bounded solution for parabolic equation

Let $\Omega_T=(0,T) \times \Omega$, where $\Omega$ a bounded smooth domain of $\mathbb{R}^n$ and $T>0$. Let $a\in L^\infty(\Omega)$ and consider the heat equation
$$u_t=\Delta u + a(x)u, \;\; (t,x)\...

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171 views

### Do eigenfunctions determine the geometry of a manifold? If so, do finitely many suffice?

Let $X$ be a smooth, Riemannian manifold. It is known that the geometry of $X$ can be recovered from its heat kernel $k_{t}(x,y)$, using Varadhan's Lemma: $\displaystyle\lim_{t \to 0} t \log k_{t}(x,y)...

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102 views

### Solution of nonlinear heat equation decreases in time

Let $f\colon \mathbb{R} \to \mathbb{R}$ be a smooth decreasing function which is non-negative and bounded above, and consider the heat equation on a smooth bounded domain
$$u_t - \Delta u = f(u)$$
...

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83 views

### Ratio of solutions to two heat equations

Let $u(x,t)$ and $v(x,t)$ respectively solve the two one-dimensional heat equations with different (real) diffusion coefficients on the same domain $D$ and the same initial & boundary conditions, ...

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49 views

### Fundamental solution of parabolic PDE with variable coefficients

Let us consider the parabolic operator
$$
\mathcal{L} = \partial_t - \nabla_x \cdot(a(x)\nabla_x)
$$
over a bounded domain $\Omega\subset\mathbb{R}^d$. The coefficient matrix $a(x)$ is elliptic and ...

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66 views

### The heat kernel in Hermitian bundles over Riemannian manifolds

In "Heat Kernels and Dirac Operators" by Berline, Getzler and Vergne, the authors construct a (unique) heat kernel associated to any generalized Laplacian in a vector bundle over a Riemannian manifold....

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185 views

### Heat kernel on Riemannian manifold

The idea to construct a heat kernel is first construct a parametric in a small neighbourhood. Then use a bump function to extend it. And do convolution iteratively. (Reference: Laplacian on a ...

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82 views

### Quick question on the constants involved in heat kernel upper bounds

Let $M$ be a compact Riemannian manifold without boundary, and let $\Delta$ be the Laplace-Beltrami operator on $M$. It is known that for small $t$, let's say, $0< t < t_0(M, g)$, the heat ...

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332 views

### One question about the $\eta$ invariant

This question is from the paper, The Analysis of Elliptic Families
II. Dirac Operators, Eta Invariants, and the Holonomy Theorem, Commun. Math. Phys. 107, 103-163 (1986) --- Proposition 2.8.
Suppose ...

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126 views

### Gradient blowup for the 1-dim heat equation near an irregular boundary point

I'm trying to estimate the rate of boundary gradient blow-up for the 1-dim heat equation near an irregular boundary point.
Let $b(t) := (1-t)^\alpha$, $\alpha < 1/2$. Let $u(t,x)$ solve the ...

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69 views

### Analytical testcase for 2D/3D anisotropic Diffusion (Heat Kernel)

I want to verify and compare different Discretizations of the anisotropic diffusion equation in 2D / 3D image of my testsetting.
I want to verify and compare different Discretizations of the ...

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180 views

### Heat kernel and convergence

Let $(M_i,g_i,x_i)$ be a sequence of stochastically complete pointed Riemannanian manifolds ($x_i$ being the marked point on $M_i$) of injectivity radius uniformly bounded from below, Gromov-Haussdorf ...

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79 views

### Heat equation, free boundary and dynamic programming

I have a dynamic programming problem with an underlying diffusion $$ d X_t = \mu \, dt + d b_t$$
where $b_t$ is a standard brownian motion.
The HJB equation for the value function $v(x,t)$ I get is ...

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68 views

### What is the generator of the heat semigroup on non-complete manifolds?

If $M$ is a complete Riemannian manifold, it possesses a unique self-adjoint positive operator $-\Delta$ on $L^2(M)$. If $M$ is not complete, though, it is known that the Laplace-Beltrami operator $-\...

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100 views

### Davies' definition of elliptic operators in “Heat Kernels and Spectral Theory”

I am trying to find my way through Davies' book, and one of the difficult points is his choice of what "elliptic operator" means in his text. This is the first time that I encounter some of the ...

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64 views

### Gaussian bounds for the heat kernel of regular domains in Riemannian manifolds

In "Heat Kernels and Spectral Theory" Davies constructs upper and lower bounds for the kernels associated to Dirichlet elliptic operators on regular domains of $\mathbb R^n$. Has anybody done the same ...

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381 views

### $L^p$-norm under the heat flow

Let $(M, g)$ be a compact Riemannian manifold.
Assume that $u_0$ is a positive smooth function on $M$ and let $u_t = e^{t \Delta} u_0$ be the solution to the heat equation on $(M, g)$ with initial ...

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274 views

### Functional decaying under the heat flow (?)

Let $(M, g)$ be a compact Riemannian manifold and let $a$, $p$ be two real numbers greater than $1$.
For any positive function $v$, I set
$$
J(v) = \int_M \left|\nabla(v^a)\right|^p d\mu^g.
$$
...

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**1**answer

99 views

### schauder regularity heat equation

Let $m \in \mathbb{N}\setminus \{0,1\}$, $\alpha \in ]0,1[$.
Let $\Omega$ be a bounded open subset of $\mathbb{R}^n$ of class $C^{m,\alpha}$.
It is known that if $f \in C^{\frac{m-2+\alpha}{2},m-2+\...

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52 views

### Parabolic (heat) PDE Green's function spatial asymptote at infinity

Consider a general parabolic partial differential equation with its spatial dimensions on $R^n$, such as a heat equation, with the diffusion coefficient dependent on the spacial variables. Does its ...

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135 views

### Critical spaces and energy estimate in NS equation [closed]

There is a ‘rescaling transformation’ that is particularly significant for
the Navier–Stokes equations when they are posed on the whole space, but is
also important in the local regularity theory.
...

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50 views

### Inhomogeneous heat kernel estimates

I am looking for existence results on inhomogeneous linear heat equations. Concretely, I have the equation
$$ \frac{\partial}{\partial t} u(t, x) = \Delta_t u(t, x), ~~~~~u(0, x) = u_0(x)$$
where $\...

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86 views

### The uniqueness of fundamental solution on $\mathbb R^n$?

Let $p_t(x,y)$ be a non-negative fundamental solution to the heat equation on $\mathbb R^n$ which satisfies for all $y\in \mathbb R^n$:
$(i) (\partial_t -\Delta_x )p_t(x,y)=0, \text{ }t>0, x\in \...

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104 views

### Heat kernel asymptotic expansion on complete noncompact manifold

I was wondering if there is any reference for the asymptotic expansion of heat kernel on a complete noncompact manifold. That is,
\begin{align}
H(x,q,t) \sim \frac{e^{-\frac{d^2(q,x)}{4t}}}{(4\pi t)^{...

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**1**answer

147 views

### Parabolic Regularity with Neumann B.C

Consider the parabolic problem in the cylinder of base $B$, the unit ball,
$$
\partial_t u -\text{div}\left( A(x) D u +F(t,x)\right)=0 \text{ in } (0,T)\times B,
$$
with $(ADu +F)\cdot \nu=0$ on $(0,T)...

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65 views

### Reference request : maximal regularity for the heat equation on the torus

Fix $d\geq 1$ and $1<p,q<+\infty$. I am searching for a reference concerning the following result.
There exists a constant $C=C(d,p,q)$ such that, for any
$u\in\mathscr{C}^\infty(\mathbb{R}...

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91 views

### Laplacian on squashed spheres

Is anything known about the Laplacian on squashed spheres $S^{2n-1}_\omega$, where the ambient $C^n$ coordinates satisfy
$$ 1= \sum_{i=1}^n \omega_i |z_i|^2 $$
for fixed real numbers $\omega_i$? for ...

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125 views

### Is Varadhan's formula valid for all pairs of points?

Most formulations of Varadhan's formula
$$\lim _{t \to 0_+} 4t \log p_t(x,y) = -d(x,y)^2$$
that I have encountered do not specify where $(x,y)$ lives, so until today I imagined that $(x,y) \in M \...

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184 views

### Maximum principle for heat equation, low regularity case

I meant to assign to my class the following homework problem:
If $u\in C^2((0,T)\times \Omega) \cap C^0([0,T]\times\bar{\Omega})$ where $\Omega$ is an open, bounded domain, is such that $\partial_t ...

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**1**answer

80 views

### Decay time to constant function of heat kernel on 2-sphere

Let us consider solving the heat equation on the sphere given a delta function as initial data.
$$(\partial_t - \Delta)K(x,y;t) = 0 $$
$$K(x,y;0) = \delta(x,y)$$
One would expect that for large ...

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103 views

### hyperbolic “Green function” on a product of upper half-planes

Let $\Delta_{hyp}=\Delta_{hyp,1}=-y^2(\partial_x^2+\partial_y^2)$ be the hyperbolic Laplacian acting on functions of $\mathfrak{h}$ (the Poincare upper half-plane) and consider its resolvent
$$
R(s)=(...

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193 views

### How to interpret heat kernel at unit time on a Riemann surface?

Let $M$ be a compact Riemann Surface. Let $P$ be a fixed point on $M$ and let $\delta_{P}$ be the Dirac point distribution at $M$. Consider the fundamental solution of the heat equation
$$
(\partial_{...

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390 views

### Gaussian distribution, maximum entropy and the heat equation

I have asked this question on MathSE, but I got no replies, so I thought of trying here.
Consider the Gaussian distribution on $\mathbb{R}$ with mean $m$ and variance $t=\sigma^2$. This has the ...

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170 views

### Local upper estimates for Neumann heat kernels

I have a question about Neumann heat kernels and its estimates.
Let $D$ be a domain of $\mathbb{R}^d$. We define the Dirichlet form $(\mathcal{E},\mathcal{F})$ on $L^{2}(D)$ as follows:
\begin{align*}...

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**1**answer

97 views

### Proof of the Davies-Gaffney estimate in elliptic pdes?

I'd like a reference to a proof of the Davies-Gaffney estimate; which is an off-diagonal decay result. See for instance assumption H2 in the paper "Hardy Spaces associated to non-negative self-adjoint ...

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53 views

### Heat equation with source term in $L^1$

To simplify, let us work on $Q_T:=[0,T]\times\mathbb{T}^N$ where $\mathbb{T}^N$ is the $N$-th dimensionnal torus.
Consider $(S_n)_n$ a sequence of $L^1(Q_T)$ and $(z_n)_n$ the sequence of solutions ...

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94 views

### explicit formulae of heat kernel on graphs

I have just discovered this article about heat kernels on graphs. It has been written by a respected theoretical physicist, but seemingly never made it into a peer-reviewed journal. On the other hand, ...

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272 views

### Heat Equation with an integral boundary condition

I have been struggling with following Heat equation IBVP,
\begin{equation}
\frac{\partial v\left(x, t\right)}{\partial t} = \alpha \frac{\partial^2 v\left(x, t\right)}{\partial x^2}, \quad t \in \left(...

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297 views

### Intuition for the Drift Term of the Laplace-Beltrami Operator

In coordinates, the Laplace-Beltrami operator on a Riemannian manifold $(M,g)$ can be written as:
$$
\Delta_g = g^{ij}\partial_{ij} - g^{jk}\Gamma^\ell_{jk}\partial_\ell
$$
The second term:
$$
\mu^\...

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**1**answer

163 views

### Gevrey estimate of derivatives

Let $\phi$ be the $C^\infty$ function defined on $\mathbb R_+^*$ by $e^{-t^{-2}}$ and by $0$ on $\mathbb R_-$.
Question: I think that there exists $\rho>0$ such that
$$
\forall t\in \mathbb R,\...

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55 views

### Reference: Varadhan's lemma for Finsler Geometry?

Is there a version of Varadhan's lemma for heat-kernels on Finsler manifolds? I expect this to exist but I cannot seem to find any papers on the topic. References would be greatly appreciated.

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277 views

### Heat equation close to the steady state

Let $u(t, x)$ be the unique solution of the heat equation on the unit interval with Dirichlet boundary conditions and initial data $u_0$:
$$
\left\{
\begin{array}{l}
\partial_t u(t, x) = \partial_x^2 ...

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55 views

### For what potentials is the heat operator with a potential term hypoelliptic?

If $(M,g)$ is a Riemannian manifold and $\Delta$ is the Laplace-Beltrami (negatively defined) operator, is it possible to describe the class of smooth potentials $V :M \to \Bbb R$ that make the heat ...

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184 views

### Basis for $L^2(\mathbb{R})$ that Solves the Heat Equation

This is a less-than-serious question that I asked on math.SE, but I suspect it is slightly more appropriate to ask it here. Consider the heat equation $$
u_t = \frac12 u_{xx}
$$ On $\mathbb{T}$ with ...

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85 views

### Are heat kernels on metric measure spaces continuous?

Let $(M,d)$ be a separable, complete, compact metric space and $\mu$ a Radon measure with full support on it. Let $\mathcal{E}$ be a regular strongly local Dirichlet form on $L^2(M)$. There exists an ...

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183 views

### Singularity of the heat kernel

The heat kernel in one dimension for the real line is given by the usual gaussian density function:
$$g(t,x,y)=\frac{1}{\sqrt{2\pi t}}e^{-\frac{(x-y)^2}{2t}}\, .$$
In particular, by differentiating ...

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249 views

### heat kernel on closed manifolds - error in Chavel's book?

first of all, I am not sure if this question fits here. I asked this question on math.stackexchange also but didn't get an answer so far.
In Isaac Chavel's book Eigenvalues in Riemannian Geometry, ...

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312 views

### Long-time decay of heat kernel on compact manifolds

Let $M$ be a compact Riemannian manifold and let $V \in C^\infty(M)$. Consider the operator $\Delta + V$ and let $p_t(x, y)$ be the corresponding heat kernel. If $\Delta + V$ is a positive operator ...

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111 views

### Geodesic-like curves stemming from the heat kernel on a manifold

Consider a smooth $n$-dimensional Riemannian manifold $M$ with sufficiently nice geometric and topological properties such that there exist a unique heat kernel $(t,x,y) \mapsto p(t,x,y)$ on it ($t>...

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88 views

### Decay of frequencies of solution of the heat equation with a potential

Let $I_k = \{f \in L^2(R^n); supp(\hat{f}) \subset B(0,k) \}$.
Let $\Pi_k$ the orthogonal projection on $I_k$.
Let $a(t,x)$ a regular bounded potential.
Let $f$ the solution in $L^2$ to the Cauchy ...