In this work we investigate a 1D evolution equation involving a divergence form operator where the diffusion coefficient inside the divergence is sign changing. Equivalently the evolution equation of interest can be interpreted as behaving locally like a heat equation, and involving a transmission condition at some interface that prescribes in particular a change of sign of the first order space derivatives across the interface. We especially focus on the construction of fundamental solutions for the evolution equation. As the second order operator involved in the evolution equation is not elliptic, this cannot be performed by standard tools for parabolic PDEs. However we manage in a first time to provide a spectral representation of the semigroup associated to the equation, which leads to a first expression of the fundamental solution. In a second time, examining the case when the diffusion coefficient is piecewise constant but remains positive, we do probabilistic computations involving the killed Skew Brownian Motion (SBM), that provide a certain explicit expression of the fundamental solution for the positive case. It turns out that this expression also provides a fundamental solution for the case when the coefficient is sign changing, and can be interpreted as defining a pseudo SBM. This pseudo SBM can be approached by a rescaled pseudo asymmetric random walk. We infer from these different results various approximation schemes that we test numerically.
翻译:在这项工作中,我们调查了1D进化方程式,该方程式涉及差异内扩散系数正在变化的分布式运算符,该方程式在差异内的扩散系数正在变化。同样,进化方程式可以被解释为像热方程式一样在本地表现,并涉及某些界面的传输条件,其中特别规定了对跨界面第一级空间衍生物的标志的改变。我们特别侧重于构建进化方程式的基本解决方案。由于进化方程式所涉及的第二级操作员不是椭圆形,因此无法使用抛物式 PDEs的标准工具来进行。然而,我们第一次设法提供与方程式相关的半组的光谱代表,从而导致对基本解决方案的首次表达。第二次,在研究扩散系数成成份时,如果扩散系数保持不变,但仍是正数,但我们可以进行概率化的计算,从而明确表达出对正数的基本解决方案。我们从这些变形的SBMBM模型中可以进行一个基本的解决方案。