Matrix-exponential groups and Kolmogorov-Fokker-Planck equations (Q434329): Difference between revisions
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Revision as of 22:54, 19 March 2024
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English | Matrix-exponential groups and Kolmogorov-Fokker-Planck equations |
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Matrix-exponential groups and Kolmogorov-Fokker-Planck equations (English)
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10 July 2012
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An approach to the study of the regularity of solutions to certain Hörmander partial differential operators \(\mathcal{L}=\sum\limits_{j=1}^m X_j^2+X_0\), \(X_j=\sum\limits_{k=1}^N a_j^k\partial_{x_k}\), \(j=0,\dots,m\), in \({\mathbb R}^n\) was proposed in several papers published over the past few years. The main ingredient of this approach is the attachment of a Lie group structure \(G=({\mathbb R}^N,\star)\) such that \(\mathcal{L}\) is left invariant on \(G\). The aim of the paper under review is to provide new examples of Hörmander operators \({\mathcal{L}}\) to which a Lie group structure can be attached making \({\mathcal{L}}\) left invariant. The class of examples contains several subclasses of operators appearing in the literature and arising both in theoretical and in applied fields: evolution Kolmogorov operators, degenerate Ornstein-Uhlenbeck operators, Mumford and Fokker-Planck operators, Ornstein-Uhlenbeck operators with time-dependent periodic coefficients. These examples basically come from the exponential of matrices, as well as from linear constant-coefficient ODE's in \({\mathbb{R}}\) or in \({\mathbb{C}}\). Furthermore, the authors describe how these groups can be combined together to obtain new structures and new operators, also with an eye on applications.
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Kolmogorov-Fokker-Planck equations
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Ornstein-Uhlenbeck equations
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left-invariant operator
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