58 G. Bizhanova
go continuously. If we choose an initial moment T
0
>T
∗
in the problem, then the
compatibility conditions will be fulfilled.
If we study the problem since t = T
∗
or since the moment of a jump of
all characteristics of the process (given functions, coefficients, parameters in the
problem), then, in general, the compatibility conditions are not fulfilled, but the
physical process continues, and the problem can also have a solution.
To study the first and second boundary value problems for the parabolic
equations in the classes C
2, 1
xt
(Ω
T
) ∩C(Ω
T
)andC
2, 1
xt
(Ω
T
) ∩C
1, 0
xt
(Ω
T
) respectively,
we assume that the compatibility conditions of zero order are fulfilled in these
problems, because we look for, in the closure of a domain Ω
T
, a continuous solution
of the first boundary value problem and a continuous solution together with all
its derivatives of first order with respect to the spatial variables of the second
boundary value problem.
Solutions of boundary value problems in a weighted H¨older space C
l
s
(Ω
T
),
s ≤ l, introduced by V.S. Belonosov, permits us to get rid of one compatibility
condition [1, 2, 8]. Considering the first boundary value problem in this class we
must require fulfillment of the compatibility condition of zero order, but the first-
order compatibility condition can not take place. Y. Martel and Ph. Souplet in
[7] proved that the solution of the first boundary value problem for the parabolic
equation with incompatible data is not continuous in the closure of a domain.
One-dimensional boundary value problems with incompatible data were studied
in [3, 4].
We study the first and second boundary value problems for heat equations
in the half-space R
n
+
, n ≥ 2, with incompatible initial and boundary data on
the boundary x
n
= 0 of a domain at t = 0. The existence, uniqueness and esti-
mates of the solutions are proved in H¨older and weighted spaces. Nonfulfillment of
the compatibility conditions of initial and boundary data in the first and second
boundary value problems leads to appearance of the functions z
j
(x
,t)erfc
x
n
2
√
at
,
W
j
(x, t), j =0, 1, (see Theorems 2.1, 2.2) and −2
√
at z
2
(x
,t)ierfs
x
n
2
√
at
(see The-
orems 2.3, 2.4) in the solutions of these problems respectively, which are singular
in the vicinity of a boundary of a domain as t → 0. These functions permit us to
reduce the original problems to problems with a fulfilled compatibility conditions
of all necessary orders.
In Chapter 1 the H¨older and weighted spaces are determined, the definition of
the special functions – repeated integrals of the probability and the compatibility
conditions for the considered problems are given. The main results of the paper
are formulated in Chapter 2. In Chapter 3 there are constructed and studied the
singular solutions of the auxiliary problems. In Chapters 4 and 5 with the help
of these singular solutions the original first and second boundary value problems
are reduced to problems that have unique solutions in the weighted and classical
H¨older spaces. In the Appendix the auxiliary first boundary value problem is
studied.