New probabilistic approach to the classical heat equation

Author(s):  
J. C. Zambrini
1996 ◽  
Vol 126 (6) ◽  
pp. 1235-1245 ◽  
Author(s):  
Alison M. Etheridge

We introduce a probabilistic approach to the study of blow-up of positive solutions to a class of semilinear heat equations. This then gives a representation of the coefficients in the power series expansion of the solutions. In a special case, this approach leads to a path-valued Markov process which can also be understood via the theory of Dawson-Watanabe superprocesses. We demonstrate the utility of the approach by proving a result on ‘complete blow-up’ of solutions.


2002 ◽  
Vol 81 (2) ◽  
pp. 143-166 ◽  
Author(s):  
Marc Arnaudon ◽  
Robert O. Bauer ◽  
Anton Thalmaier

Author(s):  
Jenaliyev M.T. ◽  
◽  
Imanberdiyev K.B. ◽  
Kassymbekova A.S. ◽  
Sharipov K.S. ◽  
...  

Author(s):  
Charles L. Epstein ◽  
Rafe Mazzeo

This chapter describes the construction of a resolvent operator using the Laplace transform of a parametrix for the heat kernel and a perturbative argument. In the equation (μ‎-L) R(μ‎) f = f, R(μ‎) is a right inverse for (μ‎-L). In Hölder spaces, these are the natural elliptic estimates for generalized Kimura diffusions. The chapter first constructs the resolvent kernel using an induction over the maximal codimension of bP, and proves various estimates on it, along with corresponding estimates for the solution operator for the homogeneous Cauchy problem. It then considers holomorphic semi-groups and uses contour integration to construct the solution to the heat equation, concluding with a discussion of Kimura diffusions where all coefficients have the same leading homogeneity.


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