✦ LIBER ✦
Construction of global-in-time solutions to Kolmogorov-Feller pseudodifferential equations with a small parameter using characteristics
✍ Scribed by Sergio Albeverio; Vladimir Danilov
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 163 KB
- Volume
- 285
- Category
- Article
- ISSN
- 0025-584X
No coin nor oath required. For personal study only.
✦ Synopsis
Abstract
Using an idea going back to Madelung, we construct global in time solutions to the transport equation corresponding to the asymptotic solution of the Kolmogorov‐Feller equation describing a system with diffusion, potential and jump terms. To do that we use the construction of a generalized delta‐shock solution of the continuity equation for a discontinuous velocity field. We also discuss corresponding problem of asymptotic solution construction (Maslov tunnel asymptotics).