The goal of this paper is to study some possibly degenerate elliptic equation in a bounded domain with a nonlinear boundary condition involving measure data. We investigate two types of problems: the first one deals with the laplacian in a bounded domain with measure supported on the domain and on the boundary. A second one deals with the same type of data but involves a degenerate weight in the equation. In both cases, the nonlinearity under consideration lies on the boundary. For the first problem, we prove an optimal regularity result, whereas for the second one the optimality is not guaranteed but we provide however regularity estimates.
Given a linear elliptic equation $\sum a_{ij} u_{ij} =0$ in $\mathbb{R}^3$, it is a classical problem to determine if its degree-one homogeneous solutions $u$ are linear. The answer is negative in general, by a construction of Martinez-Maure. In contrast, the answer is affirmative in the uniformly elliptic case, by a theorem of Han, Nadirashvili and Yuan, and it is a known open problem to determine the degenerate ellipticity condition on $(a_{ij})$ under which this theorem still holds. In this paper we solve this problem. We prove the linearity of $u$ under the following degenerate ellipticity…
We study Phragmén-Lindelöf properties of viscosity solutions to a class of doubly nonlinear parabolic equations in $\mathbb{R}^n\times (0,T)$. We also include an application to some doubly nonlinear equations.
We study a version of the strong minimum principle, and large time asymptotics of positive viscosity solutions to classes of doubly nonlinear parabolic equations of the form $$ H(Du,D^2u)-u^{k-1}u_t=0,\;\;k\geq 1,\quad\mbox{in $Ω\times [0,T)$},$$ where $Ω\subset \mathbb{R}^n$ is a bounded domain and $0<T\leq \infty$. The spatial operator $H$ is homogeneous with power $k$.
We consider possibly degenerate and singular elliptic equations in a possibly anisotropic medium. We obtain monotonicity results for the energy density, rigidity results for the solutions and classification results for the singularity/degeneracy/anisotropy allowed. As far as we know, these results are new even in the case of non-singular and non-degenerate anisotropic equations.
We prove the global existence and uniqueness of smooth solutions to the one-dimensional barotropic Navier-Stokes system with degenerate viscosity $μ(ρ)=ρ^α$. We establish that the smooth solutions have possibly two different far-fields, and the initial density remains positive globally in time, for the initial data satisfying the same conditions. In addition, our result works for any $α>0$, i.e., for a large class of degenerate viscosities. In particular, our models include the viscous shallow water equations. This extends the result of Constantin-Drivas-Nguyen-Pasqualotto \cite[Theorem 1.5]{C…
We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To this purpose some barrier functions are properly introduced and used.
We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by Richardson's method.
We establish the local Lipschitz continuity and the higher differentiability of vector-valued local minimizers of a class of energy integrals of the Calculus of Variations. The main novelty is that we deal with possibly degenerate energy densities with respect to the x-variable.
We study uniqueness of solutions to degenerate parabolic problems, posed in bounded domains, where no boundary conditions are imposed. Under suitable assumptions on the operator, uniqueness is obtained for solutions that satisfy an appropriate integral condition; in particular, such condition holds for possibly unbounded solutions belonging to a suitable weighted $L^1$ space.
Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric hyperbolic systems.
We establish global Schauder estimates for integro-partial differential equations (IPDE) driven by a possibly degenerate Lévy Ornstein-Uhlenbeck operator, both in the elliptic and parabolic setting, using some suitable anisotropic Hölder spaces. The class of operators we consider is composed by a linear drift plus a Lévy operator that is comparable, in a suitable sense, with a possibly truncated stable operator. It includes for example, the relativistic, the tempered, the layered or the Lamperti stable operators. Our method does not assume neither the symmetry of the Lévy operator nor the inva…
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded under some polynomial-type growth conditions. Our main result applies to PDEs with convex superlinear terms but we also obtain some results in nonconvex cases. Applications to monotone systems of PDEs are given.
In this paper, we are concerned with possibly degenerate stochastic partial differential equations (SPDEs). An $L^2$-theory is introduced, from which we derive the Hörmander theorem with an analytical approach. With the method of De Giorgi iteration, we obtain the maximum principle which states the $L^p$ ($p>0$) estimates for the time-space uniform norm of weak solutions.
We consider a scalar, possibly degenerate parabolic equation with a source term, in several space dimensions. For initial data with bounded variation we prove the existence of solutions to the initial-value problem. Then we show that these solutions converge, in the vanishing-viscosity limit, to the Kruzhkov entropy solution of the corresponding hyperbolic equation. The proof exploits the H-measure compactness in several space dimensions.
We consider a class of possibly degenerate second order elliptic operators $\cal A$ on $\R^n$. This class includes hypoelliptic Ornstein-Uhlenbeck type operators having an additional first order term with unbounded coefficients. We establish global Schauder estimates in Hölder spaces both for elliptic equations and for parabolic Cauchy problems involving ${\cal A}$. The Hölder function spaces are defined with respect to a non-euclidean metric related to the operator $\cal A$.
We prove existence, uniqueness and regularity results for mixed boundary value problems associated with fully nonlinear, possibly singular or degenerate elliptic equations. Our main result is a global Hölder estimate for solutions, obtained by means of the comparison principle and the construction of ad hoc barriers. The global Hölder estimate immediately yields a compactness result in the space of solutions, which could be applied in the study of principal eigenvalues and principal eigenfunctions of mixed boundary value problems.
We study a class of elliptic problems with homogeneous Dirichlet boundary condition and a nonlinear reaction term $f$ which is nonlocal depending on the $L^{p}$-norm of the unknown function. The nonlinearity $f$ can make the problem degenerate since it may even have multiple singularities in the nonlocal variable. We use fixed point arguments for an appropriately defined solution map to produce multiplicity of classical positive solutions with ordered norms.
We consider the Wulff-type energy functional $$ \mathcal{W}_Ω(u) := \int_ΩB(H(\nabla u (x))) - F(u(x)) \, dx, $$ where $B$ is positive, monotone and convex, and $H$ is positive homogeneous of degree 1. The critical points of this functional satisfy a possibly singular or degenerate, quasilinear equation in an anisotropic medium. We prove that the gradient of the solution is bounded at any point by the potential $F(u)$ and we deduce several rigidity and symmetry properties.
This work is concerned with new results on long-time dynamics of a class of hyperbolic evolution equations related to extensible beams with three distinguished nonlocal nonlinear damping terms. In the first possibly degenerate case, the results feature the existence of a family of compact global attractors and a thickness estimate for their Kolmogorov's $\varepsilon$-entropy. Then, in the non-degenerate context, the structure of the helpful nonlocal damping leads to the existence of finite-dimensional compact global and exponential attractors. Lastly, in a degenerate and critical framework, it…
Bloch equations give a quantum description of the coupling between an atom and a driving electric force. In this article, we address the asymptotics of these equations for high frequency electric fields, in a weakly coupled regime. We prove the convergence towards rate equations (i.e. linear Boltzmann equations, describing the transitions between energy levels of the atom). We give an explicit form for the transition rates. This has already been performed in [BFCD03] in the case when the energy levels are fixed, and for different classes of electric fields: quasi or almost periodic, KBM, or wi…
In this paper, we prove the existence of global weak solutions for 3D compressible Navier-Stokes equations with degenerate viscosity. The method is based on the Bresch and Desjardins entropy conservation. The main contribution of this paper is to derive the Mellet-Vasseur type inequality for the weak solutions, even if it is not verified by the first level of approximation. This provides existence of global solutions in time, for the compressible Navier-Stokes equations, for any $γ>1$, in three dimensional space, with large initial data possibly vanishing on the vacuum. This solves an open pro…
We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building the differential model.
We obtain optimal boundary and global regularity estimates for viscosity solutions of fully nonlinear elliptic equations whose ellipticity degenerates at the critical points of a given solution. We show that any solution is $C^{1,α}$ on the boundary of the domain, for an optimal and explicit $α$ given only in terms of the regularity of the boundary datum and the elliptic degeneracy degree, no matter how possibly low is the interior regularity for that class of equations. We also obtain sharp global estimates. Our findings are new even for model equations, involving only a degenerate Laplacian;…
We prove a new, universal gradient continuity estimate for solutions to quasilinear equations with varying coefficients at points on its critical singular set of degeneracy $S(u) := \{X : D u(X) = 0 \}$. Our main Theorem reveals that along $S(u)$, $u$ is asymptotically as regular as solutions to constant coefficient equations. In particular, along the critical set $S(u)$, $Du$ enjoys a modulus of continuity much superior than the, possibly low, continuity feature of the coefficients. Our main, leading result fosters a new understanding on smoothness properties of solutions to degenerate or sin…
In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existence of weak solutions for possibly degenerate stochastic differential equations with singular diffusion and drift coefficients. Moreover, by the Markov selection theorem of Krylov [8], we also establish the existence of the associated strong Markov family.
We obtain new $L^1$ contraction results for bounded entropy solutions of Cauchy problems for degenerate parabolic equations. The equations we consider have possibly strongly degenerate local or non-local diffusion terms. As opposed to previous results, our results apply without any integrability assumption on the %(the positive part of the difference of) solutions. They take the form of partial Duhamel formulas and can be seen as quantitative extensions of finite speed of propagation local $L^1$ contraction results for scalar conservation laws. A key ingredient in the proofs is a new and non-t…
In this paper, the Cauchy problem for the three-dimensional (3-D) isentropic compressible Navier-Stokes equations with degenerate viscosities is considered. By introducing some new variables and making use of the "quasi-symmetric hyperbolic"-"degenerate elliptic" coupled structure to control the behavior of the fluid velocity, we prove the global-in-time well-posedness of regular solutions with vacuum for a class of smooth initial data that are of small density but possibly large velocities. Here the initial mass density is required to decay to zero in the far field, and the spectrum of the Ja…
We consider a class of fully nonlinear integro-differential operators where the nonlocal integral has two components: the non-degenerate one corresponds to the $α$-stable operator and the second one (possibly degenerate) corresponds to a class of \textit{lower order} Lévy measures. Such operators do not have a global scaling property. We establish Hölder regularity, Harnack inequality and boundary Harnack property of solutions of these operators.
We state and prove a general Harnack inequality for minimizers of nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional p-Laplacian.
Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle allows to consider dependence on the gradient witha quadratic growth and also on complex zeroth-order terms. The result it applies in particular to a differential model for pricing Mortgage-Backed Securities.
We consider non degenerate Brownian SDEs with H{ö}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to order two under some additional spatial H{ö}lder continuity assumptions on the drift. Importantly, the estimates reflect the transport of the initial condition by the unbounded drift through an auxiliary, possibly regularized, flow.
We prove the existence and uniqueness of solutions of degenerate linear stochastic evolution equations driven by jump processes in a Hilbert scale using the variational framework of stochastic evolution equations and the method of vanishing viscosity. As an application of this result, we derive the existence and uniqueness of solutions of degenerate parabolic linear stochastic integro-differential equations (SIDEs) in the Sobolev scale. The SIDEs that we consider arise in the theory of non-linear filtering as the equations governing the conditional density of a degenerate jump-diffusion signal…
We prove uniqueness in law for possibly degenerate SDEs having a linear part in the drift term. Diffusion coefficients corresponding to non-degenerate directions of the noise are assumed to be continuous. When the diffusion part is constant we recover the classical degenerate Ornstein-Uhlenbeck process which only has to satisfy the Hörmander hypoellipticity condition. In the proof we use global $L^p$-estimates for hypoelliptic Ornstein-Uhlenbeck operators recently proved in Bramanti-Cupini-Lanconelli-Priola (Math. Z. 266 (2010)) and adapt the localization procedure introduced by Stroock and Va…
We consider a class of equations in divergence form with a singular/degenerate weight $$ -\mathrm{div}(|y|^a A(x,y)\nabla u)=|y|^a f(x,y)+\textrm{div}(|y|^aF(x,y))\;. $$ Under suitable regularity assumptions for the matrix $A$, the forcing term $f$ and the field $F$, we prove Hölder continuity of solutions which are odd in $y\in\mathbb{R}$, and possibly of their derivatives. In addition, we show stability of the $C^{0,α}$ and $C^{1,α}$ a priori bounds for approximating problems in the form $$ -\mathrm{div}((\varepsilon^2+y^2)^{a/2} A(x,y)\nabla u)=(\varepsilon^2+y^2)^{a/2} f(x,y)+\textrm{div}(…
By constructing appropriate smooth, possibly non-convex supersolutions, we establish sharp lower bounds near the boundary for the modulus of nontrivial solutions to singular and degenerate Monge-Ampère equations of the form $\det D^2 u =|u|^q$ with zero boundary condition on a bounded domain in $\mathbb{R}^n$. These bounds imply that currently known global Hölder regularity results for these equations are optimal for all $q$ negative, and almost optimal for $0\leq q\leq n-2$. Our study also establishes the optimality of global $C^{\frac{1}{n}}$ regularity for convex solutions to the Monge-Ampè…
Inspired by the penalization of the domain approach of Lions & Sznitman, we give a sense to Neumann and oblique derivatives boundary value problems for nonlocal, possibly degenerate elliptic equations. Two different cases are considered: (i) homogeneous Neumann boundary conditions in convex, possibly non-smooth and unbounded domains, and (ii) general oblique derivatives boundary conditions in smooth, bounded, and possibly non-convex domains. In each case we give apropriate definitions of viscosity solutions and prove uniqueness of solutions of the corresponding boundary value problems. We prov…
We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous dependence of weak solutions on data in the deterministic case, we develop a definition of random entropy solution. We establish existence, uniqueness, measurability and integrability results for these random entropy solutions, generalizing \cite{Mishr478,MishSch10a} to possibly degenerate hyperbolic-parabolic problems with random data. We next address the numeric…
We study existence of solutions for a boundary degenerate (or singular) quasilinear equation in a smooth bounded domain under Dirichlet boundary conditions. We consider a weighted $p-${L}aplacian operator with a coefficient that is {locally bounded inside the domain and satisfying certain additional integrability assumptions}. Our main result applies for boundary value problems involving continuous non-linearities having no growth restriction, but provided the existence of a sub and a supersolution is guaranteed. As an application, we present an existence result for a boundary value pro\-blem …
We give pointwise gradient bounds for solutions of (possibly non-uniformly) elliptic partial differential equations in the entire Euclidean space. The operator taken into account is very general and comprises also the singular and degenerate nonlinear case with non-standard growth conditions. The sourcing term is also allowed to have a very general form, depending on the space variables, on the solution itself, on its gradient, and possibly on higher order derivatives if additional structural conditions are satisfied.
We study some overdetermined problems for possibly anisotropic degenerate elliptic PDEs, including the well-known Serrin's overdetermined problem, and we prove the corresponding Wulff shape characterizations by using some integral identities and just one pointwise inequality. Our techniques provide a somehow unified approach to this variety of problems.
We show uniqueness in law for a general class of stochastic differential equations in $\mathbb{R}^d$, $d\ge 2$, with possibly degenerate and/or fully discontinuous locally bounded coefficients among all weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. The points of degeneracy have $d$-dimensional Lebesgue-Borel measure zero. Weak existence is obtained for more general, not necessarily locally bounded drift coefficient.
In this paper we prove uniqueness in the inverse boundary value problem for the three coefficient functions in the porous medium equation with an absorption term $ε\partial_t u-\nabla\cdot(γ\nabla u^m)+λu^q=0$, with $m>1$, $m^{-1}<q<\sqrt{m}$, with the space dimension 2 or higher. This is a degenerate parabolic type quasilinear PDE which has been used as a model for phenomena in fields such as gas flow (through a porous medium), plasma physics, and population dynamics. In the case when $γ=1$ a priori, we prove unique identifiability with data supported in an arbitrarily small part of the bound…
