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The instantaneous smoothing effect of the heat equation is the property that the solution to $$\begin{cases} \partial_t u= \Delta u, & t>0 \\ u(0, x)=f(x), & x\in \mathbb R^d,\end{cases}$$ is such that $u(t, \cdot)\in C^\infty$ for all $t>0$, regardless of the regularity of $f$; it is enough to suppose $f\in L^\infty(\mathbb R^d)$, for example. This applies to scalar or vector-valued maps; i.e., $u\colon [0, \infty)\times \mathbb R^d\to \mathbb R^d$.


Question. Suppose that $\omega\colon \mathbb R^d\to \mathbb S^{d-1}$ is a measurable map; in particular, $\omega$ can be undefined on a set of measure zero. Does there exist $\omega(t, x)$ such that

  1. $\omega(t, x)\in \mathbb S^{d-1}$ for all $t>0, x\in\mathbb R^d$;
  2. $\omega(t, \cdot)\in C^\infty(\mathbb R^d; \mathbb S^{d-1})$;
  3. $\displaystyle \lim_{t\downarrow 0} \int_{\mathbb R^d}\lvert \omega(t, x)-\omega(x)\rvert^2\, dx=0$ ?

Note. Other modes of convergence for point 3 are welcome. (Calvin points out in comments that $L^\infty$ convergence is unobtainable.)


This question appeared in the context of this answer, step 2. There, I tried to give a solution by considering $\omega$ as a map from $\mathbb R^d$ to $\mathbb R^{d}$ and then solving $$\tag{*}\begin{cases}  \partial_t \eta = \Delta \eta, & t>0, \\ \eta(0, x)=\omega(x), & x\in \mathbb R^d, \end{cases} $$ obtaining a map $\eta\colon [0, \infty)\times \mathbb R^d\to \mathbb R^d$ which is indeed smooth for $t>0$$^{[1]}$, but which needs not satisfy $\eta(t, x)\in \mathbb S^{d-1}$. So, I have thought of defining $$ \omega(t,x):=\frac{\eta(t, x)}{\lvert \eta (t, x)\rvert}. $$

However, this is wrong. Nobody guarantees that $\eta(t, x)\ne 0$ for all $t>0$ and $x\in\mathbb R^d$.

The following example illustrates what can go wrong. Let $$ \omega(x)=\frac{x}{\lvert x \rvert}, \quad x\in \mathbb R^d.$$ Since $\omega(-x)=-\omega(x)$, the function $\eta$ must satisfy the same symmetry. But $\eta$ is continuous in $x$ for $t>0$, so $\eta(t, -x)=-\eta(t, x)$ forces $\eta(t,0)=0$.

My intuition is that the initial datum $\omega$ is "too symmetric". To obtain the desired smoothing effect, this symmetry must be broken; but the heat equation, which is isotropic, cannot do that.

A promising idea. Instead of (*), we should consider the general, anisotropic system of heat equations $$ \begin{cases} \partial_t \eta_j = \mathrm{div}(A(x)\nabla \eta_j) + b(x)\cdot \nabla \eta_j, & t>0, j=1,\ldots, d, \\ \eta(0, x)=\omega(x). \end{cases} $$

Here, the matrix-valued $A\colon \mathbb R^d\to \mathbb R^{d\times d}$ and $b\colon \mathbb R^d\to \mathbb R^d$ have to be determined, and they depend on $\omega$. The standard heat equation corresponds to $A$ being the identity matrix, and $b=0$.


[1] See, e.g., Evans "Partial differential equations", 2nd edition, Theorem 8, pag.59.

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    Don't know about the actual question, but you can't get $L^\infty$ convergence, right? which is an issue already in 1D, say $\omega(x) = v (\mathbb 1_{x_1 > 0} - \mathbb 1_{x_1 \le 0} )$, $v\in\mathbb S^{d-1}$ any fixed vector – Calvin Khor Nov 17 '19 at 10:46
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    @CalvinKhor: Dear Calvin, not only you are completely right, but you also implicitly suggested why my heat-equation based attempt is wrong. I am going to edit the question. – Giuseppe Negro Nov 17 '19 at 11:35
  • Oh...I wish I could say I noticed that before you said it :) Glad to help, even if its a negative result – Calvin Khor Nov 17 '19 at 12:02
  • @GiuseppeNegro Just to be sure: The equality $\eta(t, 0)=0$ follows directly from the kernel formula for the solution, right? – Asaf Shachar Nov 17 '19 at 14:07
  • @AsafShachar: Right. You can also infer it from the equation, though. Since $\omega(-x)=-\omega(x)$, the solution $\eta(t, x)$ must satisfy the same symmetry; and since it is continuous in $x$ (for $t>0$), it must be $\eta(t,0)=0$. – Giuseppe Negro Nov 17 '19 at 15:36

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