Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains (Q1401588): Difference between revisions

Let \(D\subset\mathbb R^{d}\) be a bounded domain of class \(C^4\), given by \(D = \{x; \psi(x)>0\}\), where \(\psi\in C^4(\mathbb R^{d})\). Let \(g\in C^4(\partial D)\), \(f\in C^2(\overline D)\). An equation (1) \(Lu = -f\) in \(D\), \(u=g\) on \(\partial D\) is studied, \(L = \sum^{d}_{i,j=1} a_{ij}\partial _{x^{i}x^{j}} + \sum^{d}_{i=1}b^{i}\partial_{x^{i}}\) being an operator with constant coefficients. It is supposed that \(L\) is parabolic: the matrix \(a\) is nonnegative and symmetric, its rank equals to \(d-1\), all eigenvalues of \(a\) equal one, and \((ab,b)<|b|^2\). A point \(y\in \partial D\) is called singular, if \((a\psi_{x},\psi_{x})=0\) at the point \(y\). Let \(y\) be an isolated singular point, sufficient conditions on \(\psi\) are found implying that the (probabilistic) solution to (1) is \(C^2\)-smooth in some neighbourhood of \(y\) in \(\overline D\). These conditions are conjectured to be also necessary.