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Mass conservation and positivity of the heat flow

Statement

Assume Countable Choice, let n≥1, and let Ht be the heat evolution of The heat evolution Ht of initial data. (i) If f∈L1(Rn) then ∫RnHtf(x) dx=∫Rnf(x) dx for every t>0. (ii) If f∈Lp(Rn), 1≤p≤∞, satisfies f≥0 almost everywhere, then Htf≥0 almost everywhere for every t>0.

Facts & Assumptions

Given: Countable Choice, n≥1, t>0, and data f in the class named in the respective clause.

[A1]

Countable Choice is the hypothesis carried by the integration suppliers below (The Axiom of Countable Choice (ACω)).

[F1]

For t>0 the heat kernel is positive and has ∫RnΓ(x,t) dx=1 (Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).

[F2]

For 1≤p≤∞, t>0 and f∈Lp(Rn), the heat evolution Htf is the Lp class of the almost-everywhere defined function x↦∫RnΓ(x−y,t)f(y) dy (The heat evolution Ht of initial data).

[F3]

On sigma-finite product spaces Tonelli's theorem gives ∫X×Yf d(μ×ν)=∫X∫Yfx dν dμ for nonnegative product-measurable f (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).

[F4]

On sigma-finite product spaces Fubini's theorem gives the same iterated equality for f∈L1(μ×ν), the sections being integrable almost everywhere (Fubini's theorem for L^1 functions on a sigma-finite product).

[F5]

Under Rm+n=Rm×Rn the Lebesgue measure λm+n is the completion of the product measure λm×λn (The Euclidean Lebesgue measure is the completion of the product of the factor Lebesgue measures).

[F6]

If a measure-preserving T and an integrable f are given, then ∫f∘T dμ=∫f dμ (Integral invariance under measure-preserving maps); for each fixed y the translation x↦x+y preserves Lebesgue measure.

[F7]

∫Rn∣f∣ dλn denotes the L1 norm of The class L1(μ) of integrable functions.

Proof

technique · direct
1.1A1F1F2given

Work under [A1] and fix t>0. By [F2] the evolution Htf is the Lp class of the representative u(x)=∫RnΓ(x−y,t)f(y) dy, defined for almost every x; by [F1] the kernel is positive with unit mass.

2.1step 1.1F1F3F4F5F6F7given

Mass conservation: assume f∈L1(Rn), so that by [F2] and [F1] the function (x,y)↦∣f(y)∣Γ(x−y,t) is nonnegative and measurable. The identification [F5] makes the integral over R2n the completed product integral, so Tonelli [F3] gives ∫Rn∫Rn∣f(y)∣Γ(x−y,t) dy dx=∫Rn∣f(y)∣(∫RnΓ(x−y,t) dx)dy=∫Rn∣f(y)∣ dy<∞, the inner integral being 1 for every y by the translation invariance [F6] and the unit mass of [F1]; hence (x,y)↦f(y)Γ(x−y,t) lies in L1(λ2n) and Fubini [F4] gives ∫Rnu(x) dx=∫Rnf(y)(∫RnΓ(x−y,t) dx)dy=∫Rnf(y) dy, which is (i), the integral of the class Htf being computed from its representative u.

2.2step 1.1F1F2given

Positivity: assume f∈Lp(Rn) satisfies f≥0 almost everywhere and let N be the null set where f<0. For every x at which the defining integral converges, the function y↦Γ(x−y,t)f(y) is ≥0 for every y∉N, because Γ>0 by [F1]; a function that is nonnegative almost everywhere has nonnegative integral, so u(x)≥0 wherever u is defined, and u is defined almost everywhere by [F2]; hence the class Htf is ≥0 almost everywhere, which is (ii).

3.1step 2.1step 2.2given∎

Steps 2.1 and 2.2 prove the mass-conservation clause (i) for L1 data and the positivity clause (ii) for nonnegative Lp data, so the corollary holds.

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