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arXiv 0901.4218math.AP
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一类具有一阶导数项耦合的线性抛物型方程组解的整体解析展开

Global analytic expansion of solution for a class of linear parabolic systems with coupling of first order derivatives terms

Joerg Kampen

摘要:

本文给出了一类具有一阶导数项全耦合的线性抛物型方程组的基本解的整体解析表达式,其中系数可以依赖于空间和时间。证明了整体解析展开式的点态收敛性。这导致第一和第二类初边值问题的解的解析表示在卷积积分或卷积积分和线性积分方程。结果具有分析和数值的影响。分析上,我们的基本解的耦合抛物型系统的表示可以用来定义广义随机过程。此外,基于椭圆型方程的先验估计的一些经典分析结果是我们主要结果的简单推论。对于一类抛物型Cauchy问题和初边值问题,可以得到数值上精确、稳定和有效的强模计算格式和误差估计.此外,它在金融和物理学中也有明显和不太明显的应用。警告:当前版本中给出的参数仅在特殊情况下有效(本质上是标量情况)。系统需要一个更复杂的参数,并将很快在替换中传达,

英文摘要:

We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the global analytic expansion is proved. This leads to analytic representations of solutions of initial-boundary problems of first and second type in terms of convolution integrals or convolution integrals and linear integral equations. The results have both analytical and numerical impact. Analytically, our representations of fundamental solutions of coupled parabolic systems may be used to define generalized stochastic processes. Moreover, some classical analytical results based on a priori estimates of elliptic equations are a simple corollary of our main result. Numerically, accurate, stable and efficient schemes for computation and error estimates in strong norms can be obtained for a considerable class of Cauchy- and initial-boundary problems of parabolic type. Furthermore, there are obvious and less obvious applications to finance and physics. Warning: The argument given in the current version is only valid in special cases (essentially the scalar case). A more involved argument is needed for systems and will be communicated soon in a replacement,

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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