As the title ``Generalized regularity and solution concepts for differential equations'' suggests, the main topic of my thesis is the investigation of generalized solution concepts for differential equations, in particular first order hyperbolic partial differential equations with real-valued, non-smooth coefficients and their characteristic system of ordinary differential equations.
In Colombeau theory there have been developed existence results that yield solutions for ordinary and partial differential equations beyond the scope of classical approaches. Nevertheless this comes at the price of sacrificing regularity (in general a Colombeau solution may even lack a distributional shadow). It is prevailing in the Colombeau setting that the question of mere existence of solutions is much easier to answer than to determine their regularity properties (i.e. if a distributional shadow exists and how regular it is). In order order to address these regularity question and encouraged by the fact that the solution of a (homogeneous) first order partial differential equation can be written as a pullback of the initial condition by the characteristic backward flow, a main topic of my thesis deals with the microlocal analysis of pullbacks of c-bounded Colombeau generalized functions.
Another topic is the comparsion of Colombeau techniques for solving ordinary and partial differential equations to other generalized solution concepts, which has led to a joint article with Günther Hörmann. A useful tool for this purpose is the concept of a generalized graph, which has been developed in the thesis.
We derive optimal regularity, in both time and space, for solutions of the Cauchy problem related to a degenerate differential equation in a Banach space X. Our results exhibit a sort of prevalence for space regularity, in the sense that the higher is the order of regularity with respect to space, the lower is the corresponding order of regularity with respect to time.
In this paper, we consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. We are able to find parabolic versions of Alexandrov-Backelman-Pucci estimate with 0<σ<2. And we show a Harnack inequality, Hölder regularity, and C^{1,α}-regularity of the solutions by obtaining decay estimates of their level sets.
We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump Lèvy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior $C^{1,α}$ regularity for general fully nonlinear integro-differential equations. Our estimates remain uniform as the degree of the equation approaches two, so they can be seen as a natural extension of the regularity theory for elliptic partial differential equations.
We prove that $C^{1,α}$ $s$-minimal surfaces are automatically $C^\infty$. For this, we develop a new bootstrap regularity theory for solutions of integro-differential equations of very general type, which we believe is of independent interest.
We give a short, simple proof of maximal regularity for linear parabolic evolution equations on manifolds with cylindrical ends by making use of pseudodifferential parametrices and the concept of R-boundedness for the resolvent.
We consider fully nonlinear integro-differential equations governed by kernels that have different homogeneities in different directions. We prove a nonlocal version of the ABP estimate, a Harnack inequality and the interior $C^{1, γ}$ regularity, extending the results of [Caffarelli and Silvestre, CPAM 62, 2009] to the anisotropic case.
Using a standard linearization technique and previously obtained microlocal properties for pseudodifferential operators with smooth coefficients, the authors state results of microlocal regularity in generalized Besov spaces for solutions to non linear PDE.
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.
In this paper we characterize global regularity in the sense of Shubin of twisted partial differential operators of second order in dimension $2$. These operators form a class containing the twisted Laplacian, and in bi-unique correspondence with second order ordinary differential operators with polynomial coefficients and symbol of degree $2$. This correspondence is established by a transformation of Wigner type. In this way the global regularity of twisted partial differential operators turns out to be equivalent to global regularity and injectivity of the corresponding ordinary differential…
In this paper we deal with the problem of regularity for non hypo-elliptic partial differential equations with polynomial coefficients. An operator $A$ on on the space of tempered distributions $\mathcal{S}^\prime$ is regular if $u$ belongs to the Schwartz class $\mathcal S$ whenever $Au\in \mathcal S$. By using tensor products of topological vector spaces and a kind of Wigner transform we reduce the study of regularity of a non hypo-elliptic differential operator, like the twisted laplacian, to a hypo-elliptic one, like the harmonic oscillator.
Singular degenerate differential operator equations are studied. The uniform separability of boundary value problems for degenerate elliptic equation and optimal regularity properties of Cauchy problem for degenerate parabolic equation are obtained. These problems have a numeros applications which occur in fluid mechanics, environmental engineering and atmospheric dispersion of pollutants.
We deal with a class of semilinear nonlocal differential equations in Hilbert spaces which is a general model for some anomalous diffusion equations. By using the theory of integral equations with completely positive kernel together with local estimates, some existence, regularity and stability results are established. An application to nonlocal partial differential equations is shown to demonstrate our abstract results.
We prove a theorem on self-improving regularity for derivatives of solutions of the inequality $F(v'(x))\le KG(v'(x))$ constructed by means of a quasiconvex function $F$ and a null Lagrangian $G$. We apply this theorem to improve the stability and Hölder regularity results of \cite{Egor2008} and to establish a theorem on removability of singularities for solutions of this inequality.
In this paper we study integro-differential equations like the anisotropic fractional Laplacian. As in [Silvestre, Indiana University Mathematics Journal 55, 2006], we adapt the De Giorgi technique to achieve the $C^γ$-regularity for solutions of class $C^{2}$ and use the geometry found in [Caffarelli, Leitão, and Urbano, Math. Ann. 360, 2014] to get an ABP estimate, a Harnack inequality and the interior $C^{1, γ}$ regularity for viscosity solutions.
We investigate the regularity of the solutions for a class of degenerate/singular fully nonlinear nonlocal equations. In the degenerate scenario, we establish that there exists at least one viscosity solution of class $C_{loc}^{1, α}$, for some constant $α\in (0, 1)$. In addition, under suitable conditions on $σ$, we prove regularity estimates in Hölder spaces for any viscosity solution. We also examine the singular setting and prove Hölder regularity estimates for the gradient of the solutions.
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 …
A sharp pointwise differential inequality for vectorial second-order partial differential operators, with Uhlenbeck structure, is offered. As a consequence, optimal second-order regularity properties of solutions to nonlinear elliptic systems in domains in $\mathbb{R}^n$ are derived. Both local and global estimates are established. Minimal assumptions on the boundary of the domain are required for the latter. In the special case of the $p$-Laplace system, our conclusions broaden the range of the admissible values of the exponent $p$ previously known.
In this paper we obtain regularity results for elliptic integro-differential equations driven by the stronger effect of coercive gradient terms. This feature allows us to construct suitable strict supersolutions from which we conclude Hölder estimates for bounded subsolutions. In many interesting situations, this gives way to a priori estimates for subsolutions. We apply this regularity results to obtain the ergodic asymptotic behavior of the associated evolution problem in the case of superlinear equations. One of the surprising features in our proof is that it avoids the key ingredient which…
We prove for some singular kernels $K(x,y)$ that viscosity solutions of the integro-differential equation $\int_{\mathbb{R}^n} \left[u(x+y)+u(x-y)-2u(x)\right]\,K(x,y)dy=f(x)$ locally belong to some Gevrey class if so does $f$. The fractional Laplacian equation is included in this framework as a special case.
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators. Our main result establishes that, once free boundaries are $C^{1,α}$, then they are $C^\infty$. This completes the study of regular points, initiated in [5]. In order to achieve this, we need to establish optimal boundary regularity estimates for solutions to linear nonlocal equations in $C^{k,α}$ domains. These new estimates are the core of our paper, and extend previously known results by Grubb (for $k=\infty$) and by the second author and Serra (for $k=1$).
In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric, regularly varying kernels at zero. In particular, we obtain the uniform Harnack inequality and Hölder estimate of viscosity solutions to the nonlinear integro-differential equations associated with the kernels $K_{σ, β}$ satisfying $$ K_{σ,β}(y)\asymp \frac{ 2-σ}{|y|^{n+σ}}\left( \log\frac{2}{|y|^2}\right)^{β(2-σ)}\quad \mbox{near zero} $$ with respect to $σ\in…
In this paper, we consider fully nonlinear integro-differential equations with possibly nonsymmetric kernels. We are able to find different versions of Alexandroff-Backelman-Pucci estimate corresponding to the full class $\cS^{\fL_0}$ of uniformly elliptic nonlinear equations with $1<σ<2$ (subcritical case) and to their subclass $\cS^{\fL_0}_η$ with $0<σ\leq 1$. We show that $\cS^{\fL_0}_η$ still includes a large number of nonlinear operators as well as linear operators. And we show a Harnack inequality, Hölder regularity, and $C^{1,α}$-regularity of the solutions by obtaining decay estimates …
Here we show a hidden regularity result for nonlinear wave equations with an integral term of convolution type and Dirichlet boundary conditions. Under general assumptions on the nonlinear term and on the integral kernel we are able to state results about global existence of strong and mild solutions without any further smallness on the initial data. Then we define the trace of the normal derivative of the solution showing a regularity result. In such a way we extend to integrodifferential equations with nonlinear term well-known results available in the literature for linear wave equations wi…
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the …
This is an addendum to a previous article, which aims to provide the proofs of some results in that paper (Theorem 7.5 and Proposition 9.15) which were removed from its final version. The reason for such omission is that these proofs follow quite closely others already present in the literature, with minor modifications. I make them publicly available for the sake of completeness.
In this paper we study the action of pseudo-differential operators acting on Gevrey spaces. We introduce classes of classical symbols with spatial Gevrey regularity. As the spatial Gevrey regularity of a symbol $p(\cdot,ξ)$ may depend on the frequency $ξ$, the action of the associated pseudo-differential operator $op(p)$ may induce a loss of regularity. The proof is based on a para-product decomposition.
In this paper we are interested in integro-differential elliptic and parabolic equations involving nonlocal operators with order less than one, and a gradient term whose coercivity growth makes it the leading term in the equation. We obtain Lipschitz regularity results for the associated stationary Dirichlet problem in the case when the nonlocality of the operator is confined to the domain, feature which is known in the literature as censored nonlocality. As an application of this result, we obtain strong comparison principles which allow us to prove the well-posedness of both the stationary a…
We establish that the $C^{1,γ}$ regularity theory for translation invariant fractional order parabolic integro-differential equations (via Krylov-Safonov estimates) gives an improvement of regularity mechanism for solutions to a special case of a two-phase free boundary flow related to Hele-Shaw. The special case is due to both a graph assumption on the free boundary of the flow and an assumption that the free boundary is $C^{1,\text{Dini}}$ in space. The free boundary then must immediately become $C^{1,γ}$ for a universal $γ$ depending upon the Dini modulus of the gradient of the graph. These…
In this paper, we provide suitable adaptations of the "weak version of Bernstein method" introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed "uniformly el-liptic" (maybe in the nonlocal sense) but which do not satisfy the usual "growth condition" on the gradient term allowing to use (for example) the Ishii-Lions' method. We treat …
We study the regularity for solutions of fully nonlinear integro differential equations with respect to nonsymmetric kernels. More precisely, we assume that our operator is elliptic with respect to a family of integro differential linear operators where the symmetric part of the kernels have a fixed homogeneity $σ$ and the skew symmetric part have strictly smaller homogeneity $τ$. We prove a weak ABP estimate and $C^{1,α}$ regularity. Our estimates remain uniform as we take $σ\to 2$ and $τ\to 1$ so that this extends the regularity theory for elliptic differential equations with dependence on t…
In this paper we deal with the problem of existence of a smooth solution of the Hamilton-Jacobi-Bellman-Isaacs (HJBI for short) system of equations associated with nonzero-sum stochastic differential games. We consider the problem in unbounded domains either in the case of continuous generators or for discontinuous ones. In each case we show the existence of a smooth solution of the system. As a consequence, we show that the game has smooth Nash payoffs which are given by means of the solution of the HJBI system and the stochastic process which governs the dynamic of the controlled system.
We establish the first partial regularity result for local minima of strongly $\mathscr{A}$-quasiconvex integrals in the case where the differential operator $\mathscr{A}$ possesses an elliptic potential $\mathbb{A}$. As the main ingredient, the proof works by reduction to the partial regularity for full gradient functionals. Specialising to particular differential operators, the results in this paper thereby equally yield novel partial regularity theorems in the cases of the trace-free symmetric gradient, the exterior derivative or the div-curl-operator.
We prove Hölder regularity results for a class of nonlinear elliptic integro-differential operators with integration kernels whose ellipticity bounds are strongly directionally dependent. These results extend those in [9] and are also uniform as the order of operators approaches 2.
We consider one-dimensional inhomogeneous parabolic equations with higher-order elliptic differential operators subject to periodic boundary conditions. In our main result we show that the property of continuous maximal regularity is satisfied in the setting of periodic little-Hölder spaces, provided the coefficients of the differential operator satisfy minimal regularity assumptions. We address parameter-dependent elliptic equations, deriving invertibility and resolvent bounds which lead to results on generation of analytic semigroups. We also demonstrate that the techniques and results of th…
Here we utilize operator--valued Lq-Lp Fourier multiplier theorems to establish lower bound estimates for large class of elliptic integro-differential equations in Rd. Moreover, we investigate separability properties of parabolic convolution operator equations that arise in heat conduction problems in materials with fading memory. Finally, we give some remarks on optimal regularity of elliptic differential equations and Cauchy problem for parabolic equations.
We prove interior $C^{1,α}$-regularity for solutions \[ - Λ\leq F(D^2 u) \leq Λ\] where $Λ$ is a constant and $F$ is fully nonlinear, 1-homogeneous, uniformly elliptic. The proof is based on a reduction to the homogeneous equation $F(D^2u) = 0$ by a blow-up argument -- i.e. just like what is done in the case of viscosity solutions $F(D^2 u) = f$ for $f \in L^\infty$. However it was not clear to us that the above inequality implies $F(D^2 u) = f$ for some bounded $f$ (as would be the case for linear equations in distributional sense by approximation). Nor were we able to find the literature on …
We develop a regularity theory for integro-differential equations with kernels deforming in space like sections of a convex solution of a Monge-Ampère equation. We prove an ABP estimate and a Harnack inequality and derive Hölder and $C^{1,α}$ regularity results for solutions.
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown that the mild solution has the same optimal regularity properties as the stochastic convolution. The proof is elementary and makes use of existing results on the regularity of the solution, in particular, the Hölder continuity with a non-optimal exponent.
In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed.
In this article we continue our study of higher Sobolev regularity of flexible convex integration solutions to differential inclusions arising from applications in materials sciences. We present a general framework yielding higher Sobolev regularity for Dirichlet problems with affine data in $\text{int}(K^{lc})$. This allows us to simultaneously deal with linear and nonlinear differential inclusion problems. We show that the derived higher integrability and differentiability exponent has a lower bound, which is independent of the position of the Dirichlet boundary data in $\text{int}(K^{lc})$.…
Regularity theory for diffusive operators is among the finest treasures of the modern mathematical sciences. It appears in several different fields, such as, differential geometry, topology, numerical analysis, dynamical systems, mathematical physics, economics, etc. Within the general field of Partial Differential Equations, regularity theory places itself in the very core, by bridging the notion of weak solutions (often found by energy methods or probabilistic interpretations) to the classical concept of solutions. In this article we discuss about a new systematic approach, termed geometric …
In this paper we give a survey of results on various analytical aspects of time fractional diffusion equations. We describe the approach via abstract Volterra equations and collect results on strong solutions in the $L_p$ sense. We further discuss the concept of weak solutions for equations with rough coefficients and give an account of recent developments towards a De Giorgi-Nash-Moser theory for such equations. The last part summarizes recent results on the long-time behaviour of solutions, which turns out to be significantly different from that in the heat equation case.
We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump Lèvy processes. If the index of the operator $σ$ is in $ (1,2)$ (subcritical case), then we obtain a comparison principle, a nonlocal version of the Alexandroff-Backelman-Pucci estimate, a Harnack inequality, a Hölder regularity, and an interior $\rm C^{1,α}$-regularity for fully nonlinear integro-differential equations associated with such a class. Moreover, our estimates remain uniform as the index …
Piezoelectric appliances have become hugely important in the past century and computer simulations play an essential part in the modern design process thereof. While much work has been invested into the practical simulation of piezoelectric ceramics there still remain open questions regarding the partial differential equations governing the piezoceramics. The piezoelectric behavior of many piezoceramics can be described by a second order coupled partial differential equation system. This consists of an equation of motion for the mechanical displacement in three dimensions and a coupled electro…
In this paper, we study the global existence and regularity of Hölder continuous solutions for a series of nonlinear partial differential equations describing nonlinear waves.
We present and prove a version of the elliptic regularity theorem for partial differential equations involving fractional Riemann-Liouville derivatives. In this case, regularity is defined in terms of Sobolev spaces $H^s(X)$: if the forcing of a linear elliptic fractional PDE is in one Sobolev space, then the solution is in the Sobolev space of increased order corresponding to the order of the derivatives. We also mention a few applications and potential extensions of this result.
We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order $2s$, with $s\in(0,1)$. We consider the class of nonlocal operators $\mathcal L_*\subset \mathcal L_0$, which consists of infinitesimal generators of stable Lévy processes belonging to the class $\mathcal L_0$ of Caffarelli-Silvestre. For fully nonlinear operators $I$ elliptic with respect to $\mathcal L_*$, we prove that solutions to $I u=f$ in $Ω$, $u=0$ in $\mathbb R^n\setminusΩ$, satisfy $u/d^s\in C^{s+γ}(\overlineΩ)$, where $d$ is the distance to $\partialΩ$ and $f…
Under general conditions we show that the solution of a stochastic parabolic partial differential equation of the form \[ \partial_t u = \mathrm{div} (A \nabla u) + f(t,x, u) + g_i (t,x,u) \dot{w}^i_t \] is almost surely Hölder continuous in both space and time variables.
