Global in Time Madelung Transformation for Kolmogorov-Feller Pseudodifferential Equations

Abstract

Using an idea going back to Madelung we construct global in time solutions to the transport equation corresponding to the asymptotic solution of the Kolmogorov-Feller equation describing a system with diffusion, potential and jump terms. To do that we use the construction of a generalized delta -shock solution of the continuity equation for a discontinuous velocity field. We also discuss corresponding problem of asymptotic solution construction (Maslov tunnel asymptotics).