Abstract:
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton-Jacobi-Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the Value Function of the controlled equation and that the feedback law is verified.

Abstract:
The purpose of this paper is to obtain an upper bound for the fundamental solution for parabolic Cauchy problem u'=Au, where A is a second order elliptic partial differential operator with unbounded coefficients such that its potential and the potential of the formal adjoint of the operator A are bounded from below.

Abstract:
We study a class of elliptic operators $A$ with unbounded coefficients defined in $I\times\CR^d$ for some unbounded interval $I\subset\CR$. We prove that, for any $s\in I$, the Cauchy problem $u(s,\cdot)=f\in C_b(\CR^d)$ for the parabolic equation $D_tu=Au$ admits a unique bounded classical solution $u$. This allows to associate an evolution family $\{G(t,s)\}$ with $A$, in a natural way. We study the main properties of this evolution family and prove gradient estimates for the function $G(t,s)f$. Under suitable assumptions, we show that there exists an evolution system of measures for $\{G(t,s)\}$ and we study the first properties of the extension of $G(t,s)$ to the $L^p$-spaces with respect to such measures.

Abstract:
We study the Cauchy problem for the semilinear nonautonomous parabolic equation $u_t=\mathcal{A}(t)u+\psi(t,u)$ in $[s,\tau]\times {{\mathbb R}^d}$, $\tau> s $, in the spaces $C_b([s, \tau]\times{{\mathbb R}^d})$ and in $L^p((s, \tau)\times{{\mathbb R}^d}, \nu)$. Here $\nu$ is a Borel measure defined via a tight evolution system of measures for the evolution operator $G(t,s)$ associated to the family of time depending second order uniformly elliptic operators $\mathcal{A}(t)$. Sufficient conditions for existence in the large and stability of the null solution are also given in both $C_b$ and $L^p$ contexts. The novelty with respect to the literature is that the coefficients of the operators $\mathcal{A}(t)$ are allowed to be unbounded.

Abstract:
In this paper we deal with a strongly ill-posed second-order degenerate parabolic problem in the unbounded open set $\Omega\times {\mathcal O}\subset \mathbb R^{M+N}$, related to a linear equation with unbounded coefficients, with no initial condition, but endowed with the usual Dirichlet condition on $(0,T)\times \partial(\Omega\times {\mathcal O})$ and an additional condition involving the $x$-normal derivative on $\Gamma\times {\mathcal O}$, $\Gamma$ being an open subset of $\Omega$. The task of this paper is twofold: determining sufficient conditions on our data implying the uniqueness of the solution $u$ to the boundary value problem as well as determining a pair of metrics with respect of which $u$ depends continuously on the data. The results obtained for the parabolic problem are then applied to a similar problem for a convolution integrodifferential linear parabolic equation.

Abstract:
Given a class of nonautonomous elliptic operators $\A(t)$ with unbounded coefficients, defined in $\overline{I \times \Om}$ (where $I$ is a right-halfline or $I=\R$ and $\Om\subset \Rd$ is possibly unbounded), we prove existence and uniqueness of the evolution operator associated to $\A(t)$ in the space of bounded and continuous functions, under Dirichlet and first order, non tangential homogeneous boundary conditions. Some qualitative properties of the solutions, the compactness of the evolution operator and some uniform gradient estimates are then proved.

Abstract:
We prove regularity results such as interior Lipschitz regularity and boundary continuity for the Cauchy-Dirichlet problem associated to a class of parabolic equations inspired by the evolutionary $p$-Laplacian, but extending it at a wide scale. We employ a regularization technique of viscosity-type that we find interesting in itself.

Abstract:
We establish pointwise estimates for the Green function to the Dirichlet problem for parabolic equation with coefficients measurable in time variable. Using these estimate we obtain coercive estimates for this problem in anisotropic weighted Lebesgue spaces and prove the solvability theorems.

Abstract:
We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov semigroups having an invariant measure. We also study spectral properties of the realization of the parabolic operator $u\mapsto {\cal A}(t) u - u_t$ in suitable $L^p$ spaces.

Abstract:
In this paper some W^{2, p}-estimates for the solutions of the Dirichlet problem for a class of elliptic equations with discontinuous coefficients in unbounded domains are obtained. As a consequence, an existence and uniqueness theorem for such a problem is proved.