Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients

DOI10.1063/1.5038102zbMATH Open1418.35212arXiv1710.06296OpenAlexW2963675786WikidataQ127470183 ScholiaQ127470183MaRDI QIDQ5228043FDOQ5228043

Ivan D. Remizov

Publication date: 8 August 2019

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the $C_0$-semigroup (this is a standard assumption in the evolution equations theory, which guarantees the existence of the solution) and then find the representation (based on the family of translation operators) of the solution in terms of coefficients of the equation and initial condition. It is proved that if the coefficients of the equation are bounded, infinitely smooth and satisfy some other conditions then there exists a solution-giving $C_0$-semigroup of contraction operators. We also represent the solution as a Feynman formula (i.e. as a limit of a multiple integral with multiplicity tending to infinity) with generalized functions appearing in the integral kernel.

Full work available at URL: https://arxiv.org/abs/1710.06296

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Reaction-diffusion equations (35K57)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• One-Parameter Semigroups for Linear Evolution Equations
• Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
• Feynman formula for Schrödinger-type equations with time- and space-dependent coefficients
• Blow-up sets for a complex-valued semilinear heat equation
• Feynman formulas for second-order parabolic equations with variable coefficients
• Feynman approximations of the dynamics of the Wigner function
• Hilbert supports of measures on locally convex spaces
• Hamiltonian Feynman path integrals via the Chernoff formula
• Solution of a Cauchy problem for a diffusion equation in a Hilbert space by a Feynman formula
• Feynman formulas for solutions of evolution equations on ramified surfaces
• Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold
• Note on product formulas for operator semigroups
• Quasi-Feynman formulas -- a method of obtaining the evolution operator for the Schrödinger equation
• LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS
• FUNCTIONAL-INTEGRAL SOLUTION FOR THE SCHRÖDINGER EQUATION WITH POLYNOMIAL POTENTIAL: A WHITE NOISE APPROACH
• Null controllability for a heat equation with a singular inverse-square potential involving the distance to the boundary function
• Dirichlet regularity and degenerate diffusion
• Feynman and quasi-Feynman formulas for evolution equations
• Diffusion determines the manifold
• Existence of solutions to heat equations with singular lower order terms
• Majorization, 4G theorem and Schrödinger perturbations
• The heat semigroup on sectorial domains, highly singular initial values and applications
• Solution of the Schrödinger equation with the use of the translation operator
• Asymptotic expansions of Feynman integrals of exponentials with polynomial exponent
• Feynman formulas and path integrals for evolution equations with the Vladimirov operator
• Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass
• Averaging of random walks and shift-invariant measures on a Hilbert space
• Maslov-Poisson measure and Feynman formulas for the solution of the Dirac equation
• Unbounded random operators and Feynman formulae
• Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions
• Feynman formulas for semigroups generated by an iterated Laplace operator
• High order heat-type equations and random walks on the complex plane
• \(L_1\)-estimates for eigenfunctions and heat kernel estimates for semigroups dominated by the free heat semigroup
• The Colombeau generalized nonlinear analysis and the Schwartz linear distribution theory
• Impulse output rapid stabilization for heat equations
• Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
• Measures on the Hilbert space of a quantum system
• Approximations to the solution of Cauchy problem for a linear evolution equation via the space shift operator (second-order equation example)
• New method for constructing Chernoff functions
• Chernoff approximation of subordinate semigroups
• Explicit formula for evolution semigroup for diffusion in Hilbert space

Cited In (7)

• Operator approach to weak convergence of measures and limit theorems for random operators
• Representation of solutions of the Cauchy problem for a one-dimensional Schrödinger equation with a smooth bounded potential by quasi-Feynman formulae
• Fast converging Chernoff approximations to the solution of heat equation with variable coefficient of thermal conductivity
• Formulas that represent Cauchy problem solution for momentum and position Schrödinger equation
• Chernoff approximations of Feller semigroups in Riemannian manifolds
• Random quantization of Hamiltonian systems
• Title not available (Why is that?)

This page was built for publication: Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5228043)