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Mass conservation and positivity of the heat flow
Statement
Assume Countable Choice, let , and let be the heat evolution of The heat evolution of initial data. (i) If then for every . (ii) If , , satisfies almost everywhere, then almost everywhere for every .
Facts & Assumptions
Given: Countable Choice, , , and data in the class named in the respective clause.
Countable Choice is the hypothesis carried by the integration suppliers below (The Axiom of Countable Choice ()).
For the heat kernel is positive and has (Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).
For , and , the heat evolution is the class of the almost-everywhere defined function (The heat evolution of initial data).
On sigma-finite product spaces Tonelli's theorem gives for nonnegative product-measurable (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).
On sigma-finite product spaces Fubini's theorem gives the same iterated equality for , the sections being integrable almost everywhere (Fubini's theorem for L^1 functions on a sigma-finite product).
Under the Lebesgue measure is the completion of the product measure (The Euclidean Lebesgue measure is the completion of the product of the factor Lebesgue measures).
If a measure-preserving and an integrable are given, then (Integral invariance under measure-preserving maps); for each fixed the translation preserves Lebesgue measure.
denotes the norm of The class of integrable functions.
Proof
Work under [A1] and fix . By [F2] the evolution is the class of the representative , defined for almost every ; by [F1] the kernel is positive with unit mass.
Mass conservation: assume , so that by [F2] and [F1] the function is nonnegative and measurable. The identification [F5] makes the integral over the completed product integral, so Tonelli [F3] gives , the inner integral being for every by the translation invariance [F6] and the unit mass of [F1]; hence lies in and Fubini [F4] gives , which is (i), the integral of the class being computed from its representative .
Positivity: assume satisfies almost everywhere and let be the null set where . For every at which the defining integral converges, the function is for every , because by [F1]; a function that is nonnegative almost everywhere has nonnegative integral, so wherever is defined, and is defined almost everywhere by [F2]; hence the class is almost everywhere, which is (ii).
Steps 2.1 and 2.2 prove the mass-conservation clause (i) for data and the positivity clause (ii) for nonnegative data, so the corollary holds.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The heat evolution $H_t$ of initial data
- The class $L^1(\mu)$ of integrable functions
- Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel
- The Euclidean Lebesgue measure is the completion of the product of the factor Lebesgue measures
- Fubini's theorem for L^1 functions on a sigma-finite product
- Integral invariance under measure-preserving maps
- Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
Used by
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Sources
- Gerald Teschl, Partial Differential Equations: From Classical to Modern (2025 archived author manuscript, AMS Graduate Studies in Mathematics) (standard reference, not scraped)
- John K. Hunter, Notes on Partial Differential Equations (revised 18 June 2014, UC Davis) (standard reference, not scraped)
- Jared Speck, MIT 18.152 Introduction to Partial Differential Equations, Class Meeting #5: The Fundamental Solution for the Heat Equation (Fall 2011) (standard reference, not scraped)