Fundamental solution for Cauchy initial value problem for parabolic PDEs with discontinuous unbounded first-order coefficient at the origin. Extension of the classical parametrix method

DOI10.1007/S10440-020-00339-5zbMATH Open1465.35009arXiv1906.05880OpenAlexW3035859479WikidataQ114227797 ScholiaQ114227797MaRDI QIDQ829571FDOQ829571

Authors: Maria Rosaria Formica, Eugeny Ostrovsky, Leonid Sirota 

Publication date: 6 May 2021

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Abstract: We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish also non-asymptotic, rapidly decreasing at infinity, upper and lower estimates for the fundamental solution. We extend the classical parametrix method provided by E.E. Levi.

Full work available at URL: https://arxiv.org/abs/1906.05880

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zbMATH Keywords

Neumann seriesgeneralized Mittag-Leffler functionparametrix methodChapman-Kolmogorov equationVolterra's integral equation

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with low regular coefficients and/or low regular data (35R05) Fundamental solutions to PDEs (35A08)

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Cited In (2)

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• Parabolic differential equations with unbounded coefficients -- A generalization of the parametrix method

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