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Time-dependent moments from the heat equation and a transport equation
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Time-dependent moments from the heat equation and a transport equation

Raúl E Curto and Philipp J di Dio
ArXiv.org
Cornell University
08/07/2021
DOI: 10.48550/arxiv.2108.03505
url
https://doi.org/10.1093/imrn/rnac244View
Published (Version of record)This article has now been published in a journal and has been peer-reviewed by subject experts. This version may differ significantly from the preprint version. Access restricted to faculty, staff and students
url
https://doi.org/10.48550/arxiv.2108.03505View
Preprint (Author's original)This preprint has not been evaluated by subject experts through peer review. Preprints may undergo extensive changes and/or become peer-reviewed journal articles. Open Access

Abstract

We present a new connection between the classical theory of full and truncated moment problems and the theory of partial differential equations, as follows. For the classical heat equation ∂tu=νΔu, with initial data u0∈S(Rn), we first compute the moments sα(t) of the unique solution u∈S(Rn). These moments are polynomials in the time variable, of degree comparable to α, and with coefficients satisfying a recursive relation. This allows us to define the polynomials for any sequence, and prove that they preserve some of the features of the heat kernel. In the case of moment sequences, the polynomials trace a curve (which we call the heat curve) which remains in the moment cone for positive time, but may wander outside the moment cone for negative time. This provides a description of the boundary points of the moment cone which are also moment sequences. \ We also study how the determinacy of a moment sequence behaves along the heat curve. Next, we consider the transport equation ∂tu=ax⋅∇u, and conduct a similar analysis. Along the way we incorporate several illustrating examples.
Functional Analysis (math.FA) 47 Analysis of PDEs (math.AP) FOS: Mathematics Mathematics - Analysis of PDEs Mathematics - Functional Analysis General Mathematics

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