Time analyticity for nonlocal parabolic equations

TL;DR

This paper establishes the time analyticity of solutions to fractional heat equations on Euclidean spaces and manifolds, providing new estimates for fractional heat kernels and conditions for solution uniqueness and regularity.

Contribution

It proves time analyticity of solutions and heat kernels for nonlocal fractional heat equations under growth conditions, extending results to manifolds and analyzing derivatives via Fourier and contour methods.

Findings

Solutions are time analytic in (0,1] under growth conditions.

Fractional heat kernels are time analytic at t=0 for α in (0,1].

Sharp solvability conditions for backward fractional heat equations.

Abstract

In this paper, we investigate pointwise time analyticity of solutions to fractional heat equations in the settings of $\mathbb{R}^d$ and a complete Riemannian manifold $\mathrm{M}$. On one hand, in $\mathbb{R}^d$, we prove that any solution $u=u(t,x)$ to $u_t(t,x)-\mathrm{L}_\alpha^{\kappa} u(t,x)=0$, where $\mathrm{L}_\alpha^{\kappa}$ is a nonlocal operator of order $\alpha$, is time analytic in $(0,1]$ if $u$ satisfies the growth condition $|u(t,x)|\leq C(1+|x|)^{\alpha-\epsilon}$ for any $(t,x)\in (0,1]\times \mathbb{R}^d$ and $\epsilon\in(0,\alpha)$. We also obtain pointwise estimates for $\partial_t^kp_\alpha(t,x;y)$, where $p_\alpha(t,x;y)$ is the fractional heat kernel. Furthermore, under the same growth condition, we show that the mild solution is the unique solution. On the other hand, in a manifold $\mathrm{M}$, we also prove the time analyticity of the mild solution under the same growth condition and the time analyticity of the fractional heat kernel, when $\mathrm{M}$ satisfies the Poincar\'e inequality and the volume doubling condition. Moreover, we also study the time and space derivatives of the fractional heat kernel in $\mathbb{R}^d$ using the method of Fourier transform and contour integrals. We find that when $\alpha\in (0,1]$, the fractional heat kernel is time analytic at $t=0$ when $x\neq 0$, which differs from the standard heat kernel. As corollaries, we obtain sharp solvability condition for the backward fractional heat equation and time analyticity of some nonlinear fractional heat equations with power nonlinearity of order $p$. These results are related to those in [8] and [11] which deal with local equations.