Heat-kernel transport equations ($(r{\partial }_r+i+\frac{r}{2}{\partial }_r\log J)w_i=\Delta w_{i-1}$)

In normal coordinates $q={\exp }_{p}x$, write the Riemannian volume form as $J(p,x)dx$ and let $r=|x|$. With the heat operator ${\partial }_t-{\Delta }_q$, the Gaussian times a power-series amplitude has its singular terms cancelled by the displayed radial equations for $i\ge 1$. The initial coefficient is $w_0=J^{-1/2}$, andMultiplying the equation by $r^{i-1}{J}^{1/2}$ gives the derivative of $r^i{J}^{1/2}{w}_i$. Smoothness forces the integration constant to vanish. The integral on a fixed compact interval proves smoothness across the diagonal by induction; it yields $w_i(p,p)={\Delta }_q{w}_{i-1}(p,p)/i$. A truncated heat parametrix therefore has residual $-g{t}^k{\Delta }_q{w}_k$.