Isolated singularities in the heat equation behaving like fractional Brownian motions

Abstract

We consider solutions of the linear heat equation in RN with isolated singularities. It is assumed that the position of a singular point depends on time and is Hölder continuous with the exponent α∈(0,1). We show that any isolated singularity is removable if it is weaker than a certain order depending on α. We also show the optimality of the removability condition by showing the existence of a solution with a nonremovable singularity. These results are applied to the case where the singular point behaves like a fractional Brownian motion with the Hurst exponent H∈(0,1/2]. It turns out that H=1/N is critical.