岡田 いず海

We consider the heat equation with a dynamic potential [Formula presented]where N>2. Here the potential V is given by a Hardy-type function V(x,t)=λ|x−ξ(t)|−μ with constants λ,μ>0, and the singular point ξ(t) is a path of the N-dimensional fractional Brownian motion with the Hurst exponent 0<H<1/2. By using the Feynman–Kac formula, it is shown that the initial value problem is solvable if and only if μ<(1/H)∧N. We also study the heat equation with a singular nonhomogeneous term.

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.

We investigate a problem suggested by Dembo, Peres, Rosen, and Zeitouni, which states that the growth exponent of favorite points associated with a simple random walk in Z2 coincides, on average and almost surely, with those of late points and high points associated with the discrete Gaussian free field.