English

Statistical exponential formulas for homogeneous diffusion

Analysis of PDEs 2014-03-10 v1

Abstract

Let Δp1\Delta^{1}_{p} denote the 11-homogeneous pp-Laplacian, for 1p1 \leq p \leq \infty. This paper proves that the unique bounded, continuous viscosity solution uu of the Cauchy problem {ut  (pN+p2)Δp1u = 0\mboxforxRN,t>0u(,0) = u0BUC(RN) \left\{ \begin{array}{c} u_{t} \ - \ ( \frac{p}{ \, N + p - 2 \, } ) \, \Delta^{1}_{p} u ~ = ~ 0 \quad \mbox{for} \quad x \in \mathbb{R}^{N}, \quad t > 0 \\ \\ u(\cdot,0) ~ = ~ u_{0} \in BUC( \mathbb{R}^{N} ) \end{array} \right. is given by the exponential formula u(t) := limn(Mpt/n)nu0 u(t) ~ := ~ \lim_{n \to \infty}{ \left( M^{t/n}_{p} \right)^{n} u_{0} } \, where the statistical operator Mph ⁣:BUC(RN)BUC(RN)M^{h}_{p} \colon BUC( \mathbb{R}^{N} ) \to BUC( \mathbb{R}^{N} ) is defined by (Mphφ)(x):=(1q)medianB(x,2h){φ}+qmeanB(x,2h){φ} \left(M^{h}_{p} \varphi \right)(x) := (1-q) \operatorname{median}_{\partial B(x,\sqrt{2h})}{ \left\{ \, \varphi \, \right\} } + q \operatorname{mean}_{\partial B(x,\sqrt{2h})}{ \left\{ \, \varphi \, \right\} } \, with q:=N(p1)N+p2q := \frac{ N ( p - 1 ) }{ N + p - 2 }, when 1p21 \leq p \leq 2 and by (Mphφ)(x):=(1q)midrangeB(x,2h){φ}+qmeanB(x,2h){φ} \left(M^{h}_{p} \varphi \right)(x) := ( 1 - q ) \operatorname{midrange}_{\partial B(x,\sqrt{2h})}{ \left\{ \, \varphi \, \right\} } + q \operatorname{mean}_{\partial B(x,\sqrt{2h})}{ \left\{ \, \varphi \, \right\} } \, with q=NN+p2q = \frac{ N }{ N + p - 2 }, when p2p \geq 2. Possible extensions to problems with Dirichlet boundary conditions and to homogeneous diffusion on metric measure spaces are mentioned briefly.

Keywords

Cite

@article{arxiv.1403.1853,
  title  = {Statistical exponential formulas for homogeneous diffusion},
  author = {Matthew Rudd},
  journal= {arXiv preprint arXiv:1403.1853},
  year   = {2014}
}
R2 v1 2026-06-22T03:22:33.572Z