grandes-ecoles 2024 Q10

grandes-ecoles · France · mines-ponts-maths1__pc Differential equations Higher-Order and Special DEs (Proof/Theory)
Deduce that for $f \in C^2(\mathbf{R}) \cap CL(\mathbf{R})$ such that $f'$ and $f''$ have slow growth, we have $$\forall t \in \mathbf{R}_+^*, \forall x \in \mathbf{R}, \quad \frac{\partial P_t(f)(x)}{\partial t} = L\!\left(P_t(f)\right)(x),$$ where $L(f)(x) = f''(x) - xf'(x)$.
Deduce that for $f \in C^2(\mathbf{R}) \cap CL(\mathbf{R})$ such that $f'$ and $f''$ have slow growth, we have
$$\forall t \in \mathbf{R}_+^*, \forall x \in \mathbf{R}, \quad \frac{\partial P_t(f)(x)}{\partial t} = L\!\left(P_t(f)\right)(x),$$
where $L(f)(x) = f''(x) - xf'(x)$.