In this article we consider a special type of degenerate elliptic partial differential equations of second order in convex domains that satisfy the interior sphere condition. We show that any positive viscosity solution $u$ of $-|\nabla u|^αΔ_p^N u = 1$ has the property that $u^\frac{α+ 1}{α+ 2}$ is a concave function. Secondly we consider positive solutions of the eigenvalue problem $-|\nabla u|^αΔ_p^N u = λ|u|^α u$, in which case $\log u$ turns out to be concave. The methods provided include a weak comparison principle and a Hopf-type Lemma.
We show that log-concavity is the weakest power concavity preserved by the Dirichlet heat flow in $N$-dimensional convex domains, where $N\ge 2$ (indeed, we prove that starting with a negative power concave initial datum may result in losing immediately any reminiscence of concavity). Jointly with what we already know, i.e. that log-concavity is the strongest power concavity preserved by the Dirichlet heat flow, we see that log-concavity is indeed the only power concavity preserved by the Dirichlet heat flow.
We introduce a notion of $F$-concavity which largely generalizes the usual concavity. By the use of the notions of closedness under positive scalar multiplication and closedness under positive exponentiation we characterize power concavity and power log-concavity among nontrivial $F$-concavities, respectively. In particular, we have a characterization of log-concavity as the only $F$-concavity which is closed both under positive scalar multiplication and positive exponentiation. Furthermore, we discuss the strongest $F$-concavity preserved by the Dirichlet heat flow, characterizing log-concavi…
For a sufficiently regular open bounded set $D \subset R^2$ let us consider the equation $(-Δ)^{1/2} φ(x) = 1$, $x \in D$ with the Dirichlet exterior condition $φ(x) = 0$, $x \in D^c$. $φ$ is the expected value of the first exit time from $D$ of the Cauchy process in $R^2$. We prove that if $D \subset R^2$ is a convex bounded domain then $φ$ is concave on $D$. To show it we study the Hessian matrix of the harmonic extension of $φ$. The key idea of the proof is based on a deep result of Hans Lewy concerning determinants of Hessian matrices of harmonic functions.
Investigating for interior regularity of viscosity solutions to the fully nonlinear elliptic equation $$F(x,u,\triangledown u,\triangledown ^2 u)=0,$$ we establish the interior $C^{1+1}$ continuity under the assumptions that $F$ is uniformly elliptic, H$\ddot o$lder continuous and satisfies the natural structure conditions of fractional order, but without the concavity assumption of $F$. These assumptions are weaker and the result is stronger than that of Caffarelli and Wang[1], Chen[2].
We study the Dirichlet problem for the Lagrangian phase operator, in both the real and complex setting. Our main result states that if $Ω$ is a compact domain in $\mathbb{R}^{n}$ or $\mathbb{C}^n$, then there exists a solution to the Dirichlet problem with right-hand side $h(x)$ satisfying $|h(x)| > (n-2)\fracπ{2}$ and boundary data $ϕ$ if and only if there exists a subsolution.
We study power concavity of rotationally symmetric solutions to elliptic and parabolic boundary value problems on rotationally symmetric domains in Riemannian manifolds. As applications of our results to the hyperbolic space ${\bf H}^N$ we have: $\bullet$ The first Dirichlet eigenfunction on a ball in ${\bf H}^N$ is strictly positive power concave; $\bullet$ Let $Γ$ be the heat kernel on ${\bf H}^N$. Then $Γ(\cdot,y,t)$ is strictly log-concave on ${\bf H}^N$ for $y\in {\bf H}^N$ and $t>0$.
We consider the nonlinear Poisson equation $-Δu = f(u)$ in domains $Ω\subset \mathbb{R}^n$ with Dirichlet boundary conditions on $\partial Ω$. We show (for monotonically increasing concave $f$ with small Lipschitz constant) that if $D^2 u$ is negative semi-definite on the boundary, then $u$ is concave. A conjecture of Saint Venant from 1856 (proven by Polya in 1948) is that among all domains $Ω$ of fixed measure, the solution of $-Δu =1$ assumes its largest maximum when $Ω$ is a ball. We extend this to $-Δu =f(u)$ for monotonically increasing $f$ with small Lipschitz constant.
We derive two systems of boundary-domain integral equations (BDIEs) equivalent to the Dirichlet problem for the compressible Stokes system using the potential method with an explicit parametrix (Levi function). The BDIEs are given in terms of surface and volume hydrodynamic potentials. We study the mapping properties of these integral potential operators and used them to prove existence and uniqueness of solution of the two systems of BDIEs obtained taking into account the non-trivial kernels of the single layer and hypersingular hydrodynamic surface potentials.
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 study the Dirichlet problem of Hessian quotient equations in exterior domains. By estimating the eigenvalues of the solution, the necessary and sufficient conditions on existence of radial solutions are obtained. Applying the solutions of ODE, the viscosity subsolutions and supersolutions are constructed and then the existence of viscosity solutions for exterior problems is established by the Perron's method.
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.
A viscosity approach is introduced for the Dirichlet problem associated to complex Hessian type equations on domains in $\C^n$. The arguments are modelled on the theory of viscosity solutions for real Hessian type equations developed by Trudinger. As consequence we solve the Dirichlet problem for the Hessian quotient and special Lagrangian equations. We also establish basic regularity results for the solutions.
On a convex bounded Euclidean domain, the ground state for the Laplacian with Neumann boundary conditions is a constant, while the Dirichlet ground state is log-concave. The Robin eigenvalue problem can be considered as interpolating between the Dirichlet and Neumann cases, so it seems natural that the Robin ground state should have similar concavity properties. In this paper we show that this is false, by analysing the perturbation problem from the Neumann case. In particular we prove that on polyhedral convex domains, except in very special cases (which we completely classify) the variation …
Using the established $d$-concavity of the $k$-Hessian type functions $F_k(R)=\log(S_k(R)),$ whose variables are nonsymmetric matrices, we prove $ C^{2, α}(\overlineΩ) $ estimates for strictly $(δ, \widetildeγ_k) $-admissible solutions to the Dirichlet problem without the well-known regularity condition. A necessary condition for the existence of strictly $δ$-admissible solutions to the equations is given. By the method of continuity, we provide some sufficient conditions for the unique solvability in the class of strictly $(δ,\widetildeγ_k)$-admissible solutions to the Dirichlet problem, prov…
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well posedness for the associated Dirichlet problem with continuous boundary data. In particular, we treat admissible viscosity solutions of elliptic branches of the equation, where the nonlinearity need not be monotone on all of the space of symmetric N by N matrices. An elliptic branch (in the sense of Krylov, 1995) of the equation is encoded by a set valued map from the coordinate domain into the elliptic subsets of th…
The Dirichlet problem for complex Monge-Ampére equations with continuous data is considered. In particular, a notion of viscosity solutions is introduced; a comparison principle and a solvability theorem are proved; the equivalence between viscosity and pluripotential solutions is established; and an ABP-type of $L^{\infty}$-estimate is achieved.
In this paper we prove the existence of nonsmooth viscosity solutions for Dirichlet problems involving elementary symmetric functions of the eigenvalues of the complex Hessian.
We consider the $2 \times 2$ parabolic systems \begin{equation*} u^ε_t + A(u^ε) u^ε_x = εu^ε_{xx} \end{equation*} on a domain $(t, x) \in ]0, + \infty[ \times ]0, l[$ with Dirichlet boundary conditions imposed at $x=0$ and at $x=l$. The matrix $A$ is assumed to be in triangular form and strictly hyperbolic, and the boundary is not characteristic, i.e. the eigenvalues of $A$ are different from 0. We show that, if the initial and boundary data have sufficiently small total variation, then the solution $u^ε$ exists for all $t \geq 0$ and depends Lipschitz continuously in $L^1$ on the initial and …
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 investigate the homogeneous Dirichlet problem in uniformly convex domains for a large class of degenerate elliptic equations with singular zero order term. In particular we establish sharp existence and uniqueness results of positive viscosity solutions.
We study the Dirichlet problem for subelliptic partial differential equations of Monge-Ampere type involving the derivates with respect to a family X of vector fields of Carnot type. The main result is a comparison principle among viscosity subsolutions, convex with respect to X, and viscosity supersolutions (in a weaker sense than usual), which implies the uniqueness of solution to the Dirichlet problem. Its assumptions include the equation of prescribed horizontal Gauss curvature in Carnot groups. By Perron method we also prove the existence of a solution either under a growth condition of t…
We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary values by Perron's method. Their uniqueness follows from a proper maximum principle. We also show a stability result and basic regularity of solutions.
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 establish for $2 \le k \le n-1$ the strict concavity of the function $f_k(λ)=\log(σ_k(λ))$ on a subset of the positive cone $Γ_n=\{λ=(λ_{1}, λ_{2}, \cdots,λ_{n})\in \mathbb{R}^n; λ_j>0,j=1,\cdots, n\}$ where $σ_{k}(λ)$ is the basic symmetric polynomial of degree $k,$ $2 \leq k \leq n.$ Then we apply the result to study the so-called $d-$concavity of the $k-$Hessian type function $F_{k}(R)=\log \left(S_{k}(R)\right),$ where $S_{k}(R)=σ_{k}(λ(R)), λ(R)= \left(λ_{1}, λ_{2}, \cdots, λ_{n}\right) \in \mathbb{C}^{n}$ is eigenvalue-vector of $R \in \mathbb{R}^{n \times n},$ $R=ω+β, ω^{T}=ω, ω>0, \…
For a class of fully nonlinear equations having second order operators which may be singular or degenerate when the gradient of the solutions vanishes, and having first order terms with power growth, we prove the existence and uniqueness of suitably defined viscosity solution of Dirichlet problem and we further show that it is a Lipschitz continuous function.
We study a Dirichlet problem in the entire space for some nonlocal degenerate elliptic operators with internal nonlinearities. With very mild assumptions on the boundary datum, we prove existence and uniqueness of the solution in the viscosity sense. If we further assume uniform ellipticity then the solution is shown to be classical, and even smooth if both the operator and the boundary datum are smooth.
We study the long-time behavior of the unique viscosity solution $u$ of the viscous Hamilton-Jacobi Equation $u_t-Δu + |Du|^m = f\hbox{in }Ω\times (0,+\infty)$ with inhomogeneous Dirichlet boundary conditions, where $Ω$ is a bounded domain of $\mathbb{R}^N$. We mainly focus on the superquadratic case ($m>2$) and consider the Dirichlet conditions in the generalized viscosity sense. Under rather natural assumptions on $f,$ the initial and boundary data, we connect the problem studied to its associated stationary generalized Dirichlet problem on one hand and to a stationary problem with a state c…
The nonnegative viscosity solutions to the infinite heat equation with homogeneous Dirichlet boundary conditions are shown to converge as time increases to infinity to a uniquely determined limit after a suitable time rescaling. The proof relies on the half-relaxed limits technique as well as interior positivity estimates and boundary estimates. The expansion of the support is also studied.
In this paper we prove existence of (viscosity) solutions of Dirichlet problems concerning fully nonlinear elliptic operator, which are either degenerate or singular when the gradient of the solution is zero. For this class of operators it is possible to extend the concept of eigenvalue, this paper concerns the cases when the inf of the principal eigenvalues is positive i.e. when both the maximum and the minimum principle holds.
We consider different notions of solutions to the $p(x)$-Laplace equation $-÷(\abs{Du(x)}^{p(x)-2}Du(x))=0$ with $ 1<p(x)<\infty$. We show by proving a comparison principle that viscosity supersolutions and $p(x)$-superharmonic functions of nonlinear potential theory coincide. This implies that weak and viscosity solutions are the same class of functions, and that viscosity solutions to Dirichlet problems are unique. As an application, we prove a Radó type removability theorem.
We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with Pucci extremal operators is $C^{1,α}$ on the boundary; (ii) the solution of the Dirichlet problem for fully nonlinear uniformly elliptic equations is $C^{2,α}$ on the boundary; (iii) corresponding asymptotic expansions hold. This is an extension to viscosity solutions of the classical Krylov estimates for smooth solutions.
In this paper, we consider the exterior Dirichlet problem for Hessian quotient equations with the right hand side $g$, where $g$ is a positive function and $g=1+O(|x|^{-β})$ near infinity, for some $β>2$. Under a prescribed generalized symmetric asymptotic behavior at infinity, we establish an existence and uniqueness theorem for viscosity solutions, by using comparison principles and Perron's method. This extends the previous results for Monge--Ampère equations and Hessian equations.
We prove that the unique solution to the Dirichlet problem with constant source term for the inhomogeneous normalized infinity Laplacian on a convex domain of $\mathbb{R}^N$ is of class $C^1$. The result is obtained by showing as an intermediate step the power-concavity (of exponent $1/2$) of the solution.
In this paper, we we study boundary layer problems for the incompressible MHD systems in the presence of physical boundaries with the standard Dirichlet oundary conditions with small generic viscosity and diffusion coefficients. We identify a non-trivial class of initial data for which we can establish the uniform stability of the Prandtl's type boundary layers and prove rigorously that the solutions to the viscous and diffusive incompressible MHD systems converges strongly to the superposition of the solution to the ideal MHD systems with a Prandtl's type boundary layer corrector. One of the …
In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.
