Skip to main content
Log in

Brownian Motion and Riemannian Geometry in the Neighbourhood of a Submanifold

  • Published:
Potential Analysis Aims and scope Submit manuscript

Abstract

Let M be a complete connected smooth Riemannian manifold of dimension n and P a q-dimensional smoothly embedded smooth submanifold of M. M0 will denote a tubular neighbourhood of P in M. Let L = \(\frac{1}{2}\Delta\) + b + c be a differential operator on M, where Δ is the Laplacian on smooth functions, b a smooth vector field on M and c a smooth potential term. Let p\(_{t}^{\mathrm{M}_{0}}(-,-)\) be the Dirichlet heat kernel of M0, and p\(_{t}^{\mathrm{M}}(-,-)\) the heat kernel of M. We will show in this article that for a smooth function f:M→R with compact support in M0, the integral \(\int_{\mathrm{P}}\)f(y)p\(_{t}^{\mathrm{M}_{0}}\)(x,y)π(dy) generalizes the usual Dirichlet heat kernel and has an asymptotic expansion of the form:

$$ \int_{\mathrm{P}}f(y)p_{t}^{\mathrm{M}_{0}}(x,y)\pi({\rm dy}) = q_{t} (x,P)\left[ \mathrm{f}(\gamma(\mathrm{t}))+\sum\limits_{\alpha=1}^{N}\mathrm{b}_{\alpha}\mathrm{(x,P)t}^{\alpha}+ \mathrm{o}(t^{N})\right] , $$

where π is the Riemannian measure on P and q t (x,P) is defined in Eq. 2.7. The asymptotic expansion is then extended to \(\int_{\mathrm{P}}\)f(y)p\(_{t}^{\mathrm{M}}\)(x,y)π(dy). The above expansion generalizes the usual Minakshisundaram–Pleijel heat kernel expansion and a computation of the leading expansion coefficients suggests that it is also a generalization of the heat content expansion. The expansion coefficients are local geometric invariants given by simple integrals of the derivatives of the metric tensor and the volume change factor θ P . The leading coefficients are then computed in terms of the Riemannian geometry in the neighbourhood of the submanifold P at the centre of Fermi coordinates y0 ∈ P.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Abbena, A., Gray, A, Vanhecke, L.: Steiner’s formula for the volume of a parallel hypersurface in Riemannian manifold. In: Annali Scuola Normale Superiore-Pisa, Classe di Scienze, Serie IV, vol. VIII, n-3 (1983)

  2. Avramidi, I.G.: Covariant Techniques for Computation of the Heat Kernel. Department of Mathematics, University of Greifswald, Greifswald. Preprint (1997)

    Google Scholar 

  3. Avramidi, I.G.: Heat kernel approach in quantum field theory. In: Proceedings of the International Conference Quantum Gravity and Spectral Geometry, July 2–7. Naples, Italy (2001)

  4. Avramidi, I.G.: Dirac Operators in Matrix Geometry. Department of Mathematics, New Mexico Institute of Mining and Technology, Socorro. Preprint (2005)

    Google Scholar 

  5. Avramidi, I.G., Schimming, R.: Algorithms for the Calculation of the Heat Kernel Coefficients. Institut fur Mathematik/Informatik, E.-M.-Arndt-Universität, Griefswald. Preprint (1996)

    Google Scholar 

  6. Azencott, R.: Behavior of diffusion semigroups at infinity. Bull. Soc. Math. Fr. 102, 193–240 (1974)

    MATH  MathSciNet  Google Scholar 

  7. Azencott, R., et al: Geodesics et diffusions en temps petits. In: Seminaire de Probabilités, Université de Paris IV, Astérique, pp. 84–85 (1981)

    Google Scholar 

  8. Berger, M., et al: Le spectre d’une variété Riemannienne. In: Lecture Notes in Math, vol. 194. Springer, New York (1971)

    Google Scholar 

  9. Berndt, J., Console, S., Olmos, C.: Submanifolds and Holonomy. CRC Research Notes in Mathematics, vol. 434. Chapman & Hall, Boca Raton (2003)

    Google Scholar 

  10. van den Berg, M., Gilkey, P.B.: Heat content asymptotics of a Riemannian manifold with boundary. J. Funct. Anal. 120, 48–71 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  11. Elworthy, K.D.: Geometric aspects of diffusions on manifolds. In: Lecture Notes in Mathematics, no. 1362. Springer, New York (1989)

    Google Scholar 

  12. Fermi, E.: Sopra i fenomeni che avvengono in vicinanza di una linea oraria. Atti R. Accad. Lincei Rend. Cl. Sci. Fis. Mat. Natur. 31, 21–23, 51–52, 101–103 (1922); Also The Collected Works of E. Fermi, vol. 1, pp. 17–19. University of Chicago Press, Chicago (1962)

  13. Gilkey, P.: Invariance Theory, The Heat Equation, and The Atiyah–Singer Index Theorem, 2nd edn. CRC Studies in Advanced Mathematics. CRC, Boca Raton (1995)

    Google Scholar 

  14. Gilkey, P.: Asymptotic Formulae in Spectral Geometry. CRC (Studies in Advanced Mathematics). Chapman & Hall, Boca Raton (2004)

    Google Scholar 

  15. Gray, A.: The volume of a small geodesic ball of a Riemannian manifold. Mich. Math. J. 20, 329–344 (1973)

    MATH  Google Scholar 

  16. Gray, A.: Comparison theorems for volumes of tubes as a generalization of the Weyl tube formula. Topology 21(2), 201–228 (1982)

    Article  MATH  MathSciNet  Google Scholar 

  17. Gray, A.: Volumes of tubes about complex submanifolds of complex projective space. Trans. Am. Math. Soc. 291(2), 437–449 (1985)

    Article  MATH  Google Scholar 

  18. Gray, A.: Tubes. Addison-Wesley, Redwood City (1990)

    MATH  Google Scholar 

  19. Gray A., Vanhecke L.: Riemannian geometry as determined by the volumes of small geodesic balls. Acta Math. 142, 157–197 (1979)

    Article  MATH  MathSciNet  Google Scholar 

  20. Gray, A., Vanhecke, L.: The volumes of tubes in Riemannian manifolds. Rend. Semin. Mat. Univ. Politecn. Torino 39(3), (1981)

  21. Gray, A., Vanhecke, L.: The volumes of tubes about curves in a Riemannian manifold. Proc. Lond. Math. Soc. 44(3), 215–243 (1982)

    Article  MATH  MathSciNet  Google Scholar 

  22. Gray, A., Karp, L., Pinsky, M.: The mean exit time from a tube in a Riemannian manifold. In: Chao, J., Woyczynski, W. (eds.) Probability and Harmonic Analysis, pp. 113–117. Marcel Dekker, New York (1986)

    Google Scholar 

  23. Ii, K.: Curvature and spectrum of Riemannian manifold. Tohoku Math. J. 25, 557–567 (1973)

    Article  MATH  MathSciNet  Google Scholar 

  24. Jost, J.: Riemannian Geometry and Geometric Analysis, 3rd edn. Springer, New York (2002)

    MATH  Google Scholar 

  25. McKean, H.P., Singer, I.M.: Curvature and the eigenvalues of the Laplacian. J. Differ. Geom. 1, 43–70 (1967)

    MATH  MathSciNet  Google Scholar 

  26. Ndumu, M.N.: Brownian Motion and the Heat Kernel on Riemannian Manifolds. Ph.D. Thesis, Math. Institute, Univ. of Warwick, England, UK (1990)

  27. Ndumu, M.N.: The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere. Probab. Theory Relat. Fields 88, 343–361 (1990)

    Article  MathSciNet  Google Scholar 

  28. Ndumu, M.N.: An integral formula for the heat kernel of tubular neighborhoods in complete connected Riemannian manifolds. Potential Anal. 5, 311–356 (1996)

    MATH  MathSciNet  Google Scholar 

  29. Pinsky, M.: Mean exit time of a diffusion process from a small sphere. Proc. Am. Math. Soc. 93(1), 157–158 (1985)

    Article  MATH  MathSciNet  Google Scholar 

  30. Sakai, T.: On the eigen-value of Laplacians and curvature of Riemannian manifolds. Tôhôku Math. J. 23, 589–603 (1971)

    Article  MATH  Google Scholar 

  31. Watling, K.D.: Formulae for Solutions to (Possibly Degenerate) Diffusion Equations Exhibiting Semi-classical and Small Time Asymptotics. Ph.D. Thesis, Math. Institute, Univ. of Warwick, England, UK (1986)

  32. Weyl, H.: On the volume of tubes. Am. J. Math. 61, 461–472 (1939)

    Article  MathSciNet  Google Scholar 

  33. Elworthy, K.D., Li, X.-M.: Formulae for the derivatives of heat semigroups. J. Funct. Anal. 125(1), 252–286 (1994)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Martin N. Ndumu.

Additional information

I wish to take the opportunity here to thank Professor David Elworthy of Warwick University’s Mathematics Institute who initiated me into the ideas of stochastic differential geometry. I also wish to thank Professors David Elworthy and Aubrey Truman who invited me several years ago to seminars, one at Gregnog and the other at the Mathematics Institute in Warwick, during which time the work here was initiated. Finally I would like to thank the referees for their criticisms and comments which have helped to improve this work.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ndumu, M.N. Brownian Motion and Riemannian Geometry in the Neighbourhood of a Submanifold. Potential Anal 34, 309–343 (2011). https://doi.org/10.1007/s11118-010-9196-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11118-010-9196-7

Keywords

Mathematics Subject Classifications (2010)

Navigation