Time analyticity for nonlocal parabolic equations

Abstract: In this paper, we investigate pointwise time analyticity of solutions to fractional heat equations in the settings of $\mathbb{R}^d$ and a complete Riemannian manifold $\mathrm{M}$. On one hand, in $\mathbb{R}^d$, we prove that any solution $u=u(t,x)$ to $u_t(t,x)-\mathrm{L}\alpha^{\kappa} u(t,x)=0$, where $\mathrm{L}\alpha^{\kappa}$ is a nonlocal operator of order $\alpha$, is time analytic in $(0,1]$ if $u$ satisfies the growth condition $|u(t,x)|\leq C(1+|x|)^{\alpha-\epsilon}$ for any $(t,x)\in (0,1]\times \mathbb{R}^d$ and $\epsilon\in(0,\alpha)$. We also obtain pointwise estimates for $\partial_t^kp_\alpha(t,x;y)$, where $p_\alpha(t,x;y)$ is the fractional heat kernel. Furthermore, under the same growth condition, we show that the mild solution is the unique solution. On the other hand, in a manifold $\mathrm{M}$, we also prove the time analyticity of the mild solution under the same growth condition and the time analyticity of the fractional heat kernel, when $\mathrm{M}$ satisfies the Poincar\'e inequality and the volume doubling condition. Moreover, we also study the time and space derivatives of the fractional heat kernel in $\mathbb{R}^d$ using the method of Fourier transform and contour integrals. We find that when $\alpha\in (0,1]$, the fractional heat kernel is time analytic at $t=0$ when $x\neq 0$, which differs from the standard heat kernel. As corollaries, we obtain sharp solvability condition for the backward fractional heat equation and time analyticity of some nonlinear fractional heat equations with power nonlinearity of order $p$. These results are related to those in [8] and [11] which deal with local equations.