TY  - INPR
A1  - Bär, Christian
A1  - Pfäffle, Frank
T1  - Wiener measures on Riemannian manifolds and the Feynman-Kac formula
N2  - This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)17 
KW  - Wiener measure
KW  - conditional Wiener measure
KW  - Brownian motion
KW  - Brownian bridge
KW  - Riemannian manifold
Y1  - 2012
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59998
ER  - 
TY  - INPR
A1  - Dyachenko, Evgueniya
A1  - Tarkhanov, Nikolai Nikolaevich
T1  - Degeneration of boundary layer at singular points
N2  - We study the Dirichlet problem in a bounded plane domain for the heat equation with small parameter multiplying the derivative in t. The behaviour of solution at characteristic points of the boundary is of special interest. The behaviour is well understood if a characteristic line is tangent to the boundary with contact degree at least 2. We allow the boundary to not only have contact of degree less than 2 with a characteristic line but also a cuspidal singularity at a characteristic point. We construct an asymptotic solution of the problem near the characteristic point to describe how the boundary layer degenerates.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)23 
KW  - Heat equation
KW  - Dirichlet problem
KW  - characteristic points
KW  - boundary layer
Y1  - 2012
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60135
ER  - 
TY  - INPR
A1  - Antoniouk, Alexandra Viktorivna
A1  - Kiselev, Oleg
A1  - Stepanenko, Vitaly
A1  - Tarkhanov, Nikolai Nikolaevich
T1  - Asymptotic solutions of the Dirichlet problem for the heat equation at a characteristic point
N2  - The Dirichlet problem for the heat equation in a bounded domain is characteristic, for there are boundary points at which the boundary touches a characteristic hyperplane t = c, c being a constant. It was I.G. Petrovskii (1934) who first found necessary and sufficient conditions on the boundary which guarantee that the solution is continuous up to the characteristic point, provided that the Dirichlet data are continuous. This paper initiated standing interest in studying general boundary value problems for parabolic equations in bounded domains. We contribute to the study by constructing a formal solution of the Dirichlet problem for the heat equation in a neighbourhood of a characteristic boundary point and showing its asymptotic character.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)25 
KW  - Heat equation
KW  - the first boundary value problem
KW  - characteristic boundary point
KW  - cusp
Y1  - 2012
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-61987
ER  - 
TY  - INPR
A1  - Bär, Christian
T1  - Renormalized integrals and a path integral formula for the heat kernel on a manifold
N2  - We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's principal value, the determinant of operators on a Hilbert space and the Fourier transform of an L^p function. We use renormalized integrals to define a path integral on manifolds by approximation via geodesic polygons. The main part of the paper is dedicated to the proof of a path integral formula for the heat kernel of any self-adjoint generalized Laplace operator acting on sections of a vector bundle over a compact Riemannian manifold.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)21 
KW  - Renormalized integral
KW  - path integral
KW  - Feynman-Kac formula
KW  - generalized Laplace operator
KW  - Riemannian manifold
Y1  - 2012
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-60052
ER  -