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相关论文: Remarks on parabolic Kolmogorov operator

200 篇论文

We propose a functional framework of fractional Sobolev spaces for a class of ultra-parabolic Kolmogorov type operators satisfying the weak H\"ormander condition. We characterize these spaces as real interpolation of natural order intrinic…

偏微分方程分析 · 数学 2025-01-13 Antonello Pesce , Sascha Portaro

We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…

偏微分方程分析 · 数学 2009-07-17 Joerg Kampen

The paper concerns the theory of parabolic equations on a broad class of closed subsets of Euclidean space possessing a kind of tangent structure. A necessary framework for considering evolutionary problems is developed, and fundamental…

偏微分方程分析 · 数学 2023-11-07 Łukasz Chomienia

We establish the boundedness of weak subsolutions for a class of degenerate Kolmogorov equations of hypoelliptic type, compatible with a homogeneous Lie group structure, within bounded product domains using the De Giorgi iteration. We…

偏微分方程分析 · 数学 2025-02-21 Mingyi Hou

In this paper we present a Calder\'{o}n-Zygmund approach for a large class of parabolic equations with pseudo-differential operators $\mathcal{A}(t)$ of arbitrary order $\gamma\in(0,\infty)$. It is assumed that $\cA(t)$ is merely measurable…

偏微分方程分析 · 数学 2015-03-17 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim

We prove the existence and uniqueness of a family of travelling waves in a degenerate (or singular) quasilinear parabolic problem that may be regarded as a generalization of the semilinear Fisher-Kolmogorov-Petrovski-Piscounov equation for…

经典分析与常微分方程 · 数学 2015-02-18 Pavel Drabek , Peter Takac

This paper establishes convergence rates for learning elliptic pseudo-differential operators, a fundamental operator class in partial differential equations and mathematical physics. In a wavelet-Galerkin framework, we formulate learning…

统计理论 · 数学 2026-01-09 Jiaheng Chen , Daniel Sanz-Alonso

Solving high-dimensional partial differential equations necessitates methods free of exponential scaling in the dimension of the problem. This work introduces a tensor network approach for the Kolmogorov backward equation via approximating…

数值分析 · 数学 2024-04-24 Xun Tang , Leah Collis , Lexing Ying

We solve a Kolmogorov-type hypoelliptic parabolic partial differential equation with a "side" boundary condition (in the direction of the weak H\"ormander condition). We construct an approximate boundary potential which captures the effect…

偏微分方程分析 · 数学 2024-01-29 Richard Sowers

Motivated by applications to proving regularity of solutions to degenerate parabolic equations arising in population genetics, we study existence, uniqueness and the strong Markov property of weak solutions to a class of degenerate…

概率论 · 数学 2014-06-04 Camelia A. Pop

Using present a unified approach, we establish a Kolmogorov type comparison theorem for the classes of $2\pi$-periodic functions defined by a special class of operators having certain oscillation properties, which includes the classical…

数值分析 · 数学 2007-05-23 Gensun Fang , Xuehua Li

We describe a general scheme of derivation of the Vlasov-type equations for Markov evolutions of particle systems in continuum. This scheme is based on a proper scaling of corresponding Markov generators and has an algorithmic realization…

数学物理 · 物理学 2015-05-18 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

The backward uniqueness of the Kolmogorov operator $L=\sum_{i,k=1}^n\partial_{x_i}(a_{i,k}(x,t)\partial_{x_k})+\sum_{l=1}^m x_l\partial_{y_l}-\partial_t$, was proved in this paper. We obtained a weak Carleman inequality via Littlewood-Paley…

偏微分方程分析 · 数学 2012-10-30 Wendong Wang , Liqun Zhang

Gradients of neural networks can be computed efficiently for any architecture, but some applications require differential operators with higher time complexity. We describe a family of restricted neural network architectures that allow…

机器学习 · 计算机科学 2019-12-10 Ricky T. Q. Chen , David Duvenaud

We construct double layered solutions to the extended Fisher-Kolmogorov P.D.E., under the assumption that the set of minimal heteroclinics of the corresponding O.D.E. satisfies a separation condition. The aim of our work is to provide for…

偏微分方程分析 · 数学 2020-05-28 Panayotis Smyrnelis

In this paper we prove a derivative formula of Bismut-Elworthy-Li's type as well as gradient estimate for stochastic differential equations driven by $\alpha$-stable noises, where $\alpha\in(0,2)$. As an application, the strong Feller…

概率论 · 数学 2012-04-24 Xicheng Zhang

We consider evolution equations generated by quadratic operators admitting a decomposition in creation-annihilation operators without usual ellipticity-type hypotheses; this class includes hypocoercive model operators. We identify the…

偏微分方程分析 · 数学 2014-09-05 Alexandru Aleman , Joe Viola

Existence, uniqueness and stability of the solutions of linear stochastic evolution equations are investigated. The results obtained are used to prove theorems on solvability of linear second order stochastic partial differential equations…

概率论 · 数学 2024-09-30 István Gyöngy , Nicolai V. Krylov

The goal of the paper is to show, under possibly weak assumptions, that the function given by the Feynman-Kac formula is a classical solution of the associated Kolmogorov equation. We also show that although this solution is unbounded it…

偏微分方程分析 · 数学 2023-06-22 Andrzej Palczewski

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

动力系统 · 数学 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon