Let be a transition semigroup of the Hilbert space-valued nonsymmetric Ornstein-Uhlenbeck process and let denote its Gaussian invariant measure. We show that the semigroup is analytic in if and only if its generator is variational. In particular, we show that the transition semigroup of a finite dimensional Ornstein-Uhlenbeck process is analytic if and only if the Wiener process is nondegenerate.
We give a new characterisation of Borel summability of formal power series solutions to the n-dimensional heat equation in terms of holomorphic properties of the integral means of the Cauchy data. We also derive the Borel sum for the summable formal solutions.
In the half-space , consider the Hermite-Schrödinger equation i∂u/∂t = -Δu + |x|²u, with given boundary values on . We prove a formula that links the solution of this problem to that of the classical Schrödinger equation. It shows that mixed norm estimates for the Hermite-Schrödinger equation can be obtained immediately from those known in the classical case. In one space dimension, we deduce sharp pointwise convergence results at the boundary by means of this link.
The well-posedness of the Cauchy problem for a class of parabolic equations with variable density is investigated. Necessary and sufficient conditions for existence and uniqueness in the class of bounded solutions are proved. If these conditions fail, sufficient conditions are given to ensure well-posedness in the class of bounded solutions which satisfy suitable constraints at infinity.