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.
We study the Dirichlet problem for non-homogeneous equations involving the fractional $p$-Laplacian. We apply Perron's method and prove Wiener's resolutivity theorem.
We deal with a class of equations driven by nonlocal, possibly degenerate, integro-differential operators of differentiability order $s\in (0,1)$ and summability growth $p>1$, whose model is the fractional $p$-Laplacian with measurable coefficients. We state and prove several results for the corresponding weak supersolutions, as comparison principles, a priori bounds, lower semicontinuity, and many others. We then discuss the good definition of $(s,p)$-superharmonic functions, by also proving some related properties. We finally introduce the nonlocal counterpart of the celebrated Perron method…
We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a comparison principle, rather than considering equations driven by smooth approximating paths. The result covers the case of multidimensional geometric rough path noise, where the noise coefficients depend nontrivially on space and on the gradient of the solution. Also included in this note is a discussion of the comparison principle and a summary of the path…
In this paper, we prove existence results of a one-dimensional periodic solution to equations with the fractional Laplacian of order $s\in(1/2,1)$, singular nonlinearity, and gradient term under various situations, including nonlocal contra-part of classical Lienard vector equations, as well other nonlocal versions of classical results know only in the context of second-order ODE. Our proofs are based on degree theory and Perron's method, so before that we need to establish a variety of priori estimates under different assumptions on the nonlinearities appearing in the equations. Besides, we o…
In this paper we deal with the well-posedness of Dirichlet problems associated to nonlocal Hamilton-Jacobi parabolic equations in a bounded, smooth domain $Ω$, in the case when the classical boundary condition may be lost. We address the problem for both coercive and noncoercive Hamiltonians: for coercive Hamiltonians, our results rely more on the regularity properties of the solutions, while noncoercive case are related to optimal control problems and the arguments are based on a careful study of the dynamics near the boundary of the domain. Comparison principles for bounded sub and supersolu…
This paper is concerned with interior regularity of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations with Dini continuous terms. We obtain $C^σ$ regularity estimates for the nonlocal equations by perturbative methods and a version of a recursive Evans-Krylov theorem.
In this paper, we establish pointwise Schauder estimates for solutions of nonlocal fully nonlinear elliptic equations by perturbative arguments. A key ingredient is a recursive Evans-Krylov theorem for nonlocal fully nonlinear translation invariant equations.
In this paper we prove the existence of smooth solutions to fully nonlinear and nonlocal parabolic equations with critical index. The proof relies on the apriori Hölder estimate for advection fractional-diffusion equation established by Silvestre \cite{Si2}.
We obtain Dini type estimates for a class of concave fully nonlinear nonlocal elliptic equations of order $σ\in (0,2)$ with rough and non-symmetric kernels. The proof is based on a novel application of Campanato's approach and a refined $C^{σ+α}$ estimate in [8].
We prove the existence and $C^{1,α}$ regularity of solutions to nonlocal fully nonlinear elliptic double obstacle problems. We also obtain boundary regularity for these problems. The obstacles are assumed to be Lipschitz semi-concave/semi-convex functions, and we do not require them to be $C^1$. Our approach is to adapt a penalization method to be applicable to the setting of nonlocal equations and their viscosity solutions.
We establish sharp $C^{2s}$ interior regularity estimates for solutions of fully nonlinear nonlocal equations with bounded right hand side. More precisely, we show that if $I$ is a fully nonlinear nonlocal concave or convex elliptic operator and $f\in L^\infty(B_1)$ then \[ Iu=f\quad\textrm{ in }\quad B_1 \quad \Rightarrow\quad u\in C^{2s}(B_{1/2}). \] This result generalizes the linear counterpart proved by Ros-Oton and Serra and extends previous available results for fully nonlinear nonlocal operators. As an application, we get a basic regularity estimate for the nonlocal two membranes probl…
We are concerned with the well-posedness of Neumann boundary value problems for nonlocal Hamilton-Jacobi equations related to jump processes in general smooth domains. We consider a nonlocal diffusive term of censored type of order less than 1 and Hamiltonians both in coercive form and in noncoercive Bellman form, whose growth in the gradient make them the leading term in the equation. We prove a comparison principle for bounded sub-and supersolutions in the context of viscosity solutions with generalized boundary conditions, and consequently by Perron's method we get the existence and uniquen…
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variable is described by an $n$-dimensional Levy process. We first establish a continuous dependence estimate for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the partial integro-differential operator and on the obstacles and terminal conditions. Using the continuous dependenc…
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.
We obtain Schauder estimates for a class of concave fully nonlinear nonlocal parabolic equations of order $σ\in (0,2)$ with rough and non-symmetric kernels. As a application, we prove that the solution to a translation invariant equation with merely bounded data is $C^σ$ in $x$ variable and $Λ^1$ in $t$ variable, where $Λ^1$ is the Zygmund space.
This paper is concerned with a general class of fully nonlinear parabolic equations with monotone nonlocal terms. We investigate the quasiconvexity preserving property of positive, spatially coercive viscosity solutions. We prove that if the initial value is quasiconvex, the viscosity solution to the Cauchy problem stays quasiconvex in space for all time. Our proof can be regarded as a limit version of that for power convexity preservation as the exponent tends to infinity. We also present several concrete examples to show applications of our result.
We show that a certain class of fully nonlinear nonlocal equations have smooth solutions as long as the right-hand side is nice and the boundary datum is bounded. To this end we follow the classical strategy. We first show that solutions are $C^{σ+α}$ continuous, then develop a bootstrap argument robust enough for operators that may depend on the solution and its σ-derivatives.
We establish $C^{σ+α}$ interior estimates for concave nonlocal fully nonlinear equations of order $σ\in(0,2)$ with rough kernels. Namely, we prove that if $u\in C^α(\mathbb R^n)$ solves in $B_1$ a concave translation invariant equation with kernels in $\mathcal L_0(σ)$, then $u$ belongs to $C^{σ+α}(\overline{ B_{1/2}})$, with an estimate. More generally, our results allow the equation to depend on $x$ in a $C^α$ fashion. Our method of proof combines a Liouville theorem and a blow-up (compactness) procedure. Due to its flexibility, the same method can be useful in different regularity proofs fo…
We obtain Dini and Schauder type estimates for concave fully nonlinear nonlocal parabolic equations of order $σ\in (0,2)$ with rough and non-symmetric kernels, and drift terms. We also study such linear equations with only measurable coefficients in the time variable, and obtain Dini type estimates in the spacial variable. This is a continuation of the work [10, 11] by the first and last authors.
In this paper we consider the system involving fully nonlinear nonlocal operators: $$ \left\{ \begin{array}{ll} F_α(u(x)) = C_{n,α} PV \int_{{R}^n} \frac{G(u(x)-u(y))}{|x-y|^{n+α}} dy=f(v(x)), F_β(v(x)) = C_{n,β} PV \int_{{R}^n} \frac{G(v(x)-v(y))}{|x-y|^{n+β}} dy=g(u(x)). \end{array} \right. $$ A \textit{narrow region principle} and a \textit{decay at infinity} for the system for carrying on the method of moving planes are established. Then we prove the radial symmetry and monotonicity for positive solutions to the nonlinear system in the whole space. Non-existence of positive solutions to th…
We prove space and time regularity for solutions of fully nonlinear parabolic integro-differential equations with rough kernels. We consider parabolic equations $u_t = \I u$, where $\I$ is translation invariant and elliptic with respect to the class $\mathcal L_0(σ)$ of Caffarelli and Silvestre, $σ\in(0,2)$ being the order of $\I$. We prove that if $u$ is a viscosity solution in $B_1 \times (-1,0]$ which is merely bounded in $\R^n \times (-1,0]$, then $u$ is $C^β$ in space and $C^{β/σ}$ in time in $\overline{B_{1/2}} \times [-1/2,0]$, for all $β< \min\{σ, 1+α\}$, where $α>0$. Our proof combine…
We study the large-time behavior in all $L^p$ norms and in different space-time scales of solutions to a nonlocal heat equation in $\mathbb{R}^N$ involving a Caputo $α$-time derivative and a power of the Laplacian $(-Δ)^s$, $s\in (0,1)$, extending recent results by the authors for the case $s=1$. The initial data are assumed to be integrable, and, when required, to be also in $L^p$. The main novelty with respect to the case $s=1$ comes from the behaviour in fast scales, for which, thanks to the fat tails of the fundamental solution of the equation, we are able to give results that are not avai…
In this paper, we propose quasilinearization methods that convert nonlocal fully-nonlinear parabolic systems into the nonlocal quasilinear parabolic systems. The nonlocal parabolic systems serve as important mathematical tools for modelling the subgame perfect equilibrium solutions to time-inconsistent dynamic choice problems, which are motivated by the study of behavioral economics. Different types of nonlocal parabolic systems were studied but left behind the fully-nonlinear case and the connections among them. This paper shows the equivalence in solvability between nonlocal fully-nonlinear …
In this paper we prove a nonlocal version of the Cordes-Niremberg estimates. We use it to extend our previous regularity results for fully nonlinear integro-differential equations to the variable coefficient case and several other settings where the equation can be thought of as a perturbation of the translation invariant case.
We treat the exterior Dirichlet problem for a class of fully nonlinear elliptic equations of the form $$f(λ(D^2u))=g(x),$$ with prescribed asymptotic behavior at infinity. The equations of this type had been studied extensively by Caffarelli--Nirenberg--Spruck \cite{Caffarelli1985}, Trudinger \cite{Trudinger1995} and many others, and there had been significant discussions on the solvability of the classical Dirichlet problem via the continuity method, under the assumption that $f$ is a concave function. In this paper, based on the Perron's method, we establish an exterior existence and uniquen…
We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on the classical viscosity solution technique adapted to the setting of interconnected obstacles and construction of explicit viscosity sub- and supersolutions as bounds for Perron's method. Our motivation stems from so called optimal switching problems on bounded domains.
We prove that the fractional derivatives of solutions to a class of nonlocal fully nonlinear elliptic equations are epsilon-integrable. We follow Fanghua Lin's original approach to the analogous problem for second order equations, by first proving a potential estimate, then combining this estimate with the ABP-type estimate by N. Guillen and R. Schwab to control the size of the superlevel sets of the fractional derivatives of solutions.
We prove a $C^{1,α}$ interior regularity theorem for fully nonlinear uniformly elliptic integro-differential equations without assuming any regularity of the kernel. We then give some applications to linear theory and higher regularity of a special class of nonlinear operators.
We study the Cauchy problem for a nonlocal heat equation, which is of fractional order both in space and time. We prove four main theorems: (i) a representation formula for classical solutions, (ii) a quantitative decay rate at which the solution tends to the fundamental solution, (iii) optimal $L^2$-decay of mild solutions in all dimensions, (iv) $L^2$-decay of weak solutions via energy methods. The first result relies on a delicate analysis of the definition of classical solutions. After proving the representation formula we carefully analyze the integral representation to obtain the quantit…
We study existence, uniqueness and boundary blow-up profile for fractional harmonic functions on a bounded smooth domain $Ω\subset \mathbb R^N$. We deal with harmonic functions associated to uniformly elliptic, fully nonlinear nonlocal operators, including the linear case $$ (-Δ)^s u = 0 \quad \mbox{in} \ Ω, $$ where $(-Δ)^s$ denotes the fractional Laplacian of order $2s \in (0,2)$. We use the viscosity solution's theory and Perron's method to construct harmonic functions with zero exterior condition in $\bar Ω^c$, and boundary blow-up profile $$ \lim_{x\to x_0, x \in Ω}\mathrm{dist}(x, \parti…
We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of the temporal and spatial variables $(s,y)$ and thus the problem could be considered as a flow of equations. The nonlocality comes from the dependence on the unknown function and its first- and second-order derivatives evaluated at not only the local point $(t,s,y)$ but also at the diagonal line of the time domain $(s,s,y)$. Such equations arise from time-in…
In this paper, the positive solutions to Choquard equation involving fully nonlinear nonlocal operator are shown to be symmetric and monotone by using the moving plane method which has been introduced by Chen, Li and Li in 2015. The key ingredients are to obtain the "narrow region principle" and "decay at infinity" for the corresponding problems. Similar ideas can be easily applied to various nonlocal problems with more general nonlinearities.