CRM: Centro De Giorgi
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Variational methods in Material Science

seminar: Existence and uniqueness of solutions to Fokker-Planck type equations with irregular coefficients

speaker: Claude Le Bris (CERMICS - Ecole Nationale des Ponts et Chaussees)

abstract: We study the existence and the uniqueness of the solution to a class of Fokker-Planck type equations with irregular coefficients, more precisely with coefficients in Sobolev spaces $W{1,p}$. Our arguments are based upon the DiPerna-Lions theory of renormalized solutions to linear transport equations and related equations. The work extends the results of our previous work, where only the simpler case of a Fokker-Planck equation with constant diffusion matrix was addressed. The consequences of the present results on the well-posedness of the associated stochastic differential equations are also outlined.


timetable:
Sat 14 Oct, 9:30 - 10:25, Aula Dini
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