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4 votes
0 answers
804 views

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 ...
asv's user avatar
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10 votes
2 answers
767 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^\...
user3658307's user avatar