This article concerns the basic understanding of parabolic final value problems, and a large class of such problems is proved to be well posed. The clarification is obtained via explicit Hilbert spaces that characterise the possible data, giving existence, uniqueness and stability of the corresponding solutions. The data space is given as the graph normed domain of an unbounded operator occurring naturally in the theory. It induces a new compatibility condition, which relies on the fact, shown here, that analytic semigroups always are invertible in the class of closed operators. The general set-up is evolution equations for Lax--Milgram operators in spaces of vector distributions. As a main example, the final value problem of the heat equation on a smooth open set is treated, and non-zero Dirichlet data are shown to require a non-trivial extension of the compatibility condition by addition of an improper Bochner integral.
In order to have a better description of homogenization for parabolic partial differential equations with periodic coefficients, we define the notion of parametric two-scale convergence. A compactness theorem is proved to justify this notion.
We prove optimal pointwise Schauder estimates in the spatial variables for solutions of linear parabolic integro-differential equations. Optimal Hölder estimates in space-time for those spatial derivatives are also obtained.
In this paper, we consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. We are able to find parabolic versions of Alexandrov-Backelman-Pucci estimate with 0<σ<2. And we show a Harnack inequality, Hölder regularity, and C^{1,α}-regularity of the solutions by obtaining decay estimates of their level sets.
We give a short, simple proof of maximal regularity for linear parabolic evolution equations on manifolds with cylindrical ends by making use of pseudodifferential parametrices and the concept of R-boundedness for the resolvent.
In this paper we develop a Fefferman-Stein theorem, a Hardy-Littlewood theorem and sharp function estimations in weighted Sobolev spaces. We also provide uniqueness and existence results for second-order elliptic and parabolic partial differential systems in weighed Sobolev spaces.
In this article, We investigate an inverse problem of determining the time-dependent source factor in parabolic integro-differential equations from boundary data. We establish the uniqueness and the conditional stability estimate of Hölder type for the inverse source problem in a cylindrical shaped domain. Our methodology is based on the Bukhgeim-Klibanov method by means of the Carleman estimate. Here we also derive the "time-like" Carleman estimate for parabolic integro-differential equations.
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.
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.
In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally monotone.
We consider initial boundary value problem for uniformly 2-parabolic differential operator of second order in cylinder domain in ${\mathbb R}^n $ with non-coercive boundary conditions. In this case there is a loss of smoothness of the solution in Sobolev type spaces compared with the coercive situation. Using by Faedo-Galerkin method we prove that problem has unique solution in special Bochner space.
In this paper second-order elliptic and parabolic partial differential systems are considered on $C^1$ domains. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the solutions to blow up near the boundary. The coefficients of the systems are allowed to substantially oscillate or blow up near the boundary.
We are concerned with nonexistence results of nonnegative weak solutions for a class of quasilinear parabolic problems with a potential on complete noncompact Riemannian manifolds. In particular, we highlight the interplay between the geometry of the underlying manifold, the power nonlinearity and the behavior of the potential at infinity.
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.
The paper deals with second order abstract linear partial differential equations (LPDE) over a partial differential field with two commuting differential operators. In terms of usual differential equations the main content can be presented as follows. The classification and invariants problems for second order LPDEs with respect to transformations \[x=x(ξ,η),\ y=y(ξ,η),\ u=h(x,y)v(ξ,η),\] where $x,y$ are independent and $u$ is the dependent variable of the LPDE, are considered. Solutions to these problems are given for different subclasses of non-parabolic LPDE which appear naturally in the eq…
We investigate existence and regularity of weak solutions of a 1-dimensional parabolic differential equation with a non-constant Hölder diffusion coefficient and a rough forcing term. Such an equation appears in studying the 1-dimensional Ericksen-Leslie model for nematic liquid crystals where our result applies. The result presented here uses the Hölder continuity of the diffusion coefficient which comes from the physical background and the analysis of the Ericksen-Leslie model. Moreover, the dependence of the Hölder exponent of the solution is explicit on the Hölder exponent of the diffusion…
Classical solutions to PDEs with discrete state-dependent delay are studied. We prove the well-posedness in a set $X_F$ which is an analogous to the solution manifold used for ordinary differential equations with state-dependent delay. We prove that the evolution operators are $C^1$-smooth on the solution manifold.
This paper is concerned with the study of the Strong Maximum Principle for semicontinuous viscosity solutions of fully nonlinear, second-order parabolic integro-differential equations. We study separately the propagation of maxima in the horizontal component of the domain and the local vertical propagation in simply connected sets of the domain. We give two types of results for horizontal propagation of maxima: one is the natural extension of the classical results of local propagation of maxima and the other comes from the structure of the nonlocal operator. As an application, we use the Stron…
In this work, we show existence and uniqueness of positive solutions of $H(Du, D^2u)+χ(t)|Du|^Γ-f(u)u_t=$ in $Ω\times(0, T)$ and $u=h$ on its parabolic boundary. The operator $H$ satisfies certain homogeneity conditions, $Γ>0$ and depends on the degree of homogeneity of $H$, $f>0$, increasing and meets a concavity condition. We also consider the case $f\equiv 1$ and prove existence of solutions without sign restrictions.
In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanová and Vovelle [8] proved the existence of a kinetic solution. On the other hand, we propose to construct a sequence of approximations by applying a time splitting method and prove that this converges strongly in $L^1$ to a kinetic solution. This method will somewhat give us not only a simpler and more direct argument but an improvement over the existence result.
We are concerned with the nonexistence of sign-changing global weak solutions for a class of semilinear parabolic differential inequalities with convection terms in exterior domains. A weight function of the form $t^α|x|^σ$ is considered in front of the power nonlinearity. Two types of non-homogeneous boundary conditions are investigated: Neumann-type and Dirichlet-type boundary conditions. Using a unified approach, for each case, we establish sufficient criteria for the nonexistence of global weak solutions. When $α=0$, the critical exponent in the sense of Fujita is obtained. This exponent i…
In this paper we present a Calderón-Zygmund approach for a large class of parabolic equations with pseudo-differential operators $\mathcal{A}(t)$ of arbitrary order $γ\in(0,\infty)$. It is assumed that $\cA(t)$ is merely measurable with respect to the time variable. The unique solvability of the equation $$ \frac{\partial u}{\partial t}=\cA u-λu+f, \quad (t,x)\in \fR^{d+1} $$ and the $L_{q}(\fR,L_{p})$-estimate $$ \|u_{t}\|_{L_{q}(\fR,L_{p})}+\|(-Δ)^{γ/2}u\|_{L_{q}(\fR,L_{p})} +λ\|u\|_{L_{q}(\fR,L_{p})}\leq N\|f\|_{L_{q}(\fR,L_{p})} $$ are obtained for any $λ> 0$ and $p,q\in (1,\infty)$.
We investigate parabolic Muckenhoupt weights and functions of bounded mean oscillation (BMO) related to nonlinear parabolic partial differential equations. The main result gives a full characterization of weak and strong type weighted norm inequalities for parabolic forward in time maximal operators. In addition, we give a Jones type factorization result for the parabolic Muckenhoupt weights and a Coifman-Rochberg type characterization of the parabolic BMO from Moser's seminal paper through parabolic Muckenhoupt weights and maximal functions.
The main purpose of this paper is to approximate several non-local evolution equations by zero-sum repeated games in the spirit of the previous works of Kohn and the second author (2006 and 2009): general fully non-linear parabolic integro-differential equations on the one hand, and the integral curvature flow of an interface (Imbert, 2008) on the other hand. In order to do so, we start by constructing such a game for eikonal equations whose speed has a non-constant sign. This provides a (discrete) deterministic control interpretation of these evolution equations. In all our games, two players…
We establish that the $C^{1,γ}$ regularity theory for translation invariant fractional order parabolic integro-differential equations (via Krylov-Safonov estimates) gives an improvement of regularity mechanism for solutions to a special case of a two-phase free boundary flow related to Hele-Shaw. The special case is due to both a graph assumption on the free boundary of the flow and an assumption that the free boundary is $C^{1,\text{Dini}}$ in space. The free boundary then must immediately become $C^{1,γ}$ for a universal $γ$ depending upon the Dini modulus of the gradient of the graph. These…
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.
The aim of this paper is to provide the analysis result for the partial differential equations arising from the rigorous derivation of the degenerate parabolic-elliptic Keller-Segel system from a moderately interacting stochastic particle system. The rigorous derivation is divided into two articles. In this paper, we establish the solution theory of the degenerate parabolic-elliptic Keller-Segel problem and its non-local version, which will be used in the second paper for the discussion of the mean-field limit. A parabolic regularized system is introduced to bridge the stochastic particle mode…
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.
The existence and uniqueness in fractional Sobolev spaces of the Cauchy problem to a stochastic parabolic integro-differential equation is investigated. A model problem with coefficients independent of space variable is considered. The equation arises, for example, in a filtering problem with a jump signal and jump observation process.
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.
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 study a certain one dimensional, degenerate parabolic partial differential equation with a boundary condition which arises in pricing of Asian options. Due to degeneracy of the partial differential operator and the non-smooth boundary condition, regularity of the generalized solution of such a problem remained unclear. We prove that the generalized solution of the problem is indeed a classical solution.
We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-* topology of delay coefficients is required. The results are important in the applications of the theory of Lyapunov exponents to the investigation of PDEs with delay.
It is shown that globally positive solutions of a linear second order parabolic partial differential equation on a bounded domain, with Dirichlet boundary conditions, are unique up to multiplication by a positive constant.
Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying Hörmander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable, possibly nonsymmetric, Levy measure. Some rough probability density function estimates of the associated Levy process are used as well.
We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide conditions on the initial data and on the stochastic terms, namely, on the associated spectral measure, so that these mild solutions exist uniquely in suitably chosen functional classes.
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 paper deals with second order parabolic equations on bounded domains with Dirichlet conditions in arbitrary Euclidean spaces. Their interest comes from being models for describing reaction-diffusion processes in several frameworks. A linear diffusion term in divergence form is included which generates a strongly elliptic differential operator. A further linear part, of integral type, is present which accounts of nonlocal diffusion behaviours. The main result provides a unifying method for studying the existence and localization of solutions satisfying nonlocal associated boundary condition…
The purpose of the paper is to review a variety of recent developments in the theory of positive solutions of general linear elliptic and parabolic equations of second-order on noncompact Riemannian manifolds, and to point out a number of their consequences.
It is known that the Swift-Hohenberg equation $\partial u/\partial t = -(\partial_x^2 + 1)^2u + \varepsilon (u-u^3)$ can be reduced to the Ginzburg-Landau equation (amplitude equation) $\partial A/\partial t = 4\partial_x^2 A + \varepsilon (A-3A|A|^2)$ by means of the singular perturbation method. This means that if $\varepsilon >0$ is sufficiently small, a solution of the latter equation provides an approximate solution of the former one. In this paper, a reduction of a certain class of a system of nonlinear parabolic equations $\partial u/\partial t = \mathcal{P}u + \varepsilon f(u)$ is prop…
The abstract elliptic and parabolic equations on exterior domain are considered. The equations have top-order variable coefficients. The separability properties of boundary value problems for elliptic equation and well-posedness of the Cauchy problem for parabolic equations are established. In application, the well-posedness of Wentzell-Robin type mixed probem for parabolic equation, Cauchy problem for anisotropic parabolic equations and system of parabolic equations are derived
Pseudo-parabolic equations have been used to model unsaturated fluid flow in porous media. In this paper it is shown how a pseudo-parabolic equation can be upscaled when using a spatio-temporal decomposition employed in the Peszyn'ska-Showalter-Yi paper [8]. The spatial-temporal decomposition transforms the pseudo-parabolic equation into a system containing an elliptic partial differential equation and a temporal ordinary differential equation. To strengthen our argument, the pseudo-parabolic equation has been given advection/convection/drift terms. The upscaling is done with the technique of …
Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric hyperbolic systems.
We derive weighted Sobolev-Poincaré type inequalities in function spaces concerned with parabolic partial differential equations. We consider general weights depending on both space and time variables belonging to a Muckenhoupt class, so-called the parabolic $A_p$-class, where only the parabolic cubes are involved in the definition.
We consider dynamics of scalar semilinear parabolic equations on bounded intervals with periodic boundary conditions, and on the entire real line, with a general nonlinearity $g(t,x,u,u_x)$ either not depending on $t$, or periodic in $t$. While the topological and geometric structure of their attractors has been investigated in depth, we focus here on ergodic-theoretical properties. The main result is that the union of supports of all the invariant measures projects one-to-one to $\mathbb{R}^2$. We rely on a novel application of the zero-number techniques with respect to evolution of measures …
In this article we prove the BMO-$L_{\infty}$ estimate $$ \|(-Δ)^{γ/2} u\|_{BMO(\mathbf{R}^{d+1})}\leq N \|\frac{\partial}{\partial t}u-A(t)u\|_{L_{\infty}(\mathbf{R}^{d+1})}, \quad \forall\, u\in C^{\infty}_c(\mathbf{R}^{d+1}) $$ for a wide class of pseudo-differential operators $A(t)$ of order $γ\in (0,\infty)$. The coefficients of $A(t)$ are assumed to be merely measurable in time variable. As an application to the equation $$ \frac{\partial}{\partial t}u=A(t)u+f,\quad t\in \mathbf{R} $$ we prove that for any $u\in C^{\infty}_c(\mathbf{R}^{d+1})$ $$ \|u_t\|_{L_p(\mathbf{R}^{d+1})}+\|(-Δ)^{γ…
