We obtain estimates on the continuous dependence on the coefficient for second order non-linear degenerate Neumann type boundary value problems. Our results extend previous work of Cockburn et.al., Jakobsen-Karlsen, and Gripenberg to problems with more general boundary conditions and domains. A new feature here is that we account for the dependence on the boundary conditions. As one application of our continuous dependence results, we derive for the first time the rate of convergence for the vanishing viscosity method for such problems. We also derive new explicit continuous dependence on the coefficients results for problems involving Bellman-Isaacs equations and certain quasilinear equation.
We continue the program initiated in a previous work, of applying integro-differential methods to Neumann Homogenization problems. We target the case of linear periodic equations with a singular drift, which includes (with some regularity assumptions) divergence equations with \emph{non-co-normal} oscillatory Neumann conditions. Our analysis focuses on an induced integro-differential homogenization problem on the boundary of the domain. Also, we use homogenization results for regular Dirichlet problems to build barriers for the oscillatory Neumann problem with the singular gradient term. We no…
Let $Ω$ be a bounded open subset with $C^{1+κ}$-boundary for some $κ> 0$. Consider the Dirichlet-to-Neumann operator associated to the elliptic operator $- \sum \partial_l ( c_{kl} \, \partial_k ) + V$, where the $c_{kl} = c_{lk}$ are Hölder continuous and $V \in L_\infty(Ω)$ are real valued. We prove that the Dirichlet-to-Neumann operator generates a $C_0$-semigroup on the space $C(\partial Ω)$ which is in addition holomorphic with angle $\fracπ{2}$. We also show that the kernel of the semigroup has Poisson bounds on the complex right half-plane. As a consequence we obtain an optimal holomorp…
We study spectral properties of the Neumann-Poincaré operator on planar domains with corners with particular emphasis on existence of continuous spectrum and pure point spectrum. We show that the rate of resonance at continuous spectrum is different from that at eigenvalues, and then derive a method to distinguish continuous spectrum from eigenvalues. We perform computational experiments using the method to see whether continuous spectrum and pure point spectrum appear on domains with corners. For the computations we use a modification of the Nyström method which makes it possible to construct…
The purpose of this paper is to investigate the spectral nature of the Neumann-Poincaré operator on the intersecting disks, which is a domain with the Lipschitz boundary. The complete spectral resolution of the operator is derived, which shows in particular that it admits only the absolutely continuous spectrum, no singularly continuous spectrum and no pure point spectrum. We then quantitatively analyze using the spectral resolution the plasmon resonance at the absolutely continuous spectrum.
We provide new results on the existence, non-existence and multiplicity of non-negative radial solutions for semilinear elliptic systems with Neumann boundary conditions on an annulus. Our approach is topological and relies on the classical fixed point index. We present an example to illustrate our theory.
The Dirichlet problem and Dirichlet to Neumann map are analyzed for elliptic equations on a large collection of infinite quantum graphs. For a dense set of continuous functions on the graph boundary, the Dirichlet to Neumann map has values in the Radon measures on the graph boundary.
In this paper we study the dependence of the Hölder estimates on the geometry of a domain with holes for the Neumann problem. For this, we study the Hölder regularity of the solutions to the Dirichlet and Neumann problems in the disk (and in the exterior of the disk), from which we get a relation between harmonic extensions and harmonic functions with prescribed Neumann condition on the boundary of the disk (for both interior and exterior problems).
Let $Ω\subset {\bf R}^d$ be an open bounded set with Lipschitz boundary $Γ$. Let $D_V$ be the Dirichlet-to-Neumann operator with respect to a purely second-order symmetric divergence form operator with real Lipschitz continuous coefficients and a positive potential $V$. We show that the semigroup generated by $-D_V$ leaves $C(Γ)$ invariant and that the restriction of this semigroup to $C(Γ)$ is a $C_0$-semigroup. We investigate positivity and spectral properties of this semigroup. We also present results where $V$ is allowed to be negative. Of independent interest is a new criterium for semigr…
In this article we investigate averaging properties of fully nonlinear PDEs in bounded domains with oscillatory Neumann boundary data. The oscillation is periodic and is present both in the operator and in the Neumann data. Our main result states that, when the domain does not have flat boundary parts and when the homogenized operator is rotation invariant, the solutions uniformly converge to the homogenized solution solving a Neumann boundary problem. Furthermore we show that the homogenized Neumann data is continuous with respect to the normal direction of the boundary.
Nonlinear elliptic Neumann problems, possibly in irregular domains and with data affected by low integrability properties, are taken into account. Existence, uniqueness and continuous dependence on the data of generalized solutions are established under a suitable balance between the integrability of the datum and the (ir)regularity of the domain. The latter is described in terms of isocapacitary inequalities. Applications to various classes of domains are also presented.
We explore regularity properties of solutions to a two-phase elliptic free boundary problem near a Neumann fixed boundary in two dimensions. Consider a function u, which is harmonic where it is not zero and satisfies a gradient jump condition weakly along the free boundary. Our main result is that u is Lipschitz continuous up to the Neumann fixed boundary. We also present a numerical exploration of the way in which the free and fixed boundaries interact.
We prove a continuous embedding that allows us to obtain a boundary trace imbedding result for anisotropic Musielak-Orlicz spaces, which we then apply to obtain an existence result for Neumann problems with nonlinearities on the boundary associated to some anisotropic nonlinear elliptic equations in Musielak-Orlicz spaces constructed from Musielak-Orlicz functions on which and on their conjugates we do not assume the $Δ_2$-condition. The uniqueness is also studied.
We investigate the limiting behavior of solutions to the inhomogeneous $p$-Laplacian equation $-Δ_p u = μ_p$ subject to Neumann boundary conditions. For right hand sides which are arbitrary signed measures we show that solutions converge to a Kantorovich potential associated with the geodesic Wasserstein-$1$ distance. In the regular case with continuous right hand sides we characterize the limit as viscosity solution to an infinity Laplacian / eikonal type equation.
The first part of the course is devoted to the study of solutions to the Laplace equation in $Ω\setminus K$, where $Ω$ is a two-dimensional smooth domain and $K$ is a compact one-dimensional subset of $Ω$. The solutions are required to satisfy a homogeneous Neumann boundary condition on $K$ and a nonhomogeneous Dirichlet condition on (part of) $\partialΩ$. The main result is the continuous dependence of the solution on $K$, with respect to the Hausdorff metric, provided that the number of connected components of $K$ remains bounded. Classical examples show that the result is no longer true wit…
We obtain conditions for the differentiability of weak solutions for a second-order uniformly elliptic equation in divergence form with a homogeneous co-normal boundary condition. The modulus of continuity for the coefficients is assumed to satisfy the square-Dini condition and the boundary is assumed to be differentiable with derivatives also having this modulus of continuity. Additional conditions for the solution to be Lipschitz continuous or differentiable at a point on the boundary depend upon the stability of a dynamical system that is derived from the coefficients of the elliptic equati…
In this paper we consider the problem of determining an unknown pair $λ$, $μ$ of piecewise constant Lamé parameters inside a three dimensional body from the Dirichlet to Neumann map. We prove uniqueness and Lipschitz continuous dependence of $λ$ and $μ$ from the Dirichlet to Neumann map.
We consider a nonlinear Neumann elliptic inclusion with a source (reaction term) consisting of a convex subdifferential plus a multivalued term depending on the gradient. The convex subdifferential incorporates in our framework problems with unilateral constraints (variational inequalities). Using topological methods and the Moreau-Yosida approximations of the subdifferential term, we establish the existence of a smooth solution.
In this paper, we establish the continuous dependence for the non-resistive MHD equations in Sobolev spaces. Our obtained result fills considerably the recent result [C. Fefferman, D. McCormick, J. Robinson and J. Rodrigo, Higher order commutator estimates and local existence for the non-resistive MHD equations and related models, J. Funct. Anal. 267 (2014), 1035--1056] for the continuous dependence on initial data. We also show that this result is optimal. More precisely, we proved that the data-to-solution map is not uniform continuous dependence in Sobolev spaces.
We consider the inverse problem of determining the Lamé moduli for a piecewise constant elasticity tensor ${\mathbb C}= \sum_{j} {\mathbb C}_j χ_{D_j}$, where $\{D_j\}$ is a known finite partition of the body $Ω$, from the Dirichlet-to-Neumann map. We prove that Lipschitz stability estimates can be derived under $C^{1,α}$ regularity assumptions on the interfaces.
We prove the existence of multiple positive BV-solutions of the Neumann problem $$ \begin{cases} \displaystyle -\left(\frac{u'}{\sqrt{1+u'^2}}\right)'=a(x)f(u)\quad&\mbox{in }(0,1), u'(0)=u'(1)=0,& {cases} $$ where $a(x) > 0$ and $f$ belongs to a class of nonlinear functions whose prototype example is given by $f(u) = -λu + u^p$, for $λ> 0$ and $p > 1$. In particular, $f(0)=0$ and $f$ has a unique positive zero, denoted by $u_0$. Solutions are distinguished by the number of intersections (in a generalized sense) with the constant solution $u = u_0$. We further prove that the solutions found ha…
We present first results on the Dirichlet-to-Neumann operator associated with the $1$-Laplace operator in $L^1$. In particular, we show that this operator can be realized as a sub-differential operator in $L^1\times L^{\infty}$ of a homogeneous convex, continuous functional with effective domain $L^1$. Even though the Dirichlet problem associated with the $1$-Laplace operator loses the property that weak solutions for boundary data in $L^1$ are unique, we prove a type of stability/compactness result with respect to the boundary data in $L^1$ of this problem. We apply our results for the statio…
Quantum waveguide with the shape of planar infinite straight strip and combined Dirichlet and Neumann boundary conditions on the opposite half-lines of the boundary is considered. The absence of the point as well as of the singular continuous spectrum is proved.
This work considers properties of the logarithm of the Neumann-to-Dirichlet boundary map for the conductivity equation in a Lipschitz domain. It is shown that the mapping from the (logarithm of) the conductivity, i.e. the (logarithm of) the coefficient in the divergence term of the studied elliptic partial differential equation, to the logarithm of the Neumann-to-Dirichlet map is continuously Fréchet differentiable between natural topologies. Moreover, for any essentially bounded perturbation of the conductivity, the Fréchet derivative defines a bounded linear operator on the space of square i…
We study a version of the stochastic "tug-of-war" game, played on graphs and smooth domains, with the empty set of terminal states. We prove that, when the running payoff function is shifted by an appropriate constant, the values of the game after n steps converge in the continuous case and the case of finite graphs with loops. Using this we prove the existence of solutions to the infinity Laplace equation with vanishing Neumann boundary condition.
We study existence of minimizers of the least gradient problem \[\inf_{v \in BV_g} \int_Ωφ(x, Dv),\] where $BV_g=\{v \in BV(Ω): \int_{\partial Ω}gv=1\}$, $φ(x,p): Ω\times \R^n \rightarrow \R$ is a convex, continuous, and homogeneous function of degree $1$ with respect to the $p$ variable, and $g$ satisfies the comparability condition $\int_{\partial Ω} g dS=0$. We prove that for every $0\not \equiv g \in L^{\infty}(\partial Ω)$ there are infinitely many minimizers in $BV(Ω)$. Moreover there exists a divergence free vector field $T\in (L^{\infty}(Ω))^n$ that determines the structure of level se…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.
We provide a deterministic-control-based interpretation for a broad class of fully nonlinear parabolic and elliptic PDEs with continuous Neumann boundary conditions in a smooth domain. We construct families of two-person games depending on a small parameter which extend those proposed by Kohn and Serfaty (2010). These new games treat a Neumann boundary condition by introducing some specific rules near the boundary. We show that the value function converges, in the viscosity sense, to the solution of the PDE as the parameter tends to zero. Moreover, our construction allows us to treat both the …
We prove that the Neumann, Dirichlet and regularity problems for divergence form elliptic equations in the half space are well posed in $L_2$ for small complex $L_\infty$ perturbations of a coefficient matrix which is either real symmetric, of block form or constant. All matrices are assumed to be independent of the transversal coordinate. We solve the Neumann, Dirichlet and regularity problems through a new boundary operator method which makes use of operators in the functional calculus of an underlaying first order Dirac type operator. We establish quadratic estimates for this Dirac operator…
We are concerned with the well-posedness of Neumann boundary value problems for nonlocal Hamilton-Jacobi equations related to jump processes in general smooth domains. We consider a nonlocal diffusive term of censored type of order less than 1 and Hamiltonians both in coercive form and in noncoercive Bellman form, whose growth in the gradient make them the leading term in the equation. We prove a comparison principle for bounded sub-and supersolutions in the context of viscosity solutions with generalized boundary conditions, and consequently by Perron's method we get the existence and uniquen…
In this note we prove convergence of Green functions with Neumann boundary conditions for the random walk to their continuous counterparts. Also a few Beurling type hitting estimates are obtained for the random walk on discretizations of smooth domains. These have been used recently in the study of a two dimensional competing aggregation system known as $Competitive\, Erosion$. Some of the statements appearing in this note are classical for ${\mathbb{Z}}^2$. However additional arguments are needed for the proofs in the bounded geometry setting.
We construct a measure-valued branching Markov process associated with a nonlinear boundary value problem, where the boundary condition has a nonlinear pseudo monotone branching mechanism term $-β$, which includes as a limit case $β(u) = - u^{m}$, with $0 < m < 1$. The process is then used in the probabilistic representation of the solution of the parabolic problem associated with a nonlinear Neumann boundary value problem. In this way the classical association of the superprocesses to the Dirichlet boundary value problems also holds for the nonlinear Neumann boundary value problems. It turns …
