In this paper we consider 2D nonlocal diffusion models with a finite nonlocal horizon parameter $δ$ characterizing the range of nonlocal interactions, and consider the treatment of Neumann-like boundary conditions that have proven challenging for discretizations of nonlocal models. While existing 2D nonlocal flux boundary conditions have been shown to exhibit at most first order convergence to the local counter part as $δ\rightarrow 0$, we present a new generalization of classical local Neumann conditions that recovers the local case as $O(δ^2)$ in the $L^{\infty}(Ω)$ norm. This convergence rate is optimal considering the $O(δ^2)$ convergence of the nonlocal equation to its local limit away from the boundary. We analyze the application of this new boundary treatment to the nonlocal diffusion problem, and present conditions under which the solution of the nonlocal boundary value problem converges to the solution of the corresponding local Neumann problem as the horizon is reduced. To demonstrate the applicability of this nonlocal flux boundary condition to more complicated scenarios, we extend the approach to less regular domains, numerically verifying that we preserve second-order convergence for domains with corners. Based on the new formulation for nonlocal boundary condition, we develop an asymptotically compatible meshfree discretization, obtaining a solution to the nonlocal diffusion equation with mixed boundary conditions that converges with $O(δ^2)$ convergence.
We show how nonlocal boundary conditions of Robin type can be encoded in the pointwise expression of the fractional operator. Notably, the fractional Laplacian of functions satisfying homogeneous nonlocal Neumann conditions can be expressed as a regional operator with a kernel having logarithmic behaviour at the boundary.
The classical local Neumann problem is well studied and solutions of this problem lie, in general, in a Sobolev space. In this work, we focus on nonlocal Neumann problems with measurable, nonnegative kernels, whose solutions require less regularity assumptions. For kernels of this kind we formulate and study the weak formulation of the nonlocal Neumann problem and we investigate a nonlocal counterpart of the Sobolev space $H^{1}$ as well as a resulting nonlocal trace space. We further establish, mainly for symmetric kernels, various existence results for the weak solution of the Neumann proble…
We present a model for nonlocal diffusion with Neumann boundary conditions in a bounded smooth domain prescribing the flux through the boundary. We study the limit of this family of nonlocal diffusion operators when a rescaling parameter related to the kernel of the nonlocal operator goes to zero. We prove that the solutions of this family of problems converge to a solution of the heat equation with Neumann boundary conditions.
In this paper, we develop some properties of the $a_{x,y}(.)$-Neumann derivative for the fractional $a_{x,y}(.)$-Laplacian operator. Therefore we prove the basic proprieties of the correspondent function spaces. In the second part of this paper, by means of Ekeland's variational principal and direct variational approach, we prove the existence of weak solutions for a nonlocal problem with nonhomogeneous Neumann and Robin boundary condition.
We introduce two different ways of coupling local and nonlocal equations with Neumann boundary conditions in such a way that the resulting model is naturally associated with an energy functional. For these two models we prove that there is a minimizer of the resulting energy that is unique modulo adding a constant.
We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincaré-type inequality and classification results for stable solutions, and we apply them to the study of an associated nonlocal problem. We also establish a counterexample in the corresponding framework for the fractional Laplacian.
In this paper, we consider a semilinear parabolic equation with nonlinear nonlocal Neumann boundary condition and nonnegative initial datum. We first prove global existence results. We then give some criteria on this problem which determine whether the solutions blow up in finite time for large or for all nontrivial initial data. Finally, we show that under certain conditions blow-up occurs only on the boundary.
We prove trace and extension results for fractional Sobolev spaces of order $s\in(0,1)$. These spaces are used in the study of nonlocal Dirichlet and Neumann problems on bounded domains. The results are robust in the sense that the continuity of the trace and extension operators is uniform as $s$ approaches $1$ and our trace spaces converge to $H^{1/2}(\partial Ω)$. We apply these results in order to study the convergence of solutions of nonlocal Neumann problems as the integro-differential operators localize to a symmetric, second order operator in divergence form.
We introduce a new Neumann problem for the fractional Laplacian arising from a simple probabilistic consideration, and we discuss the basic properties of this model. We can consider both elliptic and parabolic equations in any domain. In addition, we formulate problems with nonhomogeneous Neumann conditions, and also with mixed Dirichlet and Neumann conditions, all of them having a clear probabilistic interpretation. We prove that solutions to the fractional heat equation with homogeneous Neumann conditions have the following natural properties: conservation of mass inside $Ω$, decreasing ener…
We study Neumann type boundary value problems for nonlocal equations related to Lévy processes. Since these equations are nonlocal, Neumann type problems can be obtained in many ways, depending on the kind of reflection we impose on the outside jumps. To focus on the new phenomenas and ideas, we consider different models of reflection and rather general non-symmetric Lévy measures, but only simple linear equations in half-space domains. We derive the Neumann/reflection problems through a truncation procedure on the Lévy measure, and then we develop a viscosity solution theory which includes co…
We consider a class of nonlocal viscous Cahn-Hilliard equations with Neumann boundary conditions for the chemical potential. The double-well potential is allowed to be singular (e.g. of logarithmic type), while the singularity of the convolution kernel does not fall in any available existence theory under Neumann boundary conditions. We prove well-posedness for the nonlocal equation in a suitable variational sense. Secondly, we show that the solutions to the nonlocal equation converge to the corresponding solutions to the local equation, as the convolution kernels approximate a Dirac delta. Th…
We establish existence of positive non-decreasing radial solutions for a nonlocal nonlinear Neumann problem both in the ball and in the annulus. The nonlinearity that we consider is rather general, allowing for supercritical growth (in the sense of Sobolev embedding). The consequent lack of compactness can be overcome, by working in the cone of non-negative and non-decreasing radial functions. Within this cone, we establish some a priori estimates which allow, via a truncation argument, to use variational methods for proving existence of solutions. As a side result, we prove a strong maximum p…
In this paper we present an asymptotically compatible meshfree method for solving nonlocal equations with random coefficients, describing diffusion in heterogeneous media. In particular, the random diffusivity coefficient is described by a finite-dimensional random variable or a truncated combination of random variables with the Karhunen-Loève decomposition, then a probabilistic collocation method (PCM) with sparse grids is employed to sample the stochastic process. On each sample, the deterministic nonlocal diffusion problem is discretized with an optimization-based meshfree quadrature rule. …
The aim of this paper is to study a nonlocal problem with a mixed Dirichlet-Neumann exterior condition. We prove existence, nonexistence and multiplicity of positive energy solutions and describe the interaction between the concave-convex nonlinearity and the Dirichlet-Neumann data.
Inspired by the penalization of the domain approach of Lions & Sznitman, we give a sense to Neumann and oblique derivatives boundary value problems for nonlocal, possibly degenerate elliptic equations. Two different cases are considered: (i) homogeneous Neumann boundary conditions in convex, possibly non-smooth and unbounded domains, and (ii) general oblique derivatives boundary conditions in smooth, bounded, and possibly non-convex domains. In each case we give apropriate definitions of viscosity solutions and prove uniqueness of solutions of the corresponding boundary value problems. We prov…
In this communication, we prove some important limits of the principal eigenvalue for nonlocal operator of Neumann type with respect to the parameters, which are significant in the understanding of dynamics of biological populations. We obtained a complete picture about limits of the principal eigenvalue in term of the large and small dispersal rate and dispersal range classified by "Ecological Stable Strategy" of persistence. This solves some open problems remainning in the series of work [3, 28, 29], in which we have to overcome the new difficulties comparing to [3, 28, 29] since principal e…
In the first part of this article we deal with the existence of at least three non-trivial weak solutions of a nonlocal problem with nonstandard growth involving a nonlocal Robin type boundary condition. The second part of the article is devoted to study eigenvalues and minimizers of several nonlocal problems for the fractional $g-$Laplacian $(-Δ_g)^s$ with different boundary conditions, namely, Dirichlet, Neumann and Robin.
We propose here a motivation for a mixed local/nonlocal problem with a new type of Neumann condition. Our description is based on formal expansions and approximations. In a nutshell, a biological species is supposed to diffuse either by a random walk or by a jump process, according to prescribed probabilities. If the process makes an individual exit the niche, it must come to the niche right away, by selecting the return point according to the underlying stochastic process. More precisely, if the random particle exits the domain, it is forced to immediately reenter the domain, and the new poin…
We are concerned with the well-posedness of Neumann boundary value problems for nonlocal Hamilton-Jacobi equations related to jump processes in general smooth domains. We consider a nonlocal diffusive term of censored type of order less than 1 and Hamiltonians both in coercive form and in noncoercive Bellman form, whose growth in the gradient make them the leading term in the equation. We prove a comparison principle for bounded sub-and supersolutions in the context of viscosity solutions with generalized boundary conditions, and consequently by Perron's method we get the existence and uniquen…
In this paper we consider the existence of solution for the following class of fractional elliptic problem \begin{equation}\label{00} \left\{\begin{aligned} (-Δ)^su + u &= Q(x) |u|^{p-1}u\;\;\mbox{in}\;\;\R^N \setminus Ω\\ \mathcal{N}_su(x) &= 0\;\;\mbox{in}\;\;Ω, \end{aligned} \right. \end{equation} where $s\in (0,1)$, $N> 2s$, $Ω\subset \R^N$ is a bounded set with smooth boundary, $(-Δ)^s$ denotes the fractional Laplacian operator and $\mathcal{N}_s$ is the nonlocal operator that describes the Neumann boundary condition, which is given by $$ \mathcal{N}_su(x) = C_{N,s} \int_{\R^N \setminus Ω…
In this paper we consider the existence and multiplicity of weak solutions for the following class of fractional elliptic problem \begin{equation}\label{00} \left\{\begin{aligned} (-Δ)^{\frac{1}{2}}u + u &= Q(x)f(u)\;\;\mbox{in}\;\;\R \setminus (a,b)\\ \mathcal{N}_{1/2}u(x) &= 0\;\;\mbox{in}\;\;(a,b), \end{aligned} \right. \end{equation} where $a,b\in \R$ with $a<b$, $(-Δ)^{\frac{1}{2}}$ denotes the fractional Laplacian operator and $\mathcal{N}_s$ is the nonlocal operator that describes the Neumann boundary condition, which is given by $$ \mathcal{N}_{1/2}u(x) = \frac{1}π \int_{\R\setminus (a…
We consider a Dirichlet to Neumann operator $\mathcal{L}_a$ arising in a model for water waves, with a nonlocal parameter $a\in(-1,1)$. We deduce the expression of the operator in terms of the Fourier transform, highlighting a local behavior for small frequencies and a nonlocal behavior for large frequencies. We further investigate the $ Γ$-convergence of the energy associated to the equation $ \mathcal{L}_a(u)=W'(u) $, where $W$ is a double-well potential. When $a\in(-1,0]$ the energy $Γ$-converges to the classical perimeter, while for $a\in(0,1)$ the $Γ$-limit is a new nonlocal operator, tha…
We consider nonlinear problems governed by the fractional $p-$Laplacian in presence of nonlocal Neumann boundary conditions. We face two problems. First: the $p-$superlinear term may not satisfy the Ambrosetti-Rabinowitz condition. Second, and more important: although the topological structure of the underlying functional reminds the one of the linking theorem, the nonlocal nature of the associated eigenfunctions prevents the use of such a classical theorem. For these reasons, we are led to adopt another approach, relying on the notion of linking over cones.
We study a nonlocal evolution equation that involves a pseudo-parabolic third-order term. The equation models almost uni-directional two-phase flow in Brinkman regimes. We prove the existence of weak solutions for this equation. We also give a series of numerical examples that demonstrate the ability of the equation to support overshooting and explore the behavior of solutions in various limit regimes.
Following ideas of Caffarelli and Silvestre in~\cite{CS}, and using recent progress in hyperbolic fillings, we define fractional $p$-Laplacians $(-Δ_p)^θ$ with $0<θ<1$ on any compact, doubling metric measure space $(Z,d,ν)$, and prove existence, regularity and stability for the non-homogenous non-local equation $(-Δ_p)^θu =f.$ These results, in turn, rest on the new existence, global Hölder regularity and stability theorems that we prove for the Neumann problem for $p$-Laplacians $Δ_p$, $1<p<\infty$, in bounded domains of measure metric spaces endowed with a doubling measure that supports a Po…
We introduce a technique to automatically convert local boundary conditions into nonlocal volume constraints for nonlocal Poisson's and peridynamic models. The proposed strategy is based on the approximation of nonlocal Dirichlet or Neumann data with a local solution obtained by using available boundary, local data. The corresponding nonlocal solution converges quadratically to the local solution as the nonlocal horizon vanishes, making the proposed technique asymptotically compatible. The proposed conversion method does not have any geometry or dimensionality constraints and its computational…
We investigate global uniqueness for an inverse problem for a nonlocal diffusion equation on domains that are bounded in one direction. The coefficients are assumed to be unknown and isotropic on the entire space. We first show that the partial exterior Dirichlet-to-Neumann map locally determines the diffusion coefficient in the exterior domain. In addition, we introduce a novel analysis of nonlocal Neumann derivatives to prove an interior determination result. Interior and exterior determination yield the desired global uniqueness theorem for the Calderón problem of nonlocal diffusion equatio…
We prove the existence of ground state solution to the following problem. \begin{align*} (-Δ)^{s}u+u&=λ|u|^{-γ-1}u+P(x)|u|^{p-1}u,~\text{in}~\mathbb{R}^N\setminusΩ\\ N_su(x)&=0,~\text{in}~Ω\end{align*} where $N\geq2$, $λ>0$, $0<s,γ<1$, $p\in(1,2_s^*-1)$ with $2_s^*=\frac{2N}{N-2s}$. % $0<s^-=\underset{(x,y)\inΩ\timesΩ}{\inf}\{s(x,y)\}\leq s(x,y)\leq s^+=\underset{(x,y)\inΩ\timesΩ}{\sup}\{s(x,y)\}<1$, $0<γ^-=\underset{x\inΩ}{\inf}\{γ(x)\}\leq γ(x)\leq γ^+=\underset{x\inΩ}{\sup}\{γ(x)\}<1$, $1-γ^-<1<p^-=\underset{x\inΩ}{\inf}\{p(x)\}\leq p(x)\leq p^+=\underset{x\inΩ}{\sup}\{p(x)\}<2_{s^-}^*=\und…
The Dirichlet-to-Neumann map on asymptotically anti-de Sitter spaces and holography
Instituto de Ciencias Matemáticas, Consejo Superior de Investigaciones Científicas（西班牙高等科学研究委员会数学科学研究所）；Department of Mathematics, University of Washington（华盛顿大学数学系）；Mathematical Institute, Universiteit Utrecht（乌得勒支大学数学研究所）；Mathematics & Data Science, Vrije Universiteit Brussel（布鲁塞尔自由大学数学与数据科学）
In this paper we consider an initial boundary value problem for a semilinear parabolic equation with absorption and nonlinear nonlocal Neumann boundary condition. We prove comparison principle, the existence theorem of a local solution and study the problem of uniqueness and nonuniqueness.
A Nonlocal $p$-Laplacian Interface Model with Sharp Interface
China Jiliang University（中国计量大学）；Tsinghua University（清华大学）；Yanqi Lake Beijing Institute of Mathematical Sciences and Applications（北京雁栖湖应用数学研究院）；The University of Hong Kong（香港大学）
The compressible barotropic Navier-Stokes type system in monodimensional case with Neumann boundary condition given on free boundary is considered. The local and the global existence with uniformly boundedness for small viscosity coefficient is proved.
This paper studies the effects of the dispersal spread, which characterizes the dispersal range, on nonlocal diffusion equations with the nonlocal dispersal operator $\frac{1}{σ^{m}}\int_ΩJ_σ(x-y)(u(y,t)-u(x,t))dy$ and Neumann boundary condition in the spatial heterogeneity environment. More precisely, we are mainly concerned with asymptotic behaviors of generalised principal eigenvalue to the nonlocal dispersal operator, positive stationary solutions and solutions to the nonlocal diffusion KPP equation in both large and small dispersal spread. For large dispersal spread, we show that their as…
We establish the asymptotic behaviour of the least energy solutions of the following nonlocal Neumann problem: \begin{align*} \left\{\begin{array}{l l} { d(-Δ)^{s}u+ u= \abs{u}^{p-1}u } \text{ in $Ω,$ } { \mathcal{N}_{s}u=0 } \text{ in $\mathbb{R}^{n}\setminus \overlineΩ,$} {u>0} \text{ in $Ω,$} \end{array} \right.\end{align*} where $Ω\subset \mathbb{R}^{n}$ is a bounded domain of class $C^{1,1}$, $1<p<\frac{n+s}{n-s},\,n> \max \left\{1, 2s \right\}, 0<s<1,\,d>0$ and $\mathcal{N}_{s}u$ is the nonlocal Neumann derivative. We show that for small $d,$ the least energy solutions $u_d$ of the above…
This paper considers the initial-boundary value problem for the nonlocal Cahn--Hilliard equation $$ \partial_tφ+ (-Δ+1)(a(\cdot)φ-J\astφ+ G'(φ)) = 0 \quad \mbox{in}\ Ω\times(0, T) $$ in an unbounded domain $Ω\subset \mathbb{R}^N$ with smooth bounded boundary, where $N\in\mathbb{N}$, $T>0$, and $a(\cdot), J, G$ are given functions. In the case that $Ω$ is a bounded domain and $-Δ+1$ is replaced with $-Δ$, this problem has been studied by using a Faedo--Galerkin approximation scheme considering the compactness of the Neumann operator $-Δ+1$ (cf. Colli--Frigeri--Grasselli (2012), Gal--Grasselli (…
We consider here a problem of population dynamics modeled on a logistic equation with both classical and nonlocal diffusion, possibly in combination with a pollination term. The environment considered is a niche with zero-flux, according to a new type of Neumann condition. We discuss the situations that are more favorable for the survival of the species, in terms of the first positive eigenvalue. Quite surprisingly, the eigenvalue analysis for the one dimensional case is structurally different than the higher dimensional setting, and it sensibly depends on the nonlocal character of the dispers…
We consider solutions of the defocusing nonlinear Schrödinger equation in the quarter plane whose Dirichlet boundary data approach a single exponential $αe^{iωt}$ as $t \to \infty$. In order to determine the long time asymptotics of the solution, it is necessary to first characterize the asymptotic behavior of the Neumann value in terms of the given data. Assuming that the initial data decay as $x \to \infty$, we derive necessary conditions for the Neumann value to asymptote towards a single exponential of the form $ce^{iωt}$. Since our approach yields expressions which relate $α$, $ω$, and $c…
