Smooth solutions to the heat equation which are nowhere analytic in time

Abstract

The existence of smooth but nowhere analytic functions is well-known (du Bois-Reymond [Math. Ann. 21 (1883), no. 1, pp. 109–117]). However, smooth solutions to the heat equation are usually analytic in the space variable. It is also well-known (Kowalevsky [Crelle 80 (1875), pp. 1–32]) that a solution to the heat equation may not be time-analytic at t = 0 t=0 even if the initial function is real analytic. Recently, it was shown by Dong and Pan [J Math. Fluid Mech. 22 (2020), no. 4, Paper No. 53]; Dong and Zhang [J. Funct. Anal. 279 (2020), no. 4, Paper No. 108563]; Zhang [Proc. Amer. Math. Soc. 148 (2020), no. 4, pp. 1665–1670] that solutions to the heat equation in the whole space, or in the half space with zero boundary value, are analytic in time under an essentially optimal growth condition. In this paper, we show that time analyticity is not always true in domains with general boundary conditions or without suitable growth conditions. More precisely, we construct two bounded solutions to the heat equation in the half plane which are nowhere analytic in time. In addition, for any δ > 0 \delta >0 , we find a solution to the heat equation on the whole plane, with exponential growth of order 2 + δ 2+\delta , which is nowhere analytic in time.