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Does there exists a function $f \in C^2[0,\infty]$ (that is, $f$ is $C^2$ and has finite limits at $0$ and $\infty$) with f''(0) = 1, such that for any $g \in L^p(0,T)$ (where $T > 0$ and $1 \leq p < \infty$ may be chosen freely) we get $ \int_0^T \int_0^\infty \frac{u^2-s}{s^{5/2}} \exp{\left( -\frac{u^2}{2s} \right)} f(u) g(s) du ds = 0? $

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    @joriki: thanks, now I've got the idea.2011-03-14

2 Answers 2

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I'm pretty sure the answer is no, there exists no such $f$. Here I first give a physical argument.

First define the function $K(u,s) = \frac{1}{\sqrt{s}} \exp (-u^2 / 2s )$. Up to some constant normalisation factors, this is the Heat Kernel.

Observe that your integral can be written as, by an explicit calculuation,

$ \int_0^T \int_0^\infty (\partial_{uu}^2K)(u,s)f(u)g(s) ~ du ~ ds $


Now, notice that the condition is linear. If $f$ and $\tilde{f}$ are solutions, then $af + b\tilde{f}$ is also a solution. Next, observe that using the fundamental theorem of calculus, $f(u) = \textrm{constant}$ is a solution: since $\partial_uK$ vanishes both at 0 and infinity. Therefore we can, without loss of generality, assume that the solution we are looking for has $f(0) = 0$. So we can extend $f$ continuously to the negative real line by setting $f(x) = 0$ whenever $x < 0$. Then using that $K$ is a even function:

$ \int_0^{\infty} \partial_{uu}^2K(u,s)f(u) du = \int_{-\infty}^\infty \partial_{uu}^2K(0-u,s)f(u) du = \partial_{uu}^2 (K_s*f)(0) $

where $K_s*f$ is the convolution of the heat kernel $K(u,s)$ against $f(u)$ extended to the whole real line. In other words, that is the evaluation of the second derivative of $K_s*f$ at the origin.

Now, $K_s*f$ is a solution to the heat equation with initial data at $s=0$ being $f$. So in particular, up to a constant factor,

$ \partial_{uu}^2(K_s*f) = \partial_t(K_s*f)$

So your desired integral condition, since you allow $g$ to be arbitrary, tells you that $K_s*f(0) = 0$ for all $s$. (Which is, in fact, basically what joriki wrote in his comment.)


The condition that f''(0) = 1 tells you that the initial temperature fluctuation is non-zero near the origin. As heat is diffusive, to the left of the origin you have no heat content, to the right you start with some non-zero temperature arbitrarily close to the origin. So in arbitrary short time you should feel some heat at the origin.


The mathematical argument follows:

Now, using joriki's comment, the problem reduces to considering on constant $s$ slices. Integrating by parts twice in $u$, we have that your condition implies

\int_0^\infty K(u,s) f''(u) du + \frac{1}{\sqrt{s}} f'(0) = 0

Taking $s\to 0$, the first term converges to some finite value which is non-zero by the assumption that f''(0) = 1\neq 0 and f'' is continuous. This gives a contradiction as, if f'(0) = 0 then the above equation would require f''(0) = 0. And if f'(0) \neq 0, the above equation shows that the integral \int_0^\infty K(u,s) f''(u) du \nearrow \infty as $s\searrow 0$.

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    Thank you very much for the answer! I now see where the problem is. I will edit my question and add some assumptions on $g$.2011-03-14
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As Joriki pointed out in his comment, this is equivalent to finding an $f(u)$ such that for all $0 \leq s \leq T$ one has $\int_0^{\infty}(u^2 - s)\exp{(-{u^2 \over 2s})}f(u) \,du = 0$ Write $\int_0^{\infty}u^2\exp{-({u^2 \over 2s})}f(u)\,du$ as $-\int_0^{\infty}-{u \over s}\exp{(-{u^2 \over 2s})}suf(u)\,du$ and integrate by parts, integrating $-{u \over s}\exp{(-{u^2 \over 2s})}$ to $\exp{(-{u^2 \over 2s})}$, and differentiating the rest. The result is the expression \int_0^{\infty}\bigg(s\exp{(-{u^2 \over 2s})}f(u) + suf'(u)\exp{(-{u^2 \over 2s})}\bigg)\,du The first term of this cancels out the second term of your original expression, so what you need is a function $f(u)$ such that for all $0 \leq s \leq T$ one has s\int_0^{\infty}uf'(u)\exp{(-{u^2 \over 2s})}\,du = 0 You can cancel out the $s$ factor in front, then change variables from $u$ to $\sqrt{u}$ to get \int_0^{\infty}f'(\sqrt{u})\exp{(-{u \over 2s})}\,du = 0 Lastly, one can replace $s$ by ${1 \over 2s}$ to get that for all $s \geq {1 \over 2T}$ you need \int_0^{\infty}f'(\sqrt{u})\exp{(-{su})}\,du = 0 This can't happen; the above defines analytic function of $s$ which can't be zero on a segment without being identically zero. So the Laplace transform of f'(\sqrt{u}) is identically zero, which for reasonable f' will not happen unless f' is identically zero.

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    Thanks for the another answer!2011-03-14