We obtained the $C^{\a}$ continuity for weak solutions of a class of ultraparabolic equations with measurable coefficients of the form ${\ptl_t u}= \sum_{i,j=1}^{m_0}X_i(a_{ij}(x,t)X_j u)+X_0 u$. The result is proved by simplifying and generalizing our earlier arguments for the $C^{\a}$ regularity of homogeneous ultraparabolic equations.
We prove the $C^α$ regularity for weak solutions to a class of ultraparabolic equation, with measurable coefficients. The results generalized our recent $C^α$ regularity results of Prandtl's system to high dimensional cases.
The aim of this paper is to consider the linear ultraparabolic equation with bounded and VMO coefficients $a_{ij} (z)$. Assume that the operator $L_0$ obtained by freezing the coefficients $a_{ij}(z)$ at any point ${z_0} \in {\mathbb{R}^{N + 1}}$ is hypoelliptic. We first establish a Caccioppoli type inequality by choosing a cutoff function, a Sobolev type inequality by prosperities of the fundamental solution to $L_0$, and a Poincaré type inequality with a new cutoff function. Then $L^p$ estimate for weak solutions is derived by using the reverse Hölder inequality on homogeneous spaces. Final…
Consider a class of non-homogenous ultraparabolic differential equations with drift terms or lower order terms arising from some physical models, and we prove that weak solutions are Hölder continuous, which also generalizes the classic results of parabolic equations of second order. The main ingredients are a type of weak Poincaré inequality satisfied by non-negative weak sub-solutions and Moser iteration.
We obtain the $C^{\a}$ regularity for weak solutions of a class of non-homogeneous ultraparabolic equation, with measurable coefficients. The result generalizes our recent $C^{\a}$ regularity results of homogeneous ultraparabolic equation.
We consider hypoelliptic equations of kinetic Fokker-Planck type, also known as Kolmogorov or ultraparabolic equations, with rough coefficients in the drift-diffusion operator. We give novel short quantitative proofs of the De Giorgi intermediate-value Lemma as well as weak Harnack and Harnack inequalities. This implies H{ö}lder continuity with quantitative estimates. The paper is self-contained.
In this paper we establish a constructive method in order to show global existence and regularity for a class of degenerate parabolic Cauchy problems which satisfy a weak Hoermander condition on a subset of the domain where the data are measurable and which have regular data on the complementary set of the domain. This result has practical incentives related to the computation of Greeks in reduced LIBOR market models, which are standard computable approximations of the HJM-description of interest rate markets. The method leads to a probabilistic scheme for the computation of the value function…
We present a general approach to obtain a weak Harnack inequality for rough hypoellipitic equations, e.g. kinetic equations. The proof is constructive and does not study the commutator structure but rather compares the rough solution with a smooth problem for which the estimates are assumed.
This paper is dedicated to the application of the DeGiorgi-Nash-Moser regularity theory to the kinetic Fokker-Planck equation. This equation is hypoelliptic. It is parabolic only in the velocity variable, while the Liouville transport operator has a mixing effect in the position/velocity phase space. The mixing effect is incorporated in the classical DeGiorgi method via the averaging lemmas. The result can be seen as a Hölder regularity version of the classical averaging lemmas.
In this work, Holder continuity is obtained for solutions to the nonlocal kinetic Fokker-Planck Equation, and to a family of related equations with general integro-differential operators. These equations can be seen as a generalization of the Fokker-Planck Equation, or as a linearization of non-cutoff Boltzmann. Difficulties arise because our equations are hypoelliptic, so we utilize the theory of averaging lemmas. Regularity is obtained using De Giorgi's method, so it does not depend on the regularity of initial conditions or coefficients. This work assumes stronger constraints on the nonloca…
Sorbonne Université, CNRS, Université de Paris, Laboratoire Jacques-Louis Lions (LJLL)(索邦大学,法国国家科学研究中心,巴黎大学,雅克-路易·利翁斯实验室);Laboratoire de mathématiques d’Orsay, CNRS, Université Paris-Saclay(奥赛数学实验室,法国国家科学研究中心,巴黎萨克雷大学);Institut Universitaire de France (IUF)(法兰西学院)
In this paper, we study the Gevrey regularity of weak solutions for a class of linear and semi-linear kinetic equations, which are the linear model of spatially inhomogeneous Boltzmann equations without an angular cutoff.
In this paper, we study the Gevrey regularity of weak solutions for a class of linear and semi-linear kinetic equations, which are the linear model of spatially inhomogeneous Boltzmann equations without an angular cutoff.
We show how to apply harmonic spaces potential theory in the study of the Dirichlet problem for a general class of evolution hypoelliptic partial differential equations of second order. We construct Perron-Wiener solution and we provide a sufficient condition for the regularity of the boundary points. Our criterion extends and generalizes the classical parabolic-cone criterion for the Heat equation due to Effros and Kazdan.
We prove that if u is a weak solution to a constant coefficient system (with strong ellipticity assumed along the horizontal direction) in a Carnot group (no restriction on the step), then u is actually smooth. We then use this result to develop blow-up analysis to prove a partial regularity result for weak solutions of certain non-linear systems.
The aim of this work is to prove a Harnack inequality and the Hölder continuity for weak solutions to the Kolmogorov equation $\mathscr{L} u = f$ with measurable coefficients, integrable lower order terms and nonzero source term. We introduce a functional space $\mathcal{W}$, suitable for the study of weak solutions to $\mathscr{L}u = f$, that allows us to prove a weak Poincaré inequality. More precisely, our goal is to prove a weak Harnack inequality for non-negative super-solutions by considering their Log-transform and following S. N. Kruzkov (1963). Then this functional inequality is combi…
Poincaré inequality and quantitative De Giorgi method for hypoelliptic operators
Università Politecnica delle Marche(意大利马尔凯理工大学);Université Paris Cité and Sorbonne Université, CNRS, IMJ-PRG(巴黎西岱大学与索邦大学,法国国家科学研究中心,IMJ-PRG);Université de Montpellier(蒙彼利埃大学);University of Cambridge(剑桥大学);Max Planck Institute for Mathematics in the Sciences(德国马克斯·普朗克数理科学研究所)
We prove that $L^2$ weak solutions to hypoelliptic equations with bounded measurable coefficients are Hölder continuous. The proof relies on classical techniques developed by De Giorgi and Moser together with the averaging lemma and regularity transfers developed in kinetic theory. The latter tool is used repeatedly: first in the proof of the local gain of integrability of sub-solutions; second in proving that the gradient with respect to the velocity variable is $L^{2+ε}_{\mathrm{loc}}$; third, in the proof of an "hypoelliptic isoperimetric De Giorgi lemma." To get such a lemma, we develop a …
In this paper we study regularity of partial differential equations with polynomial coefficients in non isotropic Beurling spaces of ultradifferentiable functions of global type. We study the action of transformations of Gabor and Wigner type in such spaces and we prove that a suitable representation of Wigner type allows to prove regularity for classes of operators that do not have classical hypoellipticity properties.
We present sufficient conditions to have global hypoellipticity for a class of Vekua-type operators defined on a compact Lie group. When the group has the property that every non-trivial representation is not self-dual we show that these sufficient conditions are also necessary. We also present results about the global solvability for this class of operators.
Consider the following Kolmogorov type hypoelliptic operator $$ \mathscr L_t:=\mbox{$\sum_{j=2}^n$}x_j\cdot\nabla_{x_{j-1}}+{\rm Tr} (a_t \cdot\nabla^2_{x_n}), $$ where $n\geq 2$, $x=(x_1,\cdots,x_n)\in(\mathbb R^d)^n =\mathbb R^{nd}$ and $a_t$ is a time-dependent constant symmetric $d\times d$-matrix that is uniformly elliptic and bounded.. Let $\{\mathcal T_{s,t}; t\geq s\}$ be the time-dependent semigroup associated with $\mathscr L_t$; that is, $\partial_s {\mathcal T}_{s, t} f = - {\mathscr L}_s {\mathcal T}_{s, t}f$. For any $p\in(1,\infty)$, we show that there is a constant $C=C(p,n,d)>…
We extend the De Giorgi--Nash--Moser theory to a class of kinetic Fokker-Planck equations and deduce new results on the Landau-Coulomb equation. More precisely, we first study the H{ö}lder regularity and establish a Harnack inequality for solutions to a general linear equation of Fokker-Planck type whose coefficients are merely measurable and essentially bounded, i.e. assuming no regularity on the coefficients in order to later derive results for non-linear problems. This general equation has the formal structure of the hypoelliptic equations "of type II" , sometimes also called ultraparabolic…
For $p\in(1,\infty)$, let $u(t,x,v)$ and $f(t,x,v)$ be in $L^p(\mathbb{R} \times \mathbb{R}^d \times \mathbb{R}^d)$ and satisfy the following nonlocal kinetic Fokker-Plank equation on $\mathbb{R}^{1+2d}$ in the weak sense: $$ \partial_t u+v\cdot\nabla_x u=Δ^{α/{2}}_v u+f, $$ where $α\in(0,2)$ and $Δ^{α/{2}}_v$ is the usual fractional Laplacian applied to $v$-variable. We show that there is a constant $C=C(p,α,d)>0$ such that for any $f(t, x, v)\in L^p(\mathbb{R} \times \mathbb{R}^d \times \mathbb{R}^d)=L^p(\mathbb{R}^{1+2d})$, $$ \|Δ_x^{α/{(2(1+α))}}u\|_p+\|Δ_v^{α/{2}}u\|_p\leq C\|f\|_p, $$ wh…
The paper addresses questions of existence and regularity of solutions to linear partial differential equations whose coefficients are generalized functions or generalized constants in the sense of Colombeau. We introduce various new notions of ellipticity and hypoellipticity, study their interrelation, and give a number of new examples and counterexamples. Using the concept of $\G^\infty$-regularity of generalized functions, we derive a general global regularity result in the case of operators with constant generalized coefficients, a more specialized result for second order operators, and a …
Motivated by recent results on the (possibly conditional) regularity for time-dependent hypoelliptic equations, we prove a parabolic version of the Poincaré inequality, and as a consequence, we deduce a version of the classical Moser iteration technique using in a crucial way the geometry of the equation. The point of this contribution is to emphasize that one can use the {\sl elliptic} version of the Moser argument at the price of the lack of uniformity, even in the {\sl parabolic } setting. This is nevertheless enough to deduce Hölder regularity of weak solutions. The proof is elementary and…
A global real analytic regularity theorem for a quasilinear sum of squares of vector fields of Hormander rank 2 is given. A related local result for a special case was proved recently by the second author and L. Zanghirati in a paper titled "Local Real Analyticity of Solutions for sums of squares of non-linear vector fields".
The main result of the paper is on the continuity of weak solutions of infinitely degenerate quasilinear second order equations. Namely, we show that every weak solution to a certain class of degenerate quasilinear equations is continuous. More precisely, we show that it is Hölder continuous with respect to a certain metric associated to the operator. One of the essential features of this metric is that the metric balls are non doubling with respect to Lebesgue measure. The proof of the continuity together with a recent result by Rios et al. completes the result on hypoellipticity of a class o…
The purpose of this paper is to extend the hypocoercivity results for the kinetic Fokker-Planck equation in $H^1$ space in Villani's memoir \cite{Villani} to higher order Sobolev spaces. As in the $L^2$ and $H^1$ setting, there is lack of coercivity in $H^k$ for the associated operator. To remedy this issue, we shall modify the usual $H^k$ norm with certain well-chosen mixed terms and with suitable coefficients which are constructed by induction on $k$. In parallel, a similar strategy but with coefficients depending on time (c.f. \cite{Herau}), usually referred as Hérau's method, can be employ…
We report on recent results and a new line of research at the crossroad of two major theories in the analysis of partial differential equations. The celebrated De Giorgi-Nash-Moser theory shows H{ö}lder estimates and the Harnack inequality for uniformly elliptic or parabolic equations with rough coefficients in divergence form. The theory of hypoellipticity of H{ö}rmander shows, under general "bracket" conditions, the regularity of solutions to partial differential equations combining first and second order derivative operators when ellipticity fails in some directions. We discuss recent exten…
This work is devoted to radiative transfer equations with long-range interactions. Such equations arise in the modeling of high frequency wave propagation in random media with long-range dependence. In the regime we consider, the singular collision operator modeling the interaction between the wave and the medium is conservative, and as a consequence wavenumbers take values on the unit sphere. Our goals are to investigate the regularizing effects of grazing collisions, the diffusion limit, and the peaked forward limit. As in the case where wavenumbers take values in R^{d+1}, we show that the t…
For a class of ordinary differential operators $P$ with polynomial coefficients, we give a necessary and sufficient condition for $P$ to be globally regular in $\R$, i.e. $u\in\cS^\prime(\R)$ and $Pu\in\cS(\R)$ imply $u\in \cS(\R)$ (this can be regarded as a global version of the Schwartz' hypoellipticity notion). The condition involves the asymptotic behaviour, at infinity, of the roots $ξ=ξ_j(x)$ of the equation $p(x,ξ)=0$, where $p(x,ξ)$ is the (Weyl) symbol of $P$.
The overall goal of this dissertation is to investigate certain classical results from harmonic analysis, replacing the Euclidean setting, the abelian structure and the elliptic Laplace operator with a non-commutative environment and hypoelliptic operators. More specifically, we consider wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups with time-dependent non-negative propagation speeds that are Hölder-regular or even more so. The corresponding Euclidean problem has been extensively studied in the `80s and some additional results have been recently obta…
The theme of this work is that the theory of charged particles in a uniform magnetic field can be generalized to a large class of operators if one uses an extended a class of Weyl operators which we call "Landau--Weyl pseudodifferential operators". The link between standard Weyl calculus and Landau--Weyl calculus is made explicit by the use of an infinite family of intertwining "windowed wavepacket transforms"; this makes possible the use of the theory of modulation spaces to study various regularity properties. Our techniques allow us not only to recover easily the eigenvalues and eigenfuncti…
We study the regularity properties of the second order linear operator in $\mathbb{R}^{N+1}$: \begin{equation*} \mathscr{L} u := \sum_{j,k= 1}^{m} a_{jk}\partial_{x_j x_k}^2 u + \sum_{j,k= 1}^{N} b_{jk}x_k \partial_{x_j} u - \partial_t u, \end{equation*} where $A = \left( a_{jk} \right)_{j,k= 1, \dots, m}, B= \left( b_{jk} \right)_{j,k= 1, \dots, N}$ are real valued matrices with constant coefficients, with $A$ symmetric and strictly positive. We prove that, if the operator $\mathscr{L}$ satisfies Hörmander's hypoellipticity condition, and $f$ is a Dini continuous function, then the second ord…
In the paper, for the Cauchy problem on the non-cutoff Boltzmann equation in torus, we establish the global-in-time Gevrey smoothness in velocity and space variables for a class of low-regularity mild solutions near Maxwellians with the Gevrey index depending only on the angular singularity. This together with [24] provides a self-contained well-posedness theory for both existence and regularity of global solutions for initial data of low regularity in the framework of perturbations. For the proof we treat in a subtle way the commutator between the regularization operators and the Boltzmann co…
In this paper we study the Cauchy problem for the wave equations for sums of squares of left invariant vector fields on compact Lie groups and also for hypoelliptic homogeneous left-invariant differential operators on graded Lie groups (the positive Rockland operators), when the time-dependent propagation speed satisfies a Log-Lipschitz condition. We prove the well-posedness in the associated Sobolev spaces exhibiting a finite loss of regularity with respect to the initial data, which is not true when the propagation speed is a ${\rm H\ddot{o}lder}$ function. We also indicate an extension to g…
We put forward a new method for obtaining quantitative lower bounds on the top Lyapunov exponent of stochastic differential equations (SDEs). Our method combines (i) an (apparently new) identity connecting the top Lyapunov exponent to a Fisher information-like functional of the stationary density of the Markov process tracking tangent directions with (ii) a novel, quantitative version of Hörmander's hypoelliptic regularity theory in an $L^1$ framework which estimates this (degenerate) Fisher information from below by a $W^{s,1}_{\mathrm{loc}}$ Sobolev norm. This method is applicable to a wide …
The celebrated Hörmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE) with smooth coefficients to be hypoelliptic. As a consequence, the solutions of Kolmogorov PDEs are smooth at all positive times if the coefficients of the PDE are smooth and satisfy Hörmander's condition even if the initial function is only continuous but not differentiable. First-order linear Kolmogorov PDEs with smooth coefficients do not have this smoothing effect but at least preserve regularity in the sense that solutions are smooth …