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This article is cited in 3 scientific papers (total in 3 papers)
Mean value theorem and a maximum principle for Kolmogorov's equation
L. P. Kuptsov Moscow Institute of Physics and Technology
Abstract:
For an equation of the form
$$
\frac{\partial u}{\partial t}-\sum_{ij=1}^n\alpha^{ij}\frac{\partial^2u}{\partial x^i\partial x^j}+\sum_{ij=1}^n\beta_j^ix^i\frac{\partial u}{\partial x^i}=0,\quad x\in R^n,\quad t\in R^1,
$$
where $\alpha=(\alpha^{ij})$ is a constant nonnegative matrix and $\beta=(\beta^i_j)$ is a constant matrix, subject to certain conditions, we construct a fundamental solution, similar in its structure to the fundamental solution of the heat conduction equation; we prove a mean value theorem and show that $u(x_0,t_0)$ can be represented in the form of the mean value of $u(x,t)$ with a nonnegative density over a level surface of the fundamental solution of the adjoint equation passing through the point $(x_0,t_0)$; finally, we prove a parabolic maximum principle.
Received: 17.04.1972
Citation:
L. P. Kuptsov, “Mean value theorem and a maximum principle for Kolmogorov's equation”, Mat. Zametki, 15:3 (1974), 479–489; Math. Notes, 15:3 (1974), 280–286
Linking options:
https://www.mathnet.ru/eng/mzm7369 https://www.mathnet.ru/eng/mzm/v15/i3/p479
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