Let (Mn,g) be a complete
Riemannian manifold with Rc ≥−Kg, H(x,y,t) be the heat kernel on Mn, and
H = (4πt)−n∕2e−f. Nash entropy is defined as N(H,t) =∫Mn(fH)dμ(x) −n∕2. We
study the asymptotic behavior of N(H,t) and ∂N(H,t)∕∂t as t → 0+ and get the
asymptotic formulas at t = 0. In the appendix, we get a Hamilton-type upper bound
for the Laplacian of the positive solution to the heat equation on such manifolds,
which is itself interesting.