Abstract

We apply the method of integral representations to study the ill-posed Cauchy problem for the heat equa- tion. More precisely we recover a function, satisfying the heat equation in a cylindrical domain, via its values and the values of its normal derivative on a given part of the lateral surface of the cylinder. We prove that the problem is ill-posed in the natural (anisotropic) spaces (Sobolev and H¨older spaces, etc). Finally, we obtain a uniqueness theorem for the problem and a criterion of its solvability and a Carleman-type formula for its solution

Highlights

  • The integral representation method is the core of investigations of the ill-posed problems for partial differential equations, see [1,2,3]

  • Lev Aizenberg [4, 5] noted that the Cauchy problem for the Cauchy–Riemann equations is closely related to the problem of analytic continuation even if its entries are not analytic

  • He found principal ingredients, leading to the construction of integral formulas for its solution (Carleman formulas): a proper integral formula recovering the function via the data on the whole boundary, the uniqueness theorem and an effective tool, providing the analytic continuation from a domain to a larger one

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Summary

Institute of Mathematics and Computer Science Siberian Federal University

Received 28.02.2019, received in revised form 11.03.2019, accepted 20.04.2019 We apply the method of integral representations to study the ill-posed Cauchy problem for the heat equation. He found principal ingredients, leading to the construction of integral formulas for its solution (Carleman formulas): a proper integral formula recovering the function via the data on the whole boundary, the uniqueness theorem and an effective tool, providing the analytic continuation from a domain to a larger one This method was successfully used in the framework of Hilbert space methods to investigate the Cauchy problem for general elliptic systems of partial differential equations, see [6,7,8], and even to elliptic complexes of differential operators, see [9]. To investigate the heat equation we need the anisotropic (parabolic) spaces, see [12, Ch. 1], [14, Ch. 8] For this purpose, let C2s,s(ΩT ) stand for the set of all continuous functions u in ΩT , (α, j) ∈ Zn+ × Z+. Let C2s+k,s,λ,λ/2((Ω ∪ S)T ) stand for the set of anisotropic Holder continuous functions with a power λ over each compact subset of (Ω ∪ S)T together with all partial derivatives ∂xα+β∂tju where |β| k, |α| + 2j 2s. It is known that the standard initial boundary value problem for the heat operator consists of the recovering of the function u over the cylinder

ΩT satisfying the heat equation
Consider in the domain DT the functions
Lemma imply that
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