feynman formulae for evolution semigroups
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Abstract
The paper systematically describes an approach to solution of initial and initial-boundary value problems for evolution equations based on the representation of the corresponding evolution semigroups with the help of Feynman formulae. The article discusses some of the methods of constructing Feynman formulae for different evolution semigroups, presents specific examples of solutions of evolution equations. In particular, Feynman formula is obtained for evolution semigroups generated by multiplicative perturbations of generators of some initial semigroups. In this case semigroups on a Banach space of continuous functions defined on an arbitrary metric space are considered; Feynman formulae are constructed with the help of operator families, which are Chernoff equivalent to the initial unperturbed semigroups. The present result generalizes the author's paper \Feynman formula for semigroups with multiplicative perturbed generators" and some of the results of the joint with O.G. Smolyanov and R.L. Schilling paper \Lagrangian and Hamiltonian Feynman formulae for some Feller processes and their perturbations". The approach to the construction of Feynman formulae for semigroups with multiplicative and additive perturbed generators is illustrated with examples of the Cauchy problem for the Schrodinger equation, the approximation of transition probabilities of some Markov processes.
Further, a wider class of additive and multiplicative perturbations of a particular generator | the Laplace operator | is considered in the paper. And Feynman formula for the solution of the Cauchy problem for a second order parabolic equation with unbounded variable coefficients is proved. In addition, the article describes a method for constructing Feynman formulae for solutions of the Cauchy | Dirichlet problem for parabolic differential equations. The method is also illustrated by a second order parabolic equation with variable coefficients. These results generalize some of the results of the work by Butko, Grothaus and Smolyanov \Lagrangian Feynman formulae for Second Order Parabolic Equations in Bounded and Unbounded Domains". The article also discusses some of the Feynman | Kac formulae and Feynman integrals related to the obtained Feynman formulae.
| Reference Key |
butko2014naukafeynman
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|---|---|
| Authors | ;Ya. A. Butko |
| Journal | BMJ open |
| Year | 2014 |
| DOI |
10.7463/0314.0701581
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| URL | |
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