Side Boundary potentials for a Kolmogorov-type PDE
Richard B. Sowers
Abstract
Open-access reader
Richard B. Sowers
Abstract
Open-access reader
We solve a Kolmogorov-type hypoelliptic parabolic partial differential equation with a "side" boundary condition (in the direction of the weak Hörmander condition). We construct an approximate boundary potential which captures the effect of the boundary condition. Integrals against this approximate boundary potential have a novel discontinuity at the boundary. We introduce some polynomial corrections to this approximate boundary potential and then construct a boundary-domain Volterra equation to solve the original partial differential equation. This Volterra integral equation is iteratively solved, and the bounds contain a periodic behavior resulting from the boundary effects.
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We solve a Kolmogorov-type hypoelliptic parabolic partial differential equation with a "side" boundary condition (in the direction of the weak Hörmander condition). We construct an approximate boundary potential which captures the effect of the boundary condition. Integrals against this approximate boundary potential have a novel discontinuity at the boundary. We introduce some polynomial corrections to this approximate boundary potential and then construct a boundary-domain Volterra equation to solve the original partial differential equation. This Volterra integral equation is iteratively solved, and the bounds contain a periodic behavior resulting from the boundary effects.
Key concepts: Poincaré–Steklov operator, Mixed boundary condition, Mathematics, Robin boundary condition, Boundary (topology), Mathematical analysis, Free boundary problem, Cauchy boundary condition