Harnack inequality for Ornstein-Uhlenbeck type operators

DOI10.1007/S00013-019-01429-ZMaRDI QIDQ2297531zbMATH OpenOpenAlexFDO

Authors Luigi Negro

Publication date 20 February 2020

Published in Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00013-019-01429-z

zbMATH Keywords

change of variableselliptic operators with unbounded coefficients

Mathematics Subject Classification ID

Inequalities involving derivatives and differential and integral operators (26D10) Inequalities applied to PDEs involving derivatives, differential and integral operators, or integrals (35A23) Degenerate elliptic equations (35J70) Initial value problems for second-order parabolic equations (35K15) Degenerate parabolic equations (35K65)

Review text

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.

Recommendations

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Cites work

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Cited in

(8)

• Harnack's inequality for parabolic operators with singular low order terms
• Harnack inequality and Liouville-type theorems for Ornstein-Uhlenbeck and Kolmogorov operators
• BMO and \(H^{1}\) for the Ornstein-Uhlenbeck operator
• scientific article; zbMATH DE number 1404143 (Why is no real title available?)
• Harnack Inequalities and Hölder Estimates for Master Equations
• An extension problem, trace Hardy and Hardy's inequalities for the Ornstein-Uhlenbeck operator
• A multi-point maximum principle to prove global Harnack inequalities for Schrödinger operators
• Harnack inequalities in infinite dimensions

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