We investigate existence and uniqueness of solutions to a class of fractional parabolic equations satisfying prescribed pointwise conditions at infinity (in space), which can be time- dependent. Moreover, we study the asymptotic behaviour of such solutions. We also consider solutions of elliptic equations satisfying appropriate conditions at infinity.
The purpose of this paper is to obtain an upper bound for the fundamental solution for parabolic Cauchy problem u'=Au, where A is a second order elliptic partial differential operator with unbounded coefficients such that its potential and the potential of the formal adjoint of the operator A are bounded from below.
We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov semigroups having an invariant measure. We also study spectral properties of the realization of the parabolic operator $u\mapsto {\cal A}(t) u - u_t$ in suitable $L^p$ spaces.
We consider the asymptotic behavior of quasilinear parabolic equations posed in a family of unbounded domains that degenerates onto a lower dimensional set. Considering an auxiliary family of weighted Sobolev spaces we show the existence of global attractors and we analyze convergence properties of the solutions as well of the attractors.
We study unbounded (viscosity) supersolutions of the Evolutionary p-Laplace Equation in the slow diffusion case. The supersolutions fall into two widely different classes, depending on whether they are locally summable to the power p-2 or not. Also the Porous Medium Equation is studied.
Given a class of nonautonomous elliptic operators $\A(t)$ with unbounded coefficients, defined in $\overline{I \times \Om}$ (where $I$ is a right-halfline or $I=\R$ and $\Om\subset \Rd$ is possibly unbounded), we prove existence and uniqueness of the evolution operator associated to $\A(t)$ in the space of bounded and continuous functions, under Dirichlet and first order, non tangential homogeneous boundary conditions. Some qualitative properties of the solutions, the compactness of the evolution operator and some uniform gradient estimates are then proved.
Global existence and boundedness of classical solutions are shown for a parabolic-elliptic chemotaxis system with local sensing when the motility function is assumed to be unbounded at infinity. The cornerstone of the proof is the derivation of $L^\infty$-estimates on the second component of the system and is achieved by various comparison arguments.
In this paper we deal with a strongly ill-posed second-order degenerate parabolic problem in the unbounded open set $Ω\times {\mathcal O}\subset \mathbb R^{M+N}$, related to a linear equation with unbounded coefficients, with no initial condition, but endowed with the usual Dirichlet condition on $(0,T)\times \partial(Ω\times {\mathcal O})$ and an additional condition involving the $x$-normal derivative on $Γ\times {\mathcal O}$, $Γ$ being an open subset of $Ω$. The task of this paper is twofold: determining sufficient conditions on our data implying the uniqueness of the solution $u$ to the b…
Translation of the paper "Interpolation of linear spaces and maximum estimates for solutions to parabolic equations" published in Russian in the collected volume "Partial differential equations", Akad. Nauk SSSR, Sibirsk. Otdel., Inst. Mat., Novosibirsk, 1987, 50--72. Original proofs are essentially simplified. Some gaps are fixed and some comments are added.
Parabolic equations with homogeneous Dirichlet conditions on the boundary are studied in a setting where the solutions are required to have a prescribed change of the profile in fixed time, instead of a Cauchy condition. It is shown that this problem is well-posed in L_2-setting. Existence and regularity results are established, as well as an analog of the maximum principle.
We consider a class of second order linear nonautonomous parabolic equations in R^d with time periodic unbounded coefficients. We give sufficient conditions for the evolution operator G(t,s) be compact in C_b(R^d) for t>s, and describe the asymptotic behavior of G(t,s)f as t-s goes to infinity in terms of a family of measures mu_s, s in R, solution of the associated Fokker-Planck equation.
We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish also non-asymptotic, rapidly decreasing at infinity, upper and lower estimates for the fundamental solution. We extend the classical parametrix method provided by E.E. Levi.
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton-Jacobi-Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the Value Function of the controlled equation and that the feedback law is verified.
The global equi-continuity estimate on $L^p$-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients is established when obstacles are merely continuous. The existence of $L^p$-viscosity solutions is established via an approximation of given data. The local Hölder continuity estimate on the space derivative of $L^p$-viscosity solutions is shown when the obstacles belong to $C^{1, β}$, and $p>n+2$.
We prove in this short report the existence of a fundamental solution (F.S.) for the Cauchy initial boundary problem on the whole space for the parabolic differential equation having at origin the point of non-integrable unbounded discontinuity for coefficient before a first order derivative. We give also the non-asymptotic rapidly decreasing at infinity estimate for these function. We extend the classical parametrix method offered by E.E.Levi.
This paper is concerned with existence and uniqueness of solutions to two kinds of quasilinear parabolic equations. One is described as the form which includes the porous media and fast diffusion type equations. The other is the Cahn--Hilliard type system. The present paper applies Brézis theory directly to both equations and gives existence results for these two equations even if the domain is unbounded. Moreover, an error estimate is also proved via apriori estimates obtained directly.
We prove the Lp,q-solvability of parabolic equations in divergence form with full lower-order terms. The coefficients and non-homogeneous terms belong to mixed Lebesgue spaces with the lowest integrability conditions. In particular, the coefficients for the lower-order terms are not necessarily bounded. We study both the Dirichlet and conormal derivative boundary value problems on irregular domains. We also prove embedding results for parabolic Sobolev spaces, the proof of which is of independent interest.
We study an asymptotic behavior of solutions to elliptic equations of the second order in a two dimensional exterior domain. Under the assumption that the solution belongs to $L^q$ with $q \in [2,\infty)$, we prove a pointwise asymptotic estimate of the solution at the spatial infinity in terms of the behavior of the coefficients. As a corollary, we obtain the Liouville-type theorem in the case when the coefficients may grow at the spacial infinity. We also study a corresponding parabolic problem in the $n$-dimensional whole space and discuss the energy identity for solutions in $L^q$. As a co…
We introduce several notions of generalised principal eigenvalue for a linear elliptic operator on a general unbounded domain, under boundary condition of the oblique derivative type. We employ these notions in the stability analysis of semilinear problems. Some of the properties we derive are new even in the Dirichlet or in the whole space cases. As an application, we show the validity of the hair-trigger effect for the Fisher-KPP equation on general, uniformly smooth domains.
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.
We consider the weighted parabolic problem of the type \begin{equation*} \begin{split} \left\{\begin{array}{ll} u_t-\mathrm{div}(ω_2(x)|\nabla u|^{p-2} \nabla u )= λω_1(x) |u|^{p-2}u,& x\inΩ, u(x,0)=f(x),& x\inΩ, u(x,t)=0,& x\in\partialΩ,\ t>0, \end{array}\right. \end{split} \end{equation*} for quite a general class of possibly unbounded weights $ ω_1,ω_2$ satisfying the Hardy-type inequality. We prove existence of a global weak solution in the weighted Sobolev spaces provided that $λ$ is smaller than the optimal constant in the inequality.
We consider a class of nonautonomous parabolic first-order coupled systems in the Lebesgue space $L^p({\mathbb R}^d;{\mathbb R}^m)$, $(d,m \ge 1)$ with $p\in [1,+\infty)$. Sufficient conditions for the associated evolution operator ${\bf G}(t,s)$ in $C_b({\mathbb R}^d;{\mathbb R}^m)$ to extend to a strongly continuous operator in $L^p({\mathbb R}^d;{\mathbb R}^m)$ are given. Some $L^p$-$L^q$ estimates are also established together with $L^p$ gradient estimates.
This paper is concerned with supersolutions to parabolic equations of the form \begin{equation} \partial_t U (x,t)-D(x)ΔU(x,t)=0, \quad (x,t)\in \mathbb{R}^N \times (0,\infty), \end{equation} where $D\in C(\mathbb{R}^N)$ is positive. Under the behavior of the diffusion coefficient $D$ with polynomial order at spatial infinity, a family of supersolutions with slowly decaying property at spatial infinity is provided. As a first application, weighted $L^2$ type decay estimates for the initial-boundary value problem of the corresponding parabolic equation are proved. The second application is the …
Well-posedness of nonlinear parabolic equations with unbounded drift via nonlinear evolution theory
University of Helsinki（赫尔辛基大学）；Charles University（查理大学）；Università di Verona（维罗纳大学）；MODEMAT Research Center in Mathematical Modeling and Optimization（数学建模与优化研究中心）
This paper is concerned with pullback attractors of the stochastic p-Laplace equation defined on the entire space R^n. We first establish the asymptotic compactness of the equation in L^2(R^n) and then prove the existence and uniqueness of non-autonomous random attractors. This attractor is pathwise periodic if the non-autonomous deterministic forcing is time periodic. The difficulty of non-compactness of Sobolev embeddings on R^n is overcome by the uniform smallness of solutions outside a bounded domain.
In this paper we consider quasilinear Keller-Segel type systems of two kinds in higher dimensions. In the case of a nonlinear diffusion system we prove an optimal (with respect to possible nonlinear diffusions generating explosion in finite time of solutions) finite-time blowup result. In the case of a cross-diffusion system we give results which are optimal provided one assumes some proper non-decay of a nonlinear chemical sensitivity. Moreover, we show that once we do not assume the above mentioned non-decay, our result cannot be as strong as in the case of nonlinear diffusion without nonlin…
We study the Cauchy problem for the semilinear nonautonomous parabolic equation $u_t=\mathcal{A}(t)u+ψ(t,u)$ in $[s,τ]\times {{\mathbb R}^d}$, $τ> s $, in the spaces $C_b([s, τ]\times{{\mathbb R}^d})$ and in $L^p((s, τ)\times{{\mathbb R}^d}, ν)$. Here $ν$ is a Borel measure defined via a tight evolution system of measures for the evolution operator $G(t,s)$ associated to the family of time depending second order uniformly elliptic operators $\mathcal{A}(t)$. Sufficient conditions for existence in the large and stability of the null solution are also given in both $C_b$ and $L^p$ contexts. The …
We study the asymptotic (in time) behavior of positive and sign-changing solutions to nonlinear parabolic problems in the whole space or in the exterior of a ball with Dirichlet boundary conditions. We show that, under suitable regularity and stability assumptions, solutions are asymptotically (in time) foliated Schwarz symmetric, i.e., all elements in the associated omega-limit set are axially symmetric with respect to a common axis passing through the origin and are nonincreasing in the polar angle. We also obtain symmetry results for solutions of Hénon-type problems, for equilibria (i.e. fo…
This paper deals with the prescribed mean curvature equations both in the Euclidean case and in the Lorentz-Minkowski case in presence of a nonlinearity $g$ such that $g'(0)>0$. We show the existence of oscillating solutions, namely with an unbounded sequence of zeros. We show the existence of oscillating solutions, namely with an unbounded sequence of zeros. Moreover these solutions are periodic, if $N=1$, while they are radial symmetric and decay to zero at infinity with their derivatives, if $N\ge 2$.
In this paper we investigate maximal $L^q$-regularity for time-dependent viscous Hamilton-Jacobi equations with unbounded right-hand side and superlinear growth in the gradient. Our approach is based on the interplay between new integral and Hölder estimates, interpolation inequalities, and parabolic regularity for linear equations. These estimates are obtained via a duality method à la Evans. This sheds new light on a parabolic counterpart of a conjecture by P.-L. Lions on maximal regularity for Hamilton-Jacobi equations, recently addressed in the stationary framework by the authors. Finally,…
We consider a model for the propagation of a driven interface through a random field of obstacles. The evolution equation, commonly referred to as the Quenched Edwards-Wilkinson model, is a semilinear parabolic equation with a constant driving term and random nonlinearity to model the influence of the obstacle field. For the case of isolated obstacles centered on lattice points and admitting a random strength with exponential tails, we show that the interface propagates with a finite velocity for sufficiently large driving force. The proof consists of a discretization of the evolution equation…
This paper is concerned with a quaslinear parabolic equation including a nonlinear nonlocal initial condition. The problem arises as equilibrium equation in population dynamics with nonlinear diffusion. We make use of global bifurcation theory to prove existence of an unbounded continuum of positive solutions.
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.
We consider strongly degenerate parabolic operators of the form \[ \mathcal{L}:=\nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_Y-\partial_t \] in unbounded domains \[ Ω=\{(X,Y,t)=(x,x_{m},y,y_{m},t)\in\mathbb R^{m-1}\times\mathbb R\times\mathbb R^{m-1}\times\mathbb R\times\mathbb R\mid x_m>ψ(x,y,t)\}. \] We assume that $A=A(X,Y,t)$ is bounded, measurable and uniformly elliptic (as a matrix in $\mathbb R^{m}$) and concerning $ψ$ and $Ω$ we assume that $Ω$ is what we call an (unbounded) Lipschitz domain: $ψ$ satisfies a uniform Lipschitz condition adapted to the dilation structure and the (non-Euc…
We show that solutions of time-dependent degenerate parabolic equations with super-quadratic growth in the gradient variable and possibly unbounded right-hand side are locally ${\mathcal C}^{0,α}$. Unlike the existing (and more involved) proofs for equations with bounded right-hand side, our arguments rely on constructions of sub- and supersolutions combined with improvement of oscillation techniques.
In this paper we consider the motion of a rigid body in a viscous incompressible fluid when some Navier slip conditions are prescribed on the body's boundary. The whole `viscous incompressible fluid + rigid body' system is assumed to occupy the full plane $\R^{2}$. We prove the existence of global-in-time weak solutions with constant non-zero circulation at infinity.
We prove the Harnack inequality for general nonlocal elliptic equations with zero order terms. As an application we prove the existence of the principal eigenvalue in general domains. Furthermore, we study the eigenvalue problem associated to the existence of self-similar solutions to the parabolic problem and provide estimates on the decay rate.
We consider a class of abstract quasilinear parabolic problems with lower--order terms exhibiting a prescribed singular structure. We prove well--posedness and Lipschitz continuity of associated semiflows. Moreover, we investigate global existence of solutions and we extend the generalized principle of linearized stability to settings with initial values in critical spaces. These general results are applied to the surface diffusion flow in various settings.
In this paper, we consider the dual fractional parabolic problem in the right half space. We prove that the positive solutions are strictly increasing in $x_1$ direction without assuming the solutions be bounded. So far as we know, this is the first paper to explore the monotonicity of possibly unbounded solutions for the nonlocal parabolic problem involving both the fractional time derivative $\partial_t^α$ and the fractional Laplacian $(-Δ)^s$. To overcome the difficulties caused by the dual nonlocality in space-time and by the remarkably weak assumptions on solutions, we introduced several …
We study the possibility of prescribing infinite initial values for solutions of the Evolutionary $p$-Laplace Equation in the fast diffusion case $p>2$. This expository note has been extracted from our previous work. When infinite values are prescribed on the whole initial surface, such solutions can exist only if the domain is a space-time cylinder.
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable and which become degenerate along the boundary of the half-space. We establish existence and uniqueness of solutions in weighted Holder spaces which incorporate both the degeneracy at the boundary and the unboundedness of the coefficients. In our companion article [arXiv:1211.4636], we apply the main result of this article to show that the martingale problem…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and mathematical finance, concerning degenerate diffusion processes. We show that the martingale problem associated with a degenerate-elliptic differential operator with unbounded, locally Holder continuous coefficients on a half-space is well-posed in the sense of Stroock and Varadhan. Second, we prove existence, uniqueness, and the strong Markov property for w…
For the planar $N$-centre problem $$ \ddot x = - \sum_{i=1}^N \frac{m_i (x-c_i)}{| x - c_i|^{α+2}}, \qquad x \in \mathbb{R}^2 \setminus \{ c_1,\ldots,c_N \}, $$ where $m_i > 0$ for $i=1,\ldots,N$ and $α\in [1,2)$, we prove the existence of entire parabolic trajectories, having prescribed asymptotic directions for $t \to \pm\infty$ and prescribed topological characterization with respect to the set of the centres.
In this paper we prove global bounds on the spatial gradient of viscosity solutions to second order linear and nonlinear parabolic equations in $(0,T) \times \R^N$. Our assumptions include the case that the coefficients be both unbounded and with very mild local regularity (possibly weaker than the Dini continuity), the estimates only depending on the parabolicity constant and on the modulus of continuity of coefficients (but not on their $L^{\infty}$-norm). Our proof provides the analytic counterpart to the probabilistic proof used in Priola and Wang (J. Funct. Anal. 2006) to get this type of…
Maximum Principles on unbounded domains play a crucial rôle in several problems related to linear second-order PDEs of elliptic and parabolic type. In this paper we consider a class of sub-elliptic operators $\mathcal{L}$ in $\mathbb{R}^N$ and we establish some criteria for an unbounded open set to be a Maximum Principle set for $\mathcal{L}$. We extend some classical results related to the Laplacian (by Deny, Hayman and Kennedy) and to the sub-Laplacians on stratified Lie groups (by Bonfiglioli and the second-named author).
We prove a global approximation theorem for a general parabolic operator $L$, which asserts that if $v$ satisfies the equation $Lv=0$ in a spacetime region $Ω\subset \mathbb{R}^{n+1}$ satisfying certain necessary topological condition, then it can be approximated in a Hölder norm by a global solution $u$ to the equation. If $Ω$ is compact and $L$ is the usual heat operator, one can instead approximate the local solution $v$ by the unique solution that falls off at infinity to the Cauchy problem with a suitably chosen smooth, compactly supported initial datum. These results are next applied to …
We establish the monotonicity property for the mass of non-pluripolar products on compact Kahler manifolds, and we initiate the study of complex Monge-Ampere type equations with prescribed singularity type. Using the variational method of Berman-Boucksom-Guedj-Zeriahi we prove existence and uniqueness of solutions with small unbounded locus. We give applications to Kahler-Einstein metrics with prescribed singularity, and we show that the log-concavity property holds for non-pluripolar products with small unbounded locus.
In this paper we present a weighted $L_p$-theory of second-order parabolic partial differential equations defined on $C^1$ domains. The leading coefficients are assumed to be measurable in time variable and have VMO (vanishing mean oscillation) or small BMO (bounded mean oscillation) with respect to space variables, and lower order coefficients are allowed to be unbounded and to blow up near the boundary. Our BMO condition is slightly relaxed than the others in the literature.
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded. Such a measure together with a Liouville-type theorem will play a crucial role in two applications: the ergodic problem studied through stationary problems with vanishing discount and the long time behavior of the solution to a parabolic Cauchy problem. In both cases, the constants will be characterized in terms of the invariant measure.
In this article a class of additive invariant positive selfadjoint pseudodifferential unbounded operators on $L^{2}(\mathbb{A}_{f})$, where $\mathbb{A}_{f}$ is the ring of finite adéles of the rational numbers, is considered to state a Cauchy problem of parabolic--type equations. These operators come from a set of additive invariant non-Archimedean metrics on $\mathbb{A}_{f}$. The fundamental solutions of these parabolic equations determines normal transition functions of Markov process on $\mathbb{A}_{f}$. Using the fractional Laplacian on the Archimedean place, $\mathbb{R}$, a class of parab…
