The purpose of this paper is to discuss how we can construct the heat kernel for (sub)-Laplacian in an explicit (integral) form in terms of a certain class of special functions. Of course, such cases will be highly limited. Here we only treat a typical operator, called Grushin operator. So, first we explain two methods to construct the heat kernel of a “step 2” Grushin operator. One is the eigenfunction expansion which leads to an integral form for the heat kernel, then we treat the formula by a method called, complex Hamilton–Jacobi method invented by Beals–Gaveau–Greiner. One of the main result in this paper is to construct an action function for a higher order oscillator. Until now, no explicit expression of the heat kernel for higher order cases have been given in an explicit form and we show a phenomenon that our action function will play a role toward the construction of the heat kernel of higher step Grushin operators.
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