Modelirovanie i Analiz Informatsionnykh Sistem
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Model. Anal. Inform. Sist.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Modelirovanie i Analiz Informatsionnykh Sistem, 2015, Volume 22, Number 3, Pages 337–355
DOI: https://doi.org/10.18255/1818-1015-2015-3-337-355
(Mi mais445)
 

This article is cited in 4 scientific papers (total in 4 papers)

Solution to a parabolic differential equation in Hilbert space via Feynman formula - I

I. D. Remizovab

a Lobachevsky University of Nizhny Novgorod, Prospekt Gagarina, 23, Nizhny Novgorod, 603950, Russia
b Bauman Moscow State Technical University, 2nd Baumanskaya Str., 5, Moscow, 105005, Russia,
Full-text PDF (621 kB) Citations (4)
References:
Abstract: A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$ belongs to a finite- or infinite-dimensional real separable Hilbert space $H$.
Assuming the existence of a strongly continuous resolving semigroup for this equation, we construct a representation of this semigroup by a Feynman formula, i.e. we write it in the form of the limit of a multiple integral over $H$ as the multiplicity of the integral tends to infinity. This representation gives a unique solution to the Cauchy problem in the uniform closure of the set of smooth cylindrical functions on $H$. Moreover, this solution depends continuously on the initial condition. In the case where the coefficient of the first-derivative term in $L$ vanishes we prove that the strongly continuous resolving semigroup exists (this implies the existence of the unique solution to the Cauchy problem in the class mentioned above) and that the solution to the Cauchy problem depends continuously on the coefficients of the equation.
The article is published in the author's wording.
Keywords: Hilbert space, Feynman formula, Chernoff theorem, multiple integrals, Gaussian measure.
Received: 20.05.2015
Bibliographic databases:
Document Type: Article
UDC: 517.983.5
Language: English
Citation: I. D. Remizov, “Solution to a parabolic differential equation in Hilbert space via Feynman formula - I”, Model. Anal. Inform. Sist., 22:3 (2015), 337–355
Citation in format AMSBIB
\Bibitem{Rem15}
\by I.~D.~Remizov
\paper Solution to a parabolic differential equation in Hilbert space via Feynman formula~-~I
\jour Model. Anal. Inform. Sist.
\yr 2015
\vol 22
\issue 3
\pages 337--355
\mathnet{http://mi.mathnet.ru/mais445}
\crossref{https://doi.org/10.18255/1818-1015-2015-3-337-355}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3417966}
\elib{https://elibrary.ru/item.asp?id=23884403}
Linking options:
  • https://www.mathnet.ru/eng/mais445
  • https://www.mathnet.ru/eng/mais/v22/i3/p337
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Моделирование и анализ информационных систем
    Statistics & downloads:
    Abstract page:227
    Full-text PDF :104
    References:49
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024