Título: Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation
Autores: Belaribi, Nadia; Université Paris 13 and ENSTA ParisTech
Russo, Francesco; ENSTA ParisTech
Fecha: 2012-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article
Tema: Fokker-Planck; fast diffusion; probabilistic representation;non-linear diffusion; stochastic particle algorithm.
60H30; 60G44; 60J60; 60H07; 35C99; 35K10; 35K55; 35K65; 65C05; 65C35
Descripción: The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with inhomogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic representation of  the so-called Barenblatt's solution of the fast diffusion equation which is the partial differential equation $\partial_t u = \partial^2_{xx} u^m$ with $m\in]0,1[$. Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition.
Idioma: Inglés

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