For a constant coefficient partial differential operator $P(D)$ with a single characteristic direction such as the time-dependent free Schrödinger operator as well as non-degenerate parabolic differential operators like the heat operator we characterize when open subsets $X_1\subseteq X_2$ of $\mathbb{R}^d$ form a $P$-Runge pair. The presented condition does not require any kind of regularity of the boundaries of $X_1$ nor $X_2$. As part of our result we prove that for a large class of non-elliptic operators $P(D)$ there are smooth solutions $u$ to the equation $P(D)u=0$ on $\mathbb{R}^d$ with support contained in an arbitarily narrow slab bounded by two parallel characteristic hyperplanes for $P(D)$.
In this short note we provide a quantitative version of the classical Runge approximation property for second order elliptic operators. This relies on quantitative unique continuation results and duality arguments. We show that these estimates are essentially optimal. As a model application we provide a new proof of the result from \cite{F07}, \cite{AK12} on stability for the Calderón problem with local data.
From zero solutions with partially bounded supports to solvability and Runge approximation for partial differential equations
Faculty of Mathematics and Computer Science, Adam Mickiewicz University（亚当·密茨凯维奇大学数学与计算机科学学院）；Faculty of Mathematics, Chemnitz University of Technology（开姆尼茨工业大学数学学院）
This paper addresses enforcing non-vanishing constraints for solutions to a second order elliptic partial differential equation by appropriate choices of boundary conditions. We show that, in dimension $d\geq2$, under suitable regularity assumptions, the family of $2d$ solutions such that their Jacobian has maximal rank in the domain is both open and dense. The case of less regular coefficients is also addressed, together with other constraints, which are relevant for applications to recent hybrid imaging modalities. Our approach is based on the combination of the Runge approximation property …
We develop reconstruction schemes to determine penetrable obstacles in a region of \mathbb{R}^{2} or \mathbb{R}^{3} and we consider anisotropic elliptic equations. This algorithm uses oscillating-decaying solutions to the equation. We apply the oscillating-decaying solutions and the Runge approximation property to the inverse problem of identifying an inclusion in an anisotropic elliptic differential equation.
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.
In this paper we derive a propagation of smallness result for a scalar second elliptic equation in divergence form whose leading order coefficients are Lipschitz continuous on two sides of a $C^2$ hypersurface that crosses the domain, but may have jumps across this hypersurface. Our propagation of smallness result is in the most general form regarding the locations of domains, which may intersect the interface of discontinuity. At the end, we also list some consequences of the propagation of smallness result, including stability results for the associated Cauchy problem, a propagation of small…
Runge type approximation results for spaces of smooth Whitney jets
Faculty of Mathematics and Computer Science, Adam Mickiewicz University（亚当·密茨凯维奇大学数学与计算机科学学院）；Faculty of Mathematics, Chemnitz University of Technology（开姆尼茨工业大学数学学院）
We prove global Sobolev regularity and pointwise upper bounds for the gradient of transition densities associated with second order differential operators in $\mathbb{R}^d$ with unbounded diffusion, drift and potential terms.
We consider the elliptic system of linear elasticity with bounded measurable coefficients in a domain where the second Korn inequality holds. We construct heat kernel of the system subject to Dirichlet, Neumann, or mixed boundary condition under the assumption that weak solutions of the elliptic system are Hölder continuous in the interior. Moreover, we show that if weak solutions of the mixed problem are Hölder continuous up to the boundary, then the corresponding heat kernel has a Gaussian bound. In particular, if the domain is a two dimensional Lipschitz domain satisfying a corkscrew or non…
This Note derives regularity bounds for a Gevrey criterion when the Cauchy problem of elliptic equations is solved by regularization. When utilizing the regularization, one knows that checking such criterion is basically problematic, albeit its importance to engineering circumstances. Therefore, coping with that impediment helps us improve the use of some regularization methods in real-world applications. This work also consider the presence of the power-law nonlinearities.
We obtain Gaussian upper bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close to the boundary as well as the long-time exponential decay implied by the spectral gap. We make no smoothness assumptions on our operator coefficients which we assume only to be bounded and measurable Keywords : Heat Kernel, Parabolic, Uniformly Elliptic, Gaussian.
We show that if $Ω$ is a vanishing chord-arc domain and $L$ is a divergence-form elliptic operator with Hölder-continuous coefficient matrix, then $\log k_L \in VMO$, where $k_L$ is the elliptic kernel for $L$ in the domain $Ω$. This extends the previous work of Kenig and Toro in the case of the Laplacian.
We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close to the boundary. We make no smoothness assumptions on our operator coefficients which we assume only to be bounded and measurable.
We obtain heat kernel estimates for a class of fourth order non-uniformly elliptic operators in two dimensions. Contrary to existing results, the operators considered have symbols that are not strongly convex. This rises certain difficulties as it is known that, as opposed to the strongly convex case, there is no absolute exponential constant. Our estimates involve sharp constants and Finsler-type distances that are induced by the operator symbol. The main result is based on two general hypotheses, a weighted Sobolev inequalitry and an interpolation inequality, which are related to the singula…
Let $Ω\subset \mathbb{R}^N$ ($N \geq 3$) be a $C^2$ bounded domain and $K \subset Ω$ be a compact, $C^2$ submanifold in $\mathbb{R}^N$ without boundary, of dimension $k$ with $0\leq k < N-2$. We consider the Schrödinger operator $L_μ= Δ+ μd_K^{-2}$ in $Ω\setminus K$, where $d_K(x) = \text{dist}(x,K)$. The optimal Hardy constant $H=(N-k-2)/2$ is deeply involved in the study of $-L_μ$. When $μ\leq H^2$, we establish sharp, two-sided estimates for Green kernel and Martin kernel of $-L_μ$. We use these estimates to prove the existence, uniqueness and a priori estimates of the solution to the bound…
We study the integro-differential operators $L$ with kernels $K(y) = a(y) J(y)$, where $J(y)dy$ is a Lévy measure on $\bR^d$ (i.e. $\int_{\bR^d}(1\wedge |y|^2)J(y)dy<\infty$) and $a(y)$ is an only measurable function with positive lower and upper bounds. Under few additional conditions on $J(y)$, we prove the unique solvability of the equation $Lu-λu=f$ in $L_p$-spaces and present some $L_p$-estimates of the solutions.
On a doubling metric measure space endowed with a "carré du champ", we consider $L^p$ estimates $(G_p)$ of the gradient of the heat semigroup and scale-invariant $L^p$ Poincaré inequalities $(P_p)$. We show that the combination of $(G_p)$ and $(P_p)$ for $p\ge 2$ always implies two-sided Gaussian heat kernel bounds. The case $p=2$ is a famous theorem of Saloff-Coste, of which we give a shorter proof, without parabolic Moser iteration. We also give a more direct proof of the main result in \cite{HS}. This relies in particular on a new notion of $L^p$ Hölder regularity for a semigroup and on a c…
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 consider a class of constant-coefficient partial differential operators on a finite-dimensional real vector space which exhibit a natural dilation invariance. Typically, these operators are anisotropic, allowing for different degrees in different directions. The heat kernels associated to these so-called positive-homogeneous operators are seen to arise naturally as the limits of convolution powers of complex-valued measures, just as the classical heat kernel appears in the central limit theorem. Building on the functional-analytic approach developed by E. B. Davies for higher-order uniforml…
We prove Poisson upper bounds for the heat kernel of the Dirichlet-to-Neumann operator with variable H{ö}lder coefficients when the underlying domain is bounded and has a C 1+$κ$-boundary for some $κ$ > 0. We also prove a number of other results such as gradient estimates for heat kernels and Green functions G of elliptic operators with possibly complex-valued coefficients. We establish H{ö}lder continuity of $\nabla$ x $\nabla$ y G up to the boundary. These results are used to prove L p-estimates for commutators of Dirichlet-to-Neumann operators on the boundary of C 1+$κ$-domains. Such estima…
This paper introduces certain elliptic Harnack inequalities for harmonic functions in the setting of the product space $M \times X$, where $M$ is a (weighted) Riemannian Manifold and $X$ is a countable graph. Since some standard arguments for the elliptic case fail in this "mixed" setting, we adapt ideas introduced by Thierry Delmotte for the discrete parabolic case. We then present some useful applications of this inequality, namely, a kernel estimate for functions of the Laplacian on a graph. This application in turn provides sharp estimates for certain Markov kernels on graphs. We then clos…
We study the generalized eigenvalue problem on the whole space for a class of integro-differential elliptic operators. The nonlocal operator is over a finite measure, but this has no particular structure. Some of our results even hold for singular kernels. The first part of the paper presents results concerning the existence of a principal eigenfunction. Then we present various necessary and/or sufficient conditions for the maximum principle to hold, and use these to characterize the simplicity of the principal eigenvalue.
The principal aim of this short note is to extend a recent result on Gaussian heat kernel bounds for self-adjoint $L^2(\Om; d^n x)$-realizations, $n\in\bbN$, $n\geq 2$, of divergence form elliptic partial differential expressions $L$ with (nonlocal) Robin-type boundary conditions in bounded Lipschitz domains $\Om \subset \bbR^n$, where $$ Lu = - \sum_{j,k=1}^n\partial_j a_{j,k}\partial_k u. $$ The (nonlocal) Robin-type boundary conditions are then of the form $$ ν\cdot A\nabla u + Θ\big[u\big|_{\partial\Om}\big]=0 \, \text{on} \, \partialΩ, $$ where $Θ$ represents an appropriate operator actin…
Hybrid inverse problems are based on the interplay of two types of waves, in order to allow for imaging with both high resolution and high contrast. The inversion procedure often consists of two steps: first, internal measurements involving the unknown parameters and some related quantities are obtained, and, second, the unknown parameters have to be reconstructed from the internal data. The reconstruction in the second step requires the solutions of certain PDE to satisfy some non-zero constraints, such as the absence of nodal or critical points, or a non-vanishing Jacobian. In this work, we …
In this paper, we consider the regularity of solutions to elliptic equation with Grushin's operator. By using the Feynman-Kac formula, we first get the expression of heat kernel, and then by using the properties of heat kernel, the optimal regularity of solutions will be obtained. The novelty of this paper is that the Grushin's operator is a degenerate operator.
Let $D$ be a smooth domain in $\mathbb{R}^N$, $N\geq 3$ and let $f$ be a positive continuous function on $\partial D$. Under some assumptions on $φ$, it is shown that the problem $Δu=2φ(u)$ in $D$ and $u=f$ on $\partial D$, admits a unique solution which will be denoted by $H_D^φf$. Given two functions $φ$ and $ψ$, our main goal in this paper is to investigate the existence of a constant $c>0$ such that $$\frac{1}{c}H_D^φf\leq H_D^ψf\leq c H_D^φf.$$
The heat kernel for the Cauchy-Riemann subLaplacian on S(2n+1) is derived in a manner which is completely analogous to the classical derivation of elliptic heat kernels. This suggests that the classical hamiltonian construction of elliptic heat kernels, with appropriate modifications, does yield heat kernels for subelliptic operators.
In this paper we prove that the heat kernel $k$ associated to the operator $A:= (1+|x|^α)Δ+b|x|^{α-1}\frac{x}{|x|}\cdot\nabla -|x|^β$ satisfies $$ k(t,x,y) \leq c_1e^{λ_0 t+ c_2t^{-γ}}\left(\frac{1+|y|^α}{1+|x|^α}\right)^{\frac{b}{2α}} \frac{(|x||y|)^{-\frac{N-1}{2}-\frac{1}{4}(β-α)}}{1+|y|^α} e^{-\frac{\sqrt{2}}{β-α+2}\left(|x|^{\frac{β-α+2}{2}}+ |y|^{\frac{β-α+2}{2}}\right)} $$ for $t>0,\,|x|,\,|y|\ge 1$, where $b\in\mathbb{R}$, $c_1,\,c_2$ are positive constants, $λ_0$ is the largest eigenvalue of the operator $A$, and $γ=\frac{β-α+2}{β+α-2}$, in the case where $N>2,\,α>2$ and $β>α-2$. The …
We prove the validity of regularizing properties of a double layer potential associated to the fundamental solution of a {\em nonhomogeneous} second order elliptic differential operator with constant coefficients in Schauder spaces by exploiting an explicit formula for the tangential derivatives of the double layer potential itself. We also introduce ad hoc norms for kernels of integral operators in order to prove continuity results of integral operators upon variation of the kernel, which we apply to layer potentials.
We consider the kernel of a hypoelliptic diffusion beyond the case of sub-ellipticity or polynomial coefficients. We get a full asymptotic expansion for small times, based on a Duhamel-type comparison with an approximate polynomial kernel. As in the sub-elliptic case, some change of scale based on the geometry of some Lie brackets yields a non-trivial limit for the kernel as time goes to zero. Remarkably, a different scale is needed to observe a non-trivial large deviation principle.
Let $Ω\subset {\bf R}^d$ be open. We investigate conditions under which an operator $T$ on $L_2(Ω)$ has a continuous kernel $K \in C(\overline Ω\times \overline Ω)$. In the centre of our interest is the condition $T L_2(Ω) \subset C(\overline Ω)$, which one knows for many semigroups generated by elliptic operators. This condition implies that $T^3$ has a kernel in $C(\overline Ω\times \overline Ω)$ if $T$ is self-adjoint and $Ω$ is bounded, and the power $3$ is best possible. We also analyse Mercer's theorem in our context.
The formulation of gauge theories on compact Riemannian manifolds with boundary leads to partial differential operators with Gilkey--Smith boundary conditions, whose peculiar property is the occurrence of both normal and tangential derivatives on the boundary. Unlike the standard Dirichlet or Neumann boundary conditions, this boundary-value problem is not automatically elliptic but becomes elliptic under certain conditions on the boundary operator. We study the Gilkey--Smith boundary-value problem for Laplace-type operators and find a simple criterion of ellipticity. The first non-trivial coef…
We prove Schauder estimates for a class of non-local elliptic operators with kernel $K(y)=a(y)/|y|^{d+σ}$ and either Dini or Hölder continuous data. Here $0 < σ< 2$ is a constant and $a$ is a bounded measurable function, which is not necessarily to be homogeneous, regular, or symmetric. As an application, we prove that the operators give isomorphisms between the Lipschitz--Zygmund spaces $Λ^{α+σ}$ and $Λ^α$ for any $α>0$. Several local estimates and an extension to operators with kernels $K(x,y)$ are also discussed.
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 study the higher Hölder regularity of local weak solutions to a class of nonlinear nonlocal elliptic equations with kernels that satisfy a mild continuity assumption. An interesting feature of our main result is that the obtained regularity is better than one might expect when considering corresponding results for local elliptic equations in divergence form with continuous coefficients. Therefore, in some sense our result can be considered to be of purely nonlocal type, following the trend of various such purely nonlocal phenomena observed in recent years. Our approach can be summarized as …
Fokker-Planck PDEs (incl. diffusions) for stable Lévy processes (incl. Wiener processes) on the joint space of positions and orientations play a major role in mechanics, robotics, image analysis, directional statistics and probability theory. Exact analytic designs and solutions are known in the 2D case, where they have been obtained using Fourier transform on $SE(2)$. Here we extend these approaches to 3D using Fourier transform on the Lie group $SE(3)$ of rigid body motions. More precisely, we define the homogeneous space of 3D positions and orientations $\mathbb{R}^{3}\rtimes S^{2}:=SE(3)/(…
One of the principal topics of this paper concerns the realization of self-adjoint operators $L_{Θ, \Om}$ in $L^2(\Om; d^n x)^m$, $m, n \in \bbN$, associated with divergence form elliptic partial differential expressions $L$ with (nonlocal) Robin-type boundary conditions in bounded Lipschitz domains $\Om \subset \bbR^n$. In particular, we develop the theory in the vector-valued case and hence focus on matrix-valued differential expressions $L$ which act as $$ Lu = - \biggl(\sum_{j,k=1}^n\partial_j\bigg(\sum_{β= 1}^m a^{α,β}_{j,k}\partial_k u_β\bigg) \bigg)_{1\leqα\leq m}, \quad u=(u_1,...,u_m)…
In this note we establish the large time non-negativity of the heat kernel for a class of elliptic differential operators on closed, Riemannian manifolds, and apply this result to a problem from conformal differential geometry.
We prove surface and volume mean value formulas for classical solutions to uniformly elliptic equations in divergence form with Hölder continuous coefficients. The kernels appearing in the integrals are supported on the level and superlevel sets of the fundamental solution relevant the adjoint differential operator. We then extend the aforementioned formulas to some subelliptic operators on Carnot groups. In this case we rely on the theory of finite perimeters on stratified Lie groups.
We prove estimates for the stationary state $n$-point functions at zero molecular diffusivity in the Kraichnan model. This is done by proving upper bounds for the heat kernels and Green's functions of the degenerate elliptic operators $M_n$ that occur in the Hopf equations for the $n$-point functions.
This paper is being replaced by another of the author's that contains a brief summary of the problem of positivity of Green's functions, heat kernels, and principal eigenvalues of higher-order elliptic differential operators.
In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second order non-symmetric elliptic operators $L$ with singular coefficients, which does not necessarily have the maximum principle. The theory of Dirichlet forms and heat kernel estimates play a crucial role in our approach. A probabilistic representation of the non-symmetric semigroup $\{T_t\}_{t\ge 0}$ generated by $L$ is also given.
In his celebrated article, Aronson established Gaussian bounds for the fundamental solution to the Cauchy problem governed by a second order divergence form operator with uniformly elliptic coefficients. We extend Aronson's proof of upper heat kernel estimates to nonlocal operators whose jumping kernel satisfies a pointwise upper bound and whose energy form is coercive. A detailed proof is given in the Euclidean space and extensions to doubling metric measure spaces are discussed.
The Cauchy problem of coupled elliptic sine-Gordon equations with noise: Analysis of a general kernel-based regularization and reliable tools of computing
Gran Sasso Science Institute（格兰萨索科学研究所）；Hankyong National University（韩荣国立大学）；Ho Chi Minh City University of Science（胡志明市科技大学）；Ton Duc Thang University（敦德唐大学）
In the paper by means of Fourier transform method and similarity method we solve the Dirichlet problem for a multidimensional equation wich is a generalization of the Tricomi, Gellerstedt and Keldysh equations in the half-space, in which equation have elliptic type, with the boundary condition on the boundary hyperplane where equation degenerates.The solution is presented in the form of an integral with a simple kernel which is an approximation to the identity and self-similar solution of Tricomi-Keldysh type equation . In particular, this formula contains a Poisson's formula, which gives the …
This paper discusses the existence of gradient estimates for second order hypoelliptic heat kernels on manifolds. It is now standard that such inequalities, in the elliptic case, are equivalent to a lower bound on the Ricci tensor of the Riemannian metric. For hypoelliptic operators, the associated "Ricci curvature" takes on the value -\infty at points of degeneracy of the semi-Riemannian metric associated to the operator. For this reason, the standard proofs for the elliptic theory fail in the hypoelliptic setting. This paper presents recent results for hypoelliptic operators. Malliavin calcu…
For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators non-divergence form and a non-local $α$-stable-type operator with bounded time-dependent coefficient. Moreover, we obtain sharp two-sided estimates, gradient estimate and fractional derivative estimate for the heat kernels under some mild conditions. Our approach is mainly analytic but also uses some probabilistic techniques.
