The paper proves Liouville-type results for stable solutions of semilinear elliptic PDEs with convex nonlinearity, posed on the entire Euclidean space. Extensions to solutions which are stable outside a compact set are also presented.
Very singular self-similar solutions of semilinear odd-order PDEs are studied on the basis of a Hermitian-type spectral theory for linear rescaled odd-order operators.
In this paper, we present output feedback boundary stabilization for a class of semilinear parabolic PDEs with a boundary measurement and an actuation located at the same place. The method uses backstepping transformations, where the state and error systems are proved to be locally exponentially stable in the $\mathbb{H}^4$ norm. The stability of the transformed systems are obtained by constructing a strict Lyapunov function. A numerical example using the FitzHugh-Nagumo equation shows the proposed control law stabilizes the system into its equilibrium solution.
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle the problem has a unique solution and we provide its stochastic representation in terms of reflected backward stochastic differential equations. We prove also regularity properties and approximation results for solutions of the problem.
In this manuscript we consider semilinear PDEs, with a convex nonlinearity, in a sector-like domain. Using cylindrical coordinates $(r, θ, z)$, we investigate the shape of solutions whose derivative in $θ$ vanishes at the boundary. We prove that any solution with Morse index less than two must be either independent of $θ$ or strictly monotone with respect to $θ$. In the special case of a planar domain, the result holds in a circular sector as well as in an annular, and it can also be extended to a rectangular domain. The corresponding problem in higher dimensions is also considered, as well as…
We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented in [2]. The proof is based on in the stochastic characteristics method and a version of the commuting Lemma.
This paper deals with symmetry phenomena for solutions of the Dirichlet problem involving semilinear PDEs on Riemannian domains. We shall present a rather general framework where the symmetry problem can be formulated and provide some evidence that this framework is completely natural by pointing out some results for stable solutions. The case of manifolds with density, and corresponding weighted Laplacians, is inserted in the picture from the very beginning.
In this paper, we prove that there exists a unique weak solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is probabilistic. The theory of Dirichlet forms and backward stochastic differential equations with singular coefficients and infinite horizon plays a crucial role.
This paper proves the existence of viscosity solutions of path dependent semilinear PDEs via Perron's method, i.e. via showing that the supremum of viscosity subsolutions is a viscosity solution. We use the notion of viscosity solutions introduced by Ekren, Keller, Touzi and Zhang, in whose work all smooth processes which are tangent in mean are considered as test functions. We also provide a comparison result for semicontinuous viscosity solutions, by using a regularization technique. As an interesting byproduct, we give a new short proof for the optimal stopping problem with semicontinuous o…
The classical Feynman-Kac identity builds a bridge between stochastic analysis and partial differential equations (PDEs) by providing stochastic representations for classical solutions of linear Kolmogorov PDEs. This opens the door for the derivation of sampling based Monte Carlo approximation methods, which can be meshfree and thereby stand a chance to approximate solutions of PDEs without suffering from the curse of dimensionality. In this article we extend the classical Feynman-Kac formula to certain semilinear Kolmogorov PDEs. More specifically, we identify suitable solutions of stochastic…
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution of the problem admits a stochastic representation in terms of reflected backward stochastic differential equations. We derive also some regularity properties of so- lutions and prove useful approximation results.
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on $\mathbb{R}^d$ with polynomial nonlinearities in $(u, \nabla u)$, using a tree-based probabilistic representation. This probabilistic representation applies to the solution of the equation itself, as well as to its partial derivatives by associating one of d marks to the initial tree branch. Partial derivatives are dealt with by integration by parts and subordination of Brownian motion. Numerical illustrations are provided in examples for the fractional Laplacian in dimension up to 10, and for the fractiona…
We study bounded, monotone solutions of$Δu=W'(u)$ in the whole of$\R^n$, where$W$ is a double-well potential. We prove that under suitable assumptions on the limit interface and on the energy growth, $u$ is $1$D. In particular, differently from the previous literature, the solution is not assumed to have minimal properties and the cases studied lie outside the range of $Γ$-convergence methods. We think that this approach could be fruitful in concrete situations, where one can observe the phase separation at a large scale and whishes to deduce the values of the state parameter in the vicinity o…
We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end, we present an abstract implicit function approach with scaled spaces. We will apply this abstract approach to problems governed by semilinear PDEs. In that context, we prove an exponential turnpike result and show that perturbations of the extremal equation's dynamics, e.g., discretization errors decay exponentially in time. The latter can be used for very ef…
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical superprocesses. The aim of this paper is to show that mild solutions are also solutions in a viscosity sense. This result is motivated by the fact that mild solutions can provide value functions and optimal strategies for problems of stochastic optimal control. Since unique mild solutions exist under weak conditions, we obtain as a corollary a general existence re…
We prove the existence of solutions $u$ in $H^1(\mathbb{R}^N,\mathbb{R}^M)$ of the following strongly coupled semilinear system of second order elliptic PDEs on $\mathbb{R}^N$ \[ \mathcal{P}[u] = f(x,u,\nabla u), \quad x\in \mathbb{R}^N, \] whith pointwise constraints. We present the construction of the suitable topoligical degree which allows us to solve the above system on bounded domains. The key step in the proof consists of showing that the sequence of solutions of the truncated system is compact in $H^1$ by the use of the so-called tail estimates.
This article is a survey on boundedness results for stable solutions to semilinear elliptic problems. For these solutions, we present the currently known $L^{\infty}$ estimates that hold for all nonlinearities. Such estimates are known to hold up to dimension 4. They are expected to be true also in dimensions 5 to 9, but this is still an open problem which has only been established in the radial case.
We construct a solution for a class of strongly perturbed semilinear heat equations which blows up in finite time with a prescribed blow-up profile. The construction relies on the reduction of the problem to a finite dimensional one and the use of index theory to conclude.
Let $2\le n\le 5$. We establish an apriori interior Hölder regularity of $C^2$-stable solutions to the semilinear equation $-Δu=f(u)$ in any domain of $R^n$ for any nonlinearity $f\in C^{0,1}(R) $.If $f $ is nondecreasing and convex in addition,we obtain an interior Hölder regularity, and hence the local boundedness, of $W^{1,2}(Ω)$-stable solutions by locally approximating them via $C^2(Ω)$-stable solutions. In particular, we do not require any lower bound on $f$.
For a long time it is well-known that high-dimensional linear parabolic partial differential equations (PDEs) can be approximated by Monte Carlo methods with a computational effort which grows polynomially both in the dimension and in the reciprocal of the prescribed accuracy. In other words, linear PDEs do not suffer from the curse of dimensionality. For general semilinear PDEs with Lipschitz coefficients, however, it remained an open question whether these suffer from the curse of dimensionality. In this paper we partially solve this open problem. More precisely, we prove in the case of semi…
We prove that flat ground state solutions ($i.e.$ minimizing the energy and with gradient vanishing on the boundary of the domain) of the Dirichlet problem associated to some semilinear autonomous elliptic equations with a strong absorption term given by a non-Lipschitz function are unstable for dimensions $N=1,2$ and they can be stable for $N\geq 3$ for suitable values of the involved exponents.
We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a time-dependent family of unbounded operators acting on some scale of Banach spaces, while $\mathbf X\equiv(X,\mathbb X)$ is a two-step (non-necessarily geometric) rough path of Hölder regularity $γ>1/3.$ Besides dealing with non-autonomous evolution equations, our results also allow for unbounded operations in the noise term (up to some critical loss of regularity …
In this work, we study the stable determination of four space-dependent coefficients appearing in a coupled semilinear parabolic system with variable diffusion matrices subject to dynamic boundary conditions which couple intern-boundary phenomena. We prove a Lipschitz stability result for interior and boundary potentials by means of only one observation component, localized in any arbitrary open subset of the physical domain. The proof mainly relies on some new Carleman estimates for dynamic boundary conditions of surface diffusion type.
Multilevel Picard approximations overcome the curse of dimensionality in the numerical approximation of general semilinear PDEs with gradient-dependent nonlinearities
We consider stable solutions of a semilinear elliptic equation with homogeneous Neumann boundary conditions. A classical result of Casten, Holland [20] and Matano [44] states that all stable solutions are constant in convex bounded domains. In this paper, we examine whether this result extends to unbounded convex domains. We give a positive answer for stable non-degenerate solutions, and for stable solutions if the domain $Ω$ further satisfies $Ω$ $\cap$ {|x| $\le$ R} = O(R^2), when R $\rightarrow$ +$\infty$. If the domain is a straight cylinder, an additional natural assumption is needed. The…
In this paper we extend the interior regularity results for stable solutions in [Cabré, Figalli, Ros-Oton, and Serra, Acta Math. 224 (2020)] to operators with variable coefficients. We show that stable solutions to the semilinear elliptic equation $a_{ij}(x)u_{ij} + b_i(x) u_i + f(u) = 0$ are Hölder continuous in the optimal range of dimensions $n \leq 9$. Our bounds are independent of the nonlinearity $f \in C^1$, which we assume to be non-negative. The main achievement of our work is to make the constants in our estimates depend on the $C^1$ norm of $a_{ij}$ and the $C^0$ norm of $b_i$, inst…
This paper is devoted to the study of semi-stable radial solutions $u\in H^1(B_1)$ of $-Δu=g(u) {in} B_1\setminus \{0\}$, where $g\in C^1(R)$ is a general nonlinearity and $B_1$ is the unit ball of $R^N$. We establish sharp pointwise estimates for such solutions. As an application of these results, we obtain optimal pointwise estimates for the extremal solution and its derivatives (up to order three) of the semilinear elliptic equation $-Δu=λf(u)$, posed in $B_1$, with Dirichlet data $u|_{\partial B_1}=0$, and a continuous, positive, nondecreasing and convex function $f$ on $[0,\infty)$ such t…
We prove the exact multiplicity of flat and compact support stable solutions of an autonomous non-Lipschitz semilinear elliptic equation of eigenvalue type according to the dimension N and the two exponents, $0<α<β<1$, of the involved nonlinearites. Suitable assumptions are made on the spatial domain $Ω$ where the problem is formulated in order to avoid a possible continuum of those solutions and, on the contrary, to ensure the exact number of solutions according to the nature of the domain $Ω$. Our results also clarify some previous works in the literature. The main techniques of proof are a …
We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hormander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operator $M_t$ can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection $Π$ on a subspace of sufficiently regular functions. Then the eigenfunctions of $M_t$ with small eigenvalues have only a very sma…
We construct a periodic solution to the semilinear heat equation with power nonlinearity, in one space dimension, which blows up in finite time $T$ only at one blow-up point. We also give a sharp description of its blow-up profile. The proof relies on the reduction of the problem to a finite dimensional one and the use of index theory to conclude. Thanks to the geometrical interpretation of the finite-dimensional parameters in terms of the blow-up time and blow-up point, we derive the stability of the constructed solution with respect to initial data.
In the present paper, we investigate the regularity and symmetry properties of weak solutions to semilinear elliptic equations which are locally stable.
In this paper we prove the following long-standing conjecture: stable solutions to semilinear elliptic equations are bounded (and thus smooth) in dimension $n \leq 9$. This result, that was only known to be true for $n\leq4$, is optimal: $\log(1/|x|^2)$ is a $W^{1,2}$ singular stable solution for $n\geq10$. The proof of this conjecture is a consequence of a new universal estimate: we prove that, in dimension $n \leq 9$, stable solutions are bounded in terms only of their $L^1$ norm, independently of the nonlinearity. In addition, in every dimension we establish a higher integrability result fo…
We classify stable and finite Morse index solutions to general semilinear elliptic equations posed in Euclidean space of dimension at most 10, or in some unbounded domains.