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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^\...
4
votes
0
answers
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Feynman-Kac formula for domains with boundary
As far as I know (I am not an expert), any solution of the heat equation on $\mathbb{R}^n$ or on a closed Riemannian manifold with the given initial condition can be presented in terms of stochastic ...