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2018年9月12日星期三

Analysis and PDE : Basic fact about evolution equation

Equation of the type evolution is one important topic in mathematics. Today,  I read some very theoretical basis of this subject.
tf=Δf(x)+a(x)f(x)+c(x)f(x)+Rdb(y,x)f(y)dy
with the condition that aW1,,cL,bL2(Rd×Rd).
Although there are many equations (maybe of types  degenerate), but this model describes the equation of diffusion, of branching, of transport and also of mean-field, so it is already very large. Of course, we will talk about the  existence, uniqueness of this equation.

The main frame to talk about the evolution equation  is to design a Hilbert space H and a Banach subspace VH, the  advantage  is to use the duality of Hilbert space to get
VH=HV.
so we can talk about the weak solution of the equation and we use ||, to  represent respectively the norm in H and V.

One propose a good condition, similar to that of Lax-Milgram. If we denote by L the generator, then we requires that
(1)L:VV is bounded.
(2)L is coercive  + dissipative that Lg,gαg2+b|g|2 for every gV.
This condition gives an inequality
|g(T)|2H+2αT0g(s)2Vdse2bT|g0|2
at first correct for a g more regular and then we can pass to general function by approximation. This is the energy inequality, it says a lot of things and the most important the uniqueness and make sure that  the solution stays always in the function space gL(0,T;H)L2(0,T;V)H1(0,T;V).

(One remark : the dissipative part just says  the Cauchy-Liptchitz condition. )

Later, we use a theorem : L2(0,T;V)H1(0,T;V)C([0,T];H). This makes sense when we do formally g and then we can manipulate as if it is regular.

The existence theory is a variant theorem of Lax-Milgram theory. When we discretize the problem, it becomes a variant elliptic equation in small discrete steps. Then, we do a sub-sequence of weak limit to get the solution of the equation. .

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