Explicit formula for evolution semigroup for diffusion in Hilbert space

被引:5
|
作者
Remizov, Ivan D. [1 ,2 ]
机构
[1] Natl Res Univ, Higher Sch Econ, 25-12 Bol Pecherskaya Ulitsa,Room 224, Nizhnii Novgorod 603155, Russia
[2] Lobachevsky Univ, Gagarin Ave 23, Nizhnii Novgorod 603950, Russia
关键词
Heat equation; diffusion equation; Hilbert space; Feynman formula; Cauchy problem solution; 2ND-ORDER PARABOLIC EQUATIONS; FEYNMAN FORMULAS; RANDOM-WALKS; INTEGRALS; OPERATOR; THEOREM; TIME;
D O I
10.1142/S021902571850025X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A parabolic partial differential equation u(t)'(t, x) = Lu(t, x) is considered, where L is linear second-order differential operator with time-independent (but dependent on x) coefficients. We assume that the spatial coordinate x belongs to a finite- or infinite-dimensional real separable Hilbert space H. The aim of the paper is to prove a formula that expresses the solution of the Cauchy problem for this equation in terms of initial condition and coefficients of the operator L. Assuming the existence of a strongly continuous resolving semigroup for this equation, we construct a representation of this semigroup using a Feynman formula (i.e. we write it in the form of a limit of a multiple integral over H as the multiplicity of the integral tends to infinity), Which gives us a unique solution to the Cauchy problerri in the uniform closure of the set of smooth cylindrical functions on H. This solution depends continuously on the initial condition. In the case where the coefficient of the first-derivative term in L is zero, we prove that the strongly continuous resolving semigroup indeed exists (which implies the existence of a unique solution to the Cauchy problem in the class mentioned above), and that the solution to the Cauchy problem depends continuously on the coefficients of the equation.
引用
收藏
页数:35
相关论文
共 50 条