Research article

On Kolmogorov Fokker Planck operators with linear drift and time dependent measurable coefficients

  • Received: 19 January 2024 Revised: 02 March 2024 Accepted: 02 March 2024 Published: 14 March 2024
  • We prove the well-posedness of a Cauchy problem of the kind:

    $ \left\{\begin{array}{@{}l@{}c} \mathcal{L}u = f, & \text{ in }D'(\mathbb{R}^N\times(0,+\infty)),\\ u(x,0) = g(x),&\forall x\in\mathbb{R}^N, \end{array}\right. $

    where $ f $ is Dini continuous in space and measurable in time and $ g $ satisfies suitable regularity properties. The operator $ \mathcal{L} $ is the degenerate Kolmogorov-Fokker-Planck operator

    $ \mathcal{L} = \sum\limits_{i,j = 1}^q a_{ij}(t)\partial_{x_ix_j}^2+ \sum\limits_{k,j = 1}^N b_{kj}x_k\partial_{x_j}-\partial_t $

    where $ \{a_{ij}\}_{ij = 1}^q $ is measurable in time, uniformly positive definite and bounded while $ \{b_{ij}\}_{ij = 1}^N $ have the block structure:

    $ \{b_{ij}\}_{ij = 1}^N = \left( \begin{matrix}{} \mathbb{O} & \dots & \mathbb{O} & \mathbb{O} \\ \mathbb{B}_1 & \dots & \mathbb{O} & \mathbb{O} \\ \vdots & \ddots& \vdots & \vdots \\ \mathbb{O} & \dots & \mathbb{B}_\kappa & \mathbb{O} \end{matrix} \right) $

    which makes the operator with constant coefficients hypoelliptic, 2-homogeneous with respect to a family of dilations and traslation invariant with respect to a Lie group.

    Citation: Tommaso Barbieri. On Kolmogorov Fokker Planck operators with linear drift and time dependent measurable coefficients[J]. Mathematics in Engineering, 2024, 6(2): 238-260. doi: 10.3934/mine.2024011

    Related Papers:

  • We prove the well-posedness of a Cauchy problem of the kind:

    $ \left\{\begin{array}{@{}l@{}c} \mathcal{L}u = f, & \text{ in }D'(\mathbb{R}^N\times(0,+\infty)),\\ u(x,0) = g(x),&\forall x\in\mathbb{R}^N, \end{array}\right. $

    where $ f $ is Dini continuous in space and measurable in time and $ g $ satisfies suitable regularity properties. The operator $ \mathcal{L} $ is the degenerate Kolmogorov-Fokker-Planck operator

    $ \mathcal{L} = \sum\limits_{i,j = 1}^q a_{ij}(t)\partial_{x_ix_j}^2+ \sum\limits_{k,j = 1}^N b_{kj}x_k\partial_{x_j}-\partial_t $

    where $ \{a_{ij}\}_{ij = 1}^q $ is measurable in time, uniformly positive definite and bounded while $ \{b_{ij}\}_{ij = 1}^N $ have the block structure:

    $ \{b_{ij}\}_{ij = 1}^N = \left( \begin{matrix}{} \mathbb{O} & \dots & \mathbb{O} & \mathbb{O} \\ \mathbb{B}_1 & \dots & \mathbb{O} & \mathbb{O} \\ \vdots & \ddots& \vdots & \vdots \\ \mathbb{O} & \dots & \mathbb{B}_\kappa & \mathbb{O} \end{matrix} \right) $

    which makes the operator with constant coefficients hypoelliptic, 2-homogeneous with respect to a family of dilations and traslation invariant with respect to a Lie group.



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    [1] T. Barbieri, On Kolmogorov Fokker Planck equations with linear drift and time dependent measurable coefficients, MS. Thesis, Politecnico di Milano, 2022. Available from: http://hdl.handle.net/10589/196258.
    [2] S. Biagi, M. Bramanti, Schauder estimates for Kolmogorov-Fokker-Planck operators with coefficients measurable in time and Hölder continuous in space, J. Math. Anal. Appl., 533 (2024), 127996. https://doi.org/10.1016/j.jmaa.2023.127996 doi: 10.1016/j.jmaa.2023.127996
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    [9] G. Lucertini, S. Pagliarani, A. Pascucci, Optimal regularity for degenerate Kolmogorov equations with rough coefficients, arXiv, 2022. https://doi.org/10.48550/arXiv.2204.14158
    [10] I. Sonin, On a class of degenerate diffusion processes, Theory Prob. Appl., 12 (1967), 490–496. https://doi.org/10.1137/1112059 doi: 10.1137/1112059
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