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The heat flow need not converge in supremum norm

Statement refuted

Assuming Countable Choice, the claim that the p=∞ endpoint can be added to the Lp convergence theorem for the heat flow, that is: for every f∈L∞(R)∩⋂1≤p<∞Lp(R) one has sup⁡x∈R∣Htf(x)−f(x)∣→0 as t↓0+. This fails even for the simplest jump data, and locally uniform convergence on compact sets containing the jump fails as well. The same witnesses also obstruct convergence in the essential supremum norm: for f=1[0,∞) one has Htf(0)=1/2 and ∥Htf−f∥∞≥1/2; for f0=1[0,1), which belongs to every finite Lp and to L∞, one has Htf0(0)<1/2 and ∥Htf0−f0∥∞>1/2 for every t>0. Thus the continuity hypothesis cannot be discarded; actual supremum convergence for bounded real data requires uniform continuity, and essential supremum convergence requires a uniformly continuous representative.

Facts & Assumptions

Given: Countable Choice, n=1, t>0, x∈R, the half-line datum f=1[0,∞) and the compactly supported datum f0=1[0,1).

[A1]

Countable Choice is the hypothesis carried by the evolution suppliers below (The Axiom of Countable Choice (ACω)).

[F1]

For t>0 the heat kernel is Γ(z,t)=(4πt)−1/2e−z2/(4t)>0, even in z, and satisfies ∫RΓ(z,t) dz=1 (The heat kernel on Rn and its causal extension, Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).

[F2]

The indicator of a measurable set is measurable (An indicator function is measurable exactly when its set is measurable), so f=1[0,∞)∈L∞(R) and f0=1[0,1)∈L∞(R)∩⋂1≤p<∞Lp(R).

[F3]

For bounded measurable data g the heat evolution Htg is the everywhere-defined bounded representative x↦∫RΓ(x−y,t)g(y) dy (The heat evolution Ht of initial data).

[F4]

For 1≤p<∞ and g∈Lp(R), ∥Htg−g∥p→0 as t↓0+ (The heat Cauchy problem for Lp data), and for bounded uniformly continuous data the convergence is locally uniform (The heat Cauchy problem for bounded uniformly continuous data, L1 approximate identities converge uniformly on compacta for bounded continuous functions).

[F5]

For bounded real data g, Htg is smooth and its first spatial derivative satisfies ∥(Htg)′∥∞≤Ct−1/2∥g∥∞ (Spatial derivative estimates for the heat flow, with n=1, p=q=∞). A bounded continuous derivative obeys this essential bound pointwise: a violation would persist on an interval of positive measure. The mean value theorem then bounds increments by the derivative bound (The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c∈(a,b) with f(b)−f(a)=f′(c)(b−a)). Uniform limits of uniformly continuous real functions are uniformly continuous (The uniform limit of uniformly continuous real-valued functions is uniformly continuous); every real Cauchy sequence converges (The reals are complete).

Counterexample

technique · direct
1.1A1F1F2F3F5givenalgebra

The half-line datum f is bounded and measurable, with f(0)=1, but ∫R∣f∣p=∞ for every finite p. Evenness and unit mass give Htf(0)=∫0∞Γ(y,t) dy=1/2, so its pointwise supremum distance is at least 1/2. This also gives an essential supremum bound: for any 0<η<1/2, continuity of Htf at 0 supplies δ>0 such that ∣Htf(x)−1/2∣<1/2−η for 0<x<δ. On that interval f(x)=1, so ∣Htf(x)−f(x)∣>η. As the interval has positive measure and η is arbitrary, ∥Htf−f∥∞≥1/2 for every t>0.

1.2F5givenalgebra

Uniform continuity is necessary for an actual supremum-norm convergence claim on bounded real data: for each fixed t>0, [F5] and the mean value theorem make Htg globally Lipschitz, hence uniformly continuous. If sup⁡x∣Htg(x)−g(x)∣→0, the sequence H1/(k+1)g converges uniformly to g, which is uniformly continuous by [F5]. For convergence in the essential supremum norm the corresponding necessity concerns the class: the continuous differences H1/(k+1)g−H1/(ℓ+1)g have equal supremum and essential supremum, so the sequence is uniformly Cauchy; real completeness gives a pointwise limit v. For any ε>0, a uniform Cauchy bound ∣H1/(k+1)g(x)−H1/(ℓ+1)g(x)∣<ε for all x and sufficiently large k,ℓ, followed by ℓ→∞, gives sup⁡x∣H1/(k+1)g(x)−v(x)∣≤ε. Thus the limit is uniform and v is uniformly continuous by [F5]. Finally ∥v−g∥∞≤sup⁡x∣v−H1/(k+1)g∣+∥H1/(k+1)g−g∥∞→0. Thus that class has a uniformly continuous representative.

2.1step 1.1F1F2F3F5givenalgebra

The interval datum f0 has ∫∣f0∣p=1 for every finite p and ∥f0∥∞=1. By positivity and step 1.1, Htf0(0)=∫01Γ(y,t) dy<1/2, since the omitted integral on (1,∞) is positive. Put d=1−Htf0(0)>1/2 and c=(d+1/2)/2, so 1/2<c<d. Continuity at 0 supplies 0<δ<1 with ∣Htf0(x)−Htf0(0)∣<d−c for 0<x<δ. There f0(x)=1 and ∣Htf0(x)−1∣≥d−∣Htf0(x)−Htf0(0)∣>c. Hence ∥Htf0−f0∥∞≥c>1/2 on a set of positive measure, and the pointwise supremum is also greater than 1/2.

3.1step 2.1F4given

For this same f0, [F4] gives ∥Htf0−f0∥p→0 for every 1≤p<∞. Nevertheless each compact set containing 0 has pointwise supremum error at least ∣Htf0(0)−f0(0)∣>1/2, so locally uniform convergence fails there. The continuity hypothesis in the bounded-data theorem cannot be discarded.

4.1step 1.1step 2.1step 3.1step 1.2given∎

Steps 1.1–3.1 preserve the exact half-line value 1/2 and supply compactly supported data in L∞∩⋂1≤p<∞Lp with essential and pointwise supremum errors bounded away from zero, while every finite-p norm converges. Step 1.2 justifies the uniform-continuity qualification with the distinction between representatives and classes explicit. These witnesses refute the claimed endpoint extension and locally uniform convergence at the jump.

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