Alphabeta Math
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Heat evolution of affine and quadratic polynomials

Example

Assume Countable Choice, let n≥1 and t>0. For a polynomial P:Rn→R define the Gaussian moment integral HtP(x):=∫RnΓ(x−y,t)P(y) dy,x∈Rn, whenever this integral converges absolutely. For the polynomials 1, yi, yiyj and ∣y∣2 it converges absolutely for every x, and Ht1=1,Htyi=xi,Ht(yiyj)=xixj+2tδij,Ht∣y∣2=∣x∣2+2nt. These integrals extend the convolution formula to these polynomial data; nonconstant polynomial data are not asserted to lie in Lp or to be bounded.

Facts & Assumptions

Given: Countable Choice, n≥1, t>0, x∈Rn and coordinate indices 0≤i,j<n.

[A1]

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

[F1]

The heat kernel is Γ(z,t)=(4πt)−n/2e−∣z∣2/(4t) with ∫RnΓ(z,t) dz=1 (Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).

[F2]

All first and second moments of the kernel are absolutely integrable and ∫ziΓ(z,t) dz=0, ∫zizjΓ(z,t) dz=2tδij, ∫∣z∣2Γ(z,t) dz=2nt (First and second Gaussian heat-kernel moments).

[F3]

Translations preserve Lebesgue measurability and measure (Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation), as does reflection z↦−z, whose linear matrix has ∣det⁡(−I)∣=1 (A linear map T of Rn sends Lebesgue measurable sets to Lebesgue measurable sets, with λn(T[E])=∣det⁡T∣ λn(E) when T is invertible and T[E] Lebesgue null when it is not). Thus Tx(z)=x−z is a measurable measure-preserving involution. For nonnegative measurable q, allowing infinity, and for integrable real q, ∫q∘Tx=∫q (Integral invariance under measure-preserving maps).

Verification

technique · direct
1.1A1F1F2F3givenalgebra

Absolute convergence: put q(z)=Γ(z,t)P(x−z). For P≡1 the integrand is Γ(z,t), integrable with integral 1 by [F1]; for P(y)=yi the substituted integrand is xiΓ(z,t)−ziΓ(z,t), a sum of integrable terms by [F1] and the first-moment clause of [F2]; for P(y)=yiyj it is the finite expansion xixjΓ−xizjΓ−xjziΓ+zizjΓ, integrable by [F1] and the second-moment clause of [F2]; and for P(y)=∣y∣2 it is ∣x∣2Γ−2∑ixiziΓ+∣z∣2Γ, integrable by the same clauses. Thus q∈L1 in all four cases; applying [F3] to ∣q∣ and q shows that q(x−y)=Γ(x−y,t)P(y) is absolutely integrable and HtP(x)=∫q(z) dz.

2.1step 1.1F1F2givenalgebra

Constant and affine data: by [F1], Ht1(x)=∫Γ(z,t) dz=1; by [F1] and the vanishing first moments of [F2], Htyi(x)=∫Γ(z,t)(xi−zi) dz=xi∫Γ(z,t) dz−∫ziΓ(z,t) dz=xi.

3.1step 1.1step 2.1F1F2givenalgebra

Quadratic data: expanding as in step 1.1 and using [F1] and the covariance clause of [F2], Ht(yiyj)(x)=xixj∫Γ−xi∫zjΓ−xj∫ziΓ+∫zizjΓ=xixj+2tδij, and, summing the diagonal identities, Ht∣y∣2(x)=∣x∣2∫Γ−2∑ixi∫ziΓ+∫∣z∣2Γ=∣x∣2+2nt.

4.1step 1.1step 2.1step 3.1given∎

Steps 1.1, 2.1 and 3.1 show that all four moment integrals converge absolutely for every x and have the stated values, which is the example.

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