Bonicatto, Paolo and Ciampa, Gennaro and Crippa, Gianluca. (2024) A regularity result for the Fokker-Planck equation with non-smooth drift and diffusion. Preprints Fachbereich Mathematik, 2024 (03).
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Abstract
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some extensions. Then, we prove a regularity result for distributional solutions under suitable integrability assumptions, relying on a new, simple commutator estimate in the spirit of DiPerna-Lions' theory of renormalized solutions for the transport equation. Our result is somehow transverse to Theorem 4.3 of [15]: on the diffusion matrix we relax the assumption of Lipschitz regularity in time at the price of assuming Sobolev regularity in space, and we prove the regularity (and hence the uniqueness) of distributional solutions to the Fokker-Planck equation.
Faculties and Departments: | 05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Analysis (Crippa) 12 Special Collections > Preprints Fachbereich Mathematik |
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UniBasel Contributors: | Crippa, Gianluca |
Item Type: | Preprint |
Publisher: | Universität Basel |
Language: | English |
edoc DOI: | |
Last Modified: | 19 Jun 2024 06:10 |
Deposited On: | 19 Jun 2024 06:10 |
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