Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 22 3 Solution Created 2026-10-03 Updated 2026-10-14
Use the positive Laplace-Beltrami operator on a compact Riemannian manifold without boundary. Its heat kernel is the smooth integral kernel , , of the solution operators for the heat equation:The last condition holds, in particular, in for smooth initial functions. The heat trace isThe heat invariants are the coefficients in the small-time heat kernel expansion of this trace:Equivalently, the local diagonal coefficients integrate to ; is the scalar curvature. Some normalizations absorb into the coefficients. These definitions here use the displayed normalization consistently.
To prove uniqueness, let satisfy the heat kernel conditions and let be the difference of their solutions with the same smooth initial function. It solves and tends to zero in as . The heat equation energy identity, using integration by parts on the closed manifold, gives for Integrating from to gives ; sending proves . Thus for every smooth test function ,For fixed positive and , smoothness makes this difference a smooth function of . Taking its conjugate as test function shows its squared norm is zero. The heat kernel is unique.
The compact elliptic spectral theorem for the self-adjoint elliptic Laplace-Beltrami operator gives a complete orthonormal basis of smooth eigenfunctions , with discrete eigenvalues counted with multiplicity. Solving the heat equation for initial data gives , so the unique heat kernel has its eigenfunction expansion and its heat trace isThe series converges for every . This proves that the spectrum with multiplicities determines the heat trace.
Conversely, its large-time behaviour recovers the distinct eigenvalues and their multiplicities successively. The multiplicity of zero is . After subtracting the already determined terms, letbe the positive remaining sum, and let be its smallest remaining eigenvalue. ThenIndeed, after factoring , the next distinct eigenvalue is separated from by a positive gap. The remaining tail tends to zero: for fixed its absolute sum is bounded by a constant times , using finiteness of . Induction recovers every spectral term. Thus the heat trace and the spectrum with multiplicities determine one another.
Finally the leading coefficient among the heat invariants is positive, soThe common heat trace of isospectral manifolds therefore forces them to have the same dimension. Once the dimension is recovered, its leading coefficient also recovers their common volume.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 16 3 Solution Created 2026-10-03 Updated 2026-10-07
Let be a closed manifold with a Riemannian metric and use , the positive Laplace-Beltrami operator. This is the setting in which the final discrete eigenfunction expansion applies without additional boundary or noncompact spectral hypotheses. A Riemannian heat kernel is a smooth for such thatfor every smooth initial function . Here solves the heat equation. The limit is the statement that the initial kernel is the Dirac delta distribution on the diagonal. In the closed setting this uniquely determines the heat kernel; it is symmetric, preserves constants, is nonnegative, and satisfies the semigroup property.
A heat parametrix is an approximate version with the same delta initial limit and with errorregular enough at to correct by a convergent integral series. One may construct it by the local Gaussian ansatzwhere near the diagonal and is supported in a convex normal neighborhood, and the smooth coefficients solve the usual radial transport equations. The leading coefficient accounts for the Riemannian volume form. Taking sufficiently large makes the residual extend continuously, with any prescribed finite number of derivatives, to . Alternatively a smooth asymptotic summation of all transport coefficients gives a residual vanishing to every order. These local construction, extension and differentiability facts are used here as subsidiary results, as permitted.
For the correction proof take a heat parametrix whose residual is smooth up to on a short interval . We also use its uniform integral bound , its approximate-identity limit, and the following standard differentiability property: convolution with a smooth time-dependent kernel gives a smooth kernel for , and differentiating it yields the identity below. These properties follow from the Gaussian estimates and the delta initial limit; no conclusion about the final exact heat kernel is assumed.
Define the Volterra convolution of kernels byIt is associative wherever these integrals converge. The delta term at the upper endpoint givesSeek . Then its error vanishes exactly when . The solution is the Volterra parametrix correctionThe signs matter: the first correction is .
To prove convergence, let and . The time variables in range over a simplex of volume , soThe series for therefore converges uniformly on . Derivatives obey analogous bounds, with polynomial factors in , by the quoted residual extension and differentiation properties. Thus the series can be convolved and differentiated as above. Associativity and absolute convergence give , proving . The correction has integral norm by the integral bound on and boundedness of . It has zero initial limit, so has precisely the required delta initial data.
For uniqueness, a smooth solution with zero initial data satisfies the heat equation energy identityIts initial norm is zero, hence . Applying uniqueness to consecutive evolutions proves the semigroup property. Choose and, for arbitrary , compose enough kernels that . The resulting kernel is independent of the subdivision by uniqueness, is smooth for positive time by the quoted differentiability property, and extends the construction to every . This proves a parametrix determines the global heat kernel in the closed setting. The heat equation maximum principle gives nonnegativity and applying uniqueness to the constant initial function gives conservation of total mass. Self-adjointness of the positive Laplace-Beltrami operator gives symmetry.
Finally let be a complete complex orthonormal eigenbasis of , with eigenvalues , repeated by multiplicity. As subsidiary analytic facts we use the compact elliptic compact elliptic spectral theorem, elliptic regularity bounds making each fixed derivative of grow at most polynomially in , and a polynomial eigenvalue-counting bound. The spectral expansion of the Riemannian heat kernel converges because exponential decay makes the following series converge with every derivative when :Indeed, evolving initial data gives by direct substitution into the heat equation and uniqueness. For general , completeness and the heat equation energy identity giveThe smoothly convergent kernel series represents this same operator, and equality for all smooth identifies it pointwise with the constructed heat kernel. The complex conjugate is required by the inner product; for a real eigenbasis it may be omitted. A noncompact Riemannian manifold may instead require a spectral integral, and the unqualified discrete formula should not be asserted there.
For spherical symmetry the angular mode is . Put . Direct differentiation givesso the radial heat equation in three dimensions becomes the ordinary one-dimensional heat equation . Since , the zero endpoint temperatures become .
Write . The two initial sine modes already satisfy these Dirichlet boundary conditions; their squared wave numbers are and . Each therefore evolves independently with its corresponding exponential decay. Dividing back by givesAt the initial profile is recovered, and each sine is zero at both endpoints. The first mode decays four times more slowly in its exponential rate than the second. This is the two-mode instance of the spherical-shell heat equation via radial rescaling; uniqueness follows, for example, by applying the heat equation energy identity to the difference of two solutions.