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Optimal Holder regularity for nonautonomous Kolmogorov equations

105   0   0.0 ( 0 )
 Added by Luca Lorenzi
 Publication date 2009
  fields
and research's language is English
 Authors L. Lorenzi




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We consider a class of nonautonomous elliptic operators ${mathscr A}$ with unbounded coefficients defined in $[0,T]timesR^N$ and we prove optimal Schauder estimates for the solution to the parabolic Cauchy problem $D_tu={mathscr A}u+f$, $u(0,cdot)=g$.

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178 - M. Kunze , L. Lorenzi , A. Rhandi 2013
Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.
114 - M. Kunze , L. Lorenzi , A. Lunardi 2008
We study a class of elliptic operators $A$ with unbounded coefficients defined in $ItimesCR^d$ for some unbounded interval $IsubsetCR$. We prove that, for any $sin I$, the Cauchy problem $u(s,cdot)=fin C_b(CR^d)$ for the parabolic equation $D_tu=Au$ admits a unique bounded classical solution $u$. This allows to associate an evolution family ${G(t,s)}$ with $A$, in a natural way. We study the main properties of this evolution family and prove gradient estimates for the function $G(t,s)f$. Under suitable assumptions, we show that there exists an evolution system of measures for ${G(t,s)}$ and we study the first properties of the extension of $G(t,s)$ to the $L^p$-spaces with respect to such measures.
110 - Mark Allen 2016
This paper proves Holder continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first shows that viscosity solutions to certain nonlinear ordinary differential equations involving the generalized fractional time derivative are Holder continuous.
We consider a class of nonautonomous second order parabolic equations with unbounded coefficients defined in $ItimesR^d$, where $I$ is a right-halfline. We prove logarithmic Sobolev and Poincare inequalities with respect to an associated evolution system of measures ${mu_t: t in I}$, and we deduce hypercontractivity and asymptotic behaviour results for the evolution operator $G(t,s)$.
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