On a short time expansion of the fundamental solution of heat equations by the method of Wiener functionals
Let (M,g) be a d-dimensional Riemannian manifold, \(\Delta_ M\) be the Laplace-Beltrami operator on M, and p(t,x,y) the fundamental solution of the heat equation \(\partial u/\partial t=2^{-1} \Delta_ Mu\) with respect to the Riemannian volume. The Minakshisundaram-Pleijel expansion \[ (1)\quad p(\epsilon^ 2,x,x)\quad \sim \quad \epsilon^ d(c_ 0+c_ 2\epsilon^ 2+...)\quad (\epsilon \downarrow 0) \] is studied by probabilistic methods. Let \(X^{\epsilon}_ t\) be a \((\epsilon^ 2/2)\Delta_ M\)-diffusion \((\epsilon >0)\). Then \(p(\epsilon^ 2,x,x)\) is expressed as \(E[\delta_ x(X^{\epsilon}_ 1)]\) which can be justified by the Malliavin calculus. Appealing to the asymptotic expansions for generalized Wiener functionals due to \textit{S. Watanabe} [Lectures on stochastic differential equations and Malliavin calculus (1984; Zbl 0546.60054)], we know that \(p(\epsilon^ 2,x,x)\) has the asymptotic expansion (1) and its coefficient \(c_ i\) is given in terms of the curvature and the expectation of multiple Wiener integrals conditioned by \(w(1)=y\), \(w\in W^ d_ 0\) (d-dimensional Wiener space). This conditional expectation can be calculated explicitly by computations of moments of Gaussian processes and brings the principle of ``pairwise contractions. Thus we can determine the possible types of monomials in components of curvature and its derivatives and see the universality of the coefficients of these monomials.
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