A necessary and sufficient condition for the global-in-time existence of solutions to stochastic differential and parabolic equations on manifolds

DOI10.1007/S10958-009-9471-6MaRDI QIDQ843622zbMATH OpenOpenAlexFDO

Authors Yuri E. Gliklikh

Publication date 15 January 2010

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-009-9471-6

zbMATH Keywords

manifoldparabolic equationstochastic differential equationstochastic flow

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Initial value problems for second-order parabolic equations (35K15) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65)

Review text

Let \(M\) be a finite-dimensional noncompact manifold. Consider on \(M\) a parabolic equation \[ \frac{\partial}{\partial t}\,u=\mathcal{A}u \] with initial conditions \[ u(0,x)=u_0(x), \] where \(\mathcal{A}\) is an autonomous, strictly elliptic operator with \(C^{\infty}\)-coefficients without constant term (i.e., satisfying the property \(\mathcal{A}1=0\)) and \(u_0\) and \(u\) are sufficiently smooth, real-valued, bounded functions. The main result of the paper is that if solutions of the parabolic equation above are of class \(C_0\), then, for global-in-time existence, it is necessary and sufficient that for any \(T>0\) on \([0,T]\times M\), there exists a sufficiently smooth proper function \(v^T\) such that \((\frac{\partial}{\partial t}+\mathcal{A})v^T\) is uniformly bounded.

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Cites work

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Cited in

(3)

• Conditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations
• Necessary and sufficient conditions for global-in-time existence of solutions of ordinary, stochastic, and parabolic differential equations
• Necessary and sufficient condition of the completeness for one class of stochastic flows on manifolds

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