Function integrals corresponding to a solution of the Cauchy-Dirichlet problem for the heat equation in a domain of a Riemannian manifold

被引:0
作者
Butko Ya.A. [1 ]
机构
[1] Bauman Moscow State Technical University,
基金
俄罗斯基础研究基金会;
关键词
Manifold; Brownian Motion; Cauchy Problem; Riemannian Manifold; Dirichlet Problem;
D O I
10.1007/s10948-008-0161-2
中图分类号
学科分类号
摘要
A solution of the Cauchy-Dirichlet problem is represented as the limit of a sequence of integrals over finite Cartesian powers of the domain of the manifold considered. It is shown that these limits coincide with the integrals with respect to surface measures of Gauss type on the set of trajectories in the manifold. Moreover, the integrands are a combination of elementary functions of the coefficients of the equation considered and geometric characteristics of the manifold. Also, a solution of the Cauchy-Dirichlet problem in the domain of the manifold is represented as the limit of a solution of the Cauchy problem for the heat equation on the whole manifold under an infinite growth of the absolute value of the potential outside the domain. The proof uses some asymptotic estimates for Gaussian integrals over Riemannian manifolds and the Chernoff theorem. © 2008 Springer Science+Business Media, Inc.
引用
收藏
页码:2629 / 2638
页数:9
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