Heat parametrix ($R=({\partial }_t+{\Delta }_x)P$)

An approximate Riemannian heat kernel with the correct delta initial limit and a residual extending with enough regularity to time zero. A cutoff Gaussian times transport coefficients supplies a local construction. Increasing the expansion order, or summing the full asymptotic series smoothly, makes the residual regular enough for a Volterra parametrix correction.

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 $-g{t}^k{\Delta }_q{w}_k$.

If $R=({\partial }_t+{\Delta }_x)P$ is smooth and bounded up to time zero on a closed manifold, the Volterra convolution of kernels solves $Q+R+R\ast Q=0$ by $Q={\sum }_{k\ge 1}(-1{)}^k{R}^{\ast k}$. Bounds by $C^k\mathrm{vol}(M{)}^{k-1}{t}^{k-1}/(k-1)!$ prove convergence. Then $H=P+P\ast Q$ is the exact Riemannian heat kernel and has the same initial delta limit.