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Heat evolution of affine and quadratic polynomials
Example
Assume Countable Choice, let and . For a polynomial define the Gaussian moment integral whenever this integral converges absolutely. For the polynomials , , and it converges absolutely for every , and These integrals extend the convolution formula to these polynomial data; nonconstant polynomial data are not asserted to lie in or to be bounded.
Facts & Assumptions
Given: Countable Choice, , , and coordinate indices .
Countable Choice is the hypothesis carried by the integration suppliers below (The Axiom of Countable Choice ()).
The heat kernel is with (Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).
All first and second moments of the kernel are absolutely integrable and , , (First and second Gaussian heat-kernel moments).
Translations preserve Lebesgue measurability and measure (Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation), as does reflection , whose linear matrix has (A linear map of sends Lebesgue measurable sets to Lebesgue measurable sets, with when is invertible and Lebesgue null when it is not). Thus is a measurable measure-preserving involution. For nonnegative measurable , allowing infinity, and for integrable real , (Integral invariance under measure-preserving maps).
Verification
Absolute convergence: put . For the integrand is , integrable with integral by [F1]; for the substituted integrand is , a sum of integrable terms by [F1] and the first-moment clause of [F2]; for it is the finite expansion , integrable by [F1] and the second-moment clause of [F2]; and for it is , integrable by the same clauses. Thus in all four cases; applying [F3] to and shows that is absolutely integrable and .
Constant and affine data: by [F1], ; by [F1] and the vanishing first moments of [F2], .
Quadratic data: expanding as in step 1.1 and using [F1] and the covariance clause of [F2], , and, summing the diagonal identities, .
Steps 1.1, 2.1 and 3.1 show that all four moment integrals converge absolutely for every and have the stated values, which is the example.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- First and second Gaussian heat-kernel moments
- Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel
- Integral invariance under measure-preserving maps
- A linear map $T$ of $\mathbb{R}^n$ sends Lebesgue measurable sets to Lebesgue measurable sets, with $\lambda_n(T[E])=|\det T|\,\lambda_n(E)$ when $T$ is invertible and $T[E]$ Lebesgue null when it is not
- Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation
Used by
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Sources
- 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)