In this paper we study integro-differential equations like the anisotropic fractional Laplacian. As in [Silvestre, Indiana University Mathematics Journal 55, 2006], we adapt the De Giorgi technique to achieve the $C^γ$-regularity for solutions of class $C^{2}$ and use the geometry found in [Caffarelli, Leitão, and Urbano, Math. Ann. 360, 2014] to get an ABP estimate, a Harnack inequality and the interior $C^{1, γ}$ regularity for viscosity solutions.
In this paper, we show that the minimal solution of a backward stochastic differential equation gives a probabilistic representation of the minimal viscosity solution of an integro-partial differential equation both with a singular terminal condition. Singularity means that at the final time, the value of the solution can be equal to infinity. Different types of regularity of this viscosity solution are investigated: Sobolev, H{ö}lder or strong regularity.
The operator square root of the Laplacian $(-\lap)^{1/2}$ can be obtained from the harmonic extension problem to the upper half space as the operator that maps the Dirichlet boundary condition to the Neumann condition. In this paper we obtain similar characterizations for general fractional powers of the Laplacian and other integro-differential operators. From those characterizations we derive some properties of these integro-differential equations from purely local arguments in the extension problems.
We show an example of a non-symmetric integro-differential equation of order $α$, for $α\in (0,1)$, for which Hölder estimates do not hold even though the kernels are comparable to the fractional Laplacian.
The comparison principle and the existence of the solution of the integro-differential equation with L{é}vy operators, in the framework of the viscosity solution, are shown in this paper. For the one dimensional case, a detailed estimate of the H{ö}lder continuity of solutions is presented, by localizing the singularity of the L{é}vy measure.
We prove for some singular kernels $K(x,y)$ that viscosity solutions of the integro-differential equation $\int_{\mathbb{R}^n} \left[u(x+y)+u(x-y)-2u(x)\right]\,K(x,y)dy=f(x)$ locally belong to some Gevrey class if so does $f$. The fractional Laplacian equation is included in this framework as a special case.
Improved Regularity for Nonlocal Hamilton--Jacobi Equations with Superlinear Hamiltonians
Université Paris Cité, CNRS, Sorbonne Université（巴黎西岱大学、法国国家科学研究中心、索邦大学）；O. Mayer Mathematics Institute, Romanian Academy（罗马尼亚科学院 O. Mayer 数学研究所）；Univ Rennes, INSA Rennes, CNRS（雷恩大学、雷恩国立应用科学学院、法国国家科学研究中心）
We investigate the obstacle problem for a class of nonlinear equations driven by nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional $p$-Laplacian operator with measurable coefficients. Amongst other results, we will prove both the existence and uniqueness of the solutions to the obstacle problem, and that these solutions inherit regularity properties, such as boundedness, continuity and Hölder continuity (up to the boundary), from the obstacle.
We deal with a class of equations driven by nonlocal, possibly degenerate, integro-differential operators of differentiability order $s\in (0,1)$ and summability growth $p>1$, whose model is the fractional $p$-Laplacian with measurable coefficients. We state and prove several results for the corresponding weak supersolutions, as comparison principles, a priori bounds, lower semicontinuity, and many others. We then discuss the good definition of $(s,p)$-superharmonic functions, by also proving some related properties. We finally introduce the nonlocal counterpart of the celebrated Perron method…
We establish interior and up to the boundary Hölder regularity estimates for weak solutions of the Dirichlet problem for the fractional $g-$Laplacian with bounded right hand side and $g$ convex. These are the first regularity results available in the literature for integro-differential equations in the context of fractional Orlicz-Sobolev spaces.
We deal with existence, uniqueness, and regularity for solutions of the boundary value problem $$ \begin{cases} {\mathcal L}^s u = μ&\quad \text{in $Ω$}, u(x)=0 \quad &\text{on} \ \ \mathbb{R}^N\backslashΩ, \end{cases} $$ where $Ω$ is a bounded domain of $\mathbb{R}^N$, $μ$ is a bounded radon measure on $Ω$, and ${\mathcal L}^s$ is a nonlocal operator of fractional order $s$ whose kernel $K$ is comparable with the one of the factional laplacian.
In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric, regularly varying kernels at zero. In particular, we obtain the uniform Harnack inequality and Hölder estimate of viscosity solutions to the nonlinear integro-differential equations associated with the kernels $K_{σ, β}$ satisfying $$ K_{σ,β}(y)\asymp \frac{ 2-σ}{|y|^{n+σ}}\left( \log\frac{2}{|y|^2}\right)^{β(2-σ)}\quad \mbox{near zero} $$ with respect to $σ\in…
We study the asymptotic behavior of solutions to a monostable integro-differential Fisher-KPP equation , that is where the standard Laplacian is replaced by a convolution term, when the dispersal kernel is fat-tailed. We focus on two different regimes. Firstly, we study the long time/long range scaling limit by introducing a relevant rescaling in space and time and prove a sharp bound on the (super-linear) spreading rate in the Hamilton-Jacobi sense by means of sub-and super-solutions. Secondly, we investigate a long time/small mutation regime for which, after identifying a relevant rescaling …
Some linear integro-differential operators have old and classical representations as the Dirichlet-to-Neumann operators for linear elliptic equations, such as the 1/2-Laplacian or the generator of the boundary process of a reflected diffusion. In this work, we make some extensions of this theory to the case of a \emph{nonlinear} Dirichlet-to-Neumann mapping that is constructed using a solution to a \emph{fully nonlinear} elliptic equation in a given domain, mapping Dirichlet data to its normal derivative of the resulting solution. Here we begin the process of giving detailed information about …
We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully nonlinear equations of order smaller than two -- for which we prove uniform estimates as their order approaches two. Our method is robust enough to be applied to some Pucci-type extremal equations and to obstacle problems for fractional operators, although several of the results are new even in the linear case. We also raise some intriguing open questions, one…
We prove a uniqueness theorem for the obstacle problem for linear equations involving the fractional Laplacian with zero Dirichlet exterior condition. The problem under consideration arises as the limit of some logistic-type equations. Our result extends (and slightly strengthens) the known corresponding results for the classical Laplace operator with zero boundary condition. Our proof, as compared with the known proof for the classical Laplace operator, is entirely new, and is based on the probabilistic potential theory. Its advantage is that it may be applied to a wide class of integro-diffe…
We study the obstacle problem for integro-differential operators of order $2s$, with $s\in (0,1)$. Our main result establishes that the free boundary is $C^{1,γ}$ and $u\in C^{1,s}$ near all regular points. Namely, we prove the following dichotomy at all free boundary points $x_0\in\partial\{u=φ\}$: (i) either $u(x)-φ(x)=c\,d^{1+s}(x)+o(|x-x_0|^{1+s+α})$ for some $c>0$, (ii) or $u(x)-φ(x)=o(|x-x_0|^{1+s+α})$, where $d$ is the distance to the contact set $\{u=φ\}$. Moreover, we show that the set of free boundary points $x_0$ satisfying (i) is open, and that the free boundary is $C^{1,γ}$ and $u…
We state and prove estimates for the local boundedness of subsolutions of non-local, possibly degenerate, parabolic integro-differential equations of the form \begin{equation*} \partial_tu(x,t)+\mbox{P.V.}\int\limits_{\mathbb R^n}K(x,y,t) |u(x,t)-u(y,t) |^{p-2}(u(x,t)-u(y,t))\, dy,\end{equation*} $(x,t)\in\mathbb R^n\times\mathbb R$, where $\mbox{P.V.} $ means in the principle value sense, $p\in (1,\infty)$ and the kernel obeys $K(x,y,t)\approx |x-y |^{n+ps}$ for some $s\in (0,1)$, uniformly in $(x,y,t)\in\mathbb R^n\times \mathbb R^n\times\mathbb R$.
Non-uniqueness of three-dimensional Euler equations and Navier-Stokes equations forced by random noise, path-wise and more recently even in law, have been proven by various authors. We prove non-uniqueness in law of the three-dimensional Navier-Stokes equations forced by random noise and diffused via a fractional Laplacian that has power between zero and one half. The solution we construct has H$\ddot{\mathrm{o}}$lder regularity with a small exponent rather than Sobolev regularity with a small exponent. For the power sufficiently small, the non-uniqueness in law holds at the level of Leray-Hop…
We are concerned with existence results for a critical problem of Brezis-Nirenberg Type involving an integro-differential operator. Our study includes the fractional Laplacian. Our approach still applies when adding small singular terms. It hinges on appropriate choices of parameters in the mountain-pass theorem
In this paper we will prove the existence of three nontrivial weak solutions of the following problem involving a nonlinear integro-differential operator and a term with critical exponent. \begin{align*} \begin{split} -\mathscr{L}_Φu & = |u|^{{p_{s}^{\ast}}-2}u+λf(x,u)\,\,\mbox{in}\,\,Ω,\\ u & = 0\,\, \mbox{in}\,\, \mathbb{R}^N\setminus Ω, \end{split} \end{align*} Here $q\in(p, p_s^*)$, where $p_s^*$ is the fractional Sobolev conjugate of $p$ and $-\mathscr{L}_Φ$ represents a general nonlocal integro-differential operator of order $s\in(0,1)$. This operator is possibly degenerate and covers th…
Motivated by the "tug-of-war" game studied in [12], we consider a "non-local" version of the game which goes as follows: at every step two players pick respectively a direction and then, instead of flipping a coin in order to decide which direction to choose and then moving of a fixed amount $ε>0$ (as is done in the classical case), it is a $s$-stable Levy process which chooses at the same time both the direction and the distance to travel. Starting from this game, we heuristically we derive a deterministic non-local integro-differential equation that we call "infinity fractional Laplacian". W…
This paper is concerned with diffusion-reaction equations where the classical diffusion term, such as the Laplacian operator, is replaced with a singular integral term, such as the fractional Laplacian operator. As far as the reaction term is concerned, we consider bistable non-linearities. After properly rescaling (in time and space) these integro-differential evolution equations, we show that the limits of their solutions as the scaling parameter goes to zero exhibit interfaces moving by anisotropic mean curvature. The singularity and the unbounded support of the potential at stake are both …
We establish a priori Lipschitz estimates for unbounded solutions of second-order Hamilton-Jacobi equations in R^N in presence of an Ornstein-Uhlenbeck drift. We generalize the results obtained by Fujita, Ishii \& Loreti (2006) in several directions. The first one is to consider more general operators. We first replace the Laplacian by a general diffusion matrix and then consider a nonlocal integro-differential operator of fractional Laplacian type. The second kind of extension is to deal with more general Hamiltonians which are merely sublinear. These results are obtained for both degenerate …
We prove interior $H^{2s-\varepsilon}$ regularity for weak solutions of linear elliptic integro-differential equations close to the fractional $s$-Laplacian. The result is obtained via intermediate estimates in Nikol'skii spaces, which are in turn carried out by means of an appropriate modification of the classical translation method by Nirenberg.
We study the extremal solution for the problem $(-Δ)^s u=λf(u)$ in $Ω$, $u\equiv0$ in $\R^n\setminusΩ$, where $λ>0$ is a parameter and $s\in(0,1)$. We extend some well known results for the extremal solution when the operator is the Laplacian to this nonlocal case. For general convex nonlinearities we prove that the extremal solution is bounded in dimensions $n<4s$. We also show that, for exponential and power-like nonlinearities, the extremal solution is bounded whenever $n<10s$. In the limit $s\uparrow1$, $n<10$ is optimal. In addition, we show that the extremal solution is $H^s(\R^n)$ in an…
This work is devoted to study the existence of infinitely many weak solutions to nonlocal equations involving a general integrodifferential operator of fractional type. These equations have a variational structure and we find a sequence of nontrivial weak solutions for them exploiting the ${\mathbb{Z}}_2$-symmetric version of the Mountain Pass Theorem. To make the nonlinear methods work, some careful analysis of the fractional spaces involved is necessary. As a particular case, we derive an existence theorem for the fractional Laplacian, finding nontrivial solutions of the equation $$ \left\{\…
This paper is devoted to the asymptotic analysis of a fractional version of the Ginzburg-Landau equation in bounded domains, where the Laplacian is replaced by an integro-differential operator related to the square root Laplacian as defined in Fourier space. In the singular Ginzburg-Landau limit, we show that solutions with uniformly bounded energy converge weakly to sphere valued 1/2-harmonic maps, i.e., the fractional analogues of the usual harmonic maps. In addition, the convergence holds in smooth functions spaces away from a (n-1)-rectifiable closed set of finite (n-1)-Hausdorff measure. …
The standard problem for the classical heat equation posed in a bounded domain $Ω$ of $\mathbb R^n$ is the initial and boundary value problem. If the Laplace operator is replaced by a version of the fractional Laplacian, the initial and boundary value problem can still be solved on the condition that the non-zero boundary data must be singular, i.e., the solution $u(t,x)$ blows up as $x$ approaches $\partial Ω$ in a definite way. In this paper we construct a theory of existence and uniqueness of solutions of the parabolic problem with singular data taken in a very precise sense, and also admit…
We study the fractional Laplacian $(-Δ)^{σ/2}$ on the $n$-dimensional torus $\mathbb{T}^n$, $n\geq1$. First, we present a general extension problem that describes \textit{any} fractional power $L^γ$, $γ>0$, where $L$ is a general nonnegative selfadjoint operator defined in an $L^2$-space. This generalizes to all $γ>0$ and to a large class of operators the previous known results by Caffarelli and Silvestre. In particular it applies to the fractional Laplacian on the torus. The extension problem is used to prove interior and boundary Harnack's inequalities for $(-Δ)^{σ/2}$, when $0<σ<2$. We dedu…
We extend the celebrate De Giorgi-Nash-Moser theory to a wide class of nonlinear equations driven by nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional $p$-Laplacian operator on the Heisenberg-Weyl group $\mathbb{H}^n$. Amongst other results, we prove that the weak solutions to such a class of problems are bounded and Hölder continuous, by also establishing general estimates as fractional Caccioppoli-type estimates with tail and logarithmic-type estimates.
In this paper we show novel underlying connections between fractional powers of the Laplacian on the unit sphere and functions from analytic number theory and differential geometry, like the Hurwitz zeta function and the Minakshisundaram zeta function. Inspired by Minakshisundaram's ideas, we find a precise pointwise description of $(-Δ_{\mathbb{S}^{n-1}})^s u(x)$ in terms of fractional powers of the Dirichlet-to-Neumann map on the sphere. The Poisson kernel for the unit ball will be essential for this part of the analysis. On the other hand, by using the heat semigroup on the sphere, addition…
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…
The frequency-dependent attenuation typically obeys an empirical power law with an exponent ranging from 0 to 2. The standard time-domain partial differential equation models can describe merely two extreme cases of frequency independent and frequency-squared dependent attenuations. The otherwise non-zeor and non-square frequency dependency occuring in many cases of practical interest is thus often called the anomalous attenuation. In this study, we developed a linear integro-differential equation wave model for the anomalous attenuation by using the space fractional Laplacian operation, and t…
This work is devoted to the study of the existence of at least one weak solution to nonlocal equations involving a general integro-differential operator of fractional type. As a special case, we derive an existence theorem for the fractional Laplacian, finding a nontrivial weak solution of the equation \begin{eqnarray*} \begin{cases} (-Δ)^s u=h(x)f(u) & {\mbox{ in }} Ω\\ u=0 & {\mbox{ in }} \mathbb{R}^n\setminus Ω, \end{cases} \end{eqnarray*} where $h\in L^{\infty}_+(Ω)\setminus\{0\}$ and $f:\mathbb{R}\rightarrow\mathbb{R}$ is a suitable continuous function. These problems have a variational s…
We study the regularity up to the boundary of solutions to fractional heat equation in bounded $C^{1,1}$ domains. More precisely, we consider solutions to $\partial_t u + (-Δ)^s u=0 \textrm{ in }Ω,\ t > 0$, with zero Dirichlet conditions in $\mathbb{R}^n\setminus Ω$ and with initial data $u_0\in L^2(Ω)$. Using the results of the second author and Serra for the elliptic problem, we show that for all $t>0$ we have $u(\cdot, t)\in C^s(\mathbb{R}^n)$ and $u(\cdot, t)/δ^s \in C^{s-ε}(\overlineΩ)$ for any $ε> 0$ and $δ(x) = \textrm{dist}(x,\partialΩ)$. Our regularity results apply not only to the fr…
We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the last two centuries. It was followed by the theory of parabolic equations of different types. In a parallel development, the theory of stochastic differential equations gives a foundation to the probabilistic study of diffusion. Nonlinear diffusion equations have played an important role not only in theory but also in physics and engineering, and we focus on a …
