Heat kernels for elliptic and sub-elliptic operators. Methods and techniques (Q2637961)

The authors of the present monograph devote themselves to finding the explicit formulas of heat kernels for elliptic and sub-elliptic operators. Two main classes of elliptic and sub-elliptic operators are investigated: the sum of square operators and the sum between a second partial differential operator and a smooth potential. Since the heat kernels are the fundamental solutions of the corresponding parabolic partial differential equations, how to compute them is the primary question when studying the initial value problems of the parabolic equations. This work is divided into four parts to enumerate various methods to get the heat kernels. Part I lists several classical methods to obtain the heat kernels. Part II deals with the computations of heat kernels on the nilpotent Lie groups. Part III exhibits the applications of Laguerre calculus in computing heat kernels. Part IV makes use of the theory of pseudodifferential operators to describe the heat kernels. Diverse methods in computing the heat kernels are treated in distinct chapters. Some of them come from the older branches of mathematics or classical mechanism, such as Fourier transforms, calculus of variations, eigenfunction expansions etc. Some of them stem from modern quantum mechanism, such as path integrals initiated by Feynman. Some of them are integrated with the modern mathematical techniques developed in recently decades, such as stochastic analysis, pseudo differential operators, geometrical techniques on differential manifolds and nilpotent Lie groups. Hence, these mentioned methods in this monograph are suitable for the students, teachers and scientific researchers in the areas related to the theoretical physics, applied mathematics, especially to partial differential equations. The authors focus on the themes of elliptic and sub-elliptic operators, and carefully discuss the methods on finding the explicit formulas of the heat kernels. In order to make the context self-contained, they also talk about some detailed backgrounds of the novel mathematical or physical theory including stochastic processes and variational methods. It's helpful to the beginner to enter into these research areas at his or her cheapest cost. On the other hand, there are plenty of exact formulas of the heat kernels for elliptic and sub-elliptic operators in this work. Most of them are represented by means of elementary functions. Of course, some well-known special functions are used inevitably. Those results in this book are important to the experts for further studying the diffusion phenomena or the properties of solutions of parabolic equations with initial data. From these points of views, this is also a good reference book.