With each methodology given its own chapter, this monograph is a thorough exploration of theories that can be used to find explicit formulas for heat kernels for both elliptic and sub-elliptic operators. The authors show just how diverse those methods are.

With each methodology treated in its own chapter, this monograph is a thorough exploration of several theories that can be used to find explicit formulas for heat kernels for both elliptic and sub-elliptic operators. The authors show how to find heat kernels for classical operators by employing a number of different methods. Some of these methods come from stochastic processes, others from quantum physics, and yet others are purely mathematical.

What is new about this work is the sheer diversity of methods that are used to compute the heat kernels. It is interesting that such apparently distinct branches of mathematics, including stochastic processes, differential geometry, special functions, quantum mechanics and PDEs, all have a common concept the heat kernel. This unifying concept, that brings together so many domains of mathematics, deserves dedicated study.

Heat Kernels for Elliptic and Sub-elliptic Operators is an ideal resource for graduate students, researchers, and practitioners in pure and applied mathematics as well as theoretical physicists interested in understanding different ways of approaching evolution operators.

Replete with examples to facilitate understanding Explores a diverse arsenal of methods for finding explicit formulas for heat kernels Contains most of the heat kernels computable by means of elementary functions Approach of the authors unifies a number of different branches of mathematics and physics, including stochastic processes, differential geometry, special functions, quantum mechanics, and PDEs Includes supplementary material: sn.pub/extras

Autorentext

Ovidiu Calin, a graduate from University of Toronto, is a professor at Eastern Michigan University and a former visiting professor at Princeton University and University of Notre Dame. He has delivered numerous lectures at several universities in Japan, Hong Kong, Taiwan, and Kuwait over the last 15 years. His publications include over 60 articles and 8 books in the fields of machine learning, computational finance, stochastic processes, variational calculus and geometric analysis.

Klappentext
This monograph is a unified presentation of several theories of finding explicit formulas for heat kernels for both elliptic and sub-elliptic operators. These kernels are important in the theory of parabolic operators because they describe the distribution of heat on a given manifold as well as evolution phenomena and diffusion processes.

The work is divided into four main parts: Part I treats the heat kernel by traditional methods, such as the Fourier transform method, paths integrals, variational calculus, and eigenvalue expansion; Part II deals with the heat kernel on nilpotent Lie groups and nilmanifolds; Part III examines Laguerre calculus applications; Part IV uses the method of pseudo-differential operators to describe heat kernels.

Topics and features:

•comprehensive treatment from the point of view of distinct branches of mathematics, such as stochastic processes, differential geometry, special functions, quantum mechanics, and PDEs;

•novelty of the work is in the diverse methods used to compute heat kernels for elliptic and sub-elliptic operators;

•most of the heat kernels computable by means of elementary functions are covered in the work;

•self-contained material on stochastic processes and variational methods is included.

Heat Kernels for Elliptic and Sub-elliptic Operators is an ideal reference for graduate students, researchers in pure and applied mathematics, and theoretical physicists interested in understanding different ways of approaching evolution operators.

Inhalt
Part I. Traditional Methods for Computing Heat Kernels.- Introduction.- Stochastic Analysis Method.- A Brief Introduction to Calculus of Variations.- The Path Integral Approach.- The Geometric Method.- Commuting Operators.- Fourier Transform Method.- The Eigenfunctions Expansion Method.- Part II. Heat Kernel on Nilpotent Lie Groups and Nilmanifolds.- Laplacians and Sub-Laplacians.- Heat Kernels for Laplacians and Step 2 Sub-Laplacians.- Heat Kernel for Sub-Laplacian on the Sphere S^3.- Part III. Laguerre Calculus and Fourier Method.- Finding Heat Kernels by Using Laguerre Calculus.- Constructing Heat Kernel for Degenerate Elliptic Operators.- Heat Kernel for the Kohn Laplacian on the Heisenberg Group.- Part IV. Pseudo-Differential Operators.- The Psuedo-Differential Operators Technique.- Bibliography.- Index.