Heat Kernels for Elliptic and Sub-elliptic Operators


Book Description

This monograph is a unified presentation of several theories of finding explicit formulas for heat kernels for both elliptic and sub-elliptic operators. These kernels are important in the theory of parabolic operators because they describe the distribution of heat on a given manifold as well as evolution phenomena and diffusion processes. Heat Kernels for Elliptic and Sub-elliptic Operators is an ideal reference for graduate students, researchers in pure and applied mathematics, and theoretical physicists interested in understanding different ways of approaching evolution operators.




Heat Kernel and Analysis on Manifolds


Book Description

The heat kernel has long been an essential tool in both classical and modern mathematics but has become especially important in geometric analysis as a result of major innovations beginning in the 1970s. The methods based on heat kernels have been used in areas as diverse as analysis, geometry, and probability, as well as in physics. This book is a comprehensive introduction to heat kernel techniques in the setting of Riemannian manifolds, which inevitably involves analysis of the Laplace-Beltrami operator and the associated heat equation. The first ten chapters cover the foundations of the subject, while later chapters deal with more advanced results involving the heat kernel in a variety of settings. The exposition starts with an elementary introduction to Riemannian geometry, proceeds with a thorough study of the spectral-theoretic, Markovian, and smoothness properties of the Laplace and heat equations on Riemannian manifolds, and concludes with Gaussian estimates of heat kernels. Grigor'yan has written this book with the student in mind, in particular by including over 400 exercises. The text will serve as a bridge between basic results and current research.Titles in this series are co-published with International Press, Cambridge, MA, USA.




Heat Kernels and Spectral Theory


Book Description

Heat Kernels and Spectral Theory investigates the theory of second-order elliptic operators.







Heat Kernel Method and its Applications


Book Description

The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are presented. The book consists of four parts: Analysis, Geometry, Perturbations and Applications. The first part shortly reviews of some background material and gives an introduction to PDEs. The second part is devoted to a short introduction to various aspects of differential geometry that will be needed later. The third part and heart of the book presents a systematic development of effective methods for various approximation schemes for parabolic differential equations. The last part is devoted to applications in financial mathematics, in particular, stochastic differential equations. Although this book is intended for advanced undergraduate or beginning graduate students in, it should also provide a useful reference for professional physicists, applied mathematicians as well as quantitative analysts with an interest in PDEs.




The Ubiquitous Heat Kernel


Book Description

The aim of this volume is to bring together research ideas from various fields of mathematics which utilize the heat kernel or heat kernel techniques in their research. The intention of this collection of papers is to broaden productive communication across mathematical sub-disciplines and to provide a vehicle which would allow experts in one field to initiate research with individuals in another field, as well as to give non-experts a resource which can facilitate expanding theirresearch and connecting with others.




Heat Kernels and Analysis on Manifolds, Graphs, and Metric Spaces


Book Description

This volume contains the expanded lecture notes of courses taught at the Emile Borel Centre of the Henri Poincare Institute (Paris). In the book, leading experts introduce recent research in their fields. The unifying theme is the study of heat kernels in various situations using related geometric and analytic tools. Topics include analysis of complex-coefficient elliptic operators, diffusions on fractals and on infinite-dimensional groups, heat kernel and isoperimetry on Riemannian manifolds, heat kernels and infinite dimensional analysis, diffusions and Sobolev-type spaces on metric spaces, quasi-regular mappings and $p$-Laplace operators, heat kernel and spherical inversion on $SL 2(C)$, random walks and spectral geometry on crystal lattices, isoperimetric and isocapacitary inequalities, and generating function techniques for random walks on graphs. This volume is suitable for graduate students and research mathematicians interested in random processes and analysis on manifolds.




Heat Kernels and Dirac Operators


Book Description

In the first edition of this book, simple proofs of the Atiyah-Singer Index Theorem for Dirac operators on compact Riemannian manifolds and its generalizations (due to the authors and J.-M. Bismut) were presented, using an explicit geometric construction of the heat kernel of a generalized Dirac operator; the new edition makes this popular book available to students and researchers in an attractive paperback.




Analysis, Geometry and Topology of Elliptic Operators


Book Description

Modern theory of elliptic operators, or simply elliptic theory, has been shaped by the Atiyah-Singer Index Theorem created 40 years ago. Reviewing elliptic theory over a broad range, 32 leading scientists from 14 different countries present recent developments in topology; heat kernel techniques; spectral invariants and cutting and pasting; noncommutative geometry; and theoretical particle, string and membrane physics, and Hamiltonian dynamics. The first of its kind, this volume is ideally suited to graduate students and researchers interested in careful expositions of newly-evolved achievements and perspectives in elliptic theory. The contributions are based on lectures presented at a workshop acknowledging Krzysztof P Wojciechowski''s work in the theory of elliptic operators. Sample Chapter(s). Contents (42 KB). Contents: On the Mathematical Work of Krzysztof P Wojciechowski: Selected Aspects of the Mathematical Work of Krzysztof P Wojciechowski (M Lesch); Gluing Formulae of Spectral Invariants and Cauchy Data Spaces (J Park); Topological Theories: The Behavior of the Analytic Index under Nontrivial Embedding (D Bleecker); Critical Points of Polynomials in Three Complex Variables (L I Nicolaescu); Chern-Weil Forms Associated with Superconnections (S Paycha & S Scott); Heat Kernel Calculations and Surgery: Non-Laplace Type Operators on Manifolds with Boundary (I G Avramidi); Eta Invariants for Manifold with Boundary (X Dai); Heat Kernels of the Sub-Laplacian and the Laplacian on Nilpotent Lie Groups (K Furutani); Remarks on Nonlocal Trace Expansion Coefficients (G Grubb); An Anomaly Formula for L 2- Analytic Torsions on Manifolds with Boundary (X Ma & W Zhang); Conformal Anomalies via Canonical Traces (S Paycha & S Rosenberg); Noncommutative Geometry: An Analytic Approach to Spectral Flow in von Neumann Algebras (M-T Benameur et al.); Elliptic Operators on Infinite Graphs (J Dodziuk); A New Kind of Index Theorem (R G Douglas); A Note on Noncommutative Holomorphic and Harmonic Functions on the Unit Disk (S Klimek); Star Products and Central Extensions (J Mickelsson); An Elementary Proof of the Homotopy Equivalence between the Restricted General Linear Group and the Space of Fredholm Operators (T Wurzbacher); Theoretical Particle, String and Membrane Physics, and Hamiltonian Dynamics: T-Duality for Non-Free Circle Actions (U Bunke & T Schick); A New Spectral Cancellation in Quantum Gravity (G Esposito et al.); A Generalized Morse Index Theorem (C Zhu). Readership: Researchers in modern global analysis and particle physics.




Long Time Estimates for the Heat Kernel Associated with a Uniformly Subellip[t]ic Symmetric Second Order Operator


Book Description

Second order subelliptic operators have been the subject of a considerable amount of research in recent years. Starting with the paper Rothschild and Stein, in which the sharp form of Hormander's famous subellipticity theorem is proved, and continuing through the work of Fefferman and Phong and Sanchez-Calle, it has become increasingly clear that precise regularity estimates for these operators depend intimately on the geometry associated with the operator under consideration. The main purpose of this article is to obtain bounds, from above and below, on p(t, x, y), t epsilon (1, infinity), in terms of standard heat kernels.