- HEAT KERNEL ON NONCOMPACT MANIFOLDS 291
isometric to the product of a metric on 8M with an interval; we may do
this in a way which depends smoothly on T. Third, we double the extension
of the differentiable manifold and we double the extended metric to obtain
(M,g(T)).
Now extend Q to a C^00 function Q: M x [O, T]-+ R Let
H:MxMxJRf-+JR
be the heat kernel for Lx,r ~ ffr -b.x,g(r) +Q. We shall obtain the Dirichlet
heat kernel for Lx r on ( M, g ( T)) by adding to HI a solution to
' MxMx~
the Dirichlet problem for the heat equation.
We shall prove the following.
LEMMA 24.31 (Dirichlet problem for the heat equation). Given any v E
[O, T) and any continuous function b: 8M x (v, T]-+ JR with
lim b ( x, T) = 0 for all x E 8 M,
r'\,.v
there exists a unique c^0 (C^00 in the interior) solution u: M x [v, T] -+JR
to Lx,rU = 0 with the boundary conditions
u (x, v) = 0 for x E int (M),
u (x, T) = b (x, T) for x E 8M and TE (v, T].
By the lemma, given y E int (M) and v E [O, T), we may let
fy,v: M X [v,T]-+ JR
be the solution to Lx,rfy,v = 0 with the boundary conditions
fy,v (x, v) = 0 for x E int (M),
fy,v (x,T) = -H (x,T;y,v) for x E 8M and TE (v,T].
We then define
H : M x M x lRf -+ JR,
by
(24.75) H (x, T; y, v) ~ H (x, T; y, v) + fy,v (x, T).
Given y E int (M) and v E [O, T),
lim max \.H\ (x,T;y,v) = 0
r'\,.v xE8M
and by the maximum principle we have for TE (v, T]
max\fy,v\ (x,T) SC max \.HI (x,T;y,v)
xEM xE8M
where C < oo is a constant depending only on Q and T. Therefore we have
the following.