Some results for second order elliptic operators having unbounded coefficients.
Asymptotic behavior of solutions to PDEs (35B40) Second-order elliptic equations (35J15) Second-order parabolic equations (35K10) PDEs with randomness, stochastic partial differential equations (35R60) One-parameter semigroups and linear evolution equations (47D06) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Existence and uniqueness results and Schauder estimates are obtained both for the elliptic problem \(\lambda \varphi - {\mathcal A}\varphi = f\) in \(\mathbb R^ {d}\) and for the parabolic equation \(u_ {t} = {\mathcal A}u + f\) in \(\left ]0,T\right ] \times \mathbb R^ {d}\), \(u(0,\cdot ) = \varphi \), where \({\mathcal A}\psi (x) = \frac 12\operatorname {Tr} [A(x)D^ 2\psi (x)] + \langle F(x),D\psi (x)\rangle \) is a second order elliptic differential operator with smooth coefficients of a polynomial growth. More precisely, it is assumed that \(F\in C^ 3(\mathbb R^ {d};\mathbb R^ {d})\), \(A=GG^ {*}\), \(G\in C^ 3 (\mathbb R^ {d};\mathbb R^ {r})\), and \[ \sup _ {x\in \mathbb R^ {d}}\bigl \{(1+| x| ^ {2m -1-j})^ {-1}| D^ \beta F(x)| + (1+| x| ^ {k-j} )^ {-1}\| D^ \beta G(x)\| \bigr \} <\infty \] for some \(m\geq 2\), \(k\leq m-1\) and any multiindex \(\beta \) with \(| \beta | \leq 3\). The matrix \(G(x)\) is supposed to be invertible for all \(x\in \mathbb R^ {d}\) and \(\sup _ {x} \| G^ {-1}(x)\| <\infty \). Finally, let the following dissipativity hypotheses be satisfied: \(\langle F(x+h)-F(x),h\rangle \leq -a| h| ^ {2m} + b| x| ^ {2m} +c\) for some \(a>0\), \(b,c\in \mathbb R\) and all \(x,h\in \mathbb R^ {d}\), and for any \(p>0\) let there exist \(\omega _ {p}\) such that \(\langle DF(x)y,y\rangle + p\| DG(x)y\| ^ 2\leq \omega _ {p}| y| ^ {2}\). Author's approach is probabilistic, relying on estimating (by means of the Bismut-Elworthy formula) the derivatives of the transition semigroup \((P_ {t})\) defined by a stochastic differential equation \( dX_ {t} = F(X_ {t})\, dt + G(X_ {t})\, dw_ {t}\), \(w\) denoting an \(r\)-dimensional Brownian motion. The developed methods are also used to prove (under slightly modified assumptions) that the semigroup \((P_ {t})\) is strongly Feller and there exists a unique invariant measure for it, which is ergodic and strong mixing.
- scientific article; zbMATH DE number 1086812
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- scientific article; zbMATH DE number 3966843 (Why is no real title available?)
- scientific article; zbMATH DE number 1086812 (Why is no real title available?)
- scientific article; zbMATH DE number 6938285 (Why is no real title available?)
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