The equivalence of three different definitions of viscosity solutions for the integro-differential equation with the L{é}vy operator is shown in this paper. The key is Lemma 2.1, in which we construct a sequence of the approximating test functions.
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.
We prove that for a certain class of kernels $K(y)$ that viscosity solutions of the integro-differential equation $$ \int_{\mathbb R^n} (u(x+y) - 2 u(x) + u(x-y)) K(y) dy = f(x,u(x)) $$ are locally analytic if $f$ is an analytic function. This extends the result of Albanese, Fiscella, Valdinoci that such solutions belong to certain Gevrey classes.
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.
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching
研究一类带连通障碍物的非线性退化抛物型偏积分微分方程组的黏性解。这种类型的问题发生在上下文中的最优切换问题时,基本的状态变量的动态描述的$n$维列维过程。我们首先建立了一个连续的依赖估计的粘性下,上解的系统温和的正则性,增长和结构的假设下的偏积分-微分算子和障碍和终端条件。利用连续相关估计,得到了空间变量下黏性解的比较原理和唯一性以及Lipschitz正则性.我们的主要贡献是建设合适的家庭的粘度子和上解,我们使用的障碍函数来证明Hölder连续性的时间变量,并通过Perron的方法,存在一个独特的黏性解。本文推广了Biswas,Jakobsen and Karlsen(2010)和Lundström,Nyström and Olofsson(2014)的部分结果,以适用于更一般的方程组。
We consider a large family of integro-differential equations and establish a non-local counterpart of Hopf's lemma, directly expressed in terms of the symbol of the operator. As closely related problems, we also obtain a variety of maximum principles for viscosity solutions. In our approach we combine direct analysis with functional integration, allowing a robust control around the boundary of the domain, and make use of the related ascending ladder height-processes. We then apply these results to a study of principal eigenvalue problems, the radial symmetry of the positive solutions, and the …
For Hamilton-Jacobi-Bellman (HJB) equations, with the standard definitions of viscosity super-solution and sub-solution, it is known that there is a comparison between any (viscosity) super-solutions and sub-solutions. This should be the same for HJB type quasi-variational inequalities (QVIs) arising from optimal impulse control problems. However, according to a natural adoption of the definition found in Barles 1985, Barles 1985b, the uniqueness of the viscosity solution could be guaranteed, but the comparison between viscosity super- and sub-solutions could not be guaranteed. This paper intr…
A comparison principle based on couplings of partial integro-differential operators
Delft Institute of Applied Mathematics, Delft University of Technology(代尔夫特理工大学应用数学研究所);Center for Mathematical Economics, Bielefeld University(比勒费尔德大学经济数学中心)
We study a level-set mean curvature flow equation with driving and source terms, and establish convergence results on the asymptotic behavior of solutions as time goes to infinity under some additional assumptions. We also study the associated stationary problem in details in a particular case, and establish Alexandrov's theorem in two dimensions in the viscosity sense, which is of independent interest.
In this note we investigate Liouville type theorems for the steady three dimensional MHD and Hall-MHD equations, and show that the velocity field $u$ and the magnetic field $B$ are vanishing provided that $B\in L^{6,\infty}(\mathbb{R}^3)$ and $u\in BMO^{-1}(\mathbb{R}^3)$, which state that the velocity field plays an important role. Moreover, the similar result holds in the case of partial viscosity or diffusivity for the three dimensional MHD equations.
Improved Regularity for Nonlocal Hamilton--Jacobi Equations with Superlinear Hamiltonians
Université Paris Cité, CNRS, Sorbonne Université(巴黎西岱大学、法国国家科学研究中心、索邦大学);O. Mayer Mathematics Institute, Romanian Academy(罗马尼亚科学院 O. Mayer 数学研究所);Univ Rennes, INSA Rennes, CNRS(雷恩大学、雷恩国立应用科学学院、法国国家科学研究中心)