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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 1974 Volume 15, Issue 3, Pages 479–489 (Mi mzm7369)

This article is cited in 3 papers

Mean value theorem and a maximum principle for Kolmogorov's equation

L. P. Kuptsov

Moscow Institute of Physics and Technology

Abstract: For an equation of the form
$$ \frac{\partial u}{\partial t}-\sum_{ij=1}^n\alpha^{ij}\frac{\partial^2u}{\partial x^i\partial x^j}+\sum_{ij=1}^n\beta_j^ix^i\frac{\partial u}{\partial x^i}=0,\quad x\in R^n,\quad t\in R^1, $$
where $\alpha=(\alpha^{ij})$ is a constant nonnegative matrix and $\beta=(\beta^i_j)$ is a constant matrix, subject to certain conditions, we construct a fundamental solution, similar in its structure to the fundamental solution of the heat conduction equation; we prove a mean value theorem and show that $u(x_0,t_0)$ can be represented in the form of the mean value of $u(x,t)$ with a nonnegative density over a level surface of the fundamental solution of the adjoint equation passing through the point $(x_0,t_0)$; finally, we prove a parabolic maximum principle.

UDC: 513.88

Received: 17.04.1972


 English version:
Mathematical Notes, 1974, 15:3, 280–286

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