Let $A = - \sum \partial_k \, c_{kl} \, \partial_l$ be a degenerate sectorial differential operator with complex bounded mesaurable coefficients. Let $Ω\subset \mathds{R}^d$ be open and suppose that $A$ is strongly elliptic on $Ω$. Further, let $χ\in C_{\rm b}^\infty(\mathds{R}^d)$ be such that an $\varepsilon$-neighbourhood of $\supp χ$ is contained in $Ω$. Let $ν\in (0,1]$ and suppose that the ${c_{kl}}_{|Ω} \in C^{0,ν}(Ω)$. Then we prove (Hölder) Gaussian kernel bounds for the kernel of the operator $u \mapsto χ\, S_t (χ\, u)$, where $S$ is the semigroup generated by $-A$. Moreover, if $ν= 1$ and the coefficients are real, then we prove Gaussian bounds for the kernel of the operator $u \mapsto χ\, S_t u$ and for the derivatives in the first variable. Finally we show boundedness on $L_p(\mathds{R}^d)$ of various Riesz transforms.
We prove the Kato conjecture for degenerate elliptic operators in R^n. More precisely, we consider the divergence form operator L_w = -1/w div (wA) grad, where w is a Muckenhoupt A_2 weight and A is a complex valued n x n matrix which is bounded and uniformly elliptic. We show that if the associated semigroup satisfies Gaussian upper bounds, then the Kato square root estimate holds.
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.
This article studies the partial Hölder continuity of weak solutions to certain degenerate parabolic systems whose model is the differentiable parabolic $p(x,t)$-Laplacian system, \begin{equation*}\partial_t u-\operatorname{div}[μ(z)(1+|Du|^2)^{\frac{p(z)-2}{2}}Du]=0,\qquad p(z)\geq2.\end{equation*} Here, the exponential function $p(z)$ satisfies a logarithmic continuity condition. We show that if $μ(z)$ satisfies a certain VMO-type condition, then $u$ is locally Hölder continuous except for a measure zero set.
In this paper, we mainly discuss a priori bounds of the following degenerate elliptic equation, {equation}\label{000} a^{ij}(x)\partial_{ij}u+b^i(x)\partial_i u +f(x,u)=0,\text{in}Ω\subset\subset R^n, {equation} where $a^{ij}\partial_i ϕ\partial_j ϕ=0$ on $\partial Ω$, $ϕ$ is the defining function of $\partial Ω$. Imposing suitable conditions on the coefficients and $f(x,u)$, one can get the $L^\infty$-estimates of \eqref{000} via blow up method.
We study quasilinear evolutionary partial integro-differential equations of second order which include time fractional $p$-Laplace equations of time order less than one. By means of suitable energy estimates and De Giorgi's iteration technique we establish results asserting the global boundedness of appropriately defined weak solutions of these problems. We also show that a maximum principle is valid for such equations.
Let ${X_j},{Y_j}(j = 1, \cdot \cdot \cdot,n)$ be vector fields satisfying Hörmander's condition and ${Δ_L} = \sum\limits_{j = 1}^n {(X_j^2 + Y_j^2)}$. In this paper, we establish some inequalities of Dirichlet eigenvalues for degenerate elliptic partial differential operator ${Δ_L}$ and $Δ_L^2$. These inequalities extend Yang's inequalities for Dirichlet eigenvalues of Laplacian to the settings here and the forms of inequalities are more general than Yang's inequalities. To obtain them, we give a generalization of the inequality by Chebyshev.
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.
We consider the degenerate equation $$\partial\_t f(t,x) - \partial\_x \left( x^α \partial\_x f \right)(t,x) =0,$$ on the unit interval $x\in(0,1)$, in the strongly degenerate case $α\in [1,2)$ with adapted boundary conditions at $x=0$ and boundary control at $x=1$. We use the flatness approach to construct explicit controls in some Gevrey classes steering the solution from any initial datum $f\_0 \in L^2(0,1)$ to zero in any time $T\textgreater{}0$.
In this article, we study the existence of non-trivial weak solutions for the following boundary-value problem \begin{gather*} -\frac{\partial^2 u}{\partial x^2} -\left|x\right|^{2k}\frac{\partial^2 u}{\partial y^2}=f(x,y,u) \quad\text{ in }Ω, \ u=0 \quad\text{ on }\partialΩ, \end{gather*} where $Ω$ is a bounded domain with smooth boundary in $\mathbb{R}^2, Ω\cap \{x=0\}\ne \emptyset,$ $k >0,$ $f(x,y,0)=0. $
In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanová and Vovelle [8] proved the existence of a kinetic solution. On the other hand, we propose to construct a sequence of approximations by applying a time splitting method and prove that this converges strongly in $L^1$ to a kinetic solution. This method will somewhat give us not only a simpler and more direct argument but an improvement over the existence result.
We consider degenerate differential operators $A = \displaystyle{\sum_{k,j=1}^d \partial_k (a_{kj} \partial_j)}$ on $L^2(\mathbb{R}^d)$ with real symmetric bounded measurable coefficients. Given a function $χ\in C_b^\infty(\mathbb{R}^d)$ (respectively, $Ω$ a bounded Lipschitz domain) and suppose that $(a_{kj}) \ge μ> 0$ a.e.\ on $ \supp χ$ (resp., a.e.\ on $Ω$). We prove a spectral multiplier type result: if $F\colon [0, \infty) \to \mathbb{C}$ is such that $\sup_{t > 0} \| φ(.) F(t .) \|_{C^s} < \infty$ for some non-trivial function $φ\in C_c^\infty(0,\infty)$ and some $s > d/2$ then $M_χF(I+…
We consider the following Keller-Segel system of degenerate type: \partial u / \partial t = \partial / \partial x (\partial u^m / \partial x - u^{q-1} \cdot \partial v / \partial x), x \in \R, t>0, \partial^2 v / \partial x^2 - γv + u, x \in \R, t>0, u(x,0) = u_0(x), x \in \R, where $m>1, γ> 0, q \ge 2m$. We shall first construct a weak solution $u(x,t)$ of (KS) such that $u^{m-1}$ is Lipschitz continuous and such that $\displaystyle u^{m-1+δ}$ for $δ>0$ is of class $C^1$ with respect to the space variable $x$. As a by-product, we prove the property of finite speed of propagation of a weak sol…
The aim of this paper is to provide the analysis result for the partial differential equations arising from the rigorous derivation of the degenerate parabolic-elliptic Keller-Segel system from a moderately interacting stochastic particle system. The rigorous derivation is divided into two articles. In this paper, we establish the solution theory of the degenerate parabolic-elliptic Keller-Segel problem and its non-local version, which will be used in the second paper for the discussion of the mean-field limit. A parabolic regularized system is introduced to bridge the stochastic particle mode…
We consider positive solutions of the problem \begin{equation} \left\{\begin{array}{l}-\mbox{div}(x_{n}^{a}\nabla u)=0\qquad \mbox{in}\;\;\mathbb{R}_+^n,\\ \frac{\partial u}{\partial ν^a}=u^{q} \qquad \mbox{on}\;\;\partial \mathbb{R}_+^n,\\ \end{array} \right. \end{equation} where $a\in (-1,0)\cup(0,1)$, $q>1$ and $\frac{\partial u}{\partial ν^a}:=-\lim_{x_{n}\rightarrow 0^+}x_{n}^{a}\frac{\partial u}{\partial x_{n}}$. We obtain some qualitative properties of positive axially symmetric solutions in $n\geq3$ for the case $a\in (-1,0)$ under the condition $q\geq\frac{n-a}{n+a-2}$. In particular,…
In this paper, we investigate two inverse source problems for degenerate time-fractional partial differential equation in rectangular domains. The first problem involves a space-degenerate partial differential equation and the second one involves a time-degenerate partial differential equation. Solutions to both problem are expressed in series expansions. For the first problem, we obtained solutions in the form of Fourier-Legendre series. Convergence and uniqueness of solutions have been discussed. Solutions to the second problem are expressed in the form of Fourier-Sine series and they involv…
We develop strong and weak maximum principles for boundary-degenerate elliptic and parabolic linear second-order partial differential operators, $Au := -\mathrm{tr}(aD^2u)-<b, Du> + cu$, with partial Dirichlet boundary conditions. The coefficient, $a(x)$, is assumed to vanish along a non-empty open subset, $\partial_0\mathscr{O}$, called the \emph{degenerate boundary portion}, of the boundary, $\partial\mathscr{O}$, of the domain $\mathscr{O}\subset\mathbb{R}^d$, while $a(x)$ is non-zero at any point of the \emph{non-degenerate boundary portion}, $\partial_1\mathscr{O} := \partial\mathscr{O}\s…
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy homogeneous Dirichlet boundary conditions on certain portions of the boundary. Such equations arise in population genetics in the study of models for the evolution of gene frequencies. Among the applications of our results is the description of the structure of the transition probabilities and of the hitting distributions of the underlying gene frequencies process…
In this paper, we apply the moving plane method to the following high order degenerate elliptic equation,\begin{equation*} (-A)^p u=u^α\text{ in } \mathbb R^{n+1}_+,n\geq 1, \end{equation*}where the operator $A=y\partial_y^2+a\partial_y+Δ_x,a\geq 1$. We get a Liouville theorem for subcritical case and classify the solutions for the critical case.
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and uniqueness. Moreover, we also prove the $L^1$-integrability and a general maximal principle for generalized solutions of SPDEs. As applications, we study nonlinear filtering problem and also obtain the existence and uniqueness of generalized solutions for a degenerate nonlinear SPDE.
We study a certain one dimensional, degenerate parabolic partial differential equation with a boundary condition which arises in pricing of Asian options. Due to degeneracy of the partial differential operator and the non-smooth boundary condition, regularity of the generalized solution of such a problem remained unclear. We prove that the generalized solution of the problem is indeed a classical solution.
The aim of this paper is to establish new pointwise regularity results for solutions to degenerate second order partial differential equations with a Kolmogorov-type operator of the form $$\mathscr{L} :=\sum_{i,j=1}^m \partial^2_{x_i x_j } +\sum_{i,j=1}^N b_{ij}x_j\partial_{x_i}-\partial_t, $$ where $(x,t) \in \mathbb{R}^{N+1}$, $1 \leq m \le N$ and the matrix $B:=(b_{ij})_{i,j=1,\ldots,N}$ has real constant entries. In particular, we show that if the modulus of $L^p$-mean oscillation of $\mathscr{L} u$ at the origin is Dini, then the origin is a Lebesgue point of continuity in $L^p$ average f…
When studying boundary value problems for some partial differential equations arising in applied mathematics, we often have to study the solution of a system of partial differential equations satisfied by hypergeometric functions and find explicit linearly independent solutions for the system. In this study, we construct self-similar solutions of some model degenerate partial differential equations of the second, third, and fourth order. These self-similar solutions are expressed in terms of hypergeometric functions.
This article is devoted to the study of the behavior of generalized entire solutions for a wide class of quasilinear degenerate inequalities modeled on the following prototype with p-Laplacian in the main part \begin{equation*} {\underset{m}{\overset{i=1}{\sum}}} X_i^*(|\mathbf{X}u|^{p-2} X_i u)\geq |u|^{q-2}u, \ \ x\in {\mathbb{R}}^{n},\ q>1,\ p>1, \end{equation*} where ${\mathbb{R}}^{n}$ is a Carnot-Carathéodory metric space, generated by the system of vector fields $\mathbf{X}=(X_1,X_2,..,X_m)$ and $X_i^*$ denotes the adjoint of $X_i$ with respect to Lebesgue measure. For the case where $p$…
In this paper, we consider the backward Cauchy problem of linear degenerate stochastic partial differential equations. We obtain the existence and uniqueness results in Sobolev space $L^p(Ω; C([0,T];W^{m,p}))$ with both $m\geq 1$ and $p\geq 2$ being arbitrary, without imposing the symmetry condition for the coefficient $σ$ of the gradient of the second unknown---which was introduced by Ma and Yong [Prob. Theor. Relat. Fields 113 (1999)] in the case of $p=2$. To illustrate the application, we give a maximum principle for optimal control of degenerate stochastic partial differential equations.
In this paper we will first present some results about the local solvability property of a class of degenerate second order linear partial differential operators with smooth coefficients. The class under consideration (which in turn is a generalization of the Kannai operator) exhibits a degeneracy due to the interplay between the singularity associated with the characteristic set of a system of vector fields and the vanishing of a function. Afterward we will also discuss some local solvability results for two classes of degenerate second order linear partial differential operators with non-smo…
We prove $L^p$-parabolic a-priori estimates for $\partial_t u + \sum_{i,j=1}^d c_{ij}(t)\partial_{x_i x_j}^2 u = f $ on $R^{d+1}$ when the coefficients $c_{ij}$ are locally bounded functions on $R$. We slightly generalize the usual parabolicity assumption and show that still $L^p$-estimates hold for the second spatial derivatives of $u$. We also investigate the dependence of the constant appearing in such estimates from the parabolicity constant. Finally we extend our estimates to parabolic equations involving non-degenerate Ornstein-Uhlenbeck type operators.
The purpose of this paper is to study the asymptotic behavior of the positive solutions of the problem $$ \partial_t u-Δu=a u-b(x) u^p \text{in} Ω\times \R^+, u(0)=u_0, u(t)|_{\partial Ω}=0 $$ as $p\to +\infty$, where $Ω$ is a bounded domain and $b(x)$ is a nonnegative function. We deduce that the limiting configuration solves a parabolic obstacle problem, and afterwards we fully describe its long time behavior.
We obtain solutions of the nonlinear degenerate parabolic equation \[ \frac{\partial ρ}{\partial t} = {div} \Big\{ρ\nabla c^\star [ \nabla (F^\prime(ρ)+V) ] \Big\} \] as a steepest descent of an energy with respect to a convex cost functional. The method used here is variational. It requires less uniform convexity assumption than that imposed by Alt and Luckhaus in their pioneering work \cite{luckhaus:quasilinear}. In fact, their assumption may fail in our equation. This class of problems includes the Fokker-Planck equation, the porous-medium equation, the fast diffusion equation, and the para…
Let $Ω$ be an open subset of $\Ri^d$ and $H_Ω=-\sum^d_{i,j=1}\partial_i c_{ij} \partial_j$ a second-order partial differential operator on $L_2(Ω)$ with domain $C_c^\infty(Ω)$ where the coefficients $c_{ij}\in W^{1,\infty}(Ω)$ are real symmetric and $C=(c_{ij})$ is a strictly positive-definite matrix over $Ω$. In particular, $H_Ω$ is locally strongly elliptic. We analyze the submarkovian extensions of $H_Ω$, i.e. the self-adjoint extensions which generate submarkovian semigroups. Our main result establishes that $H_Ω$ is Markov unique, i.e. it has a unique submarkovian extension, if and only i…
The equation arising from Prandtl boundary layer theory is considered. The existence of the entropy solution can be proved by BV estimate method. The interesting problem is that, since a may be degenerate on the boundary, the usual boundary value condition may be overdetermined. Accordingly, only dependent on a partial boundary value condition, the stability of solutions can be expected. This expectation is turned to reality by Kruzkov's bi-variables method, a reasonable partial boundary value condition matching up with the equation is found first time. Moreover, the stability can be proved ev…
We derive a comparison principle for a degenerate elliptic partial differential equation without boundary conditions which arises naturally in optimal learning strategies. Our argument is direct and exploits the degeneracy of the differential operator to construct (logarithmically) diverging barriers.
The aim of this work is to prove the existence of a fundamental solution associated to the Kolmogorov equation L u = f with measurable coefficients in the dilation invariant case. Moreover, we prove Gaussian upper and lower bounds for it, and other related properties.
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate partial differential equations. Our emphasis is on exploring and/or developing unified mathematical approach…
We consider a class of degenerate Ornstein-Uhlenbeck operators in $\mathbb{R}^{N}$, of the kind [\mathcal{A}\equiv\sum_{i,j=1}^{p_{0}}a_{ij}(x) \partial_{x_{i}x_{j}}^{2}+\sum_{i,j=1}^{N}b_{ij}x_{i}\partial_{x_{j}}%] where $(a_{ij})$ is symmetric uniformly positive definite on $\mathbb{R}^{p_{0}}$ ($p_{0}\leq N$), with uniformly continuous and bounded entries, and $(b_{ij})$ is a constant matrix such that the frozen operator $\mathcal{A}_{x_{0}}$ corresponding to $a_{ij}(x_{0})$ is hypoelliptic. For this class of operators we prove global $L^{p}$ estimates ($1<p<\infty$) of the kind:% [|\partia…
We prove the local boundedness of the solutions to degenerate second order partial differential equations of Kolmogorov type with measurable coefficients in divergence form, under minimal integrability assumption on the lower order coefficients.
The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous noise. In particular, this provides a characterization of solutions to such SPDE in terms of (generalized) strong solutions. Second, for the one-dimensional stochastic mean curvature flow with normal noise we adapt the notion of stochastic variational inequalities to provide a characterization of solutions previously obtained in a limiting sense only. This so…
We investigate a one-dimensional nonlinear wave system which arises from a variational principle modeling a type of cholesteric liquid crystals. The problem treated here is the Cauchy problem for the same wave speed case with initial data on the parabolic degenerating line. By introducing a partial hodograph transformation, we establish the local existence of smooth solutions in a weighted metric space based on the iteration method. A classical solution of the primary problem is constructed by converting the solution in the partial hodograph variables to that in the original variables.
Motivated by tumor growth in Cancer Biology, we provide a complete analysis of existence and non-existence of invasive fronts for the reduced Gatenby--Gawlinski model \[ \partial_t U = U\{f(U)-dV\}, \qquad \partial_t V = \partial_x \{f(U)\,\partial_x V\} + r V f(V), \] where $f(u) = 1-u$ and the parameters $d,r$ are positive. Denoting by $(\mathcal{U},\mathcal{V})$ the traveling wave profile and by $(\mathcal{U}_\pm,\mathcal{V}_\pm)$ its asymptotic states at $\pm\infty$, we investigate existence in the regimes i) $d > 1$ (homogeneous invasion) : $(\mathcal{U}_-,\mathcal{V}_-) = (0,1)$, $(\math…
We give a lower bound for the Gaussian curvature of convex level sets of minimal graphs and the solutions to semilinear elliptic equations with the norm of boundary gradient and the Gaussian curvature of the boundary.
We prove the existence of random attractors for a large class of degenerate stochastic partial differential equations (SPDE) perturbed by joint additive Wiener noise and real, linear multiplicative Brownian noise, assuming only the standard assumptions of the variational approach to SPDE with compact embeddings in the associated Gelfand triple. This allows spatially much rougher noise than in known results. The approach is based on a construction of strictly stationary solutions to related strongly monotone SPDE. Applications include stochastic generalized porous media equations, stochastic ge…
We prove Gaussian upper and lower bounds for the fundamental solutions of a class of degenerate parabolic equations satisfying a weak Hormander condition. The bound is independent of the smoothness of the coefficients and generalizes classical results for uniformly parabolic equations
We consider a class of degenerate Ornstein-Uhlenbeck operators in $\mathbb{R}^{N}$, of the kind \[ \mathcal{A}\equiv\sum_{i,j=1}^{p_{0}}a_{ij}\partial_{x_{i}x_{j}}^{2} +\sum_{i,j=1}^{N}b_{ij}x_{i}\partial_{x_{j}}% \] where $(a_{ij}) ,(b_{ij}) $ are constant matrices, $(a_{ij}) $ is symmetric positive definite on $\mathbb{R} ^{p_{0}}$ ($p_{0}\leq N$), and $(b_{ij}) $ is such that $\mathcal{A}$ is hypoelliptic. For this class of operators we prove global $L^{p}$ estimates ($1<p<\infty$) of the kind:% \[ \Vert \partial_{x_{i}x_{j}}^{2}u\Vert_{L^{p}(\mathbb{R}% ^{N})}\leq c\{\Vert \mathcal{A}u\Ver…
In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an $L^1$-contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws [J. Funct. Anal. 259 (2010) 1014-1042] and semilinear degenerate parabolic SPDEs [Stochastic Process. Appl. 123 (2013) 4294-4336], the present result contains two new ing…
We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of solutions up to the portion of the boundary where the operator is degenerate. Degenerate-elliptic operators of the kind described in our article appear in a diverse range of applications, including as generators of affine diffusion processes employed in stochastic volatility models in mathematical finance, generators of diffusion processes arising in mathematical b…
We consider a nonlinear wave equation with nonconstant coefficients. In particular, the coefficient in front of the second order space derivative is degenerate. We give the blow-up behavior and the regularity of the blow-up set. Partial results are given at the origin, where the degeneracy occurs. Some nontrivial obstacles, due to the nonconstant speed of propagation, have to be surmounted.
