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Infinite propagation speed for nonnegative heat data

Statement

Assume Countable Choice and let n≥1. Let f∈L1(Rn) satisfy f≥0 almost everywhere and f≠0. Then for every t>0 and every x∈Rn the everywhere-defined integral Htf(x)=∫RnΓ(x−y,t)f(y) dy is strictly positive. In particular, if f is compactly supported, nonnegative and nonzero, then the support of the solution at time t is all of Rn for every t>0.

Facts & Assumptions

Given: Countable Choice, n≥1, t>0, x∈Rn and a representative f∈L1(Rn) with f≥0 almost everywhere and f≠0.

[A1]

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

[F1]

For every t>0 the heat kernel is strictly positive, Γ(y,t)>0 for all y, and ∥Γt∥1=1 (The heat kernel on Rn and its causal extension, Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).

[F2]

For f∈L1(Rn), Htf is the L1 class of the convolution Γt∗f, and the class is nonnegative almost everywhere when f≥0 almost everywhere (The heat evolution Ht of initial data, Mass conservation and positivity of the heat flow).

[F3]

For a measurable g≥0, ∫g=0 if and only if g=0 almost everywhere (A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere).

Proof

technique · direct
1.1A1F3given

The set A:={y:f(y)>0} is measurable with λn(A)>0: were λn(A)=0, then f≤0 almost everywhere together with the hypothesis f≥0 almost everywhere would make f=0 almost everywhere, contradicting f≠0 in L1(Rn); equivalently ∫Rnf>0 by [F3] applied to the nonnegative function f.

2.1step 1.1F1F3given

Fix t>0 and x∈Rn. The integrand y↦Γ(x−y,t)f(y) is measurable and nonnegative almost everywhere, by [F1] and the hypothesis on f, and it is strictly positive for every y∈A, since Γ(x−y,t)>0 everywhere by [F1] and f(y)>0 on A; as A has positive measure by step 1.1, the nonnegative integrand is positive on a set of positive measure, so its integral is strictly positive by [F3].

3.1step 2.1F1F2given

The integral is finite for every x, because ∣Γ(x−y,t)f(y)∣≤∥Γt∥∞∣f(y)∣ with ∥f∥1<∞, so the integral defining Htf(x) converges absolutely at every point and defines the everywhere-positive representative Htf(x)>0 of the class of [F2].

4.1step 3.1given

Consequently, if in addition supp⁡f is compact, then the set where Htf is nonzero is all of Rn by step 3.1, so supp⁡(Htf)=Rn for every t>0; that is, a compactly supported nonnegative nonzero datum has support spreading to the whole space at every positive time.

5.1step 3.1step 4.1given∎

Steps 1.1, 2.1, 3.1 and 4.1 prove strict positivity of the everywhere-defined integral for every nonnegative nonzero L1 datum and the full-space support statement for compactly supported data.

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