Variable-Coefficient Parabolic Equations and Finite-Horizon Hamilton--Jacobi--Bellman Equations in Augmented Spectral Barron Spaces
We establish a whole-space solution framework in augmented spectral Barron spaces for uniformly elliptic parabolic equations with state-dependent principal coefficients. A frozen-symbol parametrix yields bounded Green and terminal operators and a one-derivative smoothing estimate on arbitrary finite horizons, without requiring the spatial variation of the principal coefficient to be perturbatively small. We then apply this linear framework to a finite-horizon Hamilton--Jacobi--Bellman equation. A semi-explicit gradient iteration converges on sufficiently short horizons at a Gamma-factorial rate in a whole-space augmented Barron norm, and its limit is identified with the stochastic-control value function. Finally, temporal Jackson approximation and spatial spectral Barron approximation give joint shallow cosine-network approximations in space and time for the value function and the optimal feedback, with quantitative error and neuron-count bounds. Taken together, these results connect variable-coefficient parabolic well-posedness and smoothing in augmented spectral Barron spaces with nonlinear HJB solvability and quantitative neural-network approximation.