Generalized solvability of the stationary Fokker-Planck equation (Q2480491): Difference between revisions

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Generalized solvability of the stationary Fokker-Planck equation
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    Generalized solvability of the stationary Fokker-Planck equation (English)
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    31 March 2008
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    The author studies the solvability of the equation \[ \Delta u - \mathrm{div}( u {\mathbf f} ) = 0 \] in the entire space \(\mathbb{R}^n\). He complements the above equation with the condition \[ \nabla u - u{\mathbf f} \in J(\mathbb{R}^n), \] where \(J(\mathbb{R}^n)\) is the closure in \(L^2(\mathbb{R}^n)\) of the set of all divergence free vector fields in \(W^{1,2}(\mathbb{R}^n)\). Using a Weyl type decomposition for vector fields in \(L^2(\mathbb{R}^n)\) and a simple contraction mapping reasoning he proves the following result. Let \(r \in \mathbb{R}\). For each \(\alpha>0\) there exists a constant \(m=m(n,\alpha)>0\) such that, for each measurable vector field \({\mathbf f}:\mathbb{R}^n \to \mathbb{R}^n\) such that \[ \sup_{x\in \mathbb{R}^n} (1+| x| )^{n/2 + \alpha+1} | {\mathbf f}(x)| <m, \] there exists a unique locally square integrable function \(u\) such that \(\nabla u \in L^2(\mathbb{R}^n)\), \(u{\mathbf f}\in L^2(\mathbb{R}^n)\), \(\nabla u - u{\mathbf f} \in J(\mathbb{R}^n)\) and \[ \int_{[-1/2, 1/2]^n} u(x) \,dx = r. \] An immediate consequence of this result is a similar assertion on the classical solvability of the original equation \[ \Delta u - \mathrm{div}( u {\mathbf f}) = 0, \] when \({\mathbf f}\) is smooth and satisfies the condition above.
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    stationary Fokker-Planck equation
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    Weyl decomposition
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    contraction mapping
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    generalized solutions
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