On Cauchy problem for parabolic differential-difference equations
The author of this interesting paper studies the following parabolic differential-difference equation in \(\mathbb{R}^l\times (0,+\infty)\), \[ \partial u/\partial t=\partial^2 u/\partial x^2+\sum_{k=1}^ma_ku(x-h_k,t), \] where \(a,h\in \mathbb{R}^m\). Equations of such kind arise in non-classical models of optics and the original problem is, in general, nonlinear. However, in this paper the author restricts his consideration to the linearized prototype, which also has applications. It is known that the classical solvability of the considered problem is a tough task. The author proves the classical solvability in a constructive way. The initial function is supposed to be continuous and bounded. Then the fundamental solution is obtained and, correspondingly, an integral representation of the classical solution of the Cauchy problem as convolution of the fundamental solution and the initial-value function.
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