scientific article; zbMATH DE number 15629

Cauchy problem invariant parabolic equations of second order principal fibre bundle random representations of solutions theory of random processes vector bundle

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Initial value problems for second-order parabolic equations (35K15) Topology of vector bundles and fiber bundles (57R22) Diffusion processes and stochastic analysis on manifolds (58J65)

Review text

Invariant parabolic equations of second order, which are related to the geometry of the phase space, on which their solutions are defined, arise under several problems of global analysis, of mathematical and theoretical physics. The theory of random processes gives a method for studying these equations, which is analogous to the method of characteristics, used in investigations of hyperbolic equations. An important advantage of this method is it's weak sensibility with respect to the growth of dimension of the phase space as well as to degeneracies of the coefficients of the highest order. Invariant parabolic equations for scalar functions on manifolds of infinite dimension, which are endowed with an affine connection, but also for sections of vector bundles have been considered by the author and \textit{Yu. L. Daletskij} [Analiz na Mnogoobraziyakh i Differentsial'nye Uravneniya, Nov. Global'nom Anal. 1986, 3-24 (1986; Zbl 0601.60068), and (*) Usp. Mat. Nauk 37, No. 3, 95-142 (1982; Zbl 0499.60067)]. In this paper we develop the results obtained in (*) to the case of taking into account additional structures on the manifold, especially of the structure of a principal fibre bundle or a vector bundle associated to a principal fibre bundle. In this way we succeed constructing solutions of invariant linear parabolic equations for vector-valued functions on a principal fibre bundle \[ \partial\sigma/\partial s-(1/2)Tr\bigl(\nabla^ P_{A_ x(s)}\nabla^ P_{A_ x(s)}-\nabla^ P_{\nabla^ P_{A_ x(s)}A_ x(s)}\bigr)\sigma+\nabla^ P_{a_ x(s)}\sigma+TrB_ x(s)(.,\nabla^ P_{A_ x(s)})+b_ x(s) \sigma=0 \] and equations for sections in associated vector bundles, especially of the adjoint fibering \(Ad(P)\), of the form \[ \begin{multlined}\partial\mu/\partial s-(1/2)Tr\bigl(\nabla_{A_ x(s)}^{Ad(P)}\nabla_{A_ x(s)}^{Ad(P)}-\nabla^{Ad(P)} _{\nabla^{Ad(P)}_{A_ x(s)}A_ x(s)}\bigr)\mu+\\+\nabla^{Ad(P)}_{a_ x(s)}\mu+[c_ x(s), \mu]+Tr\bigl(C_ x(s).,\nabla_{A_ x(s)}^{Ad(P)})\mu\bigr]=0.\end{multlined} \] In \S1 we describe the differential-geometric objects, entering in the setting of the problem and those, whose use is predicted by the choice of methods of investigation. In \(\S2\) invariant stochastic equations in principal and associated fiberings are described and studied. Finally, in \(\S3\), random representations of solutions of the Cauchy problem of the parabolic equations under consideration are constructed and conditions are given, that guarantee the correctness of the considered Cauchy problem. For the entire collection see [Zbl 0850.70079].

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