In the next few lectures, we will show that the diffusion semigroups theory we developed may actually be extended without difficulties to a manifold setting. As a motivation, we start with a very simple example.
We first study the heat semigroup on the simplest (non Euclidean) Riemannian manifold: the circle The Laplace operator on , is the canonical diffusion operator on . A natural question to be asked is: in the same way, is there a canonical diffusion operator on . A first step, of course, is to understand what is a diffusion operator on . We characterized diffusion operators as linear operators on the space of smooth functions that satisfy the maximum principle. Once a notion of smooth functions on is understood, this maximum principle property can be taken as a definition. The circle may be identified with the quotient space . More precisely, it is easily shown that a smooth function, which is periodic, i.e. can be written as for some function . Conversely, any function defines a periodic function on by setting So, with this in mind, we simply say that is a smooth function if is. With this identification between the set of smooth periodic functions on and the set of smooth functions on , it then immediate that the canonical diffusion operator on should write, The corresponding diffusion semigroup is also easily computed from the heat semigroup on . Indeed, a natural computation leads to
where . This allows to define the heat semigroup on as the family of operators defined by The natural domain of this operator is where is the measure on which is defined through the property The reader may then check the following properties for this semigroup of operators:
- (Semigroup property) ;
- (Strong continuity) The map is continuous for the operator norm on ;
- (Contraction property) ;
- (Self-adjointness) For ,
- (Markov property) If is such that , then .
- Prove the Poisson summation formula: If is a smooth and rapidly decreasing function, then
- Deduce that the heat kernel on may also be written
Exercise. From the previous exercise, the heat kernel on is given by .
- By using the subordination identity show that for ,
- The Bernoulli numbers are defined via the series expansion By using the previous identity show that for , ,
Exercise. Show that the heat kernel on the torus is given by