The study is devoted to degenerate parabolic equations with a block structure, which under certain conditions are a generalization of the well-known degenerate parabolic diffusion equation with inertia of A.M. Kolmogorov. In this work, special Hölder conditions are formulated with respect to spatial variables on the coefficients of such equations, under which the existence of a classical fundamental solution of the Cauchy problem is proved, estimates for it and its derivatives are obtained, and properties such as normality, convolution formula, uniqueness are proved. Also, the correct solvability of the Cauchy problem in special weight spaces and integral representations of classical solutions of homogeneous equations in the form of Poisson integrals of functions or generalized measures, which specify the initial condition, are obtained. The correctness classes of the Cauchy problem are described. The obtained results can be used in further studies of the Cauchy problem and boundary value problems for linear and quasilinear degenerate parabolic equations.
[1] Dron V.S., Medynskyi I.P. On fundamental solution of the Cauchy problem for ultra-parabolic equations in the Asian options models. Math. Modeling and Computing 2024, 11 (2), 593–606. https://doi.org/10.23939/mmc2024.02.593
[2] Kolmogoroff A. Zufällige Bewegungen (Zur Theorie der Brownschen Bewegung). Ann.Math. 1934, 35, No.1, 116–117. – https://doi.org/10.2307/1968123
[3] Pascucci A. Kolmogorov Equations in Physics and in Finance. Progress in Nonlinear Differential Equations and Their Applications: Birkhäuser Verlag Basel, Switzerland 2005, 63, 313–324.
[4] Frentz M., Nyström K., Pascucci A., Polidoro S. Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options. Math. Ann. 2010, 347, 805–838. doi: 10.1007/s00208-009-0456-z
[5] Protsach N.P., Ptashnyk B.Yo. Nonlinear ultraparabolic equations and variational inequalities, Naukova dumka, Kyiv, 2017, 278 p. (in Ukrainian).
[6] Ivasyshen S.D., Layuk V.V. Cauchy problem for some degenerated parabolic equations of Kolmogorov type. Mat. Metody i Fiz.-Mekh. Polya 2007, 50 (3), 56–65 (in Ukrainian).
[7] Eidelman S.D., Ivasyshen S.D., Kochubei A.N. Analytic methods in the theory of differential and pseudo-differential equations of parabolic type. Birkh¨auser. Basel 2004, Ser. Operator Theory: Adv. and Appl., Vol. 152. https://doi.org./10.1007/978-3-0348-7844-9.
[8] Ivasyshen S.D., Medynskyi I.P. The fundamental solution of the Cauchy problem for generated parabolic Kolmogorov type equations of arbitrary order. Mat. Metody i Fiz.-Mekh. Polya 2019, 62 (1), 7–24 (in Ukrainian).
[9] Dron V.S., Medynskyi I.P. Cauchy problem for ultra-parabolic equations of Kolmogorov type with block structure. Bukovinian Math. Journal 2024, 12 (1), 43–62 (in Ukrainian).
- ACS Style
- Dron’, V.; Medynsky, I. Cauchy problem for a degenerate parabolic equations of Kolmogorov type of arbitrary order with one group degeneration. Bukovinian Mathematical Journal. 2024, 12 https://doi.org/https://doi.org/10.31861/bmj2024.02.06
- AMA Style
- Dron’ V, Medynsky I. Cauchy problem for a degenerate parabolic equations of Kolmogorov type of arbitrary order with one group degeneration. Bukovinian Mathematical Journal. 2024; 12(2). https://doi.org/https://doi.org/10.31861/bmj2024.02.06
- Chicago/Turabian Style
- Vitaly Dron’, Igor Medynsky. 2024. "Cauchy problem for a degenerate parabolic equations of Kolmogorov type of arbitrary order with one group degeneration". Bukovinian Mathematical Journal. 12 no. 2. https://doi.org/https://doi.org/10.31861/bmj2024.02.06