English

Weighted $L^1$-semigroup approach for nonlinear Fokker--Planck equations and generalized Ornstein--Uhlenbeck processes

Analysis of PDEs 2023-08-21 v1 Probability

Abstract

For the nonlinear Fokker--Planck equation tu=Δβ(u)Φβ(u)divϱ(D(x)b(u)u),(t,x)(0,)×Rd,\partial_tu = \Delta\beta(u)-\nabla \Phi \cdot \nabla \beta(u) - div_{\varrho}\big(D(x)b(u)u\big),\quad (t,x) \in (0,\infty)\times \mathbb{R}^d, where ϱ=exp(Φ)\varrho = \exp(-\Phi) is the density of a finite Borel measure and Φ\nabla \Phi is unbounded, we construct mild solutions with bounded initial data via the Crandall--Liggett semigroup approach in the weighted space L1(Rd,R;ϱdx)L^1(\mathbb{R}^d,\mathbb{R};\varrho dx). By the superposition principle, we lift these solutions to weak solutions to the corresponding McKean--Vlasov SDE, which can be considered a model for generalized nonlinear perturbed Ornstein--Uhlenbeck processes. Finally, for these solutions we prove the nonlinear Markov property in the sense of McKean.

Keywords

Cite

@article{arxiv.2308.09420,
  title  = {Weighted $L^1$-semigroup approach for nonlinear Fokker--Planck equations and generalized Ornstein--Uhlenbeck processes},
  author = {Marco Rehmeier},
  journal= {arXiv preprint arXiv:2308.09420},
  year   = {2023}
}

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18 pages