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arxiv: 0912.4683 · v2 · submitted 2009-12-23 · 🧮 math.FA · math.PR

Asymptotic Expansions for the Heat Kernel and the Trace of a Stochastic Geodesic Flow

classification 🧮 math.FA math.PR
keywords hamiltonianheatkernelsmallasymptoticdegeneratederiveflow
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We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a particular case of a degenerate Hamiltonian. We derive uniform bounds for the solution of the degenerate Hamiltonian boundary value problem for small time. From this equivalence of solutions of the Hamiltonian equations and the corresponding Hamilton Jacobi equation follows. The results are exploited to derive two sided estimates and multiplicative asymptotics for the heat kernel and the trace.

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