We consider a homogeneous elliptic Dirichlet problem involving an Ornstein-Uhlenbeck operator in a half space of . We show that for a particular initial datum, which is Lipschitz continuous and bounded on , the second derivative of the classical solution is not uniformly continuous on . In particular this implies that the well known maximal Hölder-regularity results fail in general for Dirichlet problems in unbounded domains involving unbounded coefficients.
Si considera un problema ellittico di Dirichlet in un semispazio di . In esso compare un operatore di tipo Ornstein-Uhlenbeck. Si dimostra, con calcoli espliciti, che per un particolare dato iniziale lipschitziano la corrispondente soluzione classica non ha la derivata seconda uniformemente continua su . Questo risultato implica in particolare che le ben note stime di Schauder non valgono in generale per problemi di Dirichlet su domini illimitati se i coefficienti sono illimitati.
@article{RLIN_2001_9_12_1_15_0, author = {Enrico Priola}, title = {A counterexample to Schauder estimates for elliptic operators with unbounded coefficients}, journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni}, volume = {12}, year = {2001}, pages = {15-25}, zbl = {1072.35521}, mrnumber = {1898445}, language = {en}, url = {http://dml.mathdoc.fr/item/RLIN_2001_9_12_1_15_0} }
Priola, Enrico. A counterexample to Schauder estimates for elliptic operators with unbounded coefficients. Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni, Tome 12 (2001) pp. 15-25. http://gdmltest.u-ga.fr/item/RLIN_2001_9_12_1_15_0/
[1] Parabolic Equations with Unbounded Coefficients. J. Diff. Eq., 3, 1967, 1-14. | MR 208160 | Zbl 0149.06804
- ,[2] On the existence of a Foundamental Solution for a Parabolic Equation with Unbounded Coefficients. Ann. Polon. Math., 29, 1975, 403-409. | MR 422862 | Zbl 0305.35047
,[3] | MR 72370 | Zbl 0068.11702
, Harmonic Analysis and the theory of probability. California Monographs in Mathematical Science, University of California Press, Berkeley1955.[4] On a semigroup approach to no-arbitrage pricing theory. Proceedings of the Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Switzerland, 1996. | Zbl 0933.91010
- - ,[5] Infinite Dimensional Elliptic Equations with Hölder continuous coefficients. Advances in Differential equations, 1, n. 3, 1996, 425-452. | MR 1401401 | Zbl 0926.35153
- ,[6] Generation of analytic semigroups by elliptic operators with unbounded coefficients. SIAM J. Math. Anal., 18, 1987, 857-872. | MR 883572 | Zbl 0623.47039
- ,[7] Elliptic and parabolic equations in with coefficients having polynomial growth. Comm. Part. Diff. Eqns., 21, 1996, 281-317. | MR 1373775 | Zbl 0851.35049
,[8] On the Ornstein-Uhlenbeck operator in spaces of continuous functions. J. Funct. Anal., 131, 1995, 94-114. | MR 1343161 | Zbl 0846.47004
- ,[9] | Zbl 0522.60055
- , Random perturbation of dynamical systems. Springer-Verlag, Berlin 1983.[10] | MR 737190 | Zbl 0361.35003
- , Elliptic Partial Differential Equations of Second Order. 2nd ed., Springer-Verlag, Berlin 1983.[11] | Zbl 0865.35001
, Lectures on Elliptic and Parabolic Equations in Hölder Spaces. Graduate Studies in Mathematics, A.M.S., 1996.[12] 1715, Springer-Verlag, 1999.
- - - , Stochastic PDE’s and Kolmogorov Equations in Infinite Dimensions. Lect. Notes in Math.,[13] | MR 1329547 | Zbl 0816.35001
, Analytic semigroups and Optimal Regularity in Parabolic Problems. Birkhäuser, 1995.[14] Schauder estimates for the Ornstein-Uhlenbeck semigroup in spaces of functions with polynomial and exponential growth. Dynamic Syst. and Appl., 9, 2000, 199-220. | MR 1757896 | Zbl 0957.35057
,[15] Schauder estimates for a class of degenerate elliptic and parabolic operators with unbounded coefficients in . Ann. Sc. Norm. Sup. Pisa, s. 4, 24, 1997, 133-164. | MR 1475774 | Zbl 0887.35062
,[16] Optimal and Schauder estimates for elliptic and parabolic operators with unbounded coefficients. In: - (eds.), Proc. Conf. Reaction-diffusion systems. Lecture notes in pure and applied mathematics, 194, M. Dekker, 1998, 217-239. | MR 1472521 | Zbl 0887.47034
- ,[17] New optimal regularity results for infinite dimensional elliptic equations. Boll. Un. Mat. It., (8) 3-B, 2000, 411-429. | MR 1769994 | Zbl 0959.35076
- ,[18] On a Dirichlet Problem Involving an Ornstein-Uhlenbeck Operator. Scuola Normale Superiore di Pisa, settembre 2000, preprint. | MR 1953230 | Zbl 1218.35082
,[19] Subordination in the sense of Bochner and a related functional calculus. J. Austral. Math. Soc., Ser. A, 64, n. 3, 1998, 368-396. | MR 1623282 | Zbl 0920.47039
,[20] Solution of certain parabolic equations with unbounded coefficients and its application to non-linear filtering. Stochastics, 10, 1983, 31-46. | MR 714706 | Zbl 0533.60068
,[21] A new approach to existence and uniqueness for martingale problems in infinite dimensions. Prob. Theory and Rel. Fields, to appear. | Zbl 0963.60059
,