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A Harmonic-Polynomial Escape Sequence for an Ornstein–Uhlenbeck Transmission Problem Across Hilbert–Schmidt Ellipsoids

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DOI
10.20944/preprints202605.0839.v1

We give a constructive high-dimensional escape sequence for the equation (∆ − x ·∇)u = u associated with the symmetric Ornstein–Uhlenbeck operator in Gaussian space. Let (ai)i≥1 be a positive square summable sequence and let Bn = {x ∈ Rn : ∑ni=1 ai2 xi2 < 1}. We construct functions un that are continuous on Rn, smooth on both sides of ∂Bn, solve the positive spectral equation away from ∂Bn, and have finite Gaussian H1 energy. The construction uses a single real harmonic polynomial, Re(x1 +ix2)mn with mn = ⌊n1/8⌋, multiplied by the finite-energy Tricomi branch of the separated radial Ornstein–Uhlenbeck equation and then extended into Bn by the weighted Dirichlet principle. The exterior energy has a lower bound of order (2π)n/2n−1/2(2mn/e)mn, whereas the interior minimizing energy is bounded by (2π)n/2nCCamn. Hence the ratio of total Gaussian H1 energy to the energy inside Bn tends to infinity. The proof is written with all non-standard notation defined explicitly, and two examples, including an ℓ1-small sequence with ∑i ai < 1, are included as checks of the hypotheses.

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