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Solutions for nonlinear Fokker–Planck equations with measures as initial data and McKean-Vlasov equations
Journal of Functional Analysis ( IF 1.7 ) Pub Date : 2021-01-19 , DOI: 10.1016/j.jfa.2021.108926
Viorel Barbu , Michael Röckner

One proves the existence and uniqueness of a generalized (mild) solution for the nonlinear Fokker–Planck equation (FPE)utΔ(β(u))+div(D(x)b(u)u)=0,t0,xRd,d2,u(0,)=u0,in Rd, where u0L1(Rd), βC2(R) is a nondecreasing function, bC1, bounded, b0, D(L2L)(Rd;Rd) with divDL(Rd), and divD0, β strictly increasing, if b is not constant. Moreover, tu(t,u0) is a semigroup of contractions in L1(Rd), which leaves invariant the set of probability density functions in Rd. If divD0, β(r)a|r|α1, and |β(r)|Crα, α1, d3, then |u(t)|LCtdd+(α1)d|u0|22+(m1)d, t>0, and the existence extends to initial data u0 in the space Mb of bounded measures in Rd. As a consequence for arbitrary initial laws, we obtain weak solutions to a class of McKean-Vlasov SDEs with coefficients which have singular dependence on the time marginal laws.



中文翻译:

带有初始数据和McKean-Vlasov方程的非线性Fokker-Planck方程的解

一个人证明了非线性Fokker-Planck方程(FPE)的广义(温和)解的存在性和唯一性üŤ-Δβü+divdXbüü=0Ť0X[Rdd2ü0=ü0在 [Rd 哪里 ü0大号1个[RdβC2[R 是一个不递减的功能, bC1个,有界, b0d大号2大号[Rd;[Rddivd大号[Rddivd0β严格增加,如果b不是常数。此外,ŤüŤü0 是收缩的半组 大号1个[Rd,这使不变的概率密度函数集位于 [Rd。如果divd0β[R一种|[R|α-1个|β[R|C[Rαα1个d3, 然后 |üŤ|大号CŤ-dd+α-1个d|ü0|22+-1个dŤ>0,并且存在范围扩展到初始数据 ü0 在太空中 中号b[Rd。作为任意初始定律的结果,我们获得了一类McKean-Vlasov SDE的弱解,其系数对时间边际定律具有奇异的依赖性。

更新日期:2021-01-19
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