Nondivergence form degenerate linear parabolic equations on the upper half space

Abstract

We study a class of nondivergence form second-order degenerate linear parabolic equations in $(-\infty, T) \times {\mathbb R}^d_+$ with the homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial {\mathbb R}^d_+$, where ${\mathbb R}^d_+ = \{x =(x_1,x_2,\ldots, x_d) \in {\mathbb R}^d\,:\, x_d>0\}$ and $T\in {(-\infty, \infty]}$ is given. The coefficient matrices of the equations are the product of $\mu(x_d)$ and bounded positive definite matrices, where $\mu(x_d)$ behaves like $x_d^\alpha$ for some given $\alpha \in (0,2)$, which are degenerate on the boundary $\{x_d=0\}$ of the domain. The divergence form equations in this setting were studied in [14]. Under a partially weighted VMO assumption on the coefficients, we obtain the wellposedness and regularity of solutions in weighted Sobolev spaces. Our research program is motivated by the regularity theory of solutions to degenerate viscous Hamilton-Jacobi equations.