Hypercontractivity, Hopf-Lax type formulas, Ornstein-Uhlenbeck operators. II (Q843350): Difference between revisions

Inspired by a paper of \textit{Y. Fujita, H. Ishii} and \textit{P. Loreti} [Indiana Univ. Math. J. 55, No.~5, 1671--1700 (2006; Zbl 1112.35041)], the authors study the problem \[ \begin{aligned} u_t(x,t)+ \sum^N_{i=1} \alpha_i x_i u_{x_i}(x,t)+{1\over 2} \sum^N_{i=1} |u_{x_i}(x, t)|^2= 0\quad &\text{in }\mathbb{R}^N\times (0,\infty),\\ u(x,0)= u_0\quad &\text{in }\mathbb{R}^N,\end{aligned}\tag{1} \] where \(\alpha_i\), \(1\leq i\leq N\), are nonnegative real numbers. More precisely, they consider the case where \(\alpha_i> 0\) for all \(i=1,2,\dots, N\) and generalize to the case where \(\alpha_i\) could vanish for some indices \(i\). If \(\alpha_i> 0\) for all \(i=1,2,\dots, N\), the formula \[ u(x,t)= \min_{y\in\mathbb{R}^N}\, \Biggl\{u_0(y)+ \sum^N_{j=1} {\alpha_j\over 1-e^{-2\alpha_jt}}\,(y_j- e^{-\alpha_jt} x_j)^2\Biggr\} \] is a solution, in the viscosity sense of (1). The authors show hypercontractivity and ultracontractivity for the semigroup associated with the problem, and they obtain a class of logarithmic Sobolev inequalities. They also show extremal functions for inequalities; these functions do not satisfy the global Lipschitz continuity assumption, which is used to establish the main properties of the semigroup. In the last section, a mixed model is considered. For part I, cf. [GAKUTO International Series Mathematical Sciences and Applications 30, International Conference for the 25th Anniversary of Viscosity Solutions, 15--31 (2008)].