Please help me out of the dilema
One and a half years ago, I got a PhD fellow in Math in a European country. I've worked hard to learn background toward the project which my supervisor gave me, although I'm not interesting much in the field. After one year passed, I've got enough backgroud to deal with the project. But I quickly discovered that the problem my supervisor gave me was too bad to work out, in fact it is dead end. My supervisor admitted this fact and gave me another problem to do, but three months ago I discovered this problem was solved by other mathematicians six years before. Until now, my supervisor seems not able to have any nice problem for me to do, his research is focused on another direction which is far away from what I'm studying with him. I'm disappointing now.
I made several applications to other places. Some of those informed that I was selected and they are waiting my answer. I'm very confusing now, I don't know should I stick in my current PhD or leave? Am I guilty if I leave? Will my supervisor angry at me if I leave? I've been told some excellent students can find out the good problem themself but I'm afraid that I'm not at that level. Thank you for any advices!