We consider the existence and asymptotics for the fundamental solution of an elliptic operator in nondivergence form, ${\mathcal L}(x,\del_x)=a_{ij}(x)\del_i\del_i$, for $n\geq 3$. We assume that the coefficients have modulus of continuity satisfying the square Dini condition. For fixed $y$, we construct a solution of ${\mathcal L}Z_y(x)=0$ for $0<|x-y|<\e$ with explicit leading order term which is $O(|x-y|^{2-n}e^{I(x,y)})$ as $x\to y$, where $I(x,y)$ is given by an integral and plays an important role for the fundamental solution: if $I(x,y)$ approaches a finite limit as $x\to y$, then we can solve ${\mathcal L}(x,\del_x)F(x,y)=\de(x-y)$, and $F(x,y)$ is asymptotic as $x\to y$ to the fundamental solution for the constant coefficient operator ${\mathcal L}(y,\del_x)$. On the other hand, if $I(x,y)\to -\infty$ as $x\to y$ then the solution $Z_y(x)$ violates the "extended maximum principle" of Gilbarg & Serrin \cite{GS} and is a distributional solution of ${\mathcal L}(x,\del_x)Z_y(x)=0$ for $|x-y|<\e$ although $Z_y$ is not even bounded as $x\to y$.
We prove the natural weighted Calderón and Zygmund estimates for solutions to elliptic and parabolic obstacle problems in nondivergence form with discontinuous coefficients and irregular obstacles. We also obtain Morrey regularity results for the Hessian of the solutions and Hölder continuity of the gradient of the solutions.
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 construct the Green function for second-order elliptic equations in non-divergence form when the mean oscillations of the coefficients satisfy the Dini condition. We show that the Green's function is BMO in the domain and establish logarithmic pointwise bounds. We also obtain pointwise bounds for first and second derivatives of the Green's function.
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 study optimal convergence rates in the periodic homogenization of linear elliptic equations of the form $-A(x/\varepsilon):D^2 u^{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We show that the optimal rate for the convergence of $u^{\varepsilon}$ to the solution of the corresponding homogenized problem in the $W^{1,p}$-norm is $\mathcal{O}(\varepsilon)$. We further obtain optimal gradient and Hessian bounds with correction terms taken into account in the $L^p$-norm. We then provide an explicit $c$-bad diffusion matrix and use it to perform various numerical experi…
Quantitative homogenization and large-scale regularity for nondivergence-form equations under a critical ellipticity moment
SKLMS, 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）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
We consider viscosity solutions to nonlinear uniformly parabolic equations in nondivergence form on a Riemannian manifold $M$, with the sectional curvature bounded from below by $-κ$ for $κ\geq 0$. In the elliptic case, Wang and Zhang \cite{WZ} recently extended the results of \cite{Ca} to nonlinear elliptic equations in nondivergence form on such $M$, where they obtained the Harnack inequality for classical solutions. We establish the Harnack inequality for nonnegative {\it viscosity solutions} to nonlinear uniformly {\it parabolic equations} in nondivergence form on $M$. The Harnack inequali…
We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional to a power of the microscopic length scale, assuming a finite range of dependence. The results are new even for linear equations. The arguments rely on a new geometric quantity which is controlled in part by adapting elements of the regularity theory for the Monge-Ampère equation.
We prove quantitative estimates for the stochastic homogenization of linear uniformly elliptic equations in nondivergence form. Under strong independence assumptions on the coefficients, we obtain optimal estimates on the subquadratic growth of the correctors with stretched exponential-type bounds in probability. Like the theory of Gloria and Otto \cite{GO1,GO2} for divergence form equations, the arguments rely on nonlinear concentration inequalities combined with certain estimates on the Green's functions and derivative bounds on the correctors. We obtain these analytic estimates by developin…
We propose a least-squares method involving the recovery of the gradient and possibly the Hessian for elliptic equation in nondivergence form. As our approach is based on the Lax--Milgram theorem with the curl-free constraint built into the target (or cost) functional, the discrete spaces require no inf-sup stabilization. We show that standard conforming finite elements can be used yielding apriori and aposteriori convergnece results. We illustrate our findings with numerical experiments with uniform or adaptive mesh refinement.
We define the fractional powers $L^s=(-a^{ij}(x)\partial_{ij})^s$, $0 < s < 1$, of nondivergence form elliptic operators $L=-a^{ij}(x)\partial_{ij}$ in bounded domains $Ω\subset\mathbb{R}^n$, under minimal regularity assumptions on the coefficients $a^{ij}(x)$ and on the boundary $\partialΩ$. We show that these fractional operators appear in several applications such as fractional Monge--Ampère equations, elasticity, and finance. The solution $u$ to the nonlocal Poisson problem $$\begin{cases} (-a^{ij}(x) \partial_{ij})^su = f&\hbox{in}~Ω\\ u=0&\hbox{on}~\partialΩ\end{cases}$$ is characterized…
The solvability in Sobolev spaces $W^{1,2}_p$ is proved for nondivergence form second order parabolic equations for $p>2$ close to 2. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space variables, and almost VMO (vanishing mean oscillation) with respect to the other coordinates. This implies the $W^{2}_p$-solvability for the same $p$ of nondivergence form elliptic equations with leading coefficients measurable in two coordinates and VMO in the others. Under slightly different assumptions, we also obtain the solvability results when $p=2$.
It is known that solutions to second order uniformly elliptic and parabolic equations, either in divergence or nondivergence (general) form, are Hölder continuous and satisfy the interior Harnack inequality. We show that even in the one-dimensional case ($x\in R^1$), these properties are not preserved for equations of mixed divergence-nondivergence structure: for elliptic equations. \begin{equation*} D_i(a^1_{ij}D_ju)+a^2_{ij}D_{ij}u=0, \end{equation*} and parabolic equations \begin{equation*} p\partial_t u=D_i(a_{ij}D_ju), \end{equation*} where $p=p(t,x)$ is a bounded strictly positive functi…
We consider subelliptic equations in non divergence form of the type $Lu = \sum a_{ij} X_jX_iu=0$, where $X_j$ are the Grushin vector fields, and the matrix coefficient is uniformly elliptic. We obtain a scale invariant Harnack's inequality on the $X_j$'s CC balls for nonnegative solutions under the only assumption that the ratio between the maximum and minimum eigenvalues of the coefficient matrix is bounded. In the paper we first prove a weighted Aleksandrov Bakelman Pucci estimate, and then we show a critical density estimate, the double ball property and the power decay property. Once this…
We consider the Dirichlet problem Lu = 0 in D u = g on E = boundary of D for two second order elliptic operators L_k(u) = \sum_{i,j=1}^n a_k^{ij}(x) \partial_{ij} u(x), k=0,1, in a bounded Lipschitz domain D in R^n. The coefficients a_k^{ij} belong to the space of bounded mean oscillation BMO with a suitable small BMO modulus. We assume that L_0 is regular in L^p(E,ds) for some p, 1<p<\infty, that is, |Nu|_{L^p}< C |g|_{L^p} for all continuous boundary data g. Here ds is the surface measure on E and Nu is the nontangential maximal operator. The aim of this paper is to establish sufficient cond…
In this paper, a new method is represented to investigate boundary $W^{2,p}$ estimates for elliptic equations, which is, roughly speaking, to derive boundary $W^{2,p}$ estimates from interior $W^{2,p}$ estimates by Whitney decomposition. Using it, $W^{2,p}$ estimates on $C^{1,α}$ domains are obtained for nondivergence form linear elliptic equations and further more, fully nonlinear elliptic equations are also considered.
We give a simplified presentation of the obstacle problem approach to stochastic homogenization for elliptic equations in nondivergence form. Our argument also applies to equations which depend on the gradient of the unknown function. In the latter case, we overcome difficulties caused by a lack of estimates for the first derivatives of approximate correctors by modifying the perturbed test function argument to take advantage of the spreading of the contact set.
This paper is concerned with nonlinear elliptic equations in nondivergence form where the operator has a first order drift term which is not Lipschitz continuous. Under this condition the equations are nonhomogeneous and nonnegative solutions do not satisfy the classical Harnack's inequality. This paper presents a new type of generalization of the classical Harnack's inequality for such equations. As a corollary we obtain the optimal Harnack type of estimate for p(x)-harmonic functions which quantifies the strong minimum principle.
We extend the Caffarelli-Świech-Winter $C^{1,α}$ regularity estimates to $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form with superlinear growth in the gradient and unbounded coefficients. As an application, in addition to the usual $W^{2,p}$ results, we prove the existence of positive eigenvalues for proper operators with nonnegative unbounded weight, in particular for Pucci's operators with unbounded coefficients.
For a second-order elliptic equation of nondivergence form in the plane, we investigate conditions on the coefficients which imply that all strong solutions have first-order derivatives that are Lipschitz continuous or differentiable at a given point. We assume the coefficients have modulus of continuity satisfying the square-Dini condition, and obtain additional conditions associated with a dynamical system that is derived from the coefficients of the elliptic equation. Our results extend those of previous authors who assume the modulus of continuity satisfies the Dini condition.
In this paper we present examples of nondivergence form second order elliptic operators with continuous coefficients such that $L$ has an irregular boundary point that is regular for the Laplacian. Also for any eigenvalue spread <1 of the matrix of the coefficients we provide an example of operator with discontinuous coefficients that has regular boundary points nonequivalent to Laplacian's (we give examples for each direction of nonequivalence). All examples are constructed for each dimension starting with 3.
We introduce a new method for proving the nonexistence of positive supersolutions of elliptic inequalities in unbounded domains of $\mathbb{R}^n$. The simplicity and robustness of our maximum principle-based argument provides for its applicability to many elliptic inequalities and systems, including quasilinear operators such as the $p$-Laplacian, and nondivergence form fully nonlinear operators such as Bellman-Isaacs operators. Our method gives new and optimal results in terms of the nonlinear functions appearing in the inequalities, and applies to inequalities holding in the whole space as w…
We develop a new, unified approach to the following two classical questions on elliptic PDE: the strong maximum principle for equations with non-Lipschitz nonlinearities, and the at most exponential decay of solutions in the whole space or exterior domains. Our results apply to divergence and nondivergence operators with locally unbounded lower-order coefficients, in a number of situations where all previous results required bounded ingredients. Our approach, which allows for relatively simple and short proofs, is based on a (weak) Harnack inequality with optimal dependence of the constants in…
Harnack estimates for nondivergence kinetic equations
School of Mathematics and Statistics, Beijing Institute of Technology（北京理工大学数学与统计学院）；Faculty of Computational Mathematics and Cybernetics, Shenzhen MSU-BIT University（深圳北理莫斯科大学计算数学与泛函分析学院）
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 show that weak solutions to conormal derivative problem for elliptic equations in divergence form are continuously differentiable up to the boundary provided that the mean oscillations of the leading coefficients satisfy the Dini condition, the lower order coefficients satisfy certain suitable conditions, and the boundary is locally represented by a $C^1$ function whose derivatives are Dini continuous. We also prove that strong solutions to oblique derivative problem for elliptic equations in nondivergence form are twice continuously differentiable up to the boundary if the mean oscillation…
We propose a least squares Galerkin based gradient recovery to approximate Dirichlet problems for strong solutions of linear elliptic problems in nondivergence form and corresponding apriori and aposteriori error bounds. This approach is used to tackle fully nonlinear elliptic problems, e.g., Monge-Ampère, Hamilton-Jacobi-Bellman, using the smooth (vanilla) and the semismooth Newton linearization. We discuss numerical results, including adaptive methods based on the aposteriori error indicators.
We obtain a new general extension theorem in Banach spaces for operators which are not required to be symmetric, and apply it to obtain Harnack estimates and a priori regularity for solutions of fractional powers of several second order differential operators. These include weighted elliptic and subellitptic operators in divergence form (nonnecessarily self-adjoint), and nondivergence form operators with rough coefficients. We utilize the reflection extension technique introduced by Caffarelli and Silvestre.
We prove the $W^{1,2}_{p}$-solvability of second order parabolic equations in nondivergence form in the whole space for $p\in (1,\infty)$. The leading coefficients are assumed to be measurable in one spatial direction and have vanishing mean oscillation (VMO) in the orthogonal directions and the time variable in each small parabolic cylinder with the direction depending on the cylinder. This extends a recent result by Krylov [17] for elliptic equations and removes the restriction that $p>2$.
We develop an optimal regularity theory for $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form whose gradient growth is described through a Hamiltonian function with measurable and possibly unbounded coefficients. Our approach treats both superlinear and sublinear gradient regimes in a unified way. We show $C^{0,α}$, $C^{0,\textrm{Log-Lip}}$, $C^{1,α}$, $ C^{1,\textrm{Log-Lip}}$ and $C^{2,α}$ regularity estimates, by displaying the growth allowed to the Hamiltonian in order to deal with an unbounded nonlinear gradient coefficient, whose integrabilit…
We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and positively homogeneous. Examples of such operators include the Hamilon-Jacobi-Bellman operator and the Pucci extremal operators. In the case that the two principal half-eigenvalues are not equal, we show that the measures which achieve the minimum in this formula provide a partial characterization of the solvability of the corresponding Dirichlet problem at res…
Wiener's criterion for the regularity of a boundary point with respect to the Dirichlet problem for the Laplace equation has been extended to various classes of elliptic and parabolic partial differential equations. They include linear divergence and nondivergence equations with discontinuous coefficients, equations with degenerate quadratic form, quasilinear and fully nonlinear equations, as well as equations on Riemannian manifolds, graphs, groups, and metric spaces. A common feature of these equations is that all of them are of second order, and Wiener type characterizations for higher orde…
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.
We prove regularity and stochastic homogenization results for certain degenerate elliptic equations in nondivergence form. The equation is required to be strictly elliptic, but the ellipticity may oscillate on the microscopic scale and is only assumed to have a finite $d$th moment, where $d$ is the dimension. In the general stationary-ergodic framework, we show that the equation homogenizes to a deterministic, uniformly elliptic equation, and we obtain an explicit estimate of the effective ellipticity, which is new even in the uniformly elliptic context. Showing that such an equation behaves l…
We extend several well-known tools from the theory of second-order divergence-form elliptic equations to the case of higher-order equations. These tools are the Caccioppoli inequality, Meyers's reverse Holder inequality for gradients, and the fundamental solution. Our construction of the fundamental solution may also be of interest in the theory of second-order operators, as we impose no regularity assumptions on our elliptic operator beyond ellipticity and boundedness of coefficients.
We establish the Caccioppoli inequality, a reverse Hölder inequality in the spirit of the classic estimate of Meyers, and construct the fundamental solution for linear elliptic differential equations of order $2m$ with certain lower order terms.
The main result of the present paper is the construction of fundamental solutions for a class of multidimensional elliptic equations with several singular coefficients. These fundamental solutions are directly connected with multiple hypergeometric functions and the decomposition formula is required for their investigation which would express the multivariable hypergeometric function in terms of products of several simpler hypergeometric functions involving fewer variables. In this paper, such a formula is proved instead of a previously existing recurrence formula.The order of singularity and …
We construct of a family of fundamental solutions for elliptic partial differential operators with real constant coefficients. The elements of such a family are expressed by means of jointly real analytic functions of the coefficients of the operators and of the spatial variable. We show regularity properties in the frame of Schauder spaces for the corresponding single layer potentials.
In this paper, we establish existence, uniqueness, and scale-invariant estimates for fundamental solutions of non-homogeneous second order elliptic systems with bounded measurable coefficients in $\mathbb{R}^n$ and for the corresponding Green functions in arbitrary open sets. We impose certain non-homogeneous versions of de Giorgi-Nash-Moser bounds on the weak solutions and investigate in detail the assumptions on the lower order terms sufficient to guarantee such conditions.
We study an eigenvalue problem for functions in R^N and we find sufficient conditions for the existence of the fundamental eigenvalue. This result can be applied to the study of the orbital stability of the standing waves of the nonlinear Schroedinger equation.
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…
In this work we study three exterior extension problems for strongly elliptic partial equations: the Cauchy problem (in a special statement), the "analytical" continuation problem and the so called "inner" Dirichlet problem in the scale of the Sobolev spaces over a domain with relatively smooth boundaries. We consider the existence of solutions to these problems, the dense solvability and conditional well-posedness of these problems for a wide class of strongly elliptic systems. We also consider the approximation of solutions to these problems by a single layer potential and by a linear combin…
We consider fully nonlinear uniformly elliptic equations with quadratic growth in the gradient, such as $$ -F(x,u,Du,D^2u) =λc(x)u+\langle M(x)D u, D u \rangle +h(x) $$ in a bounded domain with a Dirichlet boundary condition, here $λ\in\mathbb{R}$, $c,\, h \in L^p(Ω)$, $p>n\geq 1$, $c\gneqq 0$ and the matrix $M$ satisfies $0<μ_1 I\leq M\leq μ_2 I$. Recently this problem was studied in the "coercive" case $λc\le0$, where uniqueness of solutions can be expected, and it was conjectured that the solution set is more complex for noncoercive equations. This conjecture was verified in 2015 by Arcoya,…
The main result of the present paper is the construction of fundamental solutions for a class of multidimensional elliptic equations with three singular coefficients, which could be expressed in terms of a confluent hypergeometric function of four variables. In addition, the order of the singularity is determined and the properties of the found fundamental solutions that are necessary for solving boundary value problems for degenerate elliptic equations of second order are found.
We give full boundary extensions to two fundamental estimates in the theory of elliptic PDE, the weak Harnack inequality and the quantitative strong maximum principle, for uniformly elliptic equations in non-divergence form.
