Multidimensional diffusial processes with partially reflective screen on hyperplane (in Ukrainian) |
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| Author |
Ivan Franko Lviv State University
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| Abstract |
At the domain $D_i = \{x: x=(x_1, \dots, x_m) \in \mathbb{R}^m, (-1)^i x_1 > 0 \}$, $i=1,2,$ finite-dimensional Euclidean space $\mathbb{R}^m$, $m \ge 2,$ there is given diffusion process controlled by an elliptic operator
$$L_i = \frac{1}{2} \sum_{k,j=1}^m b_{kj}^{(i)} \frac{\partial^2}{\partial x_k \partial x_j},$$
where the matrix $B_i = (b_{kj}^{(i)})$ is constant, symmetrixc and positive definite.
We consider a problem of describing a certain class of continuous Feller processes in $\mathbb{R}^m$, which coincide with the given diffusion processes in the domains $D_1$ and $D_2$. To solve it, we will use methods from the theory of parabolic equations with discontinuous coefficients. Note that the case where $B_1=B_2=B$ and $B^{-1}$ is a sufficiently regular matrix was early considered by Portenko. The one-dimensional case was also studied by Lager and Schenk.
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| Keywords |
diffusion process, hyperplane, partially reflective screen
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| DOI |
doi:10.30970/ms.1.81-88
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Reference |
1. Портенко Н.И. Обобщенные диффузионные процессы. - Киев: Наук.думка, 1982. - 307 с.
2. Langer H., Schenk W. Knotting of one-dimensional Feller processers //Math.Nachr. - 1983. - Vol.113. - P.151-161. 3. Копытько Б.И. О склеивании двух неоднородных диффузионных процессов на прямой //УМЖ. - 1983. - 35. - С.156-164. 4. Ладыженская О.А., Солонников В.А., Уральцева Н.Н. Линейные и квазилинейные уравнения параболического типа. - М.: Наука, 1967. - 736 с. |
| Pages |
81-88
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| Volume |
1
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| Year |
1991
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| Journal |
Matematychni Studii
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