Resolvent approaches to elliptic regularity in stationary Fokker-Planck equations
Abstract
This paper investigates the local regularity of solutions to stationary Fokker-Planck equations on an open set U ⊂ Rd with d ≥ 2. A central objective is to relax the classical assumptions on the coefficients by focusing on the case where the drift vector field G is only assumed to be locally square-integrable, i.e. G ∈ L2loc(U, Rd), the symmetric diffusion matrix A = (aij)1 ≤ i,j ≤ d is assumed to be locally uniformly strictly elliptic and bounded, with coefficients satisfying aij ∈ VMOloc(U) for all 1 ≤ i,j ≤ d and divA ∈ L2loc(U, Rd). Our main result shows that any locally bounded function h ∈ L∞loc(U) satisfying the stationary Fokker-Planck equation L*(h\, dx) = 0 must in fact belong to the local Sobolev space H1,2loc(U). The proof is based on the construction of a sub-Markovian resolvent associated with the principal elliptic operator LA := trace(A ∇2), combined with delicate energy-type inequalities. In particular, we show that the density h can be realized as the weak H1,2-limit of images of resolvent operators.
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