Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation (Q456239)

The main aim of this paper is to study the uniqueness of solutions to a \(d\)-dimensional Fokker-Planck type equation with inhomogeneous measurable not necessarily bounded coefficients. It shows an application to the probabilistic representation of the so-called Barenblatt's solution of the fast diffusion equation which is the partial differential equation \[ \partial_t u=\partial^2_{xx}u^m \] with \(m\in ]0, 1[\) and \(u^m= (a(t,x)u(t,x)) -\partial_x(b(t,x)u(t, x))\). Together with the mentioned Fokker-Planck equation, they use small time density estimates uniformly with respect to the initial condition. They concentrate on the case of measurable (possibly) degenerate coefficients, especially, on the irregularity of the diffusion coefficient, therefore setting \(b=0\). They considered the question what happens if \(a\) is not bounded and \(x \in \mathbb{R}^d\) -- a partial answer is given in Theorem 3.1. A practical example based on the probabilistic representation of the (Barenblatt) solution of porous media type equations and via a Monte Carlo simulation with an error around \(10^{-3}\) is given.