Asymptotically short term behavior of solutions to one dimensional diffusion processes
Asymptotic behavior of solutions to PDEs (35B40) Integral representations of solutions to PDEs (35C15) Initial-boundary value problems for second-order parabolic equations (35K20) Reaction-diffusion equations (35K57) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) One-parameter semigroups and linear evolution equations (47D06)
The authors study the short term behavior of solutions to diffusion processes: \[ \begin{alignedat}{2} &u_t = \frac{\partial}{\partial x}(p(x)u_x) + f(x,u,u_x), \qquad && 0<x<\pi, t>0,\\ &u(0,t) = u(\pi,t) = 0,\qquad && t>0,\\ &u(x,0) = u_0(x) \end{alignedat} \] in the case when \(u_0\) does not satisfy the homogeneous Dirichlet boundary conditions, \(p(x)\) is piecewise smooth, and \(f\) is continuous and Lipschitz in \(u\) and \(u_x\). The main result reads as: If \(u\) is a solution then \[ \lim_{t\to +0}\frac{1}{\sqrt t}\int_0^a(u_0(x) - u(x,t)) dx = \frac{2}{\sqrt\pi} \left(u_0(0)\sqrt{p(0)} + u_0(a)\sqrt{p(a)}\right). \]
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