We study an asymptotic behaviour of the principal eigenvalue for an elliptic operator with large advection which is given by a gradient of a potential function. It is shown that the principal eigenvalue decays exponentially under the velocity potential well condition as the parameter tends to infinity.
This paper is concerned with the ergodic problem for viscous Hamilton-Jacobi equations having superlinear Hamiltonian, inward-pointing drift, and positive potential which vanishes at infinity. Assuming some radial symmetry of the drift and the potential outside a ball, we establish sharp estimates of the generalized principal eigenvalue with respect to a perturbation of the potential.
We study existence of principal eigenvalues of fully nonlinear integro-differential elliptic equations with a drift term via the Krein-Rutman theorem which based on regularity up to boundary of viscosity solutions. We also show the simplicity of the eigenfunctions in viscosity sense by a nonlocal version of ABP estimate.
We prove an existence result for a quasilinear elliptic equation satisfying natural growth conditions. As a consequence, we deduce an existence result for a quasilinear elliptic equation containing a singular drift. A key tool, in the proof, is the study of an auxiliary variational inequality playing the role of "natural constraint"
This paper is concerned with eigenvalue problems for non-symmetric elliptic operators with large drifts in bounded domains under Dirichlet boundary conditions. We consider the minimal principal eigenvalue and the related principal eigenfunction in the class of drifts having a given, but large, pointwise upper bound. We show that, in the asymptotic limit of large drifts, the maximal points of the optimal principal eigenfunctions converge to the set of points maximizing the distance to the boundary of the domain. We also show the uniform asymptotic profile of these principal eigenfunctions and t…
Using three different notions of generalized principal eigenvalue of linear second order elliptic operators in unbounded domains, we derive necessary and sufficient conditions for the validity of the maximum principle, as well as for the existence of positive eigenfunctions satisfying Dirichlet boundary conditions. Relations between these principal eigenvalues, their simplicity and several other properties are further discussed.
We prove global Sobolev regularity and pointwise upper bounds for the gradient of transition densities associated with second order differential operators in $\mathbb{R}^d$ with unbounded diffusion, drift and potential terms.
We prove the one-dimensional symmetry of solutions to elliptic equations of the form $-\dive(e^{G(x)}a(|\nabla u|)\nabla u)=f(u) e^{G(x)}$, under suitable energy conditions. Our results hold without any restriction on the dimension of the ambient space.
In this note, we obtain a version of Aleksandrov's maximum principle when the drift coefficients are in Morrey spaces, which contains $L_d$, and when the free term is in $L_p$ for some $p<d$.
We study the generalized eigenvalue problem in $\mathbb{R}^N$ for a general convex nonlinear elliptic operator which is locally elliptic and positively $1$-homogeneous. Generalizing article of Berestycki and Rossi in [Comm. Pure Appl. Math. 68 (2015), no. 6, 1014-1065] we consider three different notions of generalized eigenvalues and compare them. We also discuss the maximum principles and uniqueness of principal eigenfunctions.
We study the fully nonlinear elliptic equation $F(D^2u,Du,u,x) = f$ in a smooth bounded domain $Ω$, under the assumption the nonlinearity $F$ is uniformly elliptic and positively homogeneous. Recently, it has been shown that such operators have two principal "half" eigenvalues, and that the corresponding Dirichlet problem possesses solutions, if both of the principal eigenvalues are positive. In this paper, we prove the existence of solutions of the Dirichlet problem if both principal eigenvalues are negative, provided the "second" eigenvalue is positive, and generalize the anti-maximum princi…
In this article we present a new technique to obtain a lower bound for the principal Dirichlet eigenvalue of a fully nonlinear elliptic operator. We ilustrate the construction of an appropriate radial function required to obtain the bound in several examples. In particular we use our results to prove that $\lim_{p\to \infty}λ_{1,p}=λ_{1,\infty}=\left(\fracπ{2R}\right)^2$ where $λ_{1,p}$ and $λ_{1,\infty}$ are the principal eigenvalue for the homogeneous $p$-laplacian and the homogeneous infinity laplacian respectively.
In this paper we investigate homogenization results for the principal eigenvalue problem associated to $1$-homogeneous, uniformly elliptic, second-order operators. Under rather general assumptions, we prove that the principal eigenpair associated to an oscillatory operator converges to the eigenpair associated to the effective one. This includes the case of fully nonlinear operators. Rates of convergence for the eigenvalues are provided for linear and nonlinear problems, under extra regularity/convexity assumptions. Finally, a linear rate of convergence (in terms of the oscillation parameter) …
This paper concerns the boundary behavior of solutions of certain fully nonlinear equations with a general drift term. We elaborate on the non-homogeneous generalized Harnack inequality proved by the second author in (Julin, ARMA -15), to prove a generalized Carleson estimate. We also prove boundary Hölder continuity and a boundary Harnack type inequality.
We characterize the validity of the Maximum Principle in bounded domains for fully nonlinear degenerate elliptic operators in terms of the sign of a suitably defined generalized principal eigenvalue. Here, maximum principle refers to the non-positivity of viscosity subsolutions of the Dirichlet problem. This characterization is derived in terms of a new notion of generalized principal eigenvalue, which is needed because of the possible degeneracy of the operator, admitted in full generality. We further discuss the relations between this notion and other natural generalizations of the classical…
We present some results concerning the solvability of linear elliptic equations in bounded domains with the main coefficients almost in VMO, the drift and the free terms in Morrey classes containing $L_{d}$, and bounded zeroth order coefficient. We prove that the second-order derivatives of solutions are in a local Morrey class containing $W^{2}_{p,loc}$. Actually, the exposition is given for fully nonlinear equations and encompasses the above mentioned results, which are new even if the main part of the equation is just the Laplacian.
We investigate the weak solvability and properties of weak solutions to the Dirichlet problem for a scalar elliptic equation $-Δu + b^{(α)}\cdot \nabla u= f$ in a bounded domain $Ω\subset {\mathbb R^2}$ containing the origin, where $f \in W^{-1}_q(Ω) $ with $q>2$ and $b^{(α)}:=b-α\frac{x}{|x|^2}$, $b$ is a divergence-free vector field and $α\in {\mathbb R}$ is a parameter.
We consider uniformly elliptic and parabolic second-order equations with bounded zeroth-order and bounded VMO leading coefficients and possibly growing first-order coefficients. We look for solutions which are summable to the $p$-th power with respect to the usual Lebesgue measure along with their first and second-order derivatives with respect to the spatial variable.
Given two elliptic operators L and M in nondivergence form, with coefficients A_L(x), A_M(x) and drift terms b_L(x), b_M(x), respectively, satisfying a Carleson measure disagreement condition in a Lipschitz domain Omega in R^{n+1}, then their harmonic measures are mutually absolutely continuous. As an application of this, a new approximation argument and known results we obtain necessary and sufficient conditions for a single operator L (in divergence or nondivergence form) to have regular harmonic measure with respect to Lebesgue measure. The results are sharp in all cases.
We prove that the principal eigenvalue of any fully nonlinear homogeneous elliptic operator which fulfills a very simple convexity assumption satisfies a Brunn-Minkowski type inequality on the class of open bounded sets in $\mathbb{R}^n$ satisfying a uniform exterior sphere condition. In particular the result applies to the (possibly normalized) $p$-Laplacian, and to the minimal Pucci operator. The proof is inspired by the approach introduced by Colesanti for the principal frequency of the Laplacian within the class of convex domains, and relies on a generalization of the convex envelope metho…
We study the obstacle problem with an elliptic operator in nondivergence form with principal coefficients in VMO. We develop all of the basic theory of existence, uniqueness, optimal regularity, and nondegeneracy of the solutions. These results, in turn, allow us to begin the study of the regularity of the free boundary, and we show existence of blowup limits, a basic measure stability result, and a measure-theoretic version of the Caffarelli alternative proven in Caffarelli's 1977 paper "The regularity of free boundaries in higher dimensions."
We consider elliptic equations with operators $L=a^{ij}D_{ij}+b^{i}D_{i}-c$ with $a$ being almost in VMO, $b$ in a Morrey class containing $ L_{d}$, and $c\geq0$ in a Morrey class containing $L_{d/2}$. We prove the solvability in Sobolev spaces of $Lu=f\in L_{p}$ in bounded $C^{1,1}$-domains, and of $λu-Lu=f$ in the whole space for any $λ>0$. Weak uniqueness of the martingale problem associated with such operators is also discussed.
We add a divergence-free drift with increasing magnitude to the fractional Laplacian on a bounded smooth domain, and discuss the behavior of the principal eigenvalue for the Dirichlet problem. The eigenvalue remains bounded if and only if the drift has non-trivial first integrals in the domain of the quadratic form of the fractional Laplacian.
We discuss the local properties of weak solutions to the equation $-Δu + b\cdot\nabla u=0$. The corresponding theory is well-known in the case $b\in L_n$, where $n$ is the dimension of the space. Our main interest is focused on the case $b\in L_2$. In this case the structure assumption $\operatorname{div} b=0$ turns out to be crucial.
This article is concerned with the following spectral problem: to find a positive function $Φ$ $\in$ C 1 ($Ω$) and $λ$ $\in$ R such that q(x)$Φ$ (x) + ^ $Ω$ J(x, y)$Φ$(y) dy + a(x)$Φ$(x) + $λ$$Φ$(x) = 0 for x $\in$ $Ω$, where $Ω$ $\subset$ R is a non-empty domain (open interval), possibly unbounded, J is a positive continuous kernel, and a and q are continuous coefficients. Such a spectral problem naturally arises in the study of nonlocal population dynamics models defined in a space-time varying environment encoding the influence of a climate change through a spatial shift of the coefficient.…
This paper investigates quantitative estimates in elliptic homogenization of non-divergence form with unbounded drift and an interface, which continues the study of the previous work by Hairer and Manson [Ann. Probab. 39(2011) 648-682], where they investigated the limiting long time/large scale behavior of such a process under diffusive rescaling. We determine the effective equation and obtain the size estimates of the gradient of Green functions as well as the optimal (in general) convergence rates. The proof relies on transferring the non-divergence form into the divergence-form with the coe…
For $n\geq 3$, we study the existence and asymptotic properties of the fundamental solution for elliptic operators in nondivergence form, ${\mathcal L}(x,\partial_x)=a_{ij}(x)\partial_i\partial_j+b_k(x)\partial_k$, where the $a_{ij}$ have modulus of continuity $ω(r)$ satisfying the square-Dini condition and the $b_k$ are allowed mild singularities of order $r^{-1}ω(r)$. A singular integral is introduced that controls the existence of the fundamental solution. We give examples that show the singular drift $b_k\partial_k$ may act as a perturbation that does not dramatically change the fundamenta…
We consider the following Dirichlet problems for elliptic equations with singular drift $\mathbf{b}$: \[ \text{(a) } -\operatorname{div}(A \nabla u)+\operatorname{div}(u\mathbf{b})=f,\quad \text{(b) } -\operatorname{div}(A^T \nabla v)-\mathbf{b} \cdot \nabla v =g \quad \text{in } Ω, \] where $Ω$ is a bounded Lipschitz domain in $\mathbb{R}^n$, $n\geq 2$. Assuming that $\mathbf{b}\in L^{n,\infty}(Ω)^n$ has non-negative weak divergence in $Ω$, we establish existence and uniqueness of weak solution in $W^{1,2+\varepsilon}_0(Ω)$ of the problem (b) when $A$ is bounded and uniformly elliptic. As an …
In subdomains of $\mathbb{R}^{d}$ we consider uniformly elliptic equations $H\big(v( x),D v( x),D^{2}v( x), x\big)=0$ with the growth of $H$ with respect to $|Dv|$ controlled by the product of a function from $L_{d}$ times $|Dv|$. The dependence of $H$ on $x$ is assumed to be of BMO type. Among other things we prove that there exists $d_{0}\in(d/2,d)$ such that for any $p\in(d_{0},d)$ the equation with prescribed continuous boundary data has a solution in class $W^{2}_{p,\text{loc}}$. Our results are new even if $H$ is linear.
For the $p$-harmonic function with strictly convex level sets, we find a test function which comes from the combination of the norm of gradient of the $p$-harmonic function and the smallest principal curvature of the level sets of $p$-harmonic function. We prove that this curvature function is convex with respect to the height of the $p$-harmonic function. This test function is an affine function of the height when the $p$-harmonic function is the $p$-Green function on the ball. For the minimal graph, we obtain a similar results.
In this article, we study, as the coefficient $s\to\infty$, the asymptotic behavior of the principal eigenvalue of $$-φ''(x)-2sm'(x)φ'(x)+c(x)φ(x)=λ_sφ(x),\ \ 0<x<1,$$ supplemented by different boundary conditions. This problem is relevant to nonlinear propagation phenomena in reaction-diffusion equations. The main point is that the advection (or drift) term $m$ allows natural degeneracy. For instance, $m$ could be constant on $[a,b]\subset[0,1]$. Depending on the behavior of $m$ near the neighbourhood of the end points $a,\,b$, the limiting value could be the principal eigenvalue of $$-φ''(x)…
We investigate the uniqueness, in suitable weighted Lebesgue spaces, of solutions to a class of elliptic equations with a drift posed on a complete, noncompact, Riemannian manifold $M$ of infinite volume and dimension $N\ge2$. Furthermore, in the special case of a model manifold with polynomial volume growth, we show that the conditions on the drift term are sharp.
We prove that the realization $A_p$ in $L^p(\mathbb{R}^N),\,1<p<\infty$, of the elliptic operator $A=(1+|x|^α)Δ+b|x|^{α-1}\frac{x}{|x|}\cdot \nabla-c|x|^β$ with domain $D(A_p) =\{ u \in W^{2,p}(\mathbb{R}^N)\, |\, Au \in L^p(\mathbb{R}^N)\}$ generates a strongly continuous analytic semigroup $T(\cdot)$ provided that $α>2,\,β>α-2$ and any constants $b\in \mathbb{R}$ and $c>0$. This generalizes the recent results in [A.Canale, A. Rhandi, C. Tacelli, Ann. Sc. Norm. Super. Pisa CI. Sci. (5), 2016] and in [G.Metafune, C.Spina, C.Tacelli, Adv. Diff. Equat., 2014]. Moreover we show that $T(\cdot)$ is…
We investigate the validity and failure of Liouville theorems and Harnack inequalities for parabolic and elliptic operators with low regularity coefficients. We are particularly interested in operators of the form $\partial_t - Δ+b\cdot\nabla$ and $-Δ+b\cdot\nabla$ with a divergence-free drift $b$. We prove the Liouville theorem and Harnack inequality when $b\in L_\infty(BMO^{-1})$ resp. $b\in BMO^{-1}$ and provide a counterexample to such results demonstrating sharpness of our conditions on the drift. Our results generalize to divergence-form operators with an elliptic symmetric part and a BM…
We investigate the existence of ground states for functionals with nonhomogenous principal part. Roughly speaking, we show that the Nehari manifold method requires no homogeinity on the principal part of a functional. This result is motivated by some elliptic problems involving nonhomogeneous operators. As an application, we prove the existence of a ground state and infinitely many solutions for three classes of boundary value problems.
We consider Dirichlet problems for linear elliptic equations of second order in divergence form on a bounded or exterior smooth domain $Ω$ in $\mathbb{R}^n$, $n \ge 3$, with drifts $\mathbf{b}$ in the critical weak $L^n$-space $L^{n,\infty}(Ω; \mathbb{R}^n )$. First, assuming that the drift $\mathbf{b}$ has nonnegative weak divergence in $L^{n/2, \infty }(Ω)$, we establish existence and uniqueness of weak solutions in $W^{1,p}(Ω)$ or $D^{1,p}(Ω)$ for any $p$ with $n' = n/(n-1)< p < n$. By duality, a similar result also holds for the dual problem. Next, we prove $W^{1,n+\varepsilon}$ or $W^{2, …
In this note we establish the large time non-negativity of the heat kernel for a class of elliptic differential operators on closed, Riemannian manifolds, and apply this result to a problem from conformal differential geometry.
In this paper, we give the strong unique continuation property for a general two dimensional anisotropic elliptic system with real coefficients in a Gevrey class under the assumption that the principal symbol of the system has simple characteristics. The strong unique continuation property is derived by obtaining some Carleman estimate. The derivation of the Carleman estimate is based on transforming the system to a larger second order elliptic system with diagonal principal part which has complex coefficients.