The uniqueness of parabolic Cauchy problems is nowadays a classical problem and since Hadamard \cite{Ha} these kind of problems are known to be ill-posed and even severely ill-posed. Until now there are only few partial results concerning the quantification of the stability for parabolic Cauchy problems. In the present article, we bring the complete answer to this issue, provided that the space domain has finite diameter with respect to the geodesic distance and assuming that solutions are sufficiently smooth.
We prove that solutions to Cauchy problems related to the $p$-parabolic equations are stable with respect to the nonlinearity exponent $p$. More specifically, solutions with a fixed initial trace converge in an $L^q$-space to a solution of the limit problem as $p>2$ varies.
Via Carleman estimates we prove uniqueness and continuous dependence results for lateral Cauchy problems for linear integro-differential parabolic equations without initial conditions. The additional information supplied prescribes the conormal derivative of the temperature on a relatively open subset of the lateral boundary of the space-time domain.
We prove regularity results such as interior Lipschitz regularity and boundary continuity for the Cauchy-Dirichlet problem associated to a class of parabolic equations inspired by the evolutionary $p$-Laplacian, but extending it at a wide scale. We employ a regularization technique of viscosity-type that we find interesting in itself.
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 prove two maximal regularity results in spaces of continuous and Hölder continuous functions, for a mixed linear Cauchy-Dirichlet problem with a fractional time derivative $\mathbb{D}_t^α$. This derivative is intended in the sense of Caputo and $α$ is taken in $(0, 2)$. In case $α= 1$, we obtain maximal regularity results for mixed parabolic problems already known in mathematica literature.
In this paper we establish optimal solvability results, that is, maximal regularity theorems, for the Cauchy problem for linear parabolic differential equations of arbitrary order acting on sections of tensor bundles over boundaryless complete Riemannian manifolds with bounded geometry. We employ an anisotropic extension of the Fourier multiplier theorem for arbitrary Besov spaces introduced in earlier by the author. This allows for a unified treatment of Sobolev-Slobodeckii and little Hölder spaces. In the flat case we recover classical results for Petrowskii-parabolic Cauchy problems.
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 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.
In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplicative Lévy noise to such problems and establishing wellposedness by developing a suitable weak entropy solution framework. The proof of existence is based on the vanishing viscosity technique. The uniqueness is settled by interpreting Kruzkov's doubling technique in the presence noise.
Let $u$ be a solution of the Cauchy problem for the nonlinear parabolic equation $$ \partial_t u=Δu+F(x,t,u,\nabla u) \quad in \quad{\bf R}^N\times(0,\infty), \quad u(x,0)=φ(x)\quad in \quad{\bf R}^N, $$ and assume that the solution $u$ behaves like the Gauss kernel as $t\to\infty$. In this paper, under suitable assumptions of the reaction term $F$ and the initial function $φ$, we establish the method of obtaining higher order asymptotic expansions of the solution $u$ as $t\to\infty$. This paper is a generalization of our previous paper, and our arguments are applicable to the large class of n…
In this paper, the method of constructing the asymptotics of the fundamental solution of the Cauchy problem for a degenerate linear parabolic equation with small diffusion is considered. Based on the results obtained in \cite{dn}, the study extends them over the case of a degenerate equation. As in \cite{dn}, the main technique that allows us to switch from pseudo-differential equations to partial differential equations is the non-oscillating WKB method. A distinctive feature of this work is a more detailed consideration on the characteristics of the Green's function in terms of symplectic geo…
In the first part of the paper we prove various results on regularity of Feynman-Kac functionals of Hunt processes associated with time dependent semi-Dirichlet forms. In the second part we study the Cauchy problem for semilinear parabolic equations with measure data involving operators associated with time-dependent forms. Model examples are non-symmetric divergence form operators and fractional laplacians with possibly variable exponents. We first introduce a definition of a solution resembling Stampacchia's definition in the sense of duality and then, using the results of the first part, we…
We consider a Cauchy problem for a fractional anisotropic parabolic equation in anisotropic Hölder spaces. The equation generalizes the heat equation to the case of fractional power of the Laplace operator and the power of this operator can be different with respect to different groups of space variables. The time derivative can be either fractional Caputo - Jrbashyan derivative or usual derivative. Under some necessary conditions on the order of the time derivative we show that the operator of the whole problem is an isomorphism of appropriate anisotropic Hölder spaces. Under some another con…
In this short paper we prove a global logarithmic stability of the Cauchy problem for H 2-solutions of an anisotropic elliptic equation in a Lip-schitz domain. The result we obtained is based on tools borrowed from the existing technics to establish stability estimate for the Cauchy problem [4] (see also [1]) combined with tools we already used in [6] to study an inverse medium problem.
We consider the Cauchy problem for doubly nonlinear degenerate parabolic equations with inhomogeneous density on noncompact Riemannian manifolds. We give a qualitative classification of the behavior of the solutions of the problem depending on the behavior of the density function at infinity and the geometry of the manifold, which is described in terms of its isoperimetric function. We establish for the solutions properties as: stabilization of the solution to zero for large times, finite speed of propagation, universal bounds of the solution, blow up of the interface. Each one of these behavi…
We study global-in-time well-posedness and the behaviour and of the solution to Cauchy problem in the classical Keller-Segel system with logistic term \begin{equation*} \left. \aligned \partial_tn-Δn=&-χ\nabla\cdot(n\nabla c)+\la n-μn^2 τ\partial_tc-Δc=&-c+n \endaligned \right\}\quad\text{in}\,\,\,\RR^d\times\RR^+, \end{equation*} where $d\ge 1$, $τ,\, χ,\, μ>0$ and $λ\ge 0$. It's inspired by a previous result \cite[M. Winkler, Commun. Part. Diff. Eq., 35 (2010), 1516-1537]{Win10}, where the global-in-time boundedness of the above Keller-Segel system in smooth \emph{bounded }convex domains is …
We study necessary conditions and sufficient conditions for the existence of local-in-time solutions of the Cauchy problem for superlinear fractional parabolic equations. Our conditions are sharp and clarify the relationship between the solvability of the Cauchy problem and the strength of the singularities of the initial measure.
Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of Hölder spaces of functions whose regularity is defined by a radially O-regularly varying Lévy measure. Existence and uniqueness and the estimates of the solution are derived.
We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion processes on the product of a unit circle and Euclidean space.
An integro-differential Kolmogorov equation is considered in Hölder-type spaces defined by a scalable Lévy measure. Some properties of those spaces and estimates of the solution are derived using probabilistic representations.
We establish the existence of solutions of the Cauchy problem for a higher-order semilinear parabolic equation by introducing a new majorizing kernel. We also study necessary conditions on the initial data for the existence of local-in-time solutions and identify the strongest singularity of the initial data for the solvability of the Cauchy problem.
On Cauchy Problems for Parabolic Equations with Rough Coefficients
School of Mathematical Sciences（复旦大学数学科学学院；黎曼几何与动力系统研究中心及当代应用数学上海市重点实验室）；LMNS and Shanghai Key Laboratory for Contemporary Applied Mathematics, Fudan University
We discuss the Cauchy problem for anisotropic wave equations. Precisely, we address the question to know which kind of Cauchy data on the lateral boundary are necessary to guarantee uniqueness of solutions of an anisotropic wave equation. In the case where the uniqueness holds, the natural problem that arise in this context is to estimate the solutions, in some appropriate space, in terms of the Cauchy data. We aim in this paper to transfer, via a reduced Fourrier-Bros-Iagolnitzer transform, the known stability estimates for the Cauchy problem for elliptic equations to that for waves equations…
This paper is concerned with the positivity of solutions to the Cauchy problem for linear and nonlinear parabolic equations with the biharmonic operator as fourth order elliptic principal part. Generally, Cauchy problems for parabolic equations of fourth order have no positivity preserving property due to the change of sign of the fundamental solution. One has eventual local positivity for positive initial data, but on short time scales, one will in general have also regions of negativity. The first goal of this paper is to find sufficient conditions on initial data which ensure the existence …
The properties of the solution for the Cauchy problem of a double nonlinear time-dependent parabolic equation in non-divergence form with a source or absorption
The Cauchy problem for a quasi-linear parabolic equation with a small parameter at a higher derivative is considered. The initial step-like function contains another small parameter. Formal asymptotic solutions of the problem in small parameters are constructed.
In order to extend the blow-up criterion of solutions to the Euler equations, Kozono and Taniuchi have proved a logarithmic Sobolev inequality by means of isotropic (elliptic) $BMO$ norm. In this paper, we show a parabolic version of the Kozono-Taniuchi inequality by means of anisotropic (parabolic) $BMO$ norm. More precisely we give an upper bound for the $L^{\infty}$ norm of a function in terms of its parabolic $BMO$ norm, up to a logarithmic correction involving its norm in some Sobolev space. As an application, we also explain how to apply this inequality in order to establish a long-time …
We discuss the Cauchy problem for anisotropic wave equations. Precisely, we address the question to know which kind of Cauchy data on the lateral boundary are necessary to guarantee the uniqueness of continuation of solutions of an anisotropic wave equation. In the case where the uniqueness holds, the natural problem that arise naturally in this context is to estimate the solutions, in some appropriate space, in terms of norms of the Cauchy data. We aim in this paper to convert, via a reduced Fourrier-Bros-Iagolnitzer transform, the known stability results on the Cauchy problem for elliptic eq…
Let $(u,v)$ be a solution to a semilinear parabolic system \[ \mbox{(P)} \qquad \begin{cases} \partial_t u=D_1Δu+v^p\quad & \quad\mbox{in}\quad{\bf R}^N\times(0,T),\\ \partial_t v=D_2Δv+u^q\quad & \quad\mbox{in}\quad{\bf R}^N\times(0,T),\\ u,v\ge 0 & \quad\mbox{in}\quad{\bf R}^N\times(0,T),\\ (u(\cdot,0),v(\cdot,0))=(μ,ν) & \quad\mbox{in}\quad{\bf R}^N, \end{cases} \] where $N\ge 1$, $T>0$, $D_1>0$, $D_2>0$, $0<p\le q$ with $pq>1$ and $(μ,ν)$ is a pair of Radon measures or nonnegative measurable functions in ${\bf R}^N$. In this paper we study qualitative properties of the initial trace of the…
A general class of singular abstract Cauchy problems is considered which naturally arises in applications to certain Free Boundary Problems. Existence of an associated evolution operator characterizing its solutions is established and is subsequently used to derive optimal regularity results. The latter are well known to be important basic tools needed to deal with corresponding nonlinear Cauchy Problems such as those associated to Free Boundary Problems.
Stochastic parabolic integro-differential problem is considered in the whole space. By verifying Hörmander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure. Some rough probability density function estimates of the associated Levy process are used as well.
In this paper we investigate on a new strategy combining the logarithmic convexity (or frequency function) and the Carleman commutator to obtain an observation estimate at one time for the heat equation in a bounded domain. We also consider the heat equation with an inverse square potential. Moreover, a spectral inequality for the associated eigenvalue problem is derived.
We investigate inverse problems in the determination of leading coefficients for nonlocal parabolic operators, by knowing the corresponding Cauchy data in the exterior space-time domain. The key contribution is that we reduce nonlocal parabolic inverse problems to the corresponding local inverse problems with the lateral boundary Cauchy data. In addition, we derive a new equation and offer a novel proof of the unique continuation property for this new equation. We also build both uniqueness and non-uniqueness results for both nonlocal isotropic and anisotropic parabolic Calderón problems, resp…
The paper studies some ill-posed boundary value problems on semi-plane for parabolic equations with homogenuous Cauchy condition at initial time and with the second order Cauchy condition on the boundary of the semi-plane. A class of inputs that allows some regularity is suggested and described explicitly in frequency domain. This class is everywhere dense in the space of square integrable functions.
We deal with the existence of weak solutions for a mixed Neumann-Robin-Cauchy problem. The existence results are based on global-in-time estimates of approximating solutions, and the passage to the limit exploits compactness techniques. We investigate explicit estimates for solutions of the parabolic equations with nonhomogeneous boundary conditions and distributional right hand sides. The parabolic equation is of divergence form with discontinuous coefficients. We consider a nonlinear condition on a part of the boundary that the power laws (and the Robin boundary condition) appear as particul…
A nonlinear fourth-order parabolic equation in one space dimension with periodic boundary conditions is studied. This equation arises in the context of fluctuations of a stationary nonequilibrium interface and in the modeling of quantum semiconductor devices. The existence of global-in-time non-negative weak solutions is shown. A criterion for the uniqueness of non-negative weak solutions is given. Finally, it is proved that the solution converges exponentially fast to its mean value in the ``entropy norm'' using a new optimal logarithmic Sobolev inequality for higher derivatives.
In this paper, we derive the large-time profile of solutions to the Cauchy problem of a hyperbolic-parabolic system modeling the vasculogenesis in $\R^3$. When the initial data are prescribed in the vicinity of a constant ground state, by constructing a time-frequency Lyapunov functional and employing the Fourier energy method and spectral analysis, we show that solution of the Cauchy problem tend time-asymptotically to linear diffusion waves around the constant ground state with algebraic decaying rates under certain conditions on the density-dependent pressure function.
We prove the continuity of bounded solutions for a wide class of parabolic equations with $(p,q)$-growth $$ u_{t}-{\rm div}\left(g(x,t,|\nabla u|)\,\frac{\nabla u}{|\nabla u|}\right)=0, $$ under the generalized non-logarithmic Zhikov's condition $$ g(x,t,{\rm v}/r)\leqslant c(K)\,g(y,τ,{\rm v}/r), \quad (x,t), (y,τ)\in Q_{r,r}(x_{0},t_{0}), \quad 0<{\rm v}\leqslant Kλ(r), $$ $$ \quad \lim\limits_{r\rightarrow0}λ(r)=0, \quad \lim\limits_{r\rightarrow0} \frac{λ(r)}{r}=+\infty, \quad \int_{0} λ(r)\,\frac{dr}{r}=+\infty. $$ In particular, our results cover new cases of double-phase parabolic equat…
We consider the Cauchy problem for a class of nonlinear degenerate parabolic equa- tion with forcing. By using the vanishing viscosity method we obtain generalized solutions. We prove some regularity results about this generalized solutions.
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators. We adapt the notion of stochastic entropy solution and provide a new technical framework to prove the uniqueness. The existence proof relies on the vanishing viscosity method. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities and d…
In this paper, we consider the initial boundary value problem for a pseudo-parabolic Kirchhoff equation with logarithmic nonlinearity. We use the potential well method to give a threshold result of global existence and finite-time blow-up for the weak solutions with initial energy $J(u_0)\leq d$. When the initial energy $J(u_0)>d$, we find another criterion for the vanishing solution and blow-up solution. We also get the exponential decay rate of the global solution and life span of the blow-up solution. Meanwhile, we study the corresponding stationary problem and establish a convergence relat…
This paper is devoted to the study of a coupled system consisting in a wave and heat equations coupled through transmission condition along a steady interface. This system is a linearized model for fluid-structure interaction introduced by Rauch, Zhang and Zuazua for a simple transmission condition and by Zhang and Zuazua for a natural transmission condition. Using an abstract Theorem of Burq and a new Carleman estimate shown near the interface, we complete the results obtained by Zhang and Zuazua and by Duyckaerts. We show, without any geometric restriction, a logarithmic decay result.
We give a new stability estimate for the problem of determining the time-dependent zero order coefficient in a parabolic equation from a partial parabolic Dirichlet-to-Neumann map. The novelty of our result is that, contrary to the previous works, we do not need any measurement on the final time. We also show how this result can be used to establish a stability estimate for the problem of determining the nonlinear term in a semilinear parabolic equation from the corresponding "linearized" Dirichlet-to-Neumann map. The key ingredient in our analysis is a parabolic version of an elliptic Carlema…
We consider the Cauchy problem of fractional pseudo-parabolic equation on the whole space $R^n,n\geq 1$. Here, the fractional order $α$ is related to the diffusion-type source term behaving as the usual diffusion term on the high frequency part. It has a feature of regularity-gain and regularity-loss for $0<α< 1$ and $α> 1$, respectively. We establish the global existence and time-decay rates for small-amplitude classical solutions to the Cauchy problem for $α>0$. In the case that $0<α< 1$ , we introduce the time-weighted energy method to overcome the weakly dissipative property of the equatio…
