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Yu. A. Semenov

Publications and source records attributed to Yu. A. Semenov.

13 recordsLinked to original sources
arXiv2024

Feller generators with singular drifts in the critical range

We consider diffusion operator $-Δ+ b \cdot \nabla$ in $\mathbb R^d$, $d \geq 3$, with drift $b$ in a large class of locally unbounded vector fields that can have critical-order singularities. Covering the entire range of admissible magnitudes of singularities of $b$ (but excluding the borderline value), we construct a strongly continuous Feller semigroup on the space of continuous functions vanishing at infinity, thus completing a number of results on well-posedness of SDEs with singular drifts. The previous results on Feller semigroups employed strong elliptic gradient bounds and hence required the magnitude of the singularities to be less than a small dimension-dependent constant. Our approach is different and uses De Giorgi's method ran in $L^p$ for $p$ sufficiently large, hence the gain in the assumptions on singular drift. For the critical borderline value of the magnitude of singularities of $b$, we construct a strongly continuous semigroup in a ``critical'' Orlicz space on $\mathbb R^d$ whose local topology is stronger than the local topology of $L^p$ for any $2 \leq p<\infty$ but is slightly weaker than that of $L^\infty$.

math.PR↗
arXiv2024

Remarks on parabolic Kolmogorov operator

We obtain gradient estimates on solutions to parabolic Kolmogorov equation with singular drift in a large class. Such estimates allow to construct a Feller evolution family, which is used to construct unique weak solutions to the corresponding stochastic differential equation.

math.AP↗
arXiv2021

Heat kernel bounds for parabolic equations with singular (form-bounded) vector fields

We consider Kolmogorov operator $-\nabla \cdot a \cdot \nabla + b \cdot \nabla$ with measurable uniformly elliptic matrix $a$ and prove Gaussian lower and upper bounds on its heat kernel under minimal assumptions on the vector field $b$ and its divergence ${\rm div\,}b$. More precisely, we prove: (1) Gaussian lower bound, provided that ${\rm div\,}b \geq 0$, and $b$ is in the class of form-bounded vector fields (containing e.g.\,the class $L^d$, the weak $L^d$ class, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$, $\varepsilon>0$); in these assumptions, the Gaussian upper bound is in general invalid; (2) Gaussian upper bound, provided that $b$ is form-bounded, and the positive part of ${\rm div\,}b$ is in the Kato class; in these assumptions, the Gaussian lower bound is in general invalid; (3) Gaussian upper and lower bounds, provided that $b$ is form-bounded, ${\rm div\,}b$ is in the Kato class; (4) A priori Gaussian upper and lower bounds, provided that $b$ is in a large class containing the class of form-bounded vector fields, ${\rm div\,}b$ is in the Kato class.

math.AP↗
arXiv2021

Kolmogorov operator with the vector field in Nash class

We consider divergence-form parabolic equation with measurable uniformly elliptic matrix and the vector field in a large class containing, in particular, the vector fields in $L^p$, $p>d$, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$, $\varepsilon>0$. We establish Hölder continuity of the bounded soutions, sharp two-sided Gaussian bound on the heat kernel, Harnack inequality.

math.AP↗
arXiv2019

On the theory of the Kolmogorov operator in the spaces $L^p$ and $C_\infty.$ I

We obtain the basic results concerning the problem of constructing operator realizations of the formal differential expression $\nabla \cdot a \cdot \nabla - b \cdot \nabla$ with measurable matrix $a$ and vector field $b$ having critical-order singularities as the generators of Markov semigroups in $L^p$ and $C_\infty$.

math.AP↗
arXiv2019

$W^{1,p}$ regularity of solutions to Kolmogorov equation with Gilbarg-Serrin matrix

In $\mathbb R^d$, $d \geq 3$, consider the divergence and the non-divergence form operators \begin{equation} \tag{$i$} -Δ- \nabla \cdot (a-I) \cdot \nabla + b \cdot \nabla, \end{equation} \begin{equation} \tag{$ii$} - Δ- (a-I) \cdot \nabla^2 + b \cdot \nabla, \end{equation} where the second order perturbations are given by the matrix $$a-I=c|x|^{-2}x \otimes x, \quad c>-1.$$ The vector field $b:\mathbb R^d \rightarrow \mathbb R^d$ is form-bounded with the form-bound $δ>0$ (this includes a sub-critical class $[L^d + L^\infty]^d$, as well as vector fields having critical-order singularities). We characterize quantitative dependence on $c$ and $δ$ of the $L^q \rightarrow W^{1,qd/(d-2)}$ regularity of the resolvents of the operator realizations of ($i$), ($ii$) in $L^q$, $q \geq 2 \vee ( d-2)$ as (minus) generators of positivity preserving $L^\infty$ contraction $C_0$ semigroups.

math.AP↗
arXiv2018

$W^{1,p}$ regularity of solutions to Kolmogorov equation and associated Feller semigroup

In $\mathbb R^d$, $d \geq 3$, consider the divergence and the non-divergence form operators \begin{equation} \tag{$i$} - \nabla \cdot a \cdot \nabla + b \cdot \nabla, \end{equation} \begin{equation} \tag{$ii$} - a \cdot \nabla^2 + b \cdot \nabla, \end{equation} where $a=I+c \mathsf{f} \otimes \mathsf{f}$, the vector fields $\nabla_i \mathsf{f}$ ($i=1,2,\dots,d$) and $b$ are form-bounded (this includes the sub-critical class $[L^d + L^\infty]^d$ as well as vector fields having critical-order singularities). We characterize quantitative dependence on $c$ and the values of the form-bounds of the $L^q \rightarrow W^{1,qd/(d-2)}$ regularity of the resolvents of the operator realizations of ($i$), ($ii$) in $L^q$, $q \geq 2 \vee ( d-2)$ as (minus) generators of positivity preserving $L^\infty$ contraction $C_0$ semigroups. The latter allows to run an iteration procedure $L^p \rightarrow L^\infty$ that yields associated with ($i$), ($ii$) $L^q$-strong Feller semigroups.

math.AP↗
arXiv2017

Brownian motion with general drift

We construct and study the weak solution to stochastic differential equation $dX(t)=-b(X(t))dt+\sqrt{2}dW(t)$, $X_0=x$, for every $x \in \mathbb R^d$, $d \geq 3$, with $b$ in the class of weakly form-bounded vector fields, containing, as proper subclasses, a sub-critical class $[L^d+L^\infty]^d$, as well as critical classes such as weak $L^d$ class, Kato class, Campanato-Morrey class, Chang-Wilson-T. Wolff class.

math.PR↗