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Let $M$ be a closed manifold with a Riemannian metric and use $\Delta =-\mathrm{div}\mathrm{grad}$, 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 $H(t,x,y)$ for $t>0$ such thatfor every smooth initial function $f$. Here $\nu$ 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 $P(t,x,y)$ is an approximate version with the same delta initial limit and with errorregular enough at $t=0$ to correct by a convergent integral series. One may construct it by the local Gaussian ansatzwhere $\chi =1$ 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 $q$ sufficiently large makes the residual extend continuously, with any prescribed finite number of derivatives, to $t=0$. 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 $t=0$ on a short interval $[0,T]$. We also use its uniform integral bound ${\sup }_{0<t\le T,x}{\int }_M|P(t,x,y)|d{V}_y<\infty$, its approximate-identity limit, and the following standard differentiability property: convolution with a smooth time-dependent kernel gives a smooth kernel for $t>0$, 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 $H=P+P\ast Q$. Then its error vanishes exactly when $Q+R+R\ast Q=0$. The solution is the Volterra parametrix correctionThe signs matter: the first correction is $-P\ast R$.

To prove convergence, let $|R|\le C$ and $V=\mathrm{vol}(M)$. The time variables in $R^{\ast k}$ range over a simplex of volume $t^{k-1}/(k-1)!$, soThe series for $Q$ therefore converges uniformly on $[0,T]\times M\times M$. Derivatives obey analogous bounds, with polynomial factors in $k$, by the quoted residual extension and differentiation properties. Thus the series can be convolved and differentiated as above. Associativity and absolute convergence give $Q+R+R\ast Q=0$, proving $({\partial }_t+{\Delta }_x)H=0$. The correction $P\ast Q$ has integral norm $O(t)$ by the integral bound on $P$ and boundedness of $Q$. It has zero initial limit, so $H$ has precisely the required delta initial data.

For uniqueness, a smooth solution $w$ with zero initial data satisfies the heat equation energy identityIts initial norm is zero, hence $w=0$. Applying uniqueness to consecutive evolutions proves the semigroup property. Choose $s_0<T$ and, for arbitrary $t>0$, compose enough kernels $H(t/r)$ that $t/r<s_0$. 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 $t>0$. 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 $\Delta$ gives symmetry.

Finally let $\{{\varphi }_j\}$ be a complete complex orthonormal eigenbasis of $\Delta$, with eigenvalues ${\lambda }_j\ge 0$, repeated by multiplicity. As subsidiary analytic facts we use the compact elliptic compact elliptic spectral theorem, elliptic regularity bounds making each fixed derivative of ${\varphi }_j$ grow at most polynomially in $1+{\lambda }_j$, 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 $t\ge \epsilon >0$:Indeed, evolving initial data ${\varphi }_j$ gives $e^{-t{\lambda }_j}{\varphi }_j$ by direct substitution into the heat equation and uniqueness. For general $f\in L^2(M)$, completeness and the heat equation energy identity giveThe smoothly convergent kernel series represents this same operator, and equality for all smooth $f$ 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.

The bounded classical solution is the heat-kernel convolutionThe two-dimensional heat kernel has integral one. Boundedness of $g$ permits differentiation under the integral for $t>0$, proving $u_t=\Delta u$ and $|u|\le \Vert g{\Vert }_{\infty }$. Its approximate identity property gives $u(x,t)\to g(x)$, locally uniformly since $g$ is continuous. This bounded solution satisfies the required Gaussian-growth bound.

For heat-equation uniqueness under Gaussian growth, let $w$ be the difference of two solutions, so $w(x,0)=0$ and $|w|\le M_0{e}^{a|x{|}^2}$ on a finite time interval. Choose $b>a$ and a slab $0\le t\le \tau <1/(4b)$. The positive comparison solutionsatisfies $({\Phi }_b{)}_t=\Delta {\Phi }_b$. For any $\epsilon >0$, its faster spatial growth makes $|w|\le \epsilon {\Phi }_b$ on a sufficiently large lateral cylinder boundary. At the initial boundary, $w=0$. The heat equation maximum principle applied to $\pm w-\epsilon {\Phi }_b$ proves the same inequality inside. First allow the cylinder radius to increase, then let $\epsilon \downarrow 0$. Repeating these slabs proves uniqueness on every finite interval with the stated uniform growth bound. No spatial integrability of $g$ is required.

At time $T$, this is Gaussian filtering with covariance $2TI$, hence $\sigma =\sqrt{2T}$ per coordinate. With the angular-frequency Fourier transform convention $\hat{f}(\xi )=\int e^{-ix\cdot \xi }f(x)dx$, the Gaussian filtering Fourier multiplier isFor merely bounded $g$, this identity is understood through tempered distributions. The multiplier leaves the zero frequency unchanged and attenuates large frequencies exponentially: it suppresses rapid noise fluctuations but blurs image edges. In cycles-per-length frequency $k$, the multiplier is $e^{-4{\pi }^{2}T|k{|}^2}$.

For the printed Perona-Malik equation, retain the supplied conductance $c(s)=s{e}^{-s^2/(2{\lambda }^2)}$, which includes an extra factor $s$. In one dimension write $p=u_x$ and $F(p)=c(|p|)p=p|p|e^{-p^2/(2{\lambda }^2)}$. Then $u_t=F^{\prime }(u_x)u_{xx}$, withThe forward-backward threshold for gradient-weighted exponential diffusion is thereforeAt $|u_x|=0$ and $\sqrt{2}\lambda$ the coefficient vanishes, giving degenerate diffusion. Increasing $\lambda$ increases the forward-diffusion range. Small nonzero slopes smooth, while large slopes formally sharpen; a negative coefficient produces short-wave growth and ill-posedness, so this is a dynamics explanation, not a general existence theorem for arbitrary data. Replacing the printed conductance by $e^{-s^2/(2{\lambda }^2)}$ would give threshold $\lambda$, but that is a different equation.

The four-neighbour mean expansion follows by Taylor expansion: opposing first and third derivatives cancel, soIf $u(x_0)={\mathrm{mean}}_h(u)(x_0)$ for every sufficiently small $h$, division by $h^2$ and passage to the limit give $\Delta u(x_0)=0$. This is a pointwise conclusion; it does not assert harmonicity in a whole neighbourhood.

For the area median over the disk, the disk-median curvature expansion, at a point where $|\nabla u|\ne 0$, isConsequently the analogous median fixed-point condition yieldsThis is the vanishing of the level-line curvature at $x_0$: to second order the level line is straight there. It need not be a straight segment. For example $u(x,y)=y+x^3$ has zero disk median at the origin for every radius, by odd symmetry, but its zero level line is the cubic $y=-x^3$. Vanishing curvature on an entire connected regular level arc would force that arc to be straight. The factor $1/6$ is for the disk's uniform area measure; a circle-boundary median has a different scale factor, while producing the same zero-curvature equation.

Set $q=\log \psi$ and use the sign-appropriate Cole-Hopf transformation $f=2\epsilon q_{\theta }$. Direct differentiation givesThus the heat equation ${\psi }_z=\epsilon {\psi }_{\theta \theta }$ implies the viscous Burgers equation with the required negative nonlinear sign. Conversely, vanishing of the Burgers residual makes the final quotient depend only on $z$, and a multiplicative time-dependent factor in $\psi$ removes it. The algebraic substitution works for any nonzero $\epsilon$ where $\psi \ne 0$.

For a forward dissipative initial-value solution, take $\epsilon >0$ and $z>0$. This is essential for the supplied heat kernel: at $\epsilon <0$, $z>0$, its real Gaussian integral diverges even for $\psi (0,\varphi )=1$. More generally that kernel requires $\epsilon z>0$. The physical viscosity convention selects the positive case; the mere condition $\epsilon \ne 0$ does not justify a forward Gaussian function formula.

Integrating ${\partial }_{\theta }\log \psi (0,\theta )=f_0(\theta )/(2\epsilon )$ gives a positive continuous initial factor, normalized asIts heat kernel convolution converges for both signs of $U$, since a Gaussian function dominates the one-sided exponential. DefineThe left half-line contributes $J(\theta )$; completing the square on the right half-line gives $e^{S}J(-\theta -Uz)$. ThusWhen differentiating, the two moving-endpoint Gaussian function terms cancel, becauseOnly ${\partial }_{\theta }{e}^S=(U/(2\epsilon ))e^S$ remains in the logarithmic derivative. The viscous Burgers step solution with negative flux is thereforeThe denominator is strictly positive, so $f$ lies between $0$ and $U$, irrespective of the sign of $U$. Its initial limits away from $\theta =0$ are the required step.

For the spatial limits, the Gaussian function tails must be compared with $e^S$; inspecting that exponential alone gives the wrong inference when $U<0$. As $b\to +\infty$, the complementary error function asymptotic givesAt $\theta \to +\infty$, $J(\theta )e^{-S}$ tends to zero even for $U<0$, because its quadratic decay dominates any exponential linear in $\theta$. Hence $\alpha e^{-S}\to 0$. At $\theta \to -\infty$, use the identity above to obtainwhile $J(\theta )$ approaches its full Gaussian integral. Thusfor both signs of $U$.

Since $J$ is strictly decreasing, $\alpha =1$ holds exactly when $\theta =-\theta -Uz$. At this point $S=0$, so the midpoint symmetry of a viscous Burgers step givesMore generally the exact symmetry is $f(z,-Uz-\theta )=U-f(z,\theta )$. For $U>0$, the midpoint follows the inviscid shock trajectory. For $U<0$, it is instead the center of an expanding fan, not a shock.

The vanishing viscosity approximation makes the comparison precise. For fixed $z>0$ and $U>0$, near $\theta =-Uz/2$ both tail integrals tend to the full Gaussian integral, so $\alpha \to 1$ andThe layer has width $O(\epsilon /U)$ and tends to the entropy shock, with value $U/2$ at its center. Outside it the limits are $0$ and $U$.

For $U<0$, inside $0<\theta <-Uz$ both Gaussian function tails have large positive lower limits. Their asymptotics giveOutside this interval the limits are $0$ on the left and $U$ on the right. Thus positive viscosity selects the rarefaction wave, including the same midpoint value as the inviscid fan. The two sign cases agree with the preceding entropy solution construction, while a negative diffusivity would not furnish this dissipative selection.

Take the Fourier transform in $x$. The transform of the source is $\delta (t-t^{\prime })e^{-ik{x}^{\prime }}$, so the Green function equation becomesChoose the causal Green function, zero for $t<t^{\prime }$. Away from $t^{\prime }$ the solution is a decaying exponential, and integrating across $t^{\prime }$ gives the jump $\tilde{G}(t^{\prime }+)-\tilde{G}(t^{\prime }-)=e^{-ik{x}^{\prime }}$. ThereforeThe phase shifts the kernel's centre to $x^{\prime }$. Applying the inverse Fourier transform and the Fourier transform of a Gaussian with $a=D(t-t^{\prime })$ givesFor positive elapsed time this heat kernel solves the homogeneous diffusion equation and has unit integral; as elapsed time tends to zero it approaches the spatial delta distribution, supplying the required impulse.

The partial differential equation. Each term in $K_{\alpha }$ is a translated heat kernel and satisfies $({\partial }_t-{\partial }_x^2-\alpha {\partial }_x)K_{\alpha }=0$ for $t>0$. The same holds for $P_{\alpha }$, either by direct differentiation or because it is $-(2{\partial }_x+\alpha )H(x+\alpha t,t)$. For $x>0$, $P_{\alpha }(x,t)$ and its derivatives vanish faster than any power as $t\downarrow 0$. Therefore differentiating the boundary convolution creates no extra upper-endpoint term. Gaussian domination justifies differentiating both integrals on compact subsets of $x,t>0$, proving the advection-diffusion equation.

The initial condition. For fixed $x>0$, the first Gaussian in $K_{\alpha }$ is an approximate identity centered at $y=x+\alpha t\to x$. Its integral tends to $u_0(x)$. The reflected Gaussian is exponentially small as $t\downarrow 0$, because its center lies outside the half-line. The boundary convolution also tends to zero for $x>0$. Thus $u(x,t)\to u_0(x)$.

The Dirichlet boundary condition. The identityshows that $K_{\alpha }(0,y,t)=0$, so the initial-data contribution vanishes at zero. The boundary contribution must be evaluated as a limit, not by substituting $x=0$ inside its singular integral. The positive kernel satisfiesfor every $ϵ>0$. Hence it is a one-sided approximate identity at zero time, and continuity of $g_0$ givesThe mass formula follows from the Gaussian Laplace integral, or from the decaying solution of the corresponding constant-coefficient ordinary differential equation. Compatibility $u_0(0)=g_0(0)$ gives the continuous corner value. These arguments also verify the equivalent contour solution in (iii). In the decaying energy class the solution is unique: the difference $v$ of two solutions has zero data and $\frac{d}{dt}{\int }_0^{\infty }{v}^{2}dx=-2{\int }_0^{\infty }{v}_x^{2}dx$ for real solutions, with the analogous modulus identity for complex solutions.

The unheaded sine transform question. The direct classical Fourier sine transform does not close on $u$. Ifthen integration by parts givesThe drift introduces an unknown cosine transform; the usual scalar sine-transform solution of the heat equation is therefore unavailable directly.

A Dirichlet gauge transform for constant drift does provide a qualified alternative. Set $v=e^{\alpha x/2+{\alpha }^{2}t/4}u$. Then $v_t=v_{xx}$, with $v_0=e^{\alpha x/2}{u}_0$ and $v(0,t)=e^{{\alpha }^{2}t/4}{g}_0(t)$. If these weighted data have the decay needed for an ordinary Fourier sine transform, it solves the transformed problem and produces exactly the kernel above. Mere decay of $u_0$ does not ensure this weighted integrability. Thus not directly by the classical sine transform of $u$; yes after a gauge transformation when the required weighted-transform hypotheses hold, or after a justified cutoff/limit argument.

Let $h=\log \psi$, with $\psi >0$, and set $f=2\alpha h_{\theta }$. Direct differentiation givesThe heat equation ${\psi }_Z=\alpha {\psi }_{\theta \theta }$ implies $h_Z=\alpha (h_{\theta \theta }+h_{\theta }^2)$, so the bracket vanishes. Conversely its being independent of $\theta$ can be absorbed into a $Z$-dependent multiplicative normalization of $\psi$, leaving $f$ unchanged. This proves the Cole-Hopf transformation with the positive sign appropriate to the negative-flux Burgers convention. Although the algebra works for nonzero $\alpha$, the given forward Gaussian function diffusion kernel and a physical vanishing-viscosity limit require $\alpha >0$.

Take $U,L>0$ for the stated Burgers N-wave. Integrating ${\partial }_{\theta }\log \psi (0,\theta )=f_0(\theta )/(2\alpha )$ and normalizing the exterior value to one givesThis function is continuous at $\pm L$; its logarithmic derivative has the specified jumps. Convolution with the heat kernel is positive and solves the heat equation for $Z>0$. Splitting the integral into the exterior baseline and the interior correction yieldsPut $a=1+UZ$. Completing the square givesChanging the interior integration variable to $\eta =a\phi$ changes its limits to $\pm La$ and the Gaussian function width to $Za$. The Jacobian and normalization leave the factor $a^{-1/2}$. Thus the Cole-Hopf solution for a Burgers N-wave isHere $I_{\alpha }$ is the normalized Gaussian function mass of its indicated interval. Its explicit error function representation isFor fixed $w>0$, the Gaussian function concentrates at $\phi =\theta$ as $\alpha \downarrow 0$. Consequentlyaway from the endpoints; at $\theta =\pm L$ the limit is $1/2$. The transition layer has width $O(\sqrt{\alpha w})$. This is an approximate identity argument, not a uniform step approximation across the endpoints.

For fixed $Z>0$ and $|\theta |\ll L$, both interval masses tend to one, and the exponentially large positive $\hat{\psi }$ dominates the exterior correction. Its logarithmic derivative therefore givesFor $|\theta |\gg La$, both interval masses are exponentially small and the weighted interior integral is also negligible, while the exterior contribution tends to one. Therefore $\boxed{f(Z,\theta )\simeq 0}$ in the specified far exterior.

An exponentially weighted Gaussian function tail should not be discarded solely because its unweighted interval mass tends to zero. In fact, comparing the order-one exterior term with $\hat{\psi }$ gives the sharper inviscid Burgers N-wave fronts $|\theta |=L\sqrt{1+UZ}$, not $La$. Away from these fronts, the vanishing-viscosity limit isInside $|\theta |<La$, this follows from the sign of $L^2-{\theta }^2/a$ in the exponential. Outside $La$, the constrained Gaussian function maximum lies at an interval endpoint and has negative exponent. The right shock wave's speed is $UL/(2\sqrt{a})$, equal both to the derivative of $L\sqrt{a}$ and to minus half the sum of its two limiting states; the left shock wave is its reflection. This checks consistency with the Rankine-Hugoniot condition and shows that the requested near-center and far-exterior approximations are compatible with the full entropy limit.

Let $h=\log \psi$ and $f=2\alpha h_{\theta }$. Direct substitution into the viscous Burgers equation givesIf ${\psi }_Z=\alpha {\psi }_{\theta \theta }$, then $h_Z=\alpha (h_{\theta \theta }+h_{\theta }^2)$, proving the Cole-Hopf transformation. A function of $Z$ inside the parentheses can be removed by rescaling $\psi$ by a time-dependent factor, which leaves $f$ unchanged.

For the forward heat equation and the displayed Gaussian kernel we require $\alpha >0$ and $Z>0$. The algebraic transformation works for nonzero $\alpha$, but the printed convolution is not a forward solution for negative $\alpha$: its Gaussian then grows and the step-data integral diverges.

Integrating the initial logarithmic derivative fixes a convenient positive initial heat datum,Split the heat kernel convolution at zero and complete the square in the positive half. With $h_{\ast }=U(2\theta +UZ)/(4\alpha )$, putThen $\psi =(A_0+e^{h_{\ast }}{C}_0)/\sqrt{4\pi \alpha Z}$. On differentiation, the moving-limit terms cancel because $e^{h_{\ast }}{e}^{-(\theta +UZ{)}^2/(4\alpha Z)}=e^{-{\theta }^2/(4\alpha Z)}$. HenceThis is the viscous Burgers step solution with negative flux. Both integrals can be written as $\sqrt{\pi \alpha Z}$ times a complementary error function.

For fixed $Z>0$, the Gaussian-tail asymptotics give $f\to U$ as $\theta \to +\infty$ and $f\to 0$ as $\theta \to -\infty$. For example $J{e}^{-h_{\ast }}$ tends to zero on the right with a Gaussian factor $e^{-(\theta +UZ{)}^2/(4\alpha Z)}$, while on the left it diverges with a Gaussian factor $e^{{\theta }^2/(4\alpha Z)}$. This holds for either sign of $U$; for $U=0$ the solution is already zero.

The Gaussian tail is strictly decreasing in its lower limit, so $J=1$ occurs exactly at $\theta =-UZ/2$. There $h_{\ast }=0$, and $f=U/2$. For $U>0$, the two lower limits are both far into the negative tail in the mature shock region, so $J\simeq 1$ throughout its thin transition. The solution is then approximately the traveling viscous frontcentred at the inviscid shock position, with thickness of order $\alpha /U$.

In the vanishing-viscosity limit, for $U>0$ the solution tends to the compressive entropy solution of part (a), away from its shock. For $U<0$, it tends instead to the rarefaction wave. To see the latter explicitly inside $0<\theta <-UZ$, both tails have positive lower limits, and their leading asymptotics give $J{e}^{-h_{\ast }}\to (-\theta -UZ)/\theta$. Thus $f\to -\theta /Z$ in the fan, with the constant states outside. Although $J=1$ still marks the fan midpoint, it is not approximately one throughout the expanding fan; replacing it by one there would create an inadmissible compressive-front approximation.