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PhyslibAlpha.ProbabilisticTheory.HilbertSpace.Unbounded.Existence.IteratedKernelGrowth

Pointwise bounds on the derivatives of the heat kernel

i. Overview

Every derivative of the heat kernel, shifted by at most `1`, is dominated by an integrable function `C (1 + |u|)ⁿ exp(-c u²)`. So the Gårding vectors of all derivatives of the heat kernel have differentiable orbits.

ii. Key results

- `hermite_aeval_le_poly_growth` : `|Hₙ(y)| ≤ Cₙ (1 + |y|)ⁿ`. - `gaussianKernel_iteratedDeriv_shift_bound` : the local domination bound. - `gardingVectorAt_iteratedKernel_hasDerivAt` : the orbit of the Gårding vector of the `n`-th derivative of the heat kernel is differentiable at `0`.

9 declarations

theorem

Polynomial Growth Bound for Hermite Polynomials: ∣Hn(y)∣≤C(1+∣y∣)n|H_n(y)| \le C(1 + |y|)^n

For any natural number n∈Nn \in \mathbb{N}, there exists a non-negative constant C≥0C \ge 0 such that for every y∈Ry \in \mathbb{R}, the nn-th Hermite polynomial HnH_n satisfies the growth bound: ∣Hn(y)∣≤C(1+∣y∣)n|H_n(y)| \le C(1 + |y|)^n where Hn(y)H_n(y) is the value of the nn-th Hermite polynomial at yy. According to the definition, a suitable choice for CC is the sum of the absolute values of the coefficients of HnH_n.

theorem

Uniform Polynomial-Gaussian Bound for Shifting Derivatives of the Heat Kernel ∣gϵ(n+1)(u−x)∣|g_\epsilon^{(n+1)}(u-x)|

For any natural number n∈Nn \in \mathbb{N} and any positive real number ϵ>0\epsilon > 0, there exists a non-negative constant D≥0D \ge 0 such that for all x∈Rx \in \mathbb{R} satisfying x2≤1x^2 \le 1 and for all u∈Ru \in \mathbb{R}, the absolute value of the (n+1)(n+1)-th derivative of the Gaussian kernel gϵg_\epsilon evaluated at u−xu - x is bounded by ∣dn+1dtn+1gϵ(t)∣t=u−x∣≤D(1+∣u∣)n+1exp⁡(−u22ϵ), \left| \frac{d^{n+1}}{dt^{n+1}} g_\epsilon(t) \Big|_{t=u-x} \right| \le D (1 + |u|)^{n+1} \exp\left(-\frac{u^2}{2\epsilon}\right), where the Gaussian kernel is defined as gϵ(t)=1πϵexp⁡(−t2ϵ)g_\epsilon(t) = \frac{1}{\sqrt{\pi \epsilon}} \exp\left(-\frac{t^2}{\epsilon}\right). This bound is uniform for x∈[−1,1]x \in [-1, 1].

theorem

∣u∣ne−cu2|u|^n e^{-cu^2} is integrable

For any natural number n∈Nn \in \mathbb{N} and any positive real number c>0c > 0, the function f:R→Rf: \mathbb{R} \to \mathbb{R} defined by f(u)=∣u∣nexp⁡(−cu2)f(u) = |u|^n \exp(-c u^2) is integrable.

theorem

(1+∣u∣)ne−cu2(1 + |u|)^n e^{-c u^2} is integrable for c>0c > 0

For any natural number nn and any positive real number c>0c > 0, the function u↦(1+∣u∣)ne−cu2u \mapsto (1 + |u|)^n e^{-c u^2} is integrable on R\mathbb{R}.

theorem

The Gaussian kernel gϵg_\epsilon is C∞C^\infty for ϵ>0\epsilon > 0

For any real number ϵ>0\epsilon > 0, the Gaussian kernel gϵ:R→Rg_\epsilon: \mathbb{R} \to \mathbb{R} defined by gϵ(t)=1πϵexp⁡(−t2ϵ)g_\epsilon(t) = \frac{1}{\sqrt{\pi \epsilon}} \exp\left(-\frac{t^2}{\epsilon}\right) is infinitely differentiable (i.e., it is of class C∞C^\infty).

theorem

The nn-th derivative of the Gaussian kernel gϵg_\epsilon is continuous

For any natural number nn and any positive real number ϵ>0\epsilon > 0, the nn-th iterated derivative of the Gaussian kernel gϵ(t)=1πϵexp⁡(−t2ϵ)g_\epsilon(t) = \frac{1}{\sqrt{\pi \epsilon}} \exp\left(-\frac{t^2}{\epsilon}\right) is continuous on R\mathbb{R}.

theorem

ddtgϵ(n)(t)=gϵ(n+1)(t)\frac{d}{dt} g_\epsilon^{(n)}(t) = g_\epsilon^{(n+1)}(t)

Let gϵ(t)=1πϵexp⁡(−t2ϵ)g_\epsilon(t) = \frac{1}{\sqrt{\pi \epsilon}} \exp\left(-\frac{t^2}{\epsilon}\right) be the Gaussian kernel (or heat kernel). For any natural number nn, any positive real number ϵ>0\epsilon > 0, and any t∈Rt \in \mathbb{R}, the nn-th iterated derivative of gϵg_\epsilon, denoted gϵ(n)g_\epsilon^{(n)}, is differentiable at the point tt, and its derivative is equal to the (n+1)(n + 1)-th iterated derivative gϵ(n+1)(t)g_\epsilon^{(n+1)}(t).

theorem

The nn-th derivative of the heat kernel is integrable against a unitary orbit UtψU_t \psi

Let HH be a complex Hilbert space. Suppose U:R→B(H)U: \mathbb{R} \to \mathcal{B}(H) is a map such that for every t∈Rt \in \mathbb{R}, the operator UtU_t is unitary, and for every vector ψ∈H\psi \in H, the orbit t↦Utψt \mapsto U_t \psi is continuous. Let gϵ(t)=1πϵexp⁡(−t2ϵ)g_\epsilon(t) = \frac{1}{\sqrt{\pi \epsilon}} \exp\left(-\frac{t^2}{\epsilon}\right) be the Gaussian (heat) kernel for a given ϵ>0\epsilon > 0. Then for any n∈Nn \in \mathbb{N}, the nn-th derivative of the Gaussian kernel weighted by the unitary orbit, t↦gϵ(n)(t)Utψt \mapsto g_\epsilon^{(n)}(t) U_t \psi, is integrable.

theorem

The orbit of the Gårding vector for the nn-th derivative of the heat kernel is differentiable at 00 with derivative involving the (n+1)(n+1)-th derivative.

Let HH be a complex Hilbert space. Let U:R→L(H)U: \mathbb{R} \to \mathcal{L}(H) be a strongly continuous one-parameter group of unitary operators, satisfying Us+t=UsUtU_{s+t} = U_s U_t for all s,t∈Rs, t \in \mathbb{R}. For ϵ>0\epsilon > 0, let gϵ(t)=1πϵexp⁡(−t2/ϵ)g_\epsilon(t) = \frac{1}{\sqrt{\pi \epsilon}} \exp(-t^2/\epsilon) be the Gaussian kernel and let gϵ(n)g_\epsilon^{(n)} denote its nn-th derivative. For any vector ψ∈H\psi \in H, let ϕn,ϵ=∫−∞∞gϵ(n)(t)Utψ dt\phi_{n, \epsilon} = \int_{-\infty}^{\infty} g_\epsilon^{(n)}(t) U_t \psi \, dt be the Gårding vector of ψ\psi with respect to the nn-th derivative of the Gaussian kernel. Then the orbit map s↦Usϕn,ϵs \mapsto U_s \phi_{n, \epsilon} is differentiable at s=0s = 0, and its derivative is given by −∫−∞∞gϵ(n+1)(u)Uuψ du- \int_{-\infty}^{\infty} g_\epsilon^{(n+1)}(u) U_u \psi \, du