We establish the existence of solutions of fully nonlinear parabolic second-order equations like $\partial_{t}u+H(v,Dv,D^{2}v,t,x)=0$ in smooth cylinders without requiring $H$ to be convex or concave with respect to the second-order derivatives. Apart from ellipticity nothing is required of $H$ at points at which $|D^{2}v|\leq K$, where $K$ is any fixed constant. For large $|D^{2}v|$ some kind of relaxed convexity assumption with respect to $D^{2}v$ mixed with a VMO condition with respect to $t,x$ are still imposed. The solutions are sought in Sobolev classes. We also establish the solvability without almost any conditions on $H$, apart from ellipticity, but of a "cut-off" version of the equation $\partial_{t}u+H(v,Dv,D^{2}v,t,x)=0$.
Spacetime convexity is a basic geometric property of the solutions of parabolic equations. In this paper, we study microscopic convexity properties of spacetime convex solutions of fully nonlinear parabolic partial differential equations and give a new simple proof of the constant rank theorem in \cite{CH13}.
We establish the existence and uniqueness of solutions of fully nonlinear elliptic second-order equations like $H(v,Dv,D^{2}v,x)=0$ in smooth domains without requiring $H$ to be convex or concave with respect to the second-order derivatives. Apart from ellipticity nothing is required of $H$ at points at which $|D^{2}v|\leq K$, where $K$ is any given constant. For large $|D^{2}v|$ some kind of relaxed convexity assumption with respect to $D^{2}v$ mixed with a VMO condition with respect to $x$ are still imposed. The solutions are sought in Sobolev classes.
In a wide class of the so called Obstacle Problems of parabolic type it is shown how to improve the optimal regularity of the solution and as a consequence how to obtain space-time regularity of the corresponding free boundary.
In \cite{CMS}, Chen-Ma-Salani established the strict convexity of spacetime level sets of solutions to heat equation in convex rings, using the constant rank theorem and a deformation method. In this paper, we generalize the constant rank theorem in \cite{CMS} to fully nonlinear parabolic equations, that is, establish the corresponding microscopic spacetime convexity principles of spacetime level sets. In fact, the results hold for fully nonlinear parabolic equations under a general structural condition, including the $p$-Laplacian parabolic equations ($p >1$) and some mean curvature type para…
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 establish the existence of solutions of fully nonlinear elliptic second-order equations like $H(v,Dv,D^{2}v,x)=0$ in smooth domains without requiring $H$ to be convex or concave with respect to the second-order derivatives. Apart from ellipticity nothing is required of $H$ at points at which $|D^{2}v|\leq K$, where $K$ is any given constant. For large $|D^{2}v|$ some kind of relaxed convexity assumption with respect to $D^{2}v$ mixed with a VMO condition with respect to $x$ are still imposed. The solutions are sought in Sobolev classes. We also establish the solvability without almost any c…
We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation which has a unique continuous solution with the first derivatives bounded and the second spacial derivatives locally bounded. The approximating equation is constructed in such a way that it modifies the original one only for large values of the unknown function and its spacial derivatives.
We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term in the whole space or in any cylindrical smooth domain with smooth boundary data one can find an approximating equation which has a continuous solution with the first and the second spatial derivatives under control: bounded in the case of the whole space and locally bounded in case of equations in cylinders. The approximating equation is constructed in such a way that it modifies the original one only for large values of the second spatial derivatives o…
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 give a new proof of the $L^2$ version of Hardy's uncertainty principle based on calculus and on its dynamical version for the heat equation. The reasonings rely on new log-convexity properties and the derivation of optimal Gaussian decay bounds for solutions to the heat equation with Gaussian decay at a future time. We extend the result to heat equations with lower order variable coefficient.
We prove weighted and mixed-norm Sobolev estimates for fully nonlinear elliptic and parabolic equations in the whole space under a relaxed convexity condition with almost VMO dependence on space-time variables. The corresponding interior and boundary estimates are also obtained.
We prove local strong convexity of the space-time level sets of the heat equation on convex rings for zero initial data, strengthening a result of Borell. Our proof introduces a parabolic version of a two-point maximum principle of Rosay-Rudin.
We prove an inequality of Hölder type traducing the unique continuation property at one time for the heat equation with a potential and Neumann boundary condition. The main feature of the proof is to overcome the propagation of smallness by a global approach using a refined parabolic frequency function method. It relies with a Carleman commutator estimate to obtain the logarithmic convexity property of the frequency function.
We prove uniqueness in the class of integrable and bounded nonnegative solutions in the energy sense to the Keller-Segel (KS) chemotaxis system. Our proof works for the fully parabolic KS model, it includes the classical parabolic-elliptic KS equation as a particular case, and it can be generalized to nonlinear diffusions in the particle density equation as long as the diffusion satisfies the classical McCann displacement convexity condition. The strategy uses Quasi-Lipschitz estimates for the chemoattractant equation and the above-the-tangent characterizations of displacement convexity. As a …
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.
In this paper we study a class of nonlinearities for which a nonlocal parabolic equation with Neumann-Robin boundary conditions, for $p$-Laplacian, has finite time blow-up solutions.
We study the finite-time blow-up in two variants of the parabolic-elliptic Keller-Segel system with nonlinear diffusion and logistic source. In $n$-dimensional balls, we consider \begin{align*} \begin{cases} u_t = \nabla \cdot ((u+1)^{m-1}\nabla u - u\nabla v) + λu - μu^{1+κ}, \\ 0 = Δv - \frac1{|Ω|} \int_Ωu + u \end{cases} \tag{JL} \end{align*} and \begin{align*} \begin{cases} u_t = \nabla \cdot ((u+1)^{m-1}\nabla u - u\nabla v) + λu - μu^{1+κ}, \\ 0 = Δv - v + u, \end{cases}\tag{PE} \end{align*} where $λ$ and $μ$ are given spatially radial nonnegative functions and $m, κ> 0$ are given parame…
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.
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 obtain solutions of the nonlinear degenerate parabolic equation \[ \frac{\partial ρ}{\partial t} = {div} \Big\{ρ\nabla c^\star [ \nabla (F^\prime(ρ)+V) ] \Big\} \] as a steepest descent of an energy with respect to a convex cost functional. The method used here is variational. It requires less uniform convexity assumption than that imposed by Alt and Luckhaus in their pioneering work \cite{luckhaus:quasilinear}. In fact, their assumption may fail in our equation. This class of problems includes the Fokker-Planck equation, the porous-medium equation, the fast diffusion equation, and the para…
We study the multiphasic formulation of the incompressible Euler equation introduced by Brenier: infinitely many phases evolve according to the compressible Euler equation and are coupled through a global in-compressibility constraint. We are able to prove that the entropy, when averaged over all phases, is a convex function of time, a result that was conjectured by Brenier. The novelty in our approach consists in introducing a time-discretization that allows us to import a flow interchange inequality previously used by Matthes, McCann and Savar{é} to study first order in time PDE, namely the …
Motivated by the direct method in the calculus of variations in $L^{\infty}$, our main result identifies the notion of convexity characterizing the weakly$^*$ lower semicontinuity of nonlocal supremal functionals: Cartesian level convexity. This new concept coincides with separate level convexity in the one-dimensional setting and is strictly weaker for higher dimensions. We discuss relaxation in the vectorial case, showing that the relaxed functional will not generally maintain the supremal form. Apart from illustrating this fact with examples of multi-well type, we present precise criteria f…
The large time behaviour of nonnegative solutions to a quasilinear degenerate diffusion equation with a source term depending solely on the gradient is investigated. After a suitable rescaling of time, convergence to a unique profile is shown for global solutions. The proof relies on the half-relaxed limits technique within the theory of viscosity solutions and on the construction of suitable supersolutions and barrier functions to obtain optimal temporal decay rates and boundary estimates. Blowup of weak solutions is also studied.
We consider the asymptotic profiles of the nonlinear parabolic flows $$(e^{u})_{t}= \La u+λe^u$$ to show the geometric properties of the following elliptic nonlinear eigenvalue problems known as a Gelfand's problem: \begin{equation*} \begin{split} \La \vp &+ λe^{\vp}=0, \quad \vp>0\quad\text{in $Ω$}\\ \vp&=0\quad\text{on $Ω$} \end{split} \end{equation*} posed in a strictly convex domain $Ω\subset\re^n$. In this work, we show that there is a strictly increasing function $f(s)$ such that $f^{-1}(\vp(x))$ is convex for $0<λ\leqλ^{\ast}$, i.e., we prove that level set of $\vp$ is convex. Moreover,…
In this paper, we prove a Carleman estimate for fully-discrete approximations of parabolic operators in which the discrete parameters $h$ and $\triangle t$ are connected to the large Carleman parameter. We use this estimate to obtain relaxed observability inequalities which yield, by duality, controllability results for fully-discrete linear and semilinear parabolic equations.
A relaxed notion of displacement convexity is defined and used to establish short time existence and uniqueness of Wasserstein gradient flows for higher order energy functionals. As an application, local and global well-posedness of different higher order non-linear evolution equations are derived. Examples include the thin-film equation and the quantum drift diffusion equation in one spatial variable.
We introduce Wasserstein-like dynamical transport distances between vector-valued densities on the real line. The mobility function from the scalar theory is replaced by a mobility matrix, that is subject to positivity and concavity conditions. Our primary motivation is to cast certain systems of nonlinear parabolic evolution equations into the variational framework of gradient flows. In the first part of the paper, we investigate the structural properties of the new class of distances like geodesic completeness. The second part is devoted to the identification of $λ$-geodesically convex funct…
We consider a fully-discrete approximations of 1-D heat equation with dynamic boundary conditions for which we provide a controllability result. The proof of this result is based on a relaxed observability inequality for the corresponding adjoint system. This is done by using a suitable Carleman estimate for such models where the discrete parameters $h$ and $Δt$ are connected to the one of the large Carleman parameters.
We study an inverse problem involving the restoration of two radiative potentials, not necessarily smooth, simultaneously with initial temperatures in parabolic equations with dynamic boundary conditions. We prove a Lipschitz stability estimate for the relevant potentials using a recent Carleman estimate, and a logarithmic stability result for the initial temperatures by a logarithmic convexity method, based on observations in an arbitrary subdomain.
We investigate the link between inverse problems and final state observability for a general class of parabolic systems. We generalize a stability result for initial data due to García and Takahashi [16], known for the case of self-adjoint dissipative operators. More precisely, we consider a system governed by an analytic semigroup. Under the assumption of final state observability, we prove a logarithmic stability estimate depending on the analyticity angle of the semigroup. This is done by using a general logarithmic convexity result. The abstract result is illustrated by considering the Orn…
Walter Craig's seminal works on the water-waves problem established the importance of several exact identities: Zakharov's hamiltonian formulation, shape derivative formula for the Dirichlet-to-Neumann operator, normal forms transformations. In this paper, we introduce several identities for the Hele-Shaw equation which are inspired by his nonlinear approach. Firstly, we study convex changes of unknowns and obtain a large class of strong Lyapounov functions; in addition to be non-increasing, these Lyapounov functions are convex functions of time. The analysis relies on a simple elliptic formul…
Typically, aggregation-diffusion is modeled by parabolic equations that combine linear or nonlinear diffusion with a Fokker-Planck convection term. Under very general suitable assumptions, we prove that radial solutions of the evolution process converge asymptotically in time towards a stationary state representing the balance between the two effects. Our parabolic system is the gradient flow of an energy functional, and in fact we show that the stationary states are minimizers of a relaxed energy. Here, we study radial solutions of an aggregation-diffusion model that combines nonlinear fast d…
We study convexity and monotonicity properties of option prices in a model with jumps using the fact that these prices satisfy certain parabolic integro-differential equations. Conditions are provided under which preservation of convexity holds, i.e. under which the value, calculated under a chosen martingale measure, of an option with a convex contract function is convex as a function of the underlying stock price. The preservation of convexity is then used to derive monotonicity properties of the option value with respect to the different parameters of the model, such as the volatility, the …
In this paper, we study some controllability and observability properties for a coupled system of time-discrete fourth- and second-order parabolic equations. This system can be regarded as a simplification of the well-known stabilized Kumamoto-Sivashinsky equation. Unlike the continuous case, we can prove only a relaxed observability inequality which yields a $ϕ(\triangle t)$-controllability result. This result tells that we cannot reach exactly zero but rather a small target whose size goes to 0 as the discretization parameter $\triangle t$ goes to 0. The proof relies on a known Carleman esti…
This paper deals with a lower bound for the blow-up time for solutions of the fully parabolic chemotaxis system \begin{equation*} \begin{cases} u_t=\nabla \cdot [(u+α)^{m_1-1} \nabla u-χu(u+α)^{m_2-2} \nabla v] & {\rm in} \; Ω\times (0,T), \\[1mm] v_t=Δv-v+u & {\rm in} \; Ω\times (0,T) \end{cases} \end{equation*} under Neumann boundary conditions and initial conditions, where $Ω$ is a general bounded domain in $\mathbb{R}^n$ with smooth boundary, $α>0$, $χ>0$, $m_1, m_2 \in \mathbb{R}$ and $T>0$. Recently, Anderson-Deng (2017) gave a lower bound for the blow-up time in the case that $m_1=1$ an…
This paper presents existence and uniqueness results for a class of parabolic systems with non linear diffusion and nonlocal interaction. These systems can be viewed as regular perturbations of Wasserstein gradient flows. Here we extend results known in the periodic case to the whole space and on a smooth bounded domain. Existence is obtained using a semi-implicit Jordan-Kinderlehrer-Otto scheme and uniqueness follows from a displacement convexity argument.
This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a gradient (in the physical space), we obtain existence by a semi-implicit Jordan-Kinderlehrer-Otto scheme. Then, in the nonpotential case, we derive existence from a regularization procedure and parabolic energy estimates. We also address the uniqueness issue by a displacement convexity argument.
We employ curvature flows without global terms to seek strictly convex, spacelike solutions of a broad class of elliptic prescribed curvature equations in the simply connected Riemannian spaceforms and the Lorentzian de Sitter space, where the prescribed function may depend on the position and the normal vector. In particular, in the Euclidean space we solve a class of prescribed curvature measure problems, intermediate $L_p$-Aleksandrov and dual Minkowski problems as well as their counterparts, namely the $L_{p}$-Christoffel-Minkowski type problems. In some cases we do not impose any conditio…
In this paper, a class of fully nonlinear flows with nonlinear Neumann type boundary condition is considered. This problem was solved partly by the first author under the assumption that the flow is the parabolic type special Lagrangian equation in $\mathbb{R}^{2n}$. We show that the convexity is preserved for solutions of the fully nonlinear parabolic equations and prove the long time existence and convergence of the flow. In particular, we can prescribe the second boundary value problems for a family of special Lagrangian graphs in Euclidean and pseudo-Euclidean space.
This article is concerned with the existence and the long time behavior of weak solutions to certain coupled systems of fourth-order degenerate parabolic equations of gradient flow type. The underlying metric is a Wasserstein-like transportation distance for vector-valued functions, with nonlinear mobilities in each component. Under the hypothesis of (flat) convexity of the driving free energy functional, weak solutions are constructed by means of the variational minimizing movement scheme for metric gradient flows. The essential regularity estimates are derived by variational methods.
