Second order parabolic equations and weak uniqueness of diffusions with discontinuous coefficients
نویسندگان
چکیده
منابع مشابه
Weak Galerkin Finite Element Method for Second Order Parabolic Equations
We apply in this paper the weak Galerkin method to the second order parabolic differential equations based on a discrete weak gradient operator. We establish both the continuous time and the discrete time weak Galerkin finite element schemes, which allow using the totally discrete functions in approximation space and the finite element partitions of arbitrary polygons with certain shape regular...
متن کاملUniqueness for Diffusions with Piecewise Constant Coefficients
Let L be a second-order partial differential operator in R e. Let R e be the finite union of disjoint polyhedra. Suppose that the diffusion matrix is everywhere non singular and constant on each polyhedron, and that the drift coefficient is bounded and measurable. We show that the martingale problem associated with L is well-posed.
متن کاملElliptic and Parabolic Second-order Pdes with Growing Coefficients
We consider a second-order parabolic equation in R with possibly unbounded lower order coefficients. All coefficients are assumed to be only measurable in the time variable and locally Hölder continuous in the space variables. We show that global Schauder estimates hold even in this case. The proof introduces a new localization procedure. Our results show that the constant appearing in the clas...
متن کاملCarleman Estimates and Unique Continuation for Second Order Parabolic Equations with Nonsmooth Coefficients
In this work we obtain strong unique continuation results for variable coefficient second order parabolic equations. The coefficients in the principal part are assumed to satisfy a Lipschitz condition in x and a Hölder C 1 3 condition in time. The coefficients in the lower order terms, i.e. the potential and the gradient potential, are allowed to be unbounded and required only to satisfy mixed ...
متن کاملSecond-order Elliptic and Parabolic Equations with B(r, V Mo) Coefficients
The solvability in Sobolev spaces W 1,2 p is proved for nondivergence form second order parabolic equations for p > 2 close to 2. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space variables, and almost VMO (vanishing mean oscillation) with respect to the other coordinates. This implies the W 2 p -solvability for the same p of nondivergence f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ANNALI SCUOLA NORMALE SUPERIORE - CLASSE DI SCIENZE
سال: 2009
ISSN: 2036-2145,0391-173X
DOI: 10.2422/2036-2145.2006.1.05