On a Riemannian metric-measure space, we establish an Alexandrov-Bakelman-Pucci type measure estimate connecting Bakry-Émery Ricci curvature lower bound, modified Laplacian and the measure of certain special sets. We apply this estimate to prove Harnack inequalities for the modified Laplacian operator and fully non-linear operators. These inequalities seem not available in the literature; And our proof, solely based on the ABP estimate, does not involve any Sobolev inequalities nor gradient estimate. We also propose a question regarding the characterization of Ricci lower bound by the Harnack inequality.
In [10], R. Hamilton established a differential Harnack inequality for solutions to the Ricci flow with nonnegative curvature operator. We show that this inequality holds under the weaker condition that M x R^2 has nonnegative isotropic curvature.
We consider a subset $S$ of the complex Lie algebra $\so(n,\C)$ and the cone $C(S)$ of curvature operators which are nonnegative on $S$. We show that $C(S)$ defines a Ricci flow invariant curvature condition if $S$ is invariant under $\Ad_{\SO(n,\C)}$. The analogue for Kähler curvature operators holds as well. Although the proof is very simple and short it recovers all previously known invariant nonnegativity conditions. As an application we reprove that a compact Kähler manifold with positive orthogonal bisectional curvature evolves to a manifold with positive bisectional curvature and is thu…
We generalize an entropy calculation of Perelman to the case of domains evolving inside a Ricciflow solution. In the case of Euclidean space as ambient manifold an interesting relation with Harnack inequalities emerges.
We prove Harnack inequalities for hypersurfaces flowing on the unit sphere by $p$-powers of a strictly monotone, 1-homogeneous, convex, curvature function $f$, $0<p\leq 1.$ If $f$ is the mean curvature, we obtain stronger Harnack inequalities.
We prove a version of differential Harnack inequality for a family of sub-elliptic diffusions on Sasakian manifolds under certain curvature conditions.
In this paper, under the generalized curvature-dimension inequality recently introduced by F. Baudoin and N. Garofalo, we obtain differential Harnack inequalities for the positive solutions to the Schödinger equation associated to subelliptic operator with potential. As applications of the differential Harnack inequality, we derive the corresponding parabolic Harnack inequality. Also we define the Perelman type entropy associated to subelliptic operators and derive its monotonicity.
We prove constrained trace, matrix and constrained matrix Harnack inequalities for the nonlinear heat equation $ω_t=Δω+aω\ln ω$ on closed manifolds. We also derive a new interpolated Harnack inequality for the equation $ω_t=Δω-ω\lnω+\varepsilon Rω$ on closed surfaces under the $\varepsilon$-Ricci flow. Finally we prove a new differential Harnack inequality for the equation $ω_t=Δω-ω\lnω$ under the Ricci flow without any curvature condition. Among these Harnack inequalities, the correction terms are all time-exponential functions, which are superior to time-polynomial functions.
We obtain Harnack estimates for a class of curvature flows in Riemannian manifolds of constant non-negative sectional curvature as well as in the Lorentzian Minkowski and de Sitter spaces. Furthermore, we prove a Harnack estimate with a bonus term for mean curvature flow in locally symmetric Riemannian Einstein manifold of non-negative sectional curvature. Using a concept of "duality" for strictly convex hypersurfaces, we also obtain a new type of inequalities, so-called "pseudo"-Harnack inequalities, for expanding flows in the sphere and in the hyperbolic space.
We establish a one-parameter family of Harnack inequalities connecting the constrained trace Li-Yau differential Harnack inequality for a nonlinear parabolic equation to the constrained trace Chow-Hamilton Harnack inequality for this nonlinear equation with respect to evolving metrics related to Ricci flow on a 2-dimensional closed manifold. This result can be regarded as a nonlinear version of the previous work of Y. Zheng and the author (Arch. Math. 94 (2010), 591-600).
We give a generalization of a theorem of Bôcher for the Laplace equation to a class of conformally invariant fully nonlinear degenerate elliptic equations. We also prove a Harnack inequality for locally Lipschitz viscosity solutions and a classification of continuous radially symmetric viscosity solutions.
We give some a priori estimates of type sup*inf for Yamabe and prescribed scalar curvature type equations on Riemannian manifolds of dimension >2. The product sup*inf is caracteristic of those equations, like the usual Harnack inequalities for non negative harmonic functions. First, we have a lower bound for sup*inf for some classes of PDE on compact manifolds (like prescribed scalar cuvature). We also have an upper bound for the same product but on any Riemannian manifold not necessarily compact. An application of those result is an uniqueness solution for some PDE.
We consider operators of the form ${\mathcal L}=-L-V$, where $L$ is an elliptic operator and $V$ is a singular potential, defined on a smooth bounded domain $Ω\subset \R^n$ with Dirichlet boundary conditions. We allow the boundary of $Ω$ to be made of various pieces of different codimension. We assume that ${\mathcal L}$ has a generalized first eigenfunction of which we know two sided estimates. Under these assumptions we prove optimal Sobolev inequalities for the operator ${\mathcal L}$, we show that it generates an intrinsic ultracontractive semigroup and finally we derive a parabolic Harnac…
We state and prove a general Harnack inequality for minimizers of nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional p-Laplacian.
We study relations and characterizations of various elliptic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces. We allow the scaling function be state-dependent and the state space possibly disconnected. Stability of elliptic Harnack inequalities is established under certain regularity conditions and implication for a priori Hölder regularity of harmonic functions is explored. New equivalent statements for parabolic Harnack inequalities of non-local Dirichlet forms are obtained in terms of elliptic Harnack inequalities.
We study viscosity solutions to degenerate and singular elliptic equations of $p$-Laplacian type on Riemannian manifolds. The Krylov-Safonov type Harnack inequality for the $p$-Laplacian operators with $1<p<\infty$ is established on the manifolds with Ricci curvature bounded from below based on ABP type estimates. We also prove the Harnack inequality for nonlinear $p$-Laplacian type operators assuming that a nonlinear perturbation of Ricci curvature is bounded below.
In this short note, we hope to give a rapid induction for non-experts into the world of Differential Harnack inequalities, which have been so influential in geometric analysis and probability theory over the past few decades. At the coarsest level, these are often mysterious-looking inequalities that hold for `positive' solutions of some parabolic PDE, and can be verified quickly by grinding out a computation and applying a maximum principle. In this note we emphasise the geometry behind the Harnack inequalities, which typically turn out to be assertions of the convexity of some natural object…
We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parallel Ricci tensor, similarly to what R.~Hamilton did in~\cite{hamilton7} for the standard heat equation. We then apply these estimates to obtain some Harnack--type inequalities, which give local bounds on the solutions in terms of the geometric quantities involved.
We consider convex solutions of nonlinear elliptic equations which satisfy the structure condition of Bian-Guan. We prove a weak Harnack inequality for the eigenvalues of the Hessian of these solutions. This can be viewed as a quantitative version of the constant rank theorem.
We prove a stability theorem for the elliptic Harnack inequality: if two weighted graphs are equivalent, then the elliptic Harnack inequality holds for harmonic functions with respect to one of the graphs if and only if it holds for harmonic functions with respect to the other graph. As part of the proof, we give a characterization of the elliptic Harnack inequality.
In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for positive harmonic functions. These inequalities are scaling invariant with respect to a metric on the state space which, having an associated Green function, may be adapted to the special situation. In many cases, this also implies continuity of harmonic functions and Hölder continuity of bounded harmonic functions. The results apply to large classes of Lévy (and s…
We consider second order linear degenerate-elliptic operators which are elliptic with respect to horizontal directions generating a stratified algebra of H-type. Extending a result by Gutiérrez and Tournier for the Heisenberg group, we prove a critical density estimate by assuming a condition of Cordes-Landis type. We then deduce an invariant Harnack inequality for the non-negative solutions from a result by Di Fazio, Gutiérrez, and Lanconelli.
In this paper, we establish stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces under general volume doubling condition. We obtain their stable equivalent characterizations in terms of the jumping kernels, variants of cutoff Sobolev inequalities, and Poincaré inequalities. In particular, we establish the connection between parabolic Harnack inequalities and two-sided heat kernel estimates, as well as with the Hölder regularity of parabolic functions for symmetric non-local Dirichlet forms.
We consider possibly degenerate parabolic operators in the form $$ \sum_{k=1}^{m}X_{k}^{2}+X_{0}-\partial_{t}, $$ that are naturally associated to a suitable family of stochastic differential equations, and satisfying the Hörmander condition. Note that, under this assumption, the operators in the form $Ł$ has a smooth fundamental solution that agrees with the density of the corresponding stochastic process. We describe a method based on Harnack inequalities and on the construction of Harnack chains to prove lower bounds for the fundamental solution. We also briefly discuss PDE and SDE methods …
We proove some inequalities concerning the product, sup * inf for some elliptic operators of order 2 and 4. Using those inequalities and the concentration phenomena we can describe the asymptotic behavior of those PDE solutions.
In this paper we give both an historical and technical overview of the theory of Harnack inequalities for nonlinear parabolic equations in divergence form. We start reviewing the elliptic case with some of its variants and geometrical consequences. The linear parabolic Harnack inequality of Moser is discussed extensively, together with its link to two-sided kernel estimates and to the Li-Yau differential Harnack inequality. Then we overview the more recent developements of the theory for nonlinear degenerate/singular equations, highlighting the differences with the quadratic case and introduci…
We deal with a wide class of nonlinear integro-differential problems in the Heisenberg-Weyl group $\mathbb{H}^n$, whose prototype is the Dirichlet problem for the $p$-fractional subLaplace equation. These problems arise in many different contexts in quantum mechanics, in ferromagnetic analysis, in phase transition problems, in image segmentations models, and so on, when non-Euclidean geometry frameworks and nonlocal long-range interactions do naturally occur. We prove general Harnack inequalities for the related weak solutions. Also, in the case when the growth exponent is $p=2$, we investigat…
In this paper, applying the De Giorgi method, we obtain nonlocal Harnack inequalities for weak solutions of nonlocal parabolic equations given by an integro-differential operator $\rL_K$ as follows; \begin{equation*}\begin{cases} \rL_K u+\pa_t u=0 &\text{ in $\Om\times(-T,0]$ } u=g &\text{ in $\bigl((\BR^n\s\Om)\times (-T,0]\bigr)\cup\bigl(\Om\times\{t=-T\}\bigr)$ } \end{cases}\end{equation*} where $g\in C(\BR^n\times [-T,0])\cap L^{\iy}(\BR^n\times(-T,0])$ and $\,\Om\,$ is a bounded domain in $\BR^n$ with Lipschitz boundary. Moreover, we get nonlocal parabolic weak Harnack inequalities of the…
We investigate qualitative properties of local solutions $u(t,x)\ge 0$ to the fast diffusion equation, $\partial_t u =Δ(u^m)/m$ with $m<1$, corresponding to general nonnegative initial data. Our main results are quantitative positivity and boundedness estimates for locally defined solutions in domains of the form $[0,T]\times\RR^d$. They combine into forms of new Harnack inequalities that are typical of fast diffusion equations. Such results are new for low $m$ in the so-called very fast diffusion range, precisely for all $m\le m_c=(d-2)/d.$ The boundedness statements are true even for $m\le 0…
We establish elliptic and parabolic Harnack inequalities on graphs with unbounded weights. As an application we prove a local limit theorem for a continuous time random walk $X$ in an environment of ergodic random conductances taking values in $[0, \infty)$ satisfying some moment conditions.
We establish weak Harnack inequalities for positive, weak supersolutions to certain doubly degenerate parabolic equations. The prototype of this kind of equations is $$\partial_tu-\operatorname{div}|u|^{m-1}|Du|^{p-2}Du=0,\quad p>2,\quad m+p>3.$$ Our proof is based on Caccioppoli inequalities, De Giorgi's estimates and Moser's iterative method.
We study energy functionals obtained by adding a possibly discontinuous potential to an interaction term modeled upon a Gagliardo-type fractional seminorm. We prove that minimizers of such non-differentiable functionals are locally bounded, Hölder continuous, and that they satisfy a suitable Harnack inequality. Hence, we provide an extension of celebrated results of M. Giaquinta and E. Giusti to the nonlocal setting. To do this, we introduce a particular class of fractional Sobolev functions, reminiscent of that considered by E. De Giorgi in his seminal paper of 1957. The flexibility of these …
Metric measure spaces satisfying the reduced curvature-dimension condition $CD^*(K,N)$ and where the heat flow is linear are called $RCD^*(K,N)$-spaces. This class of non smooth spaces contains Gromov-Hausdorff limits of Riemannian manifolds with Ricci curvature bounded below by $K$ and dimension bounded above by $N$. We prove that in $RCD^*(K,N)$-spaces the following properties of the heat flow hold true: a Li-Yau type inequality, a Bakry-Qian inequality, the Harnack inequality.
Differential Harnack inequalities and maximum principles of Morel-Oswald type for elliptic PDE in divergence form
PUC-Rio, Departamento de Matematica（天主教里约热内卢大学数学系）；Université Sorbonne Paris Nord, CNRS UMR 7539, Laboratoire Analyse, Géométrie et Applications（索邦巴黎北大学，法国国家科学研究中心UMR 7539，分析与几何应用实验室）
We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients, and the proof of the scale-invariant Harnack inequality for nonnegative solutions to the Kimura parabolic equation. The stochastic representation of solutions that we establish is a considerable generalization of the classical results on Feynman-Kac formulas concerning t…
In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,μ)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a strongly local symmetric bilinear form and $J(dx,dy)$ is a symmetric Random measure on $M\times M$. Under general volume doubling condition on $(M,d,μ)$ and some mild assumptions on scaling functions, we establish stability results for upper bounds of heat kernel (resp.\ two-sided heat kernel estimates) in terms of the jumping kernels, the cut-off Sobolev inequali…
We study qualitative and quantitative properties of local weak solutions of the fast $p$-Laplacian equation, $\partial_t u=Δ_{p}u$, with $1<p<2$. Our main results are quantitative positivity and boundedness estimates for locally defined solutions in domains of $\RR^n\times [0,T]$. We combine these lower and upper bounds in different forms of intrinsic Harnack inequalities, which are new in the very fast diffusion range, that is when $1<p \le 2n/(n+1)$. The boundedness results may be also extended to the limit case $p=1$, while the positivity estimates cannot. We prove the existence as well as …
We study master equations of the form $$(\partial_t+L)^su=f\quad\hbox{in}~\mathbb{R}\timesΩ$$ where $L$ is a divergence form elliptic operator and $Ω\subseteq\mathbb{R}^n$. These are nonlocal equations of order $2s$ in space and $s$ in time that take into account the values of $u$ everywhere in $Ω$ and for past times. We show parabolic interior and boundary Harnack inequalities and local parabolic Hölder continuity of solutions. To this end, we prove a characterization of fractional powers of parabolic operators $\partial_t+L$ with a degenerate parabolic extension problem.
