Sharp estimates of the spherical heat kernel
The authors prove sharp two-sided bounds on the heat kernel \(K_t^d\) (i.e., the integral kernel of the heat semigroup generated by the Laplace--Beltrami operator) on the Euclidean sphere \(S^d \subset \mathbb{R}^{d+1}\) in any dimension \(d\geq 1\), and for all times, with the correct exponents. More precisely, if we write \(K_t^d = K_t^d (\varphi)\) as a function of the geodesic spherical distance \[ \varphi = \arccos \langle \xi, \eta \rangle \in [0,\pi] \] between vectors \(\xi, \eta \in S^d\), then the main result states that, for any \(d\geq 1\) and \(T\geq 0\), there exist constants \(c,C>0\) such that \[ \frac{c}{(t+\pi-\varphi)^{(d-1)/2}t^{d/2}} \exp \left(-\frac{\varphi^2}{4t}\right) \leq K_t^d (\varphi) \leq \frac{C}{(t+\pi-\varphi)^{(d-1)/2}t^{d/2}} \exp \left(-\frac{\varphi^2}{4t}\right) \] for all \(\varphi \in [0,T]\) and all \(0 < t \leq T\). This also leads to a sharp bound on the derivative \(\partial_\varphi K_t^d\) which in particular confirms that \(K_t^d\) is strictly decreasing in \([0,\pi]\). The proof involves a clever induction on the dimension based on a recurrence formula linking \(K_t^d\) with \(\partial_\varphi K_t^{d-2}\).
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