We consider linear parabolic equations on a random non-cylindrical domain. Utilizing the domain mapping method, we write the problem as a partial differential equation with random coefficients on a cylindrical deterministic domain. Exploiting the deterministic results concerning equations on non-cylindrical domains, we state the necessary assumptions about the velocity filed and in addition, about the flow transformation that this field generates. In this paper we consider both cases, the uniformly bounded with respect to the sample and log-normal type transformation. In addition, we give an explicit example of a log-normal type transformation and prove that it does not satisfy the uniformly bounded condition. We define a general framework for considering linear parabolic problems on random non-cylindrical domains. As the first example, we consider the heat equation on a random tube domain and prove its well-posedness. Moreover, as the other example we consider the parabolic Stokes equation which illustrates the case when it is not enough just to study the plain-back transformation of the function, but instead to consider for example the Piola type transformation, in order to keep the divergence free property.
This paper is concerned with the inverse moving source problems for parabolic equations. Given the temporal function, we prove the uniqueness of the nonlinear inverse problem of determining the orbit function by final data measured in a bounded domain. On the other hand, given the orbit function we also show that the profile function can be uniquely determined by final data measured in a bounded domain away from the domain enclosing the moving orbit. The proofs adopt the Fourier approach and results from complex analysis.
The global existence of weak solutions to a class of quasilinear parabolic equations with nonlinearities depending on first order terms and integrable data in a moving domain is investigated. The class includes the $p$-Laplace equation as a special case. Weak solutions are shown to be global by obtaining appropriate estimates on the gradient as well as a suitable version of Aubin-Lions lemma in moving domains.
We study the null-controllability of some hypoelliptic quadratic parabolic equations posed on the whole Euclidean space with moving control supports, and provide necessary or sufficient geometric conditions on the moving control supports to ensure null-controllability. The first class of equations is the one associated to non-autonomous Ornstein-Uhlenbeck operators satisfying a generalized Kalman rank condition. In particular, when the moving control supports comply with the flow associated to the transport part of the Ornstein-Uhlenbeck operators, a necessary and sufficient condition for null…
We consider existence and uniqueness for several examples of linear parabolic equations formulated on moving hypersurfaces. Specifically, we study in turn a surface heat equation, an equation posed on a bulk domain, a novel coupled bulk-surface system and an equation with a dynamic boundary condition. In order to prove the well-posedness, we make use of an abstract framework presented in a recent work by the authors which dealt with the formulation and well-posedness of linear parabolic equations on arbitrary evolving Hilbert spaces. Here, after recalling all of the necessary concepts and theo…
In this paper, we develop a systematical approach in applying an asymptotic method of moving planes to investigate qualitative properties of positive solutions for fractional parabolic equations. We first obtain a series of needed key ingredients such as narrow region principles, and various asymptotic maximum and strong maximum principles for antisymmetric functions in both bounded and unbounded domains. Then we illustrate how this new method can be employed to obtain asymptotic radial symmetry and monotonicity of positive solutions in a unit ball and on the whole space. Namely, we show that …
We consider a two-phase elliptic-parabolic moving boundary problem modelling an evaporation front in a porous medium. Our main result is a proof of short-time existence and uniqueness of strong solutions to the corresponding nonlinear evolution problem in an $L_{p}$-setting. It relies critically on nonstandard optimal regularity results for a linear elliptic-parabolic system with dynamic boundary condition.
We study the regularity of the free boundary in the parabolic obstacle problem for the fractional Laplacian $(-Δ)^s$ (and more general integro-differential operators) in the regime $s>\frac{1}{2}$. We prove that once the free boundary is $C^1$ it is actually $C^{2,α}$. To do so, we establish a boundary Harnack inequality in $C^1$ and $C^{1,α}$ (moving) domains, providing that the quotient of two solutions of the linear equation, that vanish on the boundary, is as smooth as the boundary. As a consequence of our results we also establish for the first time optimal regularity of such solutions to…
We study the boundary behaviour of solutions to second order parabolic linear equations in moving domains. Our main result is a higher order boundary Harnack inequality in $C^1$ and $C^{k,α}$ domains, providing that the quotient of two solutions vanishing on the boundary of the domain is as smooth as the boundary. As a consequence of our result, we provide a new proof of higher order regularity of the free boundary in the parabolic obstacle problem.
This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. It has previously been shown that if the random environment is translational invariant and ergodic, then solutions of the random equation converge under diffusive scaling to solutions of a homogenized parabolic PDE. In this paper point-wise estimates are obtained on the difference between the averaged solution to the random equation and the solution to the homogenized equation for certain random environmen…
In this article, we provide existence results for a general class of nonlocal and nonlinear second-order parabolic equations. The main motivation comes from front propagation theory in the cases when the normal velocity depends on the moving front in a nonlocal way. Among applications, we present level-set equations appearing in dislocations' theory and in the study of Fitzhugh-Nagumo systems.
We present an abstract framework for treating the theory of well-posedness of solutions to abstract parabolic partial differential equations on evolving Hilbert spaces. This theory is applicable to variational formulations of PDEs on evolving spatial domains including moving hypersurfaces. We formulate an appropriate time derivative on evolving spaces called the material derivative and define a weak material derivative in analogy with the usual time derivative in fixed domain problems; our setting is abstract and not restricted to evolving domains or surfaces. Then we show well-posedness to a …
This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. In [11] rate of convergence results in homogenization and estimates on the difference between the averaged Green's function and the homogenized Green's function for random environments which satisfy a Poincaré inequality were obtained. Here these results are extended to certain environments in which correlations can have arbitrarily small power law decay. Similar results for discrete elliptic equations wer…
We prove well-posedness for the 3-D compressible Euler equations with moving physical vacuum boundary, with an equation of state given by the so-called gamma gas-law for gamma > 1. The physical vacuum singularity requires the sound speed c to go to zero as the square-root of the distance to the moving boundary, and thus creates a degenerate and characteristic hyperbolic free-boundary system wherein the density vanishes on the free-boundary, the uniform Kreiss--Lopatinskii condition is violated, and manifest derivative loss ensues. Nevertheless, we are able to establish the existence of unique …
We consider parabolic partial differential equations of Lotka-Volterra type, with a non-local nonlinear term. This models, at the population level, the darwinian evolution of a population; the Laplace term represents mutations and the nonlinear birth/death term represents competition leading to selection. Once rescaled with a small diffusion, we prove that the solutions converge to a moving Dirac mass. The velocity and weights cannot be obtained by a simple expression, e.g., an ordinary differential equation. We show that they are given by a constrained Hamilton-Jacobi equation. This extends s…
In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from the white noise analysis and the concept of very weak solutions. For given stochastic parabolic equation we introduce the notion of a stochastic very weak solution, prove the existence and uniqueness of the very weak solution to corresponding stochastic initial value problem and show its independence of a regularization on given singular potential. In addition…
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the normalized difference between solutions of the original and the homogenized problems. The asymptotic behaviour of this difference depends crucially on the ratio between spatial and temporal scaling factors. Here we study the case of self-similar parabolic diffusion scaling.
We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on $\mathbb Z^d$. In particular, we provide an oscillation decay assuming only certain summability properties of the conductances and their inverse, thus improving recent results in that direction. As an application, we provide a local limit theorem for the random walk in a random degenerate and unbounded environment.
This paper concerns the homogenization problem of a parabolic equation with large, time-dependent, random potentials in high dimensions $d\geq 3$. Depending on the competition between temporal and spatial mixing of the randomness, the homogenization procedure turns to be different. We characterize the difference by proving the corresponding weak convergence of Brownian motion in random scenery. When the potential depends on the spatial variable macroscopically, we prove a convergence to SPDE.
The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness of solutions are proved via the chaos expansion method from white noise analysis. The estimates on coefficients in the chaos expansion form of the solutions are provided.
We derive the long time asymptotic of solutions to an evolutive Hamilton-Jacobi-Bellman equation in a bounded smooth domain, in connection with ergodic problems recently studied in \cite{bcr}. Our main assumption is an appropriate degeneracy condition on the operator at the boundary. This condition is related to the characteristic boundary points for linear operators as well as to the irrelevant points for the generalized Dirichlet problem, and implies in particular that no boundary datum has to be imposed. We prove that there exists a constant $c$ such that the solutions of the evolutive prob…
We investigate the uniform boundedness of the fronts of the solutions to the randomized Fisher-KPP equation and to its linearization, the parabolic Anderson model. It has been known that for the standard (i.e. deterministic) Fisher-KPP equation, as well as for the special case of a randomized Fisher-KPP equation with so-called ignition type nonlinearity, one has a uniformly bounded (in time) transition front. Here, we show that this property of having a uniformly bounded transition front fails to hold for the general randomized Fisher-KPP equation. Nevertheless, we establish that this property…
We investigate the first-order correction in the homogenization of linear parabolic equations with random coefficients. In dimension $3$ and higher and for coefficients having a finite range of dependence, we prove a pointwise version of the two-scale expansion. A similar expansion is derived for elliptic equations in divergence form. The result is surprising, since it was not expected to be true without further symmetry assumptions on the law of the coefficients.
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary ergodic in time. As was proved in [24] and [12] in this case the homogenized operator is deterministic. The paper focuses on non-diffusive scaling, when the oscillation in spatial variables is faster than that in temporal variable. Our goal is to study the asymptotic behaviour of the normalized difference between solutions of the original and the homogenized problems.
The free-boundary compressible 1-D Euler equations with moving physical vacuum boundary are a system of hyperbolic conservation laws which are both characteristic and degenerate. The physical vacuum singularity (or rate-of-degeneracy) requires the sound speed $c= γρ^{γ-1}$ to scale as the square-root of the distance to the vacuum boundary, and has attracted a great deal of attention in recent years. We establish the existence of unique solutions to this system on a short time-interval, which are smooth (in Sobolev spaces) all the way to the moving boundary. The proof is founded on a new higher…
We consider a model for the propagation of a driven interface through a random field of obstacles. The evolution equation, commonly referred to as the Quenched Edwards-Wilkinson model, is a semilinear parabolic equation with a constant driving term and random nonlinearity to model the influence of the obstacle field. For the case of isolated obstacles centered on lattice points and admitting a random strength with exponential tails, we show that the interface propagates with a finite velocity for sufficiently large driving force. The proof consists of a discretization of the evolution equation…
We study two equations of Lotka-Volterra type that describe the Darwinian evolution of a population density. In the first model a Laplace term represents the mutations. In the second one we model the mutations by an integral kernel. In both cases, we use a nonlinear birth-death term that corresponds to the competition between the traits leading to selection. In the limit of rare or small mutations, we prove that the solution converges to a sum of moving Dirac masses. This limit is described by a constrained Hamilton-Jacobi equation. This was already proved by B. Perthame and G. Barles for the …
Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions are in fact more regular, and examples of systems with weak solutions which develop singularities in finite time. Our main result is the extension of a regularity result due to Kalita to the stochastic case. Concerning the examples with singular solutions (outside the setting of Kalita's regularity result), we do not know whether stochastic noise may prevent …
In this paper, we present a fluctuation analysis of a type of parabolic equations with large, highly oscillatory, random potentials around the homogenization limit. With a Feynman-Kac representation, the Kipnis-Varadhan's method, and a quantitative martingale central limit theorem, we derive the asymptotic distribution of the rescaled error between heterogeneous and homogenized solutions under different assumptions in dimension $d\geq 3$. The results depend highly on whether a stationary corrector exits.
The article begins with a quantitative version of the martingale central limit theorem, in terms of the Kantorovich distance. This result is then used in the study of the homogenization of discrete parabolic equations with random i.i.d. coefficients. For smooth initial condition, the rescaled solution of such an equation, once averaged over the randomness, is shown to converge polynomially fast to the solution of the homogenized equation, with an explicit exponent depending only on the dimension. Polynomial rate of homogenization for the averaged heat kernel, with an explicit exponent, is then…
We consider difference equations in balanced, i.i.d. environments which are not necessary elliptic. In this setting we prove a parabolic Harnack inequality (PHI) for non-negative solutions to the discrete heat equation satisfying a (rather mild) growth condition, and we identify the optimal Harnack constant for the PHI. We show by way of an example that a growth condition is necessary and that our growth condition is sharp. Along the way we also prove a parabolic oscillation inequality and a (weak) quantitative homogenization result, which we believe to be of independent interest.
The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous rapidly oscillating function of both temporal and spatial variables then, under proper mixing assumptions, the limit equation is deterministic and the convergence in probability holds. To the contrary, for the potential having a microstructure only in one of these variables, the limit problem is stochastic and we only prove the convergence in law.
A heat equation with uncertain domains is thoroughly investigated. Statistical moments of the solution is approximated by the counterparts of the shape derivative. A rigorous proof for the existence of the shape derivative is presented. Boundary integral equation methods are used to compute statistical moments of the shape derivative.
This is the third part in a series of papers concerned with principal Lyapunov exponents and principal Floquet subspaces of positive random dynamical systems in ordered Banach spaces. The current part focuses on applications of general theory, developed in the authors' paper "Principal Lyapunov exponents and principal Floquet spaces of positive random dynamical systems. I. General theory," Trans. Amer. Math. Soc. 365 (2013), pp. 5329-5365, to positive continuous-time random dynamical systems on infinite dimensional ordered Banach spaces arising from random parabolic equations and random delay …
In this paper, we study the existence, stability and bifurcation of random complete and periodic solutions for stochastic parabolic equations with multiplicative noise. We first prove the existence and uniqueness of tempered random attractors for the stochastic equations and characterize the structures of the attractors by random complete solutions. We then examine the existence and stability of random complete quasi-solutions and establish the relations of these solutions and the structures of tempered attractors. When the stochastic equations are incorporated with periodic forcing, we obtain…
Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary conditions are allowed to depend on time. The theory of the principal spectrum/principal Lyapunov exponents is shown to apply to those equations. In the nonautonomous case, the main result states that the principal eigenvalue of any time-averaged equation is not larger than the supremum of the principal spectrum and that there is a time-averaged equation whose pr…
We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in Hölder classes and estimates from above and below of the fundamental solution. This result is applied to SPDEs by means of the Ito-Wentzell formula, through a random change of variables which transforms the SPDE into a PDE with random coefficients.
We consider a system of three surfaces, graphs over a bounded domain in ${\mathbb R}^2$, intersecting along a time-dependent curve and moving by mean curvature while preserving the pairwise angles at the curve of intersection (equal to $2π/3$.) For the corresponding two-dimensional parabolic free boundary problem we prove short-time existence of classical solutions (in parabolic Hölder spaces), for sufficiently regular initial data satisfying a compatibility condition.
A first-order Liouville theorem is obtained for random ensembles of uniformly parabolic systems under the mere qualitative assumptions of stationarity and ergodicity. Furthermore, the paper establishes, almost surely, an intrinsic large-scale $C^{1,α}$-regularity estimate for caloric functions.
We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this information leads to a parabolic Harnack inequality, a local limit theorem and estimates on the Green's function.
We present probabilistic interpretations of solutions to semi-linear parabolic equations with polynomial nonlinearities in terms of the voting models on the genealogical trees of branching Brownian motion (BBM). These extend the connection between the Fisher-KPP equation and BBM discovered by McKean in~\cite{McK}. In particular, we present ``random outcome'' and ``random threshold'' voting models that yield any polynomial nonlinearity $f$ satisfying $f(0)=f(1)=0$ and a ``recursive up the tree'' model that allows to go beyond this restriction on $f$. We compute a few examples of particular inte…
We consider a semilinear parabolic partial differential equation in $\mathbf{R}_+\times [0,1]^d$, where $d=1, 2$ or $3$, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the amplitude of the oscillations has the right size compared to its typical spatiotemporal scale, then the solution of our equation converges to the solution of a deterministic homogenised parabolic PDE, which is a form of law of large numbers. Our main interest is in the associated central limit theorem. Namely, we study the limit of a properly rescaled difference …
In this article we derive rigorously a nonlinear, steady, bifurcation through spectral bifurcation (i.e., eigenvalues of the linearized equation crossing the imaginary axis) for a class of hyperbolic-parabolic model in a strip. This is related to "cellular instabilities" occuring in detonation and MHD. Our results extend to multiple dimensions the results of Franz Achleitner and Peter Szmolyan (Saddle-node bifurcation of viscous profiles) on 1D steady bifurcation of viscous shock profiles; en passant, changing to an appropriate moving coordinate frame, we recover and somewhat sharpen results o…
