3. DIFFERENTIATING A CONVOLUTION WITH THE PARAMETRIX 249
for s E [O, t - 8 (c)]. We conclude from splitting the RHS of (23.108) as
Jo rt = Jo rt-o(c:) + Jt-o(c:) rt t h at i "f I I h < 'fl, t h en
J~ ~ ( "'/i ( h) , y, s, t) ds - J~ ~ (Ii ( 0) , y, s, t) ds
h
1
- t EPJN I
8
.
8
. (x,y,s,t)ds < 3E.
o xi xJ
Taking the limit as h-+ O, we obtain (23.107). This completes the proof of
Lemma 23.27. D
3.4. Time derivative of a convolution with the pararnetrix.
Now that we have formulas for the first two spatial derivatives of a
convolution with a parametrix, we consider the time derivative (compare
with (23.74)).
LEMMA 23.29 (Time derivative of a convolution with the parametrix).
If G E C^0 (M x M x [O, oo)), then PN * G is C^1 with respect to the time
variable and
(23.109)
{)
ot (PN * G) (x, y, t)
= G (x, y, t) +lat JM it PN (x, z, t - s) G (z, y, s) dμ (z) ds.
PROOF. Recall from (23.85) that
(PN * G) (x, y, t) =lat JN (x, y, s, t) ds,
where
JN (x, y, s, t) =JM PN (x, z, t - s) G (z, y, s) dμ (z).
The time-difference quotient associated to PN * G is
(PN * G) (x, y, t + h) - (PN * G) (x, y, t)
h
(^1) ( rt+h rt )
= h J
0
JN ( x, y, s, t + h) ds - J
0
JN ( x, y, s, t) ds
- 11t+h JN ( x,y,s,t+ h)d s+ 1tJN(x,y,s,t+h)-JN(x,y,s,t)d h s
h t 0
= -11t+h JN ( x, y, s, t + h) ds + 1t ~JN {) I ( x, y, s, t) ds,
h t 0 ut t=t*