I want to solve the equation below
$$\partial_t F(r,t)= \frac{a}{r^{d-1}}\partial_r\big(r^{d-1} \partial_r F(r,t)\big)$$
where $r$ denotes the radius in spherical coordinates, and $a$ is a constant. The initial and boundary conditions are:
$$F(r,t=0)=\delta(r-R_0)$$
and
$$\partial_r F(r,t)|_{r=R_0}=0$$
Does anyone have any idea of if it is solvable or not?
Let $F(r,t) = R(r)T(t)$ then
$$ \frac{T'}{aT} = \frac{\frac{1}{r}(rR')'}{R} = -\lambda $$
and
\begin{cases} T' + \lambda aT = 0 \\ (rR')' + \lambda rR = 0 \end{cases}
The radial equation is
$$ r^2R'' + rR' + \lambda r^2R = 0 $$
of which the solution is in the form of Bessel functions
$$ R(r) = J_0(\sqrt{\lambda}r) $$
The boundary condition requires
$$ R'(r_0) = -\sqrt{\lambda}J_1(\sqrt{\lambda}r_0) = 0 $$
Then $\sqrt{\lambda_n}r_0 = \alpha_n$ where $\alpha_n$ are the zeroes of $J_1(x)$. There are no closed forms for these zeroes, but numerical approximations can be found. Rewriting the solution
$$ R_n(r) = J_0\left(\frac{\alpha_n r}{r_0}\right) $$
The general solution is then
$$ F(x,t) = \sum_{n=1}^\infty c_n J_0\left(\frac{\alpha_n r}{r_0}\right) e^{-a(\alpha_n/r_0)^2t}$$
Next, I will prove that the eigen-solutions $R_n$ are orthogonal with respect to a weighting function. By definition we have
$$ (rR_n')' = -\lambda_n rR_n $$
and all solutions satisfy $R_n'(r_0) = 0$
Through integration by parts
\begin{align} \int_0^{r_0} (rR_n')'R_m dr &= rR_n'R_m\Big\vert_0^{r_0} -\int_0^{r_0} rR_n'R_m' dr = -\int_0^{r_0} rR_n'R_m' dr \\ \int_0^{r_0} (rR_m')'R_n dr &= rR_m'R_n\Big\vert_0^{r_0} -\int_0^{r_0} rR_n'R_m' dr = -\int_0^{r_0} rR_m'R_n' dr \end{align}
Using the definition
$$ \int_0^{r_0} \big[(rR_n')'R_m - (rR_m')R_n \big] dr = -(\lambda_n-\lambda_m)\int_0^{r_0} rR_nR_m dr = 0 $$
which follows that
$$ \int_0^{r_0} rR_nR_m dr = 0 $$
for $n\ne m$
Finally, the initial condition
$$ F(x,0) = \delta(r-s) = \sum_{n=1}^\infty c_n J_0 \left(\frac{\alpha_n r}{r_0}\right) $$
where $\delta(r)$ is the polar Dirac-Delta and $0<s<r_0$
Using the proven orthogonality
\begin{align} \int_0^{r_0} r\delta(r-s) J_0\left(\frac{\alpha_m r}{r_0}\right) &= \int_0^{r_0}\sum_{n=1}^\infty c_n rJ_0 \left(\frac{\alpha_n r}{r_0}\right)J_0\left(\frac{\alpha_m r}{r_0}\right) dr \\ J_0\left(\frac{\alpha_m s}{r_0}\right) &= c_m \int_0^{r_0} rJ_0^2\left(\frac{\alpha_m r}{r_0}\right) dr \end{align}
Edit 3/5: In spherical coordinates the Laplacian turns out to be
$$ \nabla^2 F = \frac{1}{r^2}\frac{\partial }{\partial r}\left(r^2\frac{\partial F}{\partial r}\right) $$
Following this, we have the radial equation
$$ (r^2R')' + \lambda r^2 R = 0 $$
This has a solution in terms of spherical Bessel functions. Once again, we only take the one that's finite at $r=0$
$$ R(r) = j_0(\sqrt{\lambda}r) = \frac{\sin(\sqrt{\lambda}r)}{r} $$
The B.C. gives
$$ R'(r_0) = 0 \implies \sqrt{\lambda}r_0\cos(\sqrt{\lambda}r_0) - \sin(\sqrt{\lambda}r_0) = 0 \implies \sqrt{\lambda}r_0 = \tan(\sqrt{\lambda}r_0) $$
Let $\alpha_n$ be the solutions to the equation $x=\tan(x)$ (again ignoring $\alpha_0=0$), you have the general solution
$$ F(x,t) = \sum_{n=1}^\infty \frac{c_n}{r} \sin\left(\frac{\alpha_n r}{r_0}\right)e^{-a(\alpha_n/r_0)^2t}$$
In spherical the weighting factor is $r^2$ and not $r$, so we have
$$ c_n = \frac{\int_0^{r_0} F(x,0) R_n(r)\ r^2 dr}{\int_0^{r_0} R_n(r)\ r^2 dr} = \frac{\int_0^{r_0}F(x,0)\sin\left(\frac{\alpha_n r}{r_0}\right)\ r dr}{\int_0^{r_0}\sin^2\left(\frac{\alpha_n r}{r_0}\right)\ dr} $$