- CONSTRUCTION OF THE PARAMETRIX FOR THE HEAT KERNEL 221
(1) The defining equation (23.11) implies the following first-order lin-
ear ordinary differential equations along geodesics emanating from
y (corresponding to the coefficients in (23.22) being zero):
(23.23a)
o<f>o 1 Olag a
or (-'y) + 2 or </>o (. 'y) = o,
(23.23b) r ok or (·,y)+ (r8loga 2 or +k ) ¢>k(-,y)=b.xk-1(-,y).
for 1 ::::; k ::::; N.
(2) With the initial data (23.10) and the assumption that the ¢>k's are
finite along the diagonal of M x M, the ODEs (23.23a)-(23.23b)
on Minj(g) may be solved for smooth ¢>k recursively ink. Then the
function HN defined by (23.9) satisfies equation (23.11).
We now prove part (2) of the lemma. Equations (23.23a) and (23.10)
imply
(23.24) </>o (x, y) = a-^1 /^2 (x, y),
where we also used (23.14). Since a is C^00 (and nonzero), we have that
>o E C^00 (Minj(g)) ·
Next we consider k 2: 1. We rewrite the ODE (23.23b) as
~ Or (rk al/2"' 'f'k ) = al/2rk-1 , b. X'f'k-1, "'
so that, for 1 ::::; k ::::; N, we have the recursive formula (using the requirement
that ¢>k is finite along the diagonal)
k 1/2 r(x) 1/2 k 1
(23.25) ¢>k (x, y) = r (x)- a- (x, y) Jo a r - b.x
where the integral is along the unique unit speed minimal geodesic joining
x toy and where d (x, y) < inj (g).
REMARK 23.8. Note that ¢k is independent of N 2: k.
Given (x, y) E Minj(g)' let VE sn-l c TyM be the unit vector tangent
to the unique minimal geodesic from y to x. Making the change of variables
p ~ rjr·(x), we may rewrite (23.25) as
LEMMA 23.9 (Recursive formula for the ¢>k). If for 1 ::::; k ::::; N the </>{; 's
are finite along the diagonal of M x M, then the solutions to (23.23b) are
given.by
(23.26)
¢>k (x, y) = a-^1 /^2 (x, y) fo
1
pk-l (a^1 l^2 b.xk-1) (expy (pr (x) V), y) dp
for (x,y) E Minj(g)·