Harnack inequality for Ornstein-Uhlenbeck type operators (Q2297531): Difference between revisions

The author proves a Harnack inequality for non-negative global weak solutions of the equation \(u_t -Lu = 0\), where \(L\) is the second-order elliptic operator \[L = \operatorname{div}(Q(t, x)\nabla ) + \langle B(x) + F(t, x), \nabla \rangle,\] where \(Q\) is uniformly elliptic, \(F\) is bounded, and \(B\) is twice differentiable with bounded derivatives. The main idea is to make a change of variables determined by the flow generated by the unbounded drift term \(B\). This change of variables reduces the problem into a non-autonomous parabolic one with bounded coefficients for which Harnack inequalities are well known.