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A mild heat solution need not be classical at the initial time

Statement refuted

The claim refuted is that a mild Lp solution of the heat equation is automatically a classical solution continuous up to t=0, so that its representative tends to the initial datum at the initial time pointwise.

Facts & Assumptions

Given: Countable Choice, the function f:=1[0,1] on R, and the heat evolution u(t):=Htf.

[A1]

Countable Choice is the ambient hypothesis, carried by the heat-flow and smoothing suppliers (The Axiom of Countable Choice (ACω)).

[F1]

The indicator of a measurable set is measurable, and [0,1] is Borel measurable (An indicator function is measurable exactly when its set is measurable); the interval has Lebesgue measure one (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included), so ∫∣f∣p=1 for every finite p and ∥f∥∞=1, and hence f lies in every Lp as an element of the quotient space (The space Lp(μ) as the quotient by null functions).

[F2]

Htf is the Lp class of the representative u(x,t)=∫RΓ(x−y,t)f(y) dy (The heat evolution Ht of initial data).

[F3]

For 1≤p<∞ the curve t↦Htf is continuous on [0,∞) with value f at t=0, so the initial datum is attained in the Lp sense (The heat Cauchy problem for Lp data).

[F4]

For every t>0 the representative is C∞ in x (Instantaneous smoothing of the Lp heat flow).

[F5]

The one-dimensional heat kernel is even in x and has unit mass, Γ(−z,t)=Γ(z,t) and ∫RΓ(z,t) dz=1 (Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).

Counterexample

Given: Countable Choice, f=1[0,1] on R, and u(t)=Htf.

1.1A1F1F2F3F4given

By [F1] the finite-interval indicator belongs to Lp(R) for every 1≤p≤∞. For each 1≤p<∞, [F3] gives the mild curve u∈C([0,T];Lp) with u(0)=[f], and [F4] gives a smooth representative for every positive time.

1.2F2F5given

By [F2] and Gaussian scaling, u(0,t)=∫01Γ(y,t)dy=∫01/tΓ(z,1)dz. As t↓0, dominated convergence (Dominated convergence) and evenness with unit mass [F5] give u(0,t)→1/2, whereas the specified representative has f(0)=1. Thus the initial condition is not attained pointwise for that representative.

1.3F1given

This failure is not removable by changing f only on a null set. Any continuous representative of [f] would be identically one on (0,1) and zero on (−∞,0): otherwise continuity would give a nondegenerate interval of disagreement, whose measure is positive by the box measure in [F1]. The two one-sided limits at zero would then be one and zero, a contradiction. Hence the initial class has no continuous representative at all.

2.1step 1.1step 1.2step 1.3F3given∎

The mild curve from step 1.1 therefore cannot have a jointly continuous classical extension to time zero with its prescribed initial class. Positive-time smoothness and finite-p norm convergence do not supply corner or initial-time continuity, and step 1.2 also gives the explicit failure of pointwise attainment for the chosen representative. No L∞ norm convergence at zero is claimed.

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