This monograph is a unified presentation of several theories of finding explicit formulas for heat kernels for both elliptic and sub-elliptic operators. These kernels are important in the theory of parabolic operators because they describe the distribution of heat on a given manifold as well as evolution phenomena and diffusion processes. Heat Kernels for Elliptic and Sub-elliptic Operators is an ideal reference for graduate students, researchers in pure and applied mathematics, and theoretical physicists interested in understanding different ways of approaching evolution operators.

Heat Kernels and Spectral Theory investigates the theory of second-order elliptic operators.

In the first edition of this book, simple proofs of the Atiyah-Singer Index Theorem for Dirac operators on compact Riemannian manifolds and its generalizations (due to the authors and J.-M. Bismut) were presented, using an explicit geometric construction of the heat kernel of a generalized Dirac operator; the new edition makes this popular book available to students and researchers in an attractive paperback.

"March 2010, Volume 204, number 961 (end of volume)."

This is the first comprehensive reference published on heat equations associated with non self-adjoint uniformly elliptic operators. The author provides introductory materials for those unfamiliar with the underlying mathematics and background needed to understand the properties of heat equations. He then treats Lp properties of solutions to a wide class of heat equations that have been developed over the last fifteen years. These primarily concern the interplay of heat equations in functional analysis, spectral theory and mathematical physics. This book addresses new developments and applications of Gaussian upper bounds to spectral theory. In particular, it shows how such bounds can be used in order to prove Lp estimates for heat, Schrödinger, and wave type equations. A significant part of the results have been proved during the last decade. The book will appeal to researchers in applied mathematics and functional analysis, and to graduate students who require an introductory text to sesquilinear form techniques, semigroups generated by second order elliptic operators in divergence form, heat kernel bounds, and their applications. It will also be of value to mathematical physicists. The author supplies readers with several references for the few standard results that are stated without proofs.

This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riemannian or sub-Riemannian geometries, and examine the implications for solving problems in PDEs, mathematical finance, and related fields. The book aims to unify the relationships between PDEs, nonholonomic geometry, and stochastic processes, focusing on a specific condition shared by these areas known as the bracket-generating condition or Hörmander's condition. The main objectives of the book are:The intended audience for this book includes researchers and practitioners in mathematics, physics, and engineering, who are interested in stochastic techniques applied to geometry and PDEs, as well as their applications in mathematical finance and electrical circuits.