Analyticity of layer potentials and $L^{2}$ solvability of boundary value problems for divergence form elliptic equations with complex $L^{\infty}$ coefficients
M. Alfonseca, P. Auscher, A. Axelsson, S. Hofmann, S. Kim
We consider divergence form elliptic operators of the form $L=-\dv A(x)\nabla$, defined in $R^{n+1} = \{(x,t)\in R^n \times R \}$, $n \geq 2$, where the $L^{\infty}$ coefficient matrix $A$ is $(n+1)\times(n+1)$, uniformly elliptic, complex and $t$-independent. We show that for such operators, boundedness and invertibility of the corresponding layer potential operators on $L^2(\mathbb{R}^{n})=L^2(\partial\mathbb{R}_{+}^{n+1})$, is stable under complex, $L^{\infty}$ perturbations of the coefficient matrix. Using a variant of the $Tb$ Theorem, we also prove that the layer potentials are bounded and invertible on $L^2(\mathbb{R}^n)$ whenever $A(x)$ is real and symmetric (and thus, by our stability result, also when $A$ is complex, $\Vert A-A^0\Vert_{\infty}$ is small enough and $A^0$ is real, symmetric, $L^{\infty}$ and elliptic). In particular, we establish solvability of the Dirichlet and Neumann (and Regularity) problems, with $L^2$ (resp. $\dot{L}^2_1)$ data, for small complex perturbations of a real symmetric matrix. Previously, $L^2$ solvability results for complex (or even real but non-symmetric) coefficients were known to hold only for perturbations of constant matrices (and then only for the Dirichlet problem), or in the special case that the coefficients $A_{j,n+1}=0=A_{n+1,j}$, $1\leq j\leq n$, which corresponds to the Kato square root problem.
It is proved that there exists a local-in-time solution $u\in C([0,T),bmo(\mathbb{R}^d)^d)$ of the Navier-Stokes equations such that every $u(t)$ has an analytic extension on a complex domain whose size only depends on $t$ (and increases with $t$) and the external force $f$, assuming only that the initial velocity $u_0$ is a local $BMO$ function. Our method for proving is a combination and refinement of the work by Grujić and Kukavica [13], Guberović [15] and Kozono et al. [18]. One challenging step is the estimation of the heat and Stokes semigroups from $BMO$-type spaces to $L^\infty$; a res…
Let $Ω\subset \rr^2$ be a bounded simply connected domain. We show that, for a fixed (every) $p\in (1,\fz),$ the divergence equation $\mathrm{div}\,\mathbf{v}=f$ is solvable in $W^{1,p}_0(Ω)^2$ for every $f\in L^p_0(Ω)$, if and only if $Ω$ is a John domain, if and only if the weighted Poincaré inequality $$\int_Ω|u(x)-u_Ω|^q\,dx\le C\int_Ω|\nabla u(x)|^q\dist(x,\partial Ω)^q\,dx$$ holds for some (every) $q\in [1,\fz)$. In higher dimensions similar results are proved under some additional assumptions on the domain in question.
In the following paper, one studies, given a bounded, connected open set $Ω$ $\subseteq$ R n , $κ$ > 0, a positive Radon measure $μ$ 0 in $Ω$ and a (signed) Radon measure $μ$ on $Ω$ satisfying $μ$($Ω$) = 0 and |$μ$| $κ$$μ$ 0 , the possibility of solving the equation div u = $μ$ by a vector field u satisfying |u| $κ$w on $Ω$ (where w is an integrable weight only related to the geometry of $Ω$ and to $μ$ 0), together with a mild boundary condition. This extends results obtained in [4] for the equation div u = f , improving them on two aspects: one works here with the divergence equation with mea…
We provide a self-contained proof of the solvability and regularity of a Hodge-type elliptic system, wherein the divergence and curl of a vector field are prescribed in an open, bounded, Sobolev-class domain, and either the normal component or the tangential components of the vector field are prescribed on the boundary. The proof is based on a regularity theory for vector elliptic equations set on Sobolev-class domains and with Sobolev-class coefficients.
It is well known that generic solutions of the heat equation are not analytic in time in general. Here it is proven that ancient solutions with exponential growth are analytic in time in ${\M} \times (-\infty, 0]$. Here $\M=\R^n$ or is a manifold with Ricci curvature bounded from below. Consequently a necessary and sufficient condition is found on the solvability of backward heat equation in the class of functions with exponential growth.
We establish Dahlberg's perturbation theorem for non-divergence form operators L = A\nabla^2. If L_0 and L_1 are two operators on a Lipschitz domain such that the L^p Dirichlet problem for the operator L_0 is solvable for some p in (1,\infty) and the coefficients of the two operators are sufficiently close in the sense of Carleson measure, then the L^p Dirichlet problem for the operator L_1 is solvable for the same p. This is an improvement of the A_{\infty} version of this result proved by Rios in "The L^p Diriclet problem and nondivergence harmonic measure" (Trans. AMS 355, 2 (2003)). As a c…
We solve Cauchy problems for some $μ$-Camassa-Holm integro-partial differential equations in the analytic category. The equations to be considered are $μ$CH of Khesin-Lenells-Misiołek, $μ$DP of Lenells-Misiołek-Tiğlay, the higher-order $μ$CH of Wang-Li-Qiao and the non-quasilinear version of Qu-Fu-Liu. We prove the unique local solvability of the Cauchy problems and provide an estimate of the lifespan of the solutions. Moreover, we show the existence of a unique global-in-time analytic solution for $μ$CH, $μ$DP and the higher-order $μ$CH. The present work is the first result of such a global n…
We consider the Dirichlet boundary value problem for divergence form elliptic operators with bounded measurable coefficients. We prove that for uniform domains with Ahlfors regular boundary, the BMO solvability of such problems is equivalent to a quantitative absolute continuity of the elliptic measure with respect to the surface measure, i.e. $ω_L\in A_{\infty}(σ)$. This generalizes a previous result on Lipschitz domains by Dindos, Kenig and Pipher.
We prove the solvability in Sobolev spaces for both divergence and non-divergence form higher order parabolic and elliptic systems in the whole space, on a half space, and on a bounded domain. The leading coefficients are assumed to be merely measurable in the time variable and have small mean oscillations with respect to the spatial variables in small balls or cylinders. For the proof, we develop a set of new techniques to produce mean oscillation estimates for systems on a half space.
We consider parabolic operators of the form $$\partial_t+\mathcal{L},\ \mathcal{L}=-\mbox{div}\, A(X,t)\nabla,$$ in $\mathbb R_+^{n+2}:=\{(X,t)=(x,x_{n+1},t)\in \mathbb R^{n}\times \mathbb R\times \mathbb R:\ x_{n+1}>0\}$, $n\geq 1$. We assume that $A$ is a $(n+1)\times (n+1)$-dimensional matrix which is bounded, measurable, uniformly elliptic and complex, and we assume, in addition, that the entries of A are independent of the spatial coordinate $x_{n+1}$ as well as of the time coordinate $t$. For such operators we prove that the boundedness and invertibility of the corresponding layer potent…
We establish a connection between the absolute continuity of elliptic measure associated to a second order divergence form operator with bounded measurable coefficients with the solvability of an endpoint $BMO$ Dirichlet problem. We show that these two notions are equivalent. As a consequence we obtain an end-point perturbation result, i.e., the solvability of the $BMO$ Dirichlet problem implies $L^p$ solvability for all $p>p_0$.
In this paper we study the quasilinear nondiagonal parabolic type systems. We assume that the principal elliptic operator, which is part of the parabolic system, has a divergence structure. Under certain conditions it is proved the well-posedness of classical solutions, which exist globally in time.
We establish the solvability of second order divergence type parabolic systems in Sobolev spaces. The leading coefficients are assumed to be only measurable in one spatial direction on each small parabolic cylinder with the spatial direction allowed to depend on the cylinder. In the other orthogonal directions and the time variable the coefficients have locally small mean oscillations. We also obtain the corresponding $W^1_p$-solvability of second order elliptic systems in divergence form. Our results are new even for scalar equations and the proofs simplify the methods used previously in [12]
We prove the analyticity in time for solutions of two parabolic equations in the whole space, without any decaying or vanishing conditions. One of them involves solutions to the heat equation of exponential growth of order $2$ on $\M$. Here $\M$ is $\R^d$ or a complete noncompact manifold with Ricci curvature bounded from below by a constant. An implication is a sharp solvability condition for the Cauchy problem of the backward heat equation, which is a well known ill-posed problem. Another implication is a sharp criteria for time analyticity of solutions down to the initial time. The other pe…
The purpose of this article is to study extrapolation of solvability for boundary value problems of elliptic systems in divergence form on the upper half-space assuming De Giorgi type conditions. We develop a method allowing to treat each boundary value problem independently of the others. We shall base our study on solvability for energy solutions, estimates for boundary layers, equivalence of certain boundary estimates with interior control so that solvability reduces to a one-sided Rellich inequality. Our method then amounts to extrapolating this Rellich inequality using atomic Hardy spaces…
Failure of analyticity-radius growth in energy-canceling fluid models
The Hong Kong Polytechnic University（香港理工大学）；Beijing Institute of Technology（北京理工大学）；Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of Chinese Academy of Sciences（中国科学院大学）
Consider the interior transmission problem arising in inverse boundary value problems for the diffusion equation with discontinuous diffusion coefficients. We prove the unique solvability of the interior transmission problem by constructing its Green function. First, we construct a local parametrix for the interior transmission problem near the boundary in the Laplace domain, by using the theory of pseudo-differential operators with a large parameter. Second, by carefully analyzing the analyticity of the local parametrix in the Laplace domain and estimating it there, a local parametrix for the…
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.
By using some recent results for divergence form equations, we study the $L_p$-solvability of second-order elliptic and parabolic equations in nondivergence form for any $p\in (1,\infty)$. The leading coefficients are assumed to be in locally BMO spaces with suitably small BMO seminorms. We not only extend several previous results by Krylov and Kim [14]-[18] to the full range of $p$, but also deal with equations with more general coefficients.
In this paper, we investigate pointwise time analyticity of solutions to fractional heat equations in the settings of $\mathbb{R}^d$ and a complete Riemannian manifold $\mathrm{M}$. On one hand, in $\mathbb{R}^d$, we prove that any solution $u=u(t,x)$ to $u_t(t,x)-\mathrm{L}_α^κ u(t,x)=0$, where $\mathrm{L}_α^κ$ is a nonlocal operator of order $α$, is time analytic in $(0,1]$ if $u$ satisfies the growth condition $|u(t,x)|\leq C(1+|x|)^{α-ε}$ for any $(t,x)\in (0,1]\times \mathbb{R}^d$ and $ε\in(0,α)$. We also obtain pointwise estimates for $\partial_t^kp_α(t,x;y)$, where $p_α(t,x;y)$ is the f…
We extend several known results on solvability in the Sobolev spaces $W^{1}_{p}$, $p\in[2,\infty)$, of SPDEs in divergence form in $\bR^{d}_{+}$ to equations having coefficients which are discontinuous in the space variable.
We show that for a uniformly elliptic divergence form operator $L$, defined in an open set $Ω$ with Ahlfors-David regular boundary, BMO-solvability implies scale invariant quantitative absolute continuity (the weak-$A_\infty$ property) of elliptic-harmonic measure with respect to surface measure on $\partial Ω$. We do not impose any connectivity hypothesis, qualitative or quantitative; in particular, we do not assume the Harnack Chain condition, even within individual connected components of $Ω$. In this generality, our results are new even for the Laplacian. Moreover, we obtain a converse, un…
In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean oscillations with respect to the other variables. The corresponding results for equations on a half space are also derived.
We continue the development, by reduction to a first order system for the conormal gradient, of $L^2$ \textit{a priori} estimates and solvability for boundary value problems of Dirichlet, regularity, Neumann type for divergence form second order, complex, elliptic systems. We work here on the unit ball and more generally its bi-Lipschitz images, assuming a Carleson condition as introduced by Dahlberg which measures the discrepancy of the coefficients to their boundary trace near the boundary. We sharpen our estimates by proving a general result concerning \textit{a priori} almost everywhere no…
In this paper, we investigate the pointwise time analyticity of three differential equations. They are the biharmonic heat equation, the heat equation with potentials and some nonlinear heat equations with power nonlinearity of order $p$. The potentials include all the nonnegative ones. For the first two equations, we prove if $u$ satisfies some growth conditions in $(x,t)\in \mathrm{M}\times [0,1]$, then $u$ is analytic in time $(0,1]$. Here $\mathrm{M}$ is $R^d$ or a complete noncompact manifold with Ricci curvature bounded from below by a constant. Then we obtain a necessary and sufficient …
We present a priori estimates and unique solvability results in the mixed-norm Lebesgue spaces for kinetic Kolmogorov-Fokker-Planck (KFP) equation in divergence form. The leading coefficients are bounded uniformly nondegenerate with respect to the velocity variable $v$ and satisfy a vanishing mean oscillation (VMO) type condition. We consider the $L_2$ case separately and treat more general equations which include the relativistic KFP equation.
We consider second order elliptic divergence form systems with complex measurable coefficients $A$ that are independent of the transversal coordinate, and prove that the set of $A$ for which the boundary value problem with $L_2$ Dirichlet or Neumann data is well posed, is an open set. Furthermore we prove that these boundary value problems are well posed when $A$ is either Hermitean, block or constant. Our methods apply to more general systems of PDEs and as an example we prove perturbation results for boundary value problems for differential forms.
We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only measurable in the time variable and have small mean oscillations in the spatial variables. Our results can be applied to Neumann boundary value problems for {\em stochastic} partial differential equations with BMO$_x$ coefficients.
Let $Ω$ be a Lipschitz domain in $\mathbb R^n,n\geq 3,$ and $L=\divt A\nabla$ be a second order elliptic operator in divergence form. We will establish that the solvability of the Dirichlet regularity problem for boundary data in Hardy-Sobolev space $\HS$ is equivalent to the solvability of the Dirichlet regularity problem for boundary data in $H^{1,p}$ for some $1<p<\infty$. This is a "dual result" to a theorem in \cite{DKP09}, where it has been shown that the solvability of the Dirichlet problem with boundary data in $\text{BMO}$ is equivalent to the solvability for boundary data in $L^p(\pa…
We consider second order uniformly elliptic operators of divergence form in $\R^{d+1}$ whose coefficients are independent of one variable. For such a class of operators we establish a factorization into a product of first order operators related with Poisson operators and Dirichlet-Neumann maps. Consequently, we obtain a solution formula for the inhomogeneous elliptic boundary value problem in the half space, which is useful to show the existence of solutions in a wider class of inhomogeneous data. We also establish $L^2$ solvability of boundary value problems for a new class of the elliptic o…
We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to coefficients $A_0$ that are independent of the coordinate transversal to the boundary, in the Carleson sense $\|A-A_0\|_C$ defined by Dahlberg. We obtain a number of {\em a priori} estimates and boundary behaviour results under finiteness of $\|A-A_0\|_C$. Our methods yield full characterization of weak solutions, whose gradients have $L_2$ estimates of a non-tan…
Given a complex, elliptic coefficient function we investigate for which values of $p$ the corresponding second-order divergence form operator, complemented with Dirichlet, Neumann or mixed boundary conditions, generates a strongly continuous semigroup on $\mathrm{L}^p(Ω)$. Additional properties like analyticity of the semigroup, $\mathrm{H}^\infty$-calculus and maximal regularity are also discussed. Finally we prove a perturbation result for real coefficients that gives the whole range of $p$'s for small imaginary parts of the coefficients. Our results are based on the recent notion of $p$-ell…
This paper is a comprehensive study of $L_p$ estimates for time fractional wave equations of order $α\in (1,2)$ in the whole space, a half space, or a cylindrical domain. We obtain weighted mixed-norm estimates and solvability of the equations in both non-divergence form and divergence form when the leading coefficients have small mean oscillation in small cylinders.
This monograph presents a comprehensive treatment of second order divergence form elliptic operators with bounded measurable t-independent coefficients in spaces of fractional smoothness, in Besov and weighted Sobolev classes. We establish mapping properties for the double and single layer potentials, as well as the Newton potential, on Besov spaces. We prove extrapolation-type solvability results: that is, we show that solvability of the Dirichlet or Neumann boundary value problem at any given L^p space automatically assures their solvability in an extended range of Besov spaces. We also esta…
The solvability in Sobolev spaces is proved for divergence form second order elliptic equations in the whole space, a half space, and a bounded Lipschitz domain. For equations in the whole space or a half space, the leading coefficients $a^{ij}$ are assumed to be measurable in one direction and have small BMO semi-norms in the other directions. For equations in a bounded domain, additionally we assume that $a^{ij}$ have small BMO semi-norms in a neighborhood of the boundary of the domain. We give a unified approach of both the Dirichlet boundary problem and the conormal derivative problem. We …
We discuss two distinct minimality principles for general supremal first order functionals for maps and characterise them through solvability of associated second order PDE systems. Specifically, we consider Aronsson's standard notion of absolute minimisers and the concept of $\infty$-minimal maps introduced more recently by the second author. We prove that $C^1$ absolute minimisers characterise a divergence system with parameters probability measures and that $C^2$ $\infty$-minimal maps characterise Aronsson's PDE system. Since in the scalar case these different variational concepts coincide,…
We prove the unique solvability of second order elliptic equations in non-divergence form in Sobolev spaces. The coefficients of the second order terms are measurable in one variable and VMO in other variables. From this result, we obtain the weak uniqueness of the martingale problem associated with the elliptic equations.
Consider $A(x,D):C^{\infty}(Ω,E) \rightarrow C^\infty(Ω,F)$ an elliptic and canceling linear differential operator of order $ν$ with smooth complex coefficients in $Ω\subset \mathbb{R}^{N}$ from a finite dimension complex vector space $E$ to a finite dimension complex vector space $F$ and $A^{*}(x,D)$ {its} adjoint. In this work we characterize the (local) continuous solvability of the partial differential equation $A^{*}(x,D)v=f$ (in the distribution sense) for a given distribution $f$; more precisely we show that any $x_0\inΩ$ is contained in a neighborhood $U\subset Ω$ in which its continuo…
In this paper, we study both elliptic and parabolic equations in non-divergence form with singular degenerate coefficients. Weighted and mixed-norm $L_p$-estimates and solvability are established under some suitable partially weighted BMO regularity conditions on the coefficients. When the coefficients are constants, the operators are reduced to extensional operators which arise in the study of fractional heat equations and fractional Laplace equations. Our results are new even in this setting and in the unmixed case. For the proof, we establish both interior and boundary Lipschitz estimates f…
We consider time fractional parabolic equations in both divergence and non-divergence form when the leading coefficients $a^{ij}$ are measurable functions of $(t,x_1)$ except for $a^{11}$ which is a measurable function of either $t$ or $x_1$. We obtain the solvability in Sobolev spaces of the equations in the whole space, on a half space, or on a partially bounded domain. The proofs use a level set argument, a scaling argument, and embeddings in fractional parabolic Sobolev spaces for which we give a direct and elementary proof.
In the paper arXiv:1708.02289 we have introduced new solvability methods for strongly elliptic second order systems in divergence form on a domains above a Lipschitz graph, satisfying $L^p$-boundary data for $p$ near $2$. The main novel aspect of our result is that it applies to operators with coefficients of limited regularity and applies to operators satisfying a natural Carleson condition that has been first considered in the scalar case. In this paper we extend this result in several directions. We improve the range of solvability of the $L^p$ Dirichlet problem to the interval $2-\varepsil…
In the present paper we study the solvability of the Dirichlet problem for second order divergence form elliptic operators with bounded measurable coefficients which are small perturbations of given operators in rough domains beyond the Lipschitz category. In our approach, the development of the theory of tent spaces on these domains is essential.
Let $(M,g)$ be a compact Riemannian manifold on which a trace-free and divergence-free $σ\in W^{1,p}$ and a positive function $τ\in W^{1,p}$, $p > n$, are fixed. In this paper, we study the vacuum Einstein constraint equations using the well known conformal method with data $σ$ and $τ$. We show that if no solution exists then there is a non-trivial solution of another non-linear limit equation on $1$-forms. This last equation can be shown to be without solutions no solution in many situations. As a corollary, we get existence of solutions of the vacuum Einstein constraint equation under explic…
We present the unique solvability in Sobolev spaces of time fractional parabolic equations in divergence and non-divergence forms. The leading coefficients are merely measurable in $(t,x_1)$ for $a^{ij}$, $1 \leq i,j \leq d$, $(i,j) \neq (1,1)$. The coefficient $a^{11}$ is merely measurable locally either in $t$ or $x_1$. As functions of the remaining variables, the coefficients have small mean oscillations. We consider mixed norm Sobolev spaces with Muckenhoupt weights. Our results generalize previous work on parabolic equations with time fractional derivatives to a much larger class of coeff…
We investigate the unique solvability of second order parabolic equations in non-divergence form in $W_p^{1,2}((0,T) \times \bR^d)$, $p \ge 2$. The leading coefficients are only measurable in either one spatial variable or time and one spatial variable. In addition, they are VMO (vanishing mean oscillation) with respect to the remaining variables.
