Solution-giving formula to Cauchy problem for multidimensional parabolic equation with variable coefficients

Abstract

We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the C0-semigroup (this is a standard assumption in the evolution equations theory, which guarantees the existence of the solution) and then find the representation (based on the family of translation operators) of the solution in terms of coefficients of the equation and initial condition. It is proved that if the coefficients of the equation are bounded, infinitely smooth, and satisfy some other conditions, then there exists a solution-giving C0-semigroup of contraction operators. We also represent the solution as a Feynman formula (i.e., as a limit of a multiple integral with multiplicity tending to infinity) with generalized functions appearing in the integral kernel.