As a sequel to the paper [9], we study the existence and properties of Lipschitz solutions to the initial-boundary value problem of some forward-backward parabolic equations with diffusion fluxes violating Fourier's inequality.
In this work, we shall study the nonlinear inverse problems of recovering the Robin coefficients in elliptic and parabolic systems of second order, and establish their local Lipschitz stabilities. Some local Lipschitz stability was derived for an elliptic inverse Robin problem. We shall first restructure the arguments in \cite{chou04} for the local Lipschitz stability so that the stability follows from three basic conditions for the elliptic inverse Robin problem. The new arguments are then generalized to help establish a novel local Lipschitz stability for parabolic inverse Robin problems.
We find minimal regularity conditions on the coefficients of a parabolic operator, ensuring that no nontrivial solution tends to zero faster than any exponential.
We prove forward and backward parabolic boundary Harnack principles for nonnegative solutions of the heat equation in the complements of thin parabolic Lipschitz sets given as subgraphs $E=\{(x,t): x_{n-1}\leq f(x'',t),x_n=0\}\subset \mathbb{R}^{n-1}\times\mathbb{R} $ for parabolically Lipschitz functions $f$ on $\mathbb{R}^{n-2}\times\mathbb{R}$. We are motivated by applications to parabolic free boundary problems with thin (i.e co-dimension two) free boundaries. In particular, at the end of the paper we show how to prove the spatial $C^{1,α}$ regularity of the free boundary in the parabolic …
In this paper, we establish strong backward uniqueness for solutions to sublinear parabolic equations of the type (1.1). The proof of our main result Theorem 1.1 is achieved by means of a new Carleman estimate and a Weiss type monotonicity that are tailored for such parabolic sublinear operators.
We present an existence result for a partial differential inclusion with linear parabolic principal part and relaxed one-sided Lipschitz multivalued nonlinearity in the framework of Gelfand triples. Our study uses discretizations of the differential inclusion by a Galerkin scheme, which is compatible with a conforming finite element method, and we analyze convergence properties of the discrete solution sets.
We bound the modulus of continuity of solutions to quasilinear parabolic equations in one space variable in terms of the initial modulus of continuity and elapsed time. In particular we characterize those equations for which the Lipschitz constants of solutions can be bounded in terms of their initial oscillation and elapsed time.
We develop an improved version of the parabolic Lipschitz truncation, which allows qualitative control of the distributional time derivative and the preservation of zero boundary values. As a consequence, we establish a new caloric approximation lemma. We show functions. The distance is measured in terms of spatial gradients as well as almost uniformly in time. Both results are extended to the setting of Orlicz growth.
We prove local Lipschitz regularity for weak solutions to a class of degenerate parabolic PDEs modeled on the parabolic $p$-Laplacian $$\p_t u= \sum_{i=1}^{2n} X_i (|\nabla_0 u|^{p-2} X_i u),$$ in a cylinder $Ω\times \R^+$, where $Ω$ is domain in the Heisenberg group $\Hn$, and $2\le p \le 4$. The result continues to hold in the more general setting of contact sub-Riemannian manifolds.
In this paper we study the backward uniqueness for parabolic equations with non-Lipschitz coefficients in time and space. The result presented here improves an old uniqueness theorem due to Lions and Malgrange [Math. Scand. ${\bf 8}$ (1960), 277--286] and some more recent results of Del Santo and Prizzi [J. Math. Pures Appl. ${\bf 84}$ (2005), 471--491; Ann. Mat. Pura Appl., to appear].
We prove continuous dependence on initial data for a backward parabolic operator whose leading coefficients are Osgodd continuous in time. This result fills the gap between uniqueness and continuity results obtained so far.
In this paper, we study an inverse problem for linear parabolic system with variable diffusion coefficients subject to dynamic boundary conditions. We prove a global Lipschitz stability for the inverse problem involving a simultaneous recovery of two source terms from a single measurement and interior observations, based on a recent Carleman estimate for such problems.
We prove logarithmic conditional stability up to the final time for backward-parabolic operators whose coefficients are Log-Lipschitz continuous in $t$ and Lipschitz continuous in $x$. The result complements previous achievements of Del Santo and Prizzi (2009) and Del Santo, Jaeh and Prizzi (2015), concerning conditional stability (of a type intermediate between Hoelder and logarithmic), arbitrarily closed, but not up to the final time.
We prove the backward uniqueness for general parabolic operators of second order in the whole space under assumptions that the leading coefficients of the operator are Lipschitz and their gradients satisfy certain decay conditions. This result extends in some ways a classical result of Lions and Malgrange [12] and a recent result of the authors [10].
The goal of the present paper is to present a new approach to the construction of asymptotic (approximating) solutions to parabolic PDE by using the characteristics.
For a linear, strictly elliptic second order differential operator in divergence form with bounded, measurable coefficients on a Lipschitz domain $Ω$ we show that solutions of the corresponding elliptic problem with Robin and thus in particular with Neumann boundary conditions are Hoelder continuous for sufficiently $L^p$-regular right-hand sides. From this we deduce that the parabolic problem with Robin or Wentzell-Robin boundary conditions are well-posed on $\mathrm{C}(\barΩ)$.
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.
We investigate the existence and properties of Lipschitz solutions for some forward-backward parabolic equations in all dimensions. Our main approach to existence is motivated by reformulating such equations into partial differential inclusions and relies on a Baire's category method. In this way, the existence of infinitely many Lipschitz solutions to certain initial-boundary value problem of those equations is guaranteed under a pivotal density condition. Finally, we study two important cases of forward-backward anisotropic diffusion in which the density condition can be realized and therefo…
This paper study the two--phase problem for the forward-backward parabolic equation with diffusion function of cubic type. Existence and uniqueness for these kind of problems were obtained in literature in the case in which the phases are both stable. Here we consider the situation in which the unstable phase is taken in account, obtaining not trivial solution of the problem. It is interesting to note that such solutions are given by solving generalized Abel's equations.
We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.
Using Bony's paramultiplication we improve a result obtained in in a previous paper for operators having coefficients non-Lipschitz-continuous with respect to $t$ but ${\mathcal C}^2$ with respect to $x$, showing that the same result is valid when ${\mathcal C}^2$ regularity is replaced by Lipschitz regularity in $x$.
We prove Hölder continuity up to the boundary for solutions of quasi-linear degenerate elliptic problems in divergence form, not necessarily of variational type, on Lipschitz domains with Neumann and Robin boundary conditions. This includes the $p$-Laplace operator for all $p \in (1,\infty)$, but also operators with unbounded coefficients. Based on the elliptic result we show that the corresponding parabolic problem is well-posed in the space $C(\barΩ)$ provided that the coefficients satisfy a mild monotonicity condition. More precisely, we show that the realization of the elliptic operator in…
This paper study the well--posedness of the entropy formulation given by Plotnikov in [{Differential Equations}, 30 (1994), pp. 614--622] for forward-backward parabolic problem obtained as singular limit of a proper pseudoparabolic approximation. It was proved in [C. Mascia, A. Terracina, and A. Tesei, {Arch.\ Ration.\ Mech.\ Anal.}, 194 (2009), pp. 887--925] that such formulation gives uniqueness when the solution takes values in the stable phases. Here we consider the situation in which unstable phase is taken in account, proving that, in general, uniqueness does not hold.
In this paper we present an improvement of [Math. Ann. 345 (2009), 213--243], where the authors proved a result concerning continuous dependence for backward parabolic operators whose coefficients are Log-Lipschitz in $t$ and $C^2$ in $x$. The $C^2$ regularity with respect to $x$ had to be assumed for technical reasons. Here we remove this assumption, replacing it with Lipschitz-continuity. The main tools in the proof are Littlewood-Paley theory and Bony's paraproduct as well as a result of Coifman and Meyer [Astérisque 57, 1978, Th. 35].
We consider functions $u\in L^\infty(L^2)\cap L^p(W^{1,p})$ with $1<p<\infty$ on a time space domain. Solutions to non-linear evolutionary PDE's typically belong to these spaces. Many applications require a Lipschitz approximation $u_λ$ of $u$ which coincides with $u$ on a large set. For problems arising in fluid mechanics one needs to work with solenoidal (divergence-free) functions. Thus, we construct a Lipschitz approximation, which is also solenoidal. As an application we revise the existence proof for non-stationary generalized Newtonian fluids in [DRW10]. Since ${\rm div} u_λ=0$, we are …
A Characterization of Solvability of the Parabolic $L^p$ Dirichlet Problem on Lipschitz Graph Domains Via Carleson Measure Estimates of Bounded Solutions
In a Lipschitz cylinder, this paper is devoted to establish an almost sharp error estimate $O(\varepsilon\log_2(1/\varepsilon))$ in $L^2$-norm for parabolic systems of elasticity with initial-Dirichlet conditions, arising in the homogenization theory. To achieve the goal, with the parabolic distance function being a weight, we first developed some new weighted-type inequalities for the smoothing operator at scale $\varepsilon$ in terms of t-anisotropic Sobolev spaces, and then all the problems may be reduced to three kinds of estimate for the homogenized system, in which a weighted-type Caccio…
The main result of this paper is to prove that viscosity solutions to a parabolic free boundary problem with variable coefficients are Lipschitz continuous under the assumptions that the solution has a Lipschitz free boundary and satisfies a non-degeneracy condition. This is the optimal regularity for this problem.
A rigorous proof is given for the convergence of the solutions of a viscous Cahn-Hilliard system to the solution of the regularized version of the forward-backward parabolic equation, as the coefficient of the diffusive term goes to 0. Non-homogenous Neumann boundary condition are handled for the chemical potential and the subdifferential of a possible non-smooth double-well functional is considered in the equation. An error estimate for the difference of solutions is also proved in a suitable norm and with a specified rate of convergence.
Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.
For the parabolic obstacle-problem-like equation $$Δu - \partial_t u = λ_+ χ_{\{u>0\}} - λ_- χ_{\{u<0\}} ,$$ where $λ_+$ and $λ_-$ are positive Lipschitz functions, we prove in arbitrary finite dimension that the free boundary $\partial\{u>0\} \cup\partial\{u<0\}$ is in a neighborhood of each ``branch point'' the union of two Lipschitz graphs that are continuously differentiable with respect to the space variables. The result extends the elliptic paper \cite{imrn} to the parabolic case. The result is optimal in the sense that the graphs are in general not better than Lipschitz, as shown by a c…
We shall study in this paper the Lipschitz type stabilities and convergence rates of Tikhonov regularization for the recovery of the radiativities in elliptic and parabolic systems with Dirichlet boundary conditions. The Lipschitz type stability estimates are derived. Due to the difficulty of the verification of the existing source conditions or nonlinearity conditions for the considered inverse radiativity problems in high dimensional spaces, some new variational source conditions are proposed. The conditions are rigorously verified in general dimensional spaces under the Lipschitz type stabi…
In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on data, for a system of partial differential equations and inclusion, which may be interpreted, e.g., as evolving equation for physical quantities such as concentration and chemical potential. The model deals with a constant mobility and it is recovered from a possibly non-convex free-energy density. In particular, we render a general viscous regularization via…
We investigate the relation between the backward uniqueness and the regularity of the coefficients for a parabolic operator. A necessary and sufficient condition for uniqueness is given in terms of the modulus of continuity of the coefficients.
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the solutions to blow up near the boundary.
We study existence, uniqueness, semi-group property, and a priori estimates for solutions for backward parabolic Ito equations in domains with boundary. We study also duality between forward and backward equations. The semi-group for backward equations is established in the form of some anti-causality. The novelty is that the semi-group property involves the diffusion term that is a part of the solution.
We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte Carlo methods for their numerical treatment.
In this paper we study viscosity solutions of semilinear parabolic equations in the Heisenberg group. We show uniqueness of viscosity solutions with exponential growth at space infinity. We also study Lipschitz and horizontal convexity preserving properties under appropriate assumptions. Counterexamples show that in general such properties that are well-known for semilinear and fully nonlinear parabolic equations in the Euclidean spaces do not hold in the Heisenberg group.
We consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backward parabolic in the remainder. Such problems arise naturally in various stochastic models, such as fluid models for data-handling systems and Markov-modulated queues. We employ singular perturbation methods to study the problem for small values of the parameter.
In this paper, we establish the existence of a 1-parameter family of spatially inhomogeneous radially symmetric classical self-similar solutions to a Cauchy problem for a semi-linear parabolic PDE with non-Lipschitz nonlinearity and trivial initial data. Specifically we establish well-posedness for an associated initial value problem for a singular two-dimensional non-autonomous dynamical system with non-Lipschitz nonlinearity. Additionally, we establish that solutions to the initial value problem converge algebraically to the origin and oscillate as $η\to \infty$.
We derive an estimate for the minimal period of autonomous strongly damped hyperbolic problems. Our result corresponds to the works by Yorke, Busenberg et al. for ordinary differential equations as well as Robinson and Vidal-Lopez for parabolic problems. A general approach is developed for treating both hyperbolic and parabolic problems. An example of application to a class of beam equations is provided.
We study the existence and properties of Lipschitz continuous weak solutions to the Neumann boundary value problem for a class of one-dimensional quasilinear forward-backward diffusion equations with linear convection and reaction. The diffusion flux function is assumed to be of a forward-backward type that contains two forward-diffusion phases. We prove that, for all smooth initial data, there exists at least one weak solution whose spatial derivative stays in the two forward phases. Also, for all smooth initial data that have a derivative value lying in a certain phase transition range, we s…
It is shown that a function $u$ satisfying $|\partial_tu+\sum_{i,j}\partial_i(a^{ij}\partial_ju)|\leq N(|u|+|\nabla u|)$, $|u(x,t)|\leq Ne^{N|x|^2}$ in $\mathbb{R}^n_+\times[0,T]$ and $u(x,0)=0$ in $\mathbb{R}^n_+$ under certain conditions on $\{a^{ij}\}$ must vanish identically in $\mathbb{R}^n_+\times[0,T]$. The main point of the result is that the conditions imposed on $\{a^{ij}\}$ are of the type: $\{a^{ij}\}$ are Lipschitz and $|\nabla_xa^{ij}(x,t)|\leq \frac{E}{|x|}$, where $E$ is less than a given number, and the conditions are in some sense optimal.