The solvability in Sobolev spaces is proved for divergence form second order elliptic equations in the whole space, a half space, and a bounded Lipschitz domain. For equations in the whole space or a half space, the leading coefficients $a^{ij}$ are assumed to be measurable in one direction and have small BMO semi-norms in the other directions. For equations in a bounded domain, additionally we assume that $a^{ij}$ have small BMO semi-norms in a neighborhood of the boundary of the domain. We give a unified approach of both the Dirichlet boundary problem and the conormal derivative problem. We also investigate elliptic equations in Sobolev spaces with mixed norms under the same assumptions on the coefficients.
This note presents a correction to the paper ``Hardy and BMO spaces associated to divergence form elliptic operators" by Steve Hofmann and Svitlana Mayboroda
We establish an estimate of the BMO-norm of a divergence-free vector field in ${\mathbb R}^3$ in terms of the operator norm of an associated paracommutator. The latter is essentially a $Ψ$DO, whose symbol depends linearly on the vector field. Together with the result of P.~Auscher and M.~Taylor concerning the converse estimate, this provides an equivalent norm in the space of divergence-free fields from BMO.
Consider the second order divergence form elliptic operator $L$ with complex bounded coefficients. In general, the operators related to it (such as Riesz transform or square function) lie beyond the scope of the Calderón-Zygmund theory. They need not be bounded in the classical Hardy, BMO and even some $L^p$ spaces. In this work we generalize the classical approach and develop a theory of Hardy and BMO spaces associated to $L$, which includes, in particular, molecular decomposition, maximal function characterization, duality of Hardy and BMO spaces, John-Nirenberg inequality, and allows to han…
We prove the unique solvability in weighted Sobolev spaces of non-divergence form elliptic and parabolic equations on a half space with the homogeneous Neumann boundary condition. All the leading coefficients are assumed to be only measurable in the time variable and have small mean oscillations in the spatial variables. Our results can be applied to Neumann boundary value problems for {\em stochastic} partial differential equations with BMO$_x$ coefficients.
We prove the unique solvability of solutions in Sobolev spaces to the stationary Stokes system on a bounded Reifenberg flat domain when the coefficients are partially BMO functions, i.e., locally they are merely measurable in one direction and have small mean oscillations in the other directions. Using this result, we establish the unique solvability in Muckenhoupt type weighted Sobolev spaces for the system with partially BMO coefficients on a Reifenberg flat domain. We also present weighted a priori $L_q$-estimates for the system when the domain is the whole Euclidean space or a half space.
We study $s$-fractional $p$-Laplacian type equations with discontinuous kernel coefficients in divergence form to establish $W^{s+σ,q}$ estimates for any choice of pairs $( σ,q)$ with $q\in(p,\infty)$ and $σ\in\left(0,\min\left\{\frac{s}{p-1},1-s\right\}\right)$ under the assumption that the associated kernel coefficients have small BMO seminorms near the diagonal. As a consequence, we find in the literature an optimal fractional Sobolev regularity of such a non-homogeneous nonlocal equation when the right-hand side is presented by a suitable fractional operator. Our results are new even in th…
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 establish the solvability of second order divergence type parabolic systems in Sobolev spaces. The leading coefficients are assumed to be only measurable in one spatial direction on each small parabolic cylinder with the spatial direction allowed to depend on the cylinder. In the other orthogonal directions and the time variable the coefficients have locally small mean oscillations. We also obtain the corresponding $W^1_p$-solvability of second order elliptic systems in divergence form. Our results are new even for scalar equations and the proofs simplify the methods used previously in [12]
In this paper, we investigate the boundary behavior of solutions of divergence-form operators with an elliptic symmetric part and a $BMO$ anti-symmetric part. Our results will hold in non-tangentially accessible (NTA) domains; these general domains were introduced by Jerison and Kenig and include the class of Lipschitz domains. We establish the Hölder continuity of the solutions at the boundary, existence of elliptic measures $ω_L$ associated to such operators, and the well-posedness of the continuous Dirichlet problem as well as the $L^p(dω)$ Dirichlet problem in NTA domains. The equivalence …
The solvability in Sobolev spaces is proved for divergence form complex-valued higher order parabolic systems in the whole space, on a half space, and on a Reifenberg flat domain. The leading coefficients are assumed to be merely measurable in one spacial direction and have small mean oscillations in the orthogonal directions on each small cylinder. The directions in which the coefficients are only measurable vary depending on each cylinder. The corresponding elliptic problem is also considered.
We investigate the validity and failure of Liouville theorems and Harnack inequalities for parabolic and elliptic operators with low regularity coefficients. We are particularly interested in operators of the form $\partial_t - Δ+b\cdot\nabla$ and $-Δ+b\cdot\nabla$ with a divergence-free drift $b$. We prove the Liouville theorem and Harnack inequality when $b\in L_\infty(BMO^{-1})$ resp. $b\in BMO^{-1}$ and provide a counterexample to such results demonstrating sharpness of our conditions on the drift. Our results generalize to divergence-form operators with an elliptic symmetric part and a BM…
We prove the solvability in Sobolev spaces for both divergence and non-divergence form higher order parabolic and elliptic systems in the whole space, on a half space, and on a bounded domain. The leading coefficients are assumed to be merely measurable in the time variable and have small mean oscillations with respect to the spatial variables in small balls or cylinders. For the proof, we develop a set of new techniques to produce mean oscillation estimates for systems on a half space.
We establish a connection between the absolute continuity of elliptic measure associated to a second order divergence form operator with bounded measurable coefficients with the solvability of an endpoint $BMO$ Dirichlet problem. We show that these two notions are equivalent. As a consequence we obtain an end-point perturbation result, i.e., the solvability of the $BMO$ Dirichlet problem implies $L^p$ solvability for all $p>p_0$.
We show that for a uniformly elliptic divergence form operator $L$, defined in an open set $Ω$ with Ahlfors-David regular boundary, BMO-solvability implies scale invariant quantitative absolute continuity (the weak-$A_\infty$ property) of elliptic-harmonic measure with respect to surface measure on $\partial Ω$. We do not impose any connectivity hypothesis, qualitative or quantitative; in particular, we do not assume the Harnack Chain condition, even within individual connected components of $Ω$. In this generality, our results are new even for the Laplacian. Moreover, we obtain a converse, un…
In this paper, we study an elliptic operator in divergence-form but not necessary symmetric. In particular, our results can be applied to elliptic operator $L=νΔ+u(x,t)\cdot\nabla$, where $u(\cdot,t)$ is a time-dependent vector field in $\mathbb{R}^{n}$, which is divergence-free in distribution sense, i.e. $\nabla\cdot u=0$. Suppose $u\in L_{t}^{\infty}(\textrm{BMO}_{x}^{-1})$. We show the existence of the fundamental solution $\varGamma(x,t;ξ,τ)$ of the parabolic operator $L-\partial_{t}$, and show that $\varGamma$ satisfies the Aronson estimate with a constant depending only on the dimension…
We prove weighted $L_{p,q}$-estimates for divergence type higher order elliptic and parabolic systems with irregular coefficients on Reifenberg flat domains. In particular, in the parabolic case the coefficients do not have any regularity assumptions in the time variable. As functions of the spatial variables, the leading coefficients are permitted to have small mean oscillations. The weights are in the class of Muckenhoupt weights $A_p$. We also prove the solvability of the systems in weighted Sobolev spaces.
The present paper establishes the first result on the absolute continuity of elliptic measure with respect to the Lebesgue measure for a divergence form elliptic operator with non-smooth coefficients that have a BMO anti-symmetric part. In particular, the coefficients are not necessarily bounded. We prove that the Dirichlet problem for elliptic equation ${\rm div}(A\nabla u)=0$ in the upper half-space $(x,t)\in\mathbb{R}^{n+1}_+$ is uniquely solvable when $n\ge2$ and the boundary data is in $L^p(\mathbb{R}^n,dx)$ for some $p\in (1,\infty)$. This result is equivalent to saying that the elliptic…
We consider the Dirichlet boundary value problem for divergence form elliptic operators with bounded measurable coefficients. We prove that for uniform domains with Ahlfors regular boundary, the BMO solvability of such problems is equivalent to a quantitative absolute continuity of the elliptic measure with respect to the surface measure, i.e. $ω_L\in A_{\infty}(σ)$. This generalizes a previous result on Lipschitz domains by Dindos, Kenig and Pipher.
We investigate weighted Sobolev regularity of weak solutions of non-homogeneous parabolic equations with singular divergence-free drifts. Assuming that the drifts satisfy some mild regularity conditions, we establish local weighted $L^p$-estimates for the gradients of weak solutions. Our results improve the classical one to the borderline case by replacing the $L^\infty$-assumption on solutions by solutions in the John-Nirenberg \textup{BMO} space. The results are also generalized to parabolic equations in divergence form with small oscillation elliptic symmetric coefficients and therefore imp…
In this note we prove an end-point regularity result on the Lp integrability of the second derivatives of solutions to non-divergence form uniformly elliptic equations whose second derivatives are a priori only known to be integrable. The main assumption on the elliptic operator is the Dini continuity of the coefficients. We provide a counterexample showing that the Dini condition is somehow optimal. We also give a counterexample related to the BMO regularity of second derivatives of solutions to elliptic equations.
In this paper, we consider the energy conservation and regularity of the weak solution $u$ to the Navier-Stokes equations in the endpoint case. We first construct a divergence-free field $u(t,x)$ which satisfies $\lim_{t\to T}\sqrt{T-t}||u(t)||_{BMO}<\infty$ and $\lim_{t\to T}\sqrt{T-t}||u(t)||_{L^\infty}=\infty$ to demonstrate that the Type II singularity is admissible in the endpoint case $u\in L^{2,\infty}(BMO)$. Secondly, we prove that if a suitable weak solution $u(t,x)$ satisfying $||u||_{L^{2,\infty}([0,T];BMO(Ω))}<\infty$ for arbitrary $Ω\subseteq\mathbb{R}^3$ then the local energy equ…
We provide an integral estimate for a non-divergence (non-variational) form second order elliptic equation $a_{ij}u_{ij}=u^p$, $u\ge 0$, $p\in[0, 1)$, with bounded discontinuous coefficients $a_{ij}$ having small BMO norm. We consider the simplest discontinuity of the form~$x\otimes x|x|^{-2}$ at the origin. As an application we show that the free boundary corresponding to the obstacle problem (i.e. when~$p=0$) cannot be smooth at the points of discontinuity of~$a_{ij}(x)$. To implement our construction, an integral estimate and a scale invariance will provide the homogeneity of the blow-up se…
Let $n\ge2$ and $Ω\subset\mathbb{R}^n$ be a bounded NTA domain. In this article, the authors investigate (weighted) global gradient estimates for Dirichlet boundary value problems of second order elliptic equations of divergence form with an elliptic symmetric part and a BMO anti-symmetric part in $Ω$. More precisely, for any given $p\in(2,\infty)$, the authors prove that a weak reverse Hölder inequality with exponent $p$ implies the global $W^{1,p}$ estimate and the global weighted $W^{1,q}$ estimate, with $q\in[2,p]$ and some Muckenhoupt weights, of solutions to Dirichlet boundary value prob…
A pointwise bound for local weak solutions to the p-Laplace system is established in terms of data on the right-hand side in divergence form. The relevant bound involves a Havin-Maz'ya- Wulff potential of the datum, and is a counterpart for data in divergence form of a classical result of [KiMa], that has recently been extended to systems in [KuMi2]. A local bound for oscillations is also provided. These results allow for a unified approach to regularity estimates for broad classes of norms, including Banach function norms (e.g. Lebesgue, Lorentz and Orlicz norms), and norms depending on the o…
We construct fundamental solutions of second-order parabolic systems of divergence form with bounded and measurable leading coefficients and divergence free first-order coefficients in the class of $BMO^{-1}_x$, under the assumption that weak solutions of the system satisfy a certain local boundedness estimate. We also establish Gaussian upper bound for such fundamental solutions under the same conditions.
This work focuses on drift-diffusion equations with fractional dissipation $(-Δ)^α$ in the regime $α\in (1/2,1)$. Our main result is an a priori Hölder estimate on smooth solutions to the Cauchy problem, starting from initial data with finite energy. We prove that for some $β\in (0,1)$, the $C^β$ norm of the solution depends only on the size of the drift in critical spaces of the form $L^{q}_{t}(BMO^{-γ}_{x})$ with $q>2$ and $γ\in (0,2α-1]$, along with the $L^{2}_{x}$ norm of the initial datum. The proof uses the Caffarelli/Vasseur variant of De Giorgi's method for non-local equations.
In this paper, we study both elliptic and parabolic equations in non-divergence form with singular degenerate coefficients. Weighted and mixed-norm $L_p$-estimates and solvability are established under some suitable partially weighted BMO regularity conditions on the coefficients. When the coefficients are constants, the operators are reduced to extensional operators which arise in the study of fractional heat equations and fractional Laplace equations. Our results are new even in this setting and in the unmixed case. For the proof, we establish both interior and boundary Lipschitz estimates f…
We consider both divergence and non-divergence parabolic equations on a half space in weighted Sobolev spaces. All the leading coefficients are assumed to be only measurable in the time and one spatial variable except one coefficient, which is assumed to be only measurable either in the time or the spatial variable. As functions of the other variables the coefficients have small bounded mean oscillation (BMO) semi-norms. The lower-order coefficients are allowed to blow up near the boundary with a certain optimal growth condition. As a corollary, we also obtain the corresponding results for ell…
We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form filtering equation which are usually considered in terms of formally adjoint to operators in nondivergence form.
We establish global regularity for weak solutions to quasilinear divergence form elliptic and parabolic equations over Lipschitz domains with controlled growth conditions on low order terms. The leading coefficients belong to the class of BMO functions with small mean oscillations with respect to $x$.
We prove generalized Fefferman-Stein type theorems on sharp functions with $A_p$ weights in spaces of homogeneous type with either finite or infinite underlying measure. We then apply these results to establish mixed-norm weighted $L_p$-estimates for elliptic and parabolic equations/systems with (partially) BMO coefficients in regular or irregular domains.
We construct an efficient approach to deal with the global regularity estimates for a class of elliptic double-obstacle problems in Lorentz and Orlicz spaces. The motivation of this paper comes from the study on an abstract result in the viewpoint of the fractional maximal distributions and this work also extends some regularity results proved in \cite{PN_dist} by using the weighted fractional maximal distributions (WFMDs). We further investigate a pointwise estimates of the gradient of weak solutions via fractional maximal operators and Riesz potential of data. Moreover, in the setting of the…
We consider elliptic equations and systems in divergence form with the conormal or the Robin boundary conditions, with small BMO (bounded mean oscillation) or variably partially small BMO coefficients. We propose a new class of domains which are locally close to a half space (or convex domains) with respect to the Lebesgue measure in the system (or scalar, respectively) case, and obtain the $W^1_p$ estimate for the conormal problem with the homogeneous boundary condition. Such condition is weaker than the Reifenberg flatness condition, for which the closeness is measured in terms of the Hausdo…
We prove well-posedness of linear scalar conservation laws using only assumptions on the growth and the modulus of continuity of the velocity field, but not on its divergence. As an application, we obtain uniqueness of solutions in the atomic Hardy space, H1, for the scalar conservation law induced by a class of vector fields whose divergence is an unbounded BMO function.
We present the unique solvability in Sobolev spaces of time fractional parabolic equations in divergence and non-divergence forms. The leading coefficients are merely measurable in $(t,x_1)$ for $a^{ij}$, $1 \leq i,j \leq d$, $(i,j) \neq (1,1)$. The coefficient $a^{11}$ is merely measurable locally either in $t$ or $x_1$. As functions of the remaining variables, the coefficients have small mean oscillations. We consider mixed norm Sobolev spaces with Muckenhoupt weights. Our results generalize previous work on parabolic equations with time fractional derivatives to a much larger class of coeff…
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main result we establish for nonnegative weak supersolutions of such problems a weak Harnack inequality with optimal critical exponent. The proof relies on new a priori estimates for time fractional problems and uses Moser's iteration technique and an abstract lemma of Bombieri and Giusti, the latter allowing to avoid the rather technically involved approach via B…
We study the boundary regularity of solutions to divergence form operators which are small perturbations of operators for which the boundary regularity of solutions is known. An operator is a small perturbation of another operator if the deviation function of the coefficients satisfies a Carleson measure condition with small norm. We extend Escauriaza's result on Lipschitz domains to chord arc domains with small constant. In particular we prove that if $L_1$ is a small perturbation of $L_0$ and $\log k_0$ has small BMO norm so does $\log k_1$. Here $k_i$ denotes the density of the elliptic mea…
Let $Ω$ be a Lipschitz domain in $\mathbb R^n,n\geq 3,$ and $L=\divt A\nabla$ be a second order elliptic operator in divergence form. We will establish that the solvability of the Dirichlet regularity problem for boundary data in Hardy-Sobolev space $\HS$ is equivalent to the solvability of the Dirichlet regularity problem for boundary data in $H^{1,p}$ for some $1<p<\infty$. This is a "dual result" to a theorem in \cite{DKP09}, where it has been shown that the solvability of the Dirichlet problem with boundary data in $\text{BMO}$ is equivalent to the solvability for boundary data in $L^p(\pa…
Suppose that $Ω\subset\mathbb R^{n+1}$, $n\geq1$, is a uniform domain with $n$-Ahlfors regular boundary and $L$ is a (not necessarily symmetric) divergence form elliptic, real, bounded operator in $Ω$. We show that the corresponding elliptic measure $ω_L$ is quantitatively absolutely continuous with respect to surface measure of $\partialΩ$ in the sense that $ω_L \in A_\infty(σ)$ if and only if any bounded solution $u$ to $Lu = 0$ in $Ω$ is $\varepsilon$-approximable for any $\varepsilon \in (0,1)$. By $\varepsilon$-approximability of $u$ we mean that there exists a function $Φ= Φ^\varepsilon$…
We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb R^d_+ = \{x \in \mathbb R^d\,:\, x_d>0\}$ and $T\in {(-\infty, \infty]}$ is given. The coefficient matrices of the equations are the product of $μ(x_d)$ and bounded uniformly elliptic matrices, where $μ(x_d)$ behaves like $x_d^α$ for some given $α\in (0,2)$, which are degenerate on the boundary $\{x_d=0\}$ of the domain. Under a partially VMO assumption on th…
We prove square function estimates in $L_2$ for general operators of the form $B_1D_1+D_2B_2$, where $D_i$ are partially elliptic constant coefficient homogeneous first order self-adjoint differential operators with orthogonal ranges, and $B_i$ are bounded accretive multiplication operators, extending earlier estimates from the Kato square root problem to a wider class of operators. The main novelty is that $B_1$ and $B_2$ are not assumed to be related in any way. We show how these operators appear naturally from exterior differential systems with boundary data in $L_2$. We also prove non-tang…
We consider time fractional parabolic equations in both divergence and non-divergence form when the leading coefficients $a^{ij}$ are measurable functions of $(t,x_1)$ except for $a^{11}$ which is a measurable function of either $t$ or $x_1$. We obtain the solvability in Sobolev spaces of the equations in the whole space, on a half space, or on a partially bounded domain. The proofs use a level set argument, a scaling argument, and embeddings in fractional parabolic Sobolev spaces for which we give a direct and elementary proof.
We consider divergence form elliptic equations $Lu:=\nabla\cdot(A\nabla u)=0$ in the half space $\mathbb{R}^{n+1}_+ :=\{(x,t)\in \mathbb{R}^n\times(0,\infty)\}$, whose coefficient matrix $A$ is complex elliptic, bounded and measurable. In addition, we suppose that $A$ satisfies some additional regularity in the direction transverse to the boundary, namely that the discrepancy $A(x,t) -A(x,0)$ satisfies a Carleson measure condition of Fefferman-Kenig-Pipher type, with small Carleson norm. Under these conditions, we establish a full range of boundedness results for double and single layer potent…
We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial ergodicity, the drift is only partially absorbed into the skew-symmetric part of the flux through the use of an appropriately defined stream matrix. This leaves a time-dependent, spatially-homogenous transport which, for mildly decorrelating fields, converges to a Brownian noise with deterministic covariance in the homogenization limit. The results apply to uni…
In this paper, the aim of our work is to establish global weighted gradient estimates via fractional maximal functions and the point-wise regularity estimates of Dirichlet problem for divergence elliptic equations of the type \begin{align*} \mathrm{div}(A(x,\nabla u)) = \mathrm{div}(f) \ \text{in} \ Ω, \mbox{ and } \ u = g \ \text{on} \ \partial Ω, \end{align*} that related to Riesz potentials. Here, in our setting, $Ω\subset \mathbb{R}^n$, $n \ge 2$ is a bounded Reifenberg flat domain (that its boundary is sufficiently flat in sense of Reifenberg) and the small-BMO condition (small bounded me…
We obtain a global weighted $L^p$ estimate for the gradient of the weak solutions to divergence form elliptic equations with measurable coefficients in a nonsmooth bounded domain. The coefficients are assumed to be merely measurable in one variable and to have small BMO semi-norms in the remaining variables, while the boundary of the domain is supposed to be Reifenberg flat, which goes beyond the category of domains with Lipschitz continuous boundaries. As consequence of the main result, we derive global gradient estimate for the weak solution in the framework of the Morrey spaces which implie…
