Tilak Bhattacharya, Leonardo Marazzi
We consider viscosity solutions of a class of nonlinear degenerate elliptic equations on bounded domains. We prove comparison principles and a priori supremum bounds for the solutions. We also address the eigenvalue problem and, in many instances, show the existence of a first eigenvalue and a first positive eigenfunction.
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This paper is concerned with semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in $\mathbb R^n$. This class of equations includes Bellman equations containing operators of Lévy-Itô type. Hölder and Lipschitz continuity of viscosity solutions for a more general class of degenerate elliptic integro-differential equations are also provided.
We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with Pucci extremal operators is $C^{1,α}$ on the boundary; (ii) the solution of the Dirichlet problem for fully nonlinear uniformly elliptic equations is $C^{2,α}$ on the boundary; (iii) corresponding asymptotic expansions hold. This is an extension to viscosity solutions of the classical Krylov estimates for smooth solutions.
We prove $W^{2,\varepsilon}$ estimates for viscosity supersolutions of fully nonlinear, uniformly elliptic equations where $\varepsilon$ decays polynomially with respect to the ellipticity ratio of the equations. Our result is related to a conjecture of Armstrong-Silvestre-Smart [Comm. Pure Appl. Math. 65 (2012), no. 8, 1169--1184] which predicts a linear decay for $\varepsilon$ with respect to the ellipticity ratio of the equations.
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.
Regularity of viscosity solutions to fully nonlinear elliptic transmission problems
该研究建立完全非线性二阶一致椭圆方程传输问题粘性解的正则性理论，完善平界面传输问题的相关基础理论，并推导曲面情形下粘性解直至传输面的多阶Hölder正则性结果。
We consider the functional $$J(v) = \int_Ω[f(|\nabla v|) - v] dx,$$ where $Ω$ is a bounded domain and $f:[0,+\infty)\to \mathbb{R}$ is a convex function vanishing for $s\in [0,σ]$, with $σ>0$. We prove that a minimizer $u$ of $J$ satisfies an equation of the form $$\min(F(\nabla u, D^2 u), |\nabla u|-σ)=0$$ in the viscosity sense.
Viscosity solutions to uniformly elliptic complex equations
本文通过扩展$\mathcal{C}$-子解条件并借鉴Guo-Phong-Tong方法替代ABP估计，定义并研究了一致椭圆复方程的粘性解，证明了Hölder正则性，从而改进了复椭圆方程正则性与先验估计的依赖关系。
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely solvable in the viscosity sense. Moreover, some spectral properties of the elliptic operator are investigated, proving existence and simplicity of the first eigenvalue. Eventually, parabolic solutions are proven to converge to the corresponding limiting elliptic solution in the long-time limit.
We show how a theorem about solvability in $C^{1,1}$ of special Isaacs equations can be used to obtain existence and uniqueness of viscosity solutions of general uniformly nondegenerate Isaacs equations. We apply it also to establish the $C^{1+χ}$ regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in $C^γ$ with $γ$ slightly less than $1/2$.
In this article we consider a special type of degenerate elliptic partial differential equations of second order in convex domains that satisfy the interior sphere condition. We show that any positive viscosity solution $u$ of $-|\nabla u|^αΔ_p^N u = 1$ has the property that $u^\frac{α+ 1}{α+ 2}$ is a concave function. Secondly we consider positive solutions of the eigenvalue problem $-|\nabla u|^αΔ_p^N u = λ|u|^α u$, in which case $\log u$ turns out to be concave. The methods provided include a weak comparison principle and a Hopf-type Lemma.
The aim of this work is to revisit viscosity solutions' theory for second-order elliptic integro-differential equations and to provide a general framework which takes into account solutions with arbitrary growth at infinity. Our main contribution is a new Jensen-Ishii's Lemma for integro-differential equations, which is stated for solutions with no restriction on their growth at infinity. The proof of this result, which is of course a key ingredient to prove comparison principles, relies on a new definition of viscosity solution for integro-differential equation (equivalent to the two classica…
Aleksandrov-Bakelman-Pucci maximum principle for $L^n$-viscosity solutions of uniformly elliptic equations with unbounded terms: The critical case
本文证明含无界漂移项的一致椭圆方程$L^n$-粘性解的ABP最大值原理，利用凸对偶与Trudinger-Moser不等式处理临界情形。
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well posedness for the associated Dirichlet problem with continuous boundary data. In particular, we treat admissible viscosity solutions of elliptic branches of the equation, where the nonlinearity need not be monotone on all of the space of symmetric N by N matrices. An elliptic branch (in the sense of Krylov, 1995) of the equation is encoded by a set valued map from the coordinate domain into the elliptic subsets of th…
We consider viscosity solutions to nonlinear uniformly parabolic equations in nondivergence form on a Riemannian manifold $M$, with the sectional curvature bounded from below by $-κ$ for $κ\geq 0$. In the elliptic case, Wang and Zhang \cite{WZ} recently extended the results of \cite{Ca} to nonlinear elliptic equations in nondivergence form on such $M$, where they obtained the Harnack inequality for classical solutions. We establish the Harnack inequality for nonnegative {\it viscosity solutions} to nonlinear uniformly {\it parabolic equations} in nondivergence form on $M$. The Harnack inequali…
The paper concerns singular solutions of nonlinear elliptic equations, which include removable singularities for viscosity solutions, a strengthening of the Hopf Lemma including parabolic equations, Strong maximum principle and Hopf Lemma for viscosity solutions including also parabolic equations.
For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there exists exactly one solution of this elliptic approximation and mainly that, as the viscosity vanishes, it converges to the unique solution of the original problem.
We introduce a notion of viscosity solutions for a general class of elliptic-parabolic phase transition problems. These include the Richards equation, which is a classical model in filtration theory. Existence and uniqueness results are proved via the comparison principle. In particular, we show existence and stability properties of maximal and minimal viscosity solutions for a general class of initial data. These results are new even in the linear case, where we also show that viscosity solutions coincide with the regular weak solutions introduced in [Alt&Luckhaus 1983].
This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption formulated on some partial differential equation defined locally by freezing the path.
We study existence of principal eigenvalues of fully nonlinear integro-differential elliptic equations with a drift term via the Krein-Rutman theorem which based on regularity up to boundary of viscosity solutions. We also show the simplicity of the eigenfunctions in viscosity sense by a nonlocal version of ABP estimate.
The validity of the comparison principle in variable coefficient fully nonlinear gradient free potential theory is examined and then used to prove the comparison principle for fully nonlinear partial differential equations which determine a suitable potential theory. The approach combines the notions of proper elliptic branches inspired by Krylov (Trans. Amer. Math. Soc. 1995) with the monotonicity-duality method initiated by Harvey and Lawson (Comm. Pure Appl. Math. 2009). In the variable coefficient nonlinear potential theory, a special role is played by the Hausdorff continuity of the prope…
We obtain an error estimate between viscosity solutions and δ-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is Lipschitz-continuous in space with linear growth in the Hessian. We also establish a rate of convergence for monotone and consistent finite difference approximation schemes for such equations.
We study entire continuous viscosity solutions to fully nonlinear elliptic equations involving the conformal Hessian. We prove the strong comparison principle and Hopf Lemma for (non-uniformly) elliptic equations when one of the competitors is $C^{1,1}$. We obtain as a consequence a Liouville theorem for entire solutions which are approximable by $C^{1,1}$ solutions on larger and larger compact domains, and, in particular, for entire $C^{1,1}_{\rm loc}$ solutions: they are either constants or standard bubbles.
In this paper we prove the Hölder regularity of bounded, uniformly continuous, viscosity solutions of some degenerate fully nonlinear equations in the Heisenberg group.
Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators
本文研究Levy型算子椭圆方程的Neumann问题，通过反射Skorokhod方程给出粘性解的概率表示，并证明其作为惩罚方程极限及稳定性结果。
We present a new stability result for viscosity solutions of fully nonlinear parabolic equations which allows to pass to the limit when one has only weak convergence in time of the nonlinearities.
Gradient bounds for viscosity solutions to certain elliptic equations
本文研究了满足退化椭圆方程的周期或一致消失函数的连续模，通过构造一维方程作为下解，导出了粘性解的梯度界及解的性质结论。
We prove Hölder continuous regularity of bounded, uniformly continuous, viscosity solutions of degenerate fully nonlinear equations defined in all of $\mathbb{R}^n$ space. In particular the result applies also to some operators in Carnot groups.
In this paper, we study some properties of viscosity sub/super-solutions of a class of fully nonlinear elliptic equations relative to the eigenvalues of the complex Hessian. We show that every viscosity subsolution is approximated by a decreasing sequence of smooth subsolutions. When the equations satisfy some conditions on the limit at infinity, we verify that the comparison principle holds, and as a sequence, we obtain a result about the existence of solution of the Dirichlet problem. Using the comparison principle, we show that, under suitable conditions, a Perron-Bremermann envelope can be…
In this paper, we study the large time behavior of solutions of a class of parabolic fully nonlinear integro-differential equations in a periodic setting. In order to do so, we first solve the ergodic problem}(or cell problem), i.e. we construct solutions of the form $λt + v(x)$. We then prove that solutions of the Cauchy problem look like those specific solutions as time goes to infinity. We face two key difficulties to carry out this classical program: (i) the fact that we handle the case of "mixed operators" for which the required ellipticity comes from a combination of the properties of th…
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.
A strong comparison principle for semicontinuous viscosity solutions of the prescribed mean curvature equation is considered. The difficulties of the problem come from the fact that this nonlinear equation is non-uniformly elliptic, does not depend on the value of unknown functions, depends on spatial variables and solutions are semicontinuous. Our simple proof of the strong comparison principle consists only of three ingredients, the definition of viscosity solutions, the inf and sup convolutions of functions, and the theory of classical solutions of quasilinear elliptic equations. Once we ha…
We prove that a viscosity solution of a uniformly elliptic, fully nonlinear equation is $C^{2,α}$ on the compliment of a closed set of Hausdorff dimension at most $ε$ less than the dimension. The equation is assumed to be $C^1$, and the constant $ε> 0$ depends only on the dimension and the ellipticity constants. The argument combines the $W^{2,ε}$ estimates of Lin with a result of Savin on the $C^{2,α}$ regularity of viscosity solutions which are close to quadratic polynomials.
We study asymptotic decay rates of viscosity solutions to some doubly nonlinear parabolic equations, including Trudinger's equation. We also prove a Phragmén-Lindelöf type result and show its optimality.
We show that any viscosity solution to a general fully nonlinear nonlocal elliptic equation can be approximated by smooth ($C^\infty$) solutions.
Vanishing viscosity limit for hyperbolic system of Temple class in 1-d with nonlinear viscosity
研究一维Temple类双曲系统在非线性粘性下的消失粘性极限，证明了小全变差初始数据光滑解的全局存在性，并验证零扩散极限与既有结果一致。
In this paper we deal with a second order nonlinear evolution inclusion, with a nonmonotone, noncoercive viscosity term. Using a parabolic regularization (approximation) of the problem and {\it a priori} bounds that permit passing to the limit, we prove that the problem has a solution.
Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity solution theory. Associated boundary conditions are Dirichlet and Neumann, and they are considered in the strong sense and the viscosity sense, respectively. By a comparison principle and Perron's method, unique existence for the Cauchy-Dirichlet and Cauchy-Neumann problems are proved.
This paper is concerned with the Minkowski convolution of viscosity solutions of fully nonlinear parabolic equations. We adopt this convolution to compare viscosity solutions of initial-boundary value problems in different domains. As a consequence, we can for instance obtain parabolic power concavity of solutions to a general class of parabolic equations. Our results apply to the Pucci operator, the normalized $q$-Laplacians with $1<q\leq\infty$, the Finsler Laplacian and more general quasilinear operators.
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
We study Phragmén-Lindelöf properties for viscosity solutions to a class of nonlinear parabolic equations of the type $H(Du, D^2u+Z(u)Du\otimes Du)+χ(t)|Du|^σ-u_t=0$ under a certain boundedness condition on $H$. We also state results for positive solutions to a class of doubly nonlinear equation $H(Du, D^2u)-f(u)u_t=0$.
We show that in dimension 3 axial-symmetric viscosity solutions of uniformly elliptic Hessian equations are in fact the classical ones.
We examine $L^p$-viscosity solutions to fully nonlinear elliptic equations with bounded-measurable ingredients. By considering $p_0<p<d$, we focus on gradient-regularity estimates stemming from nonlinear potentials. We find conditions for local Lipschitz-continuity of the solutions and continuity of the gradient. We briefly survey recent breakthroughs in regularity theory arising from (nonlinear) potential estimates. Our findings follow from -- and are inspired by -- fundamental facts in the theory of $L^p$-viscosity solutions, and results in the work of Panagiota Daskalopoulos, Tuomo Kuusi an…
We establish sharp $W^{2,p}$ regularity estimates for viscosity solutions of fully nonlinear elliptic equations under minimal, asymptotic assumptions on the governing operator $F$. By means of geometric tangential methods, we show that if the {\it recession} of the operator $F$ -- formally given by $F^*(M):=\infty^{-1} F(\infty M)$ -- is convex, then any viscosity solution to the original equation $F(D^2u) = f(x)$ is locally of class $W^{2,p}$, provided $f\in L^p$, $p>d$, with appropriate universal estimates. Our result extends to operators with variable coefficients and in this setting they a…
We prove that viscosity solutions to fully nonlinear elliptic equations with degeneracy of double phase type are locally $C^{1,γ}$-regular.
In this paper we discuss a family of viscous Cahn-Hilliard equations with a non-smooth viscosity term. This system may be viewed as an approximation of a "forward-backward" parabolic equation. The resulting problem is highly nonlinear, coupling in the same equation two nonlinearities with the diffusion term. In particular, we prove existence of solutions for the related initial and boundary value problem. Under suitable assumptions, we also state uniqueness and continuous dependence on data.
We give a simple proof of the strong maximum principle for viscosity subsolutions of fully nonlinear elliptic PDEs on the form $$ F(x,u,Du,D^2u) = 0 $$ under suitable structure conditions on the equation allowing for non-Lipschitz growth in the gradient terms. In case of smooth boundaries, we also prove the Hopf lemma, the boundary Harnack inequality and that positive viscosity solutions vanishing on a portion of the boundary are comparable with the distance function near the boundary. Our results apply to weak solutions of an eigenvalue problem for the variable exponent $p$-Laplacian.
The purpose of these expository notes is to give a quick and elementary, yet rigorous, presentation of the rudiments of the theory of Viscosity Solutions for fully nonlinear 2nd order PDE, with applications to Calculus of Variations in the space $L^\infty$.
In this paper, we investigate the asymptotic behavior of solutions to the Cauchy problem for the scalar viscous conservation law where the far field states are prescribed. Especially, we deal with the case when the viscosity is of non-Newtonian type, including a pseudo-plastic case. When the corresponding Riemann problem for the hyperbolic part admits a Riemann solution which consists of single rarefaction wave, under a condition on nonlinearity of the viscosity, it is proved that the solution of the Cauchy problem tends toward the rarefaction wave as time goes to infinity, without any smallne…
In this paper we study existence of traveling waves for 1-D compressible Euler system with dispersion (which models quantum effects through the Bohm potential) and nonlinear viscosity in the context of quantum hydrodynamic models for superfluidity. The existence of profiles is proved for appropriate (super- or sub- sonic) end states defining Lax shocks for the underlying Euler system formulated in terms of density and velocity without restrictions for the viscosity and dispersion parameters. On the other hand, the interplay of the dispersion and the viscosity plays a crucial role in proving th…
We investigate the $C^{1+α}$-regularity of solutions of parabolic equations $\partial_{t}v+H(v,Dv,D^{2}v,t,x)=0$. Our main result says that under rather general assumptions there exist $C$-viscosity and $L_{p}$-viscosity solutions which are in $C^{1+α}_{loc}$. We allow $H$ to be just measurable in $t$ and for its principal part to have sufficiently small discontinuities as a function of~$x$. No Lipschitz continuity of $H$ with respect to $v,Dv$ is required.
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 obtain an explicit Hölder regularity result for viscosity solutions of a class of second order fully nonlinear equations leaded by operator that are neither convex/concave nor uniformly elliptic.
This paper is concerned about maximum principles and radial symmetry for viscosity solutions of fully nonlinear partial differential equations. We obtain the radial symmetry and monotonicity properties for nonnegative viscosity solutions of begin{equation}F (D^2 u)+u^p=0 \quad \quad \mbox{in}\ \mathbb R^n \label{abs}\end{equation} under the asymptotic decay rate $u=o(|x|^{-\frac{2}{p-1}})$ at infinity, where $p>1$ (Theorem 1, Corollary 1). As a consequence of our symmetry results, we obtain the nonexistence of any nontrivial and nonnegative solution when $F$ is the Pucci extremal operators (Co…
In this paper we propose a new type of viscosity solutions for fully nonlinear path dependent PDEs. By restricting to certain pseudo Markovian structure, we remove the uniform non- degeneracy condition imposed in our earlier works [9, 10]. We establish the comparison principle under natural and mild conditions. Moreover, as applications we apply our results to two important classes of PPDEs: the stochastic HJB equations and the path dependent Isaacs equations, induced from the stochastic optimization with random coefficients and the path dependent zero sum game problem, respectively.
We prove global existence and uniqueness of solutions to a Cahn-Hilliard system with nonlinear viscosity terms and nonlinear dynamic boundary conditions. The problem is highly nonlinear, characterized by four nonlinearities and two separate diffusive terms, all acting in the interior of the domain or on its boundary. Through a suitable approximation of the problem based on abstract theory of doubly nonlinear evolution equations, existence and uniqueness of solutions are proved using compactness and monotonicity arguments. The asymptotic behaviour of the solutions as the the diffusion operator …
Nonlinear Stability of Linearly Expanding Goldreich-Weber Solutions for the Navier-Stokes-Poisson System with Degenerate Viscosity Under Radial Perturbations
该研究针对带退化黏性的引力纳维-斯托克斯-泊松系统，在特定剪切黏性条件下，证明了线性膨胀Goldreich-Weber解在径向扰动下的非线性稳定性。
In this paper we investigate spectral stability of traveling wave solutions to 1-$D$ quantum hydrodynamics system with nonlinear viscosity in the $(ρ,u)$, that is, density and velocity, variables. We derive a sufficient condition for the stability of the essential spectrum and we estimate the maximum modulus of eigenvalues with non-negative real part. In addition, we present numerical computations of the Evans function in sufficiently large domain of the unstable half-plane and show numerically that its winding number is (approximately) zero, thus giving a numerical evidence of point spectrum …
This paper is concerned with existence of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations. We construct a discontinuous viscosity solution of such nonlocal equation by Perron's method. If the equation is uniformly elliptic in the sense of \cite{SS}, we prove the discontinuous viscosity solution is Hölder continuous and thus it is a viscosity solution.
In this paper, a class of nonlinear option pricing models involving transaction costs is considered. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a linear function of the option's underlying asset price and the Gamma Greek $V_{xx}$. The main aim of this work is to study the governing PDE of the Delta Greek. The existence of viscosity solutions is proved using the vanishing viscosity method. Regularizing the equation by adding a small perturbation to the initial problem, a sequence of approximate solutions $u^{\varepsilon}$ is constructed and …
The weak Harnack inequality for $L^p$-viscosity supersolutions of fully nonlinear second-order uniformly parabolic partial differential equations with unbounded coefficients and inhomogeneous terms is proved. It is shown that Hölder continuity of $L^p$-viscosity solutions is derived from the weak Harnack inequality for $L^p$-viscosity supersolutions. The local maximum principle for $L^p$-viscosity subsolutions and the Harnack inequality for $L^p$-viscosity solutions are also obtained. Several further remarks are presented when equations have superlinear growth in the first space derivatives.
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