Time-Dependent Moments From the Heat Equation and a Transport Equation

DOI10.1093/IMRN/RNAC244MaRDI QIDQ6142284zbMATH OpenOpenAlexFDO

Authors Raúl E. Curto, Philipp J. di Dio

Publication date 25 January 2024

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.03505

zbMATH Keywords

moment conemoment sequences

Mathematics Subject Classification ID

Heat equation (35K05) Transport equations (35Q49)

Abstract: We present a new connection between the classical theory of full and truncated moment problems and the theory of partial differential equations, as follows. For the classical heat equation $partia{l}_{t}u=uDeltau$, with initial data $u_{0}inmathcalS(mathbb{R}^n)$, we first compute the moments $s_{alpha}(t)$ of the unique solution $uinmathcalS(mathbb{R}^n)$. These moments are polynomials in the time variable, of degree comparable to $alpha$, and with coefficients satisfying a recursive relation. This allows us to define the polynomials for any sequence, and prove that they preserve some of the features of the heat kernel. In the case of moment sequences, the polynomials trace a curve (which we call the heat curve) which remains in the moment cone for positive time, but may wander outside the moment cone for negative time. This provides a description of the boundary points of the moment cone which are also moment sequences. We also study how the determinacy of a moment sequence behaves along the heat curve. Next, we consider the transport equation $partia{l}_{t}u=axcdotablau$, and conduct a similar analysis. Along the way we incorporate several illustrating examples.

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