Parabolic Frequency on Manifolds

Abstract

We prove monotonicity of a parabolic frequency on manifolds. This is a parabolic analog of Almgren's frequency function. Remarkably we get monotonicity on all manifolds and no curvature assumption is needed. When the manifold is Euclidean space and the drift operator is the Ornstein-Uhlenbeck operator this can been seen to imply Poon's frequency monotonicity for the ordinary heat equation. Monotonicity of frequency is a parabolic analog of the 19th century Hadamard three circles theorem about log convexity of holomorphic functions on $\CC$. From the monotonicity, we get parabolic unique continuation and backward uniqueness.