Multiplicative functional for the heat equation on manifolds with boundary. (Q1396318)

Consider a compact Riemannian manifold \(M\) of dimension \(d\), with boundary \(\partial M\), bundle of orthonormal frames \(O(M)@>\pi>> M\), Hodge-de Rham Laplacian \(\square\), and fundamental horizontal vector fields \(H_1,\dots, H_d\). For \(x\in\partial M\) and \(u\in \pi^{-1}(x)\), denote by \(N(u)\) the horizontal lift of the inward unit normal vector at \(x\). The stochastic differential equation \[ du_t= \sum^d_{j=1} H_j(u_t)\circ dw^j_t+ N(u_t)\,dL_t, \] with \(L_t\) denoting the local time on \(\pi^{-1}(\partial M)\), defines the normally reflected Brownian motion on \(O(M)\). Consider then the following boundary value problem on 1-forms: \({\partial d\over\partial t}={1\over 2}\square\alpha\), \(\alpha^\perp= (d\alpha)^\perp= 0\), where \(\gamma^\perp\) denotes the normal component at \(\pi^{-1}(\partial M)\) of a form \(\gamma\) on \(M\). The main result gives the existence of a multiplicative functional \(\phi\) such that \[ \alpha(x,t)= \mathbb{E}_x[\phi_t\times u^{-1}_t \alpha(\pi(u_t), 0)]. \] This is a generalization of the useful result that is well known when \(\partial M=\phi\). This was already obtained by Ikeda and Watanabe, but in a complicated way based on excursion theory. The author proposes here a simpler approximation method; this result however remains non-elementary, due to the necessary discontinuity of \(\phi\), and demands a careful analysis at the boundary. As a consequence, a new generalization of the usual gradient estimate is deduced, which involves the lower bound of the second fundamental form at the boundary.