We establish two-sided Gaussian bounds for fundamental solutions of general non-divergence form parabolic operators with Hölder continuous coefficients. The result we obtain is essentially based on parametrix method.
H{ö}lder regularity of parabolic equations with Dirichlet boundary conditions and application to reaction-diffusion and reaction-cross-diffusion systems
We show that local weak solutions to parabolic systems of p-Laplace type are H{ö}lder continuous in time with values in a spatial Lebesgue space and H{ö}lder continuous on almost every time line. We provide an elementary and self-contained proof building on the local higher integrability result of Kinnunen and Lewis.
We present an existence result for a partial differential inclusion with linear parabolic principal part and relaxed one-sided Lipschitz multivalued nonlinearity in the framework of Gelfand triples. Our study uses discretizations of the differential inclusion by a Galerkin scheme, which is compatible with a conforming finite element method, and we analyze convergence properties of the discrete solution sets.
We consider non degenerate Brownian SDEs with H{ö}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to order two under some additional spatial H{ö}lder continuity assumptions on the drift. Importantly, the estimates reflect the transport of the initial condition by the unbounded drift through an auxiliary, possibly regularized, flow.
We establish a new regularity property for weak solutions of parabolic systems with coefficients depending measurably on time as well as on all spatial variables. Namely, weak solutions are locally H{ö}lder continuous Lp valued functions for some p > 2.
We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a priori Besov-type estimates, the H{ö}lder continuity of the solutions. In particular, we handle the almost critical case in whole generality.
Based on the fact that the Neumann Green function can be constructed as a perturbation of the fundamental solution by a single-layer potential, we establish gaussian two-sided bounds for the Neumann Green function for a general parabolic operator. We build our analysis on classical tools coming from the construction of a fundamental solution of a general parabolic operator by means of the so-called parametrix method. At the same time we provide a simple proof for the gaussian two-sided bounds for the fundamental solution. We also indicate how our method can be adapted to get a gaussian lower b…
We investigate some smoothness properties for a transport-diffusion equation involving a class of non-degerate L{é}vy type operators with singular drift. Our main argument is based on a duality method using the molecular decomposition of Hardy spaces through which we derive some H{ö}lder continuity for the associated parabolic PDE. This property will be fulfilled as far as the singular drift belongs to a suitable Morrey-Campanato space for which the regularizing properties of the L{é}vy operator suffice to obtain global H{ö}lder continuity.
Two-sided Gaussian estimates for the fundamental solution of a second order linear parabolic differential equation are upper and lower bounds in terms of the fundamental solution of the classical heat conduction equation. In his seminal 1958 paper Nash stated, without proof, two-sided non-Gaussian bounds for the fundamental solution of a uniformly parabolic divergence structure equation assuming only boundedness of the coefficients. In his 1967-1968 papers Aronson derived truly Gaussian estimates for the fundamental solutions of a large class of linear parabolic equations (including the diverg…
For $α\in (0,2)$ we study the null controllability of the parabolic operator $$Pu= u_t - (\vert x \vert ^αu_x)_x\qquad (1<x<1),$$ which degenerates at the interior point $x=0$, for locally distributed controls acting only one side of the origin (that is, on some interval $(a,b)$ with $0<a<b<1$). Our main results guarantees that $P$ is null controllable if and only if it is weakly degenerate, that is, $α\in (0,1)$. So, in order to steer the system to zero, one needs controls to act on both sides of the point of degeneracy in the strongly degenerate case $α\in [1,2)$. Our approach is based on sp…
On a smooth bounded domain Ω\subset R^N we consider the Schrödinger operators -Δ-V, with V being either the critical borderline potential V(x)=(N-2)^2/4 |x|^{-2} or V(x)=(1/4) dist (x,\partialΩ)^{-2}, under Dirichlet boundary conditions. In this work we obtain sharp two-sided estimates on the corresponding heat kernels. To this end we transform the Scrödinger operators into suitable degenerate operators, for which we prove a new parabolic Harnack inequality up to the boundary. To derive the Harnack inequality we have established a serier of new inequalities such as improved Hardy, logarithmic …
In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and Hölder regularity hold for parabolic functions of such processes, and derive sharp two-sided Green function estimates.
James Serrin's fundamental contributions to the theory of quasilinear elliptic equations are well-known and widely appreciated. He also made less well-known contributions to the theory of quasilinear parabolic equations which we dicuss in this note. Jurgen Moser gave greatly simplified proofs of the De Giorgi-Nash regularity results for linear divergence structure elliptic and parabolic differential equations using an original iterative technique. Serrin extended Moser's techniques and applied them to the study of divergence structure quasilinear elliptic equations, and in collaboration with A…
The Oleinik inequality for conservation laws and Aronson-Benilan type inequalities for porous medium or p-Laplacian equations are one-sided inequalities that provide the fundamental features of the solution such as the uniqueness and sharp regularity. In this paper such one-sided inequalities are unified and generalized for a wide class of first and second order equations in the form of $$ u_t=σ(t,u,u_x,u_{xx}),\quad u(x,0)=u^0(x)\ge0,\quad t>0,\,x\in\bfR, $$ where the non-strict parabolicity ${\partial\over\partial q} σ(t,z,p,q)\ge0$ is assumed. The generalization or unification of one-sided …
We consider a non-autonomous Cauchy problem involving linear operators associated with time-dependent forms $a(t;.,.):V\times V\to {\mathbb{C}}$ where $V$ and $H$ are Hilbert spaces such that $V$ is continuously embedded in $H$. We prove $H$-maximal regularity under a new regularity condition on the form $a$ with respect to time; namely H{ö}lder continuity with values in an interpolation space. This result is best suited to treat Robin boundary conditions. The maximal regularity allows one to use fixed point arguments to some non linear parabolic problems with Robin boundary conditions.
We report on recent results and a new line of research at the crossroad of two major theories in the analysis of partial differential equations. The celebrated De Giorgi-Nash-Moser theory shows H{ö}lder estimates and the Harnack inequality for uniformly elliptic or parabolic equations with rough coefficients in divergence form. The theory of hypoellipticity of H{ö}rmander shows, under general "bracket" conditions, the regularity of solutions to partial differential equations combining first and second order derivative operators when ellipticity fails in some directions. We discuss recent exten…
In this paper, we establish stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces under general volume doubling condition. We obtain their stable equivalent characterizations in terms of the jumping kernels, variants of cutoff Sobolev inequalities, and Poincaré inequalities. In particular, we establish the connection between parabolic Harnack inequalities and two-sided heat kernel estimates, as well as with the Hölder regularity of parabolic functions for symmetric non-local Dirichlet forms.
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 Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump Lévy processes with some $σ$-stable like behaviour. Included are $σ$-stable processes and fractional Laplace diffusion operators $(-Δ)^{\fracσ2}$, tempered nonsymmetric processes in Finance, spectrally one-sided processes, and sums of subelliptic operators of different orders. Our main results are existence and uniqueness of classical solutions of MFG systems with nondegenerate diffusion operators of order $σ\in(1,2)$. We cons…
In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,μ)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a strongly local symmetric bilinear form and $J(dx,dy)$ is a symmetric Random measure on $M\times M$. Under general volume doubling condition on $(M,d,μ)$ and some mild assumptions on scaling functions, we establish stability results for upper bounds of heat kernel (resp.\ two-sided heat kernel estimates) in terms of the jumping kernels, the cut-off Sobolev inequali…
In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps \downarrow 0} \int_{\{y\in \R^d: |y-x|>\eps\}} (u(y)-u(x)) J(x, y) dy, $$ where $A(x)=(a_{ij}(x))_{1\leq i, j\leq d}$ is a measurable $d\times d$ matrix-valued function on $\R^d$ that is uniform elliptic and bounded and $J$ is a symmetric measurable non-trivial non-negative kernel on $\R^d\times \R^d$ satisfying certain conditions. Corresponding to $\LL$ is a symmetr…
We consider divergence-form parabolic equation with measurable uniformly elliptic matrix and the vector field in a large class containing, in particular, the vector fields in $L^p$, $p>d$, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$, $\varepsilon>0$. We establish Hölder continuity of the bounded soutions, sharp two-sided Gaussian bound on the heat kernel, Harnack inequality.
Let $X_{1},...,X_{m}$ be a family of real smooth vector fields defined in $\mathbb{R}^{n}$, $1$-homogeneous with respect to a nonisotropic family of dilations and satisfying Hörmander's rank condition at $0$ (and therefore at every point of $\mathbb{R}^{n}$). The vector fields are not assumed to be translation invariant with respect to any Lie group structure. Let us consider the nonvariational evolution operator $$ \mathcal{H}:=\sum_{i,j=1}^{m}a_{i,j}(t,x)X_{i}X_{j}-\partial_{t}% $$ where $(a_{i,j}(t,x))_{i,j=1}^{m}$ is a symmetric uniformly positive $m\times m$ matrix and the entries $a_{ij}…
We consider operators of the form ${\mathcal L}=-L-V$, where $L$ is an elliptic operator and $V$ is a singular potential, defined on a smooth bounded domain $Ω\subset \R^n$ with Dirichlet boundary conditions. We allow the boundary of $Ω$ to be made of various pieces of different codimension. We assume that ${\mathcal L}$ has a generalized first eigenfunction of which we know two sided estimates. Under these assumptions we prove optimal Sobolev inequalities for the operator ${\mathcal L}$, we show that it generates an intrinsic ultracontractive semigroup and finally we derive a parabolic Harnac…
Let $Ω$ be a bounded domain in $\mathbb{R}^N$ with $C^2$ boundary and let $K\subset\partialΩ$ be either a $C^2$ submanifold of the boundary of codimension $k<N$ or a point. In this article we study various problems related to the Schrödinger operator $L_μ =-Δ- μd_K^{-2}$ where $d_K$ denotes the distance to $K$ and $μ\leq k^2/4$. We establish parabolic boundary Harnack inequalities as well as related two-sided heat kernel and Green function estimates. We construct the associated Martin kernel and prove existence and uniqueness for the corresponding boundary value problem with data given by meas…
In this paper we study the parabolic evolution equation $\partial_t u=(|Du|^{2}+2|\det Du|)^{-1} Δu$, where $u : M\times[0,\infty) \to N$ is an evolving map between compact flat surfaces. We use a tensor maximum principle for the induced metric to establish two-sided bounds on the singular values of Du, which shows that unlike harmonic map heat flow, this flow preserves diffeomorphisms. A change of variables for Du then allows us to establish a $C^α$ estimate for the coefficient of the tension field, and thus (thanks to the quasilinear structure and the Schauder estimates) we get full regulari…
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…
Let $d\geq 1$ and $α\in (0, 2)$. Consider the following non-local and non-symmetric Lévy-type operator on $\mR^d$: $$ \sL^κ_αf(x):=\mbox{p.v.}\int_{\mR^d}(f(x+z)-f(x))\frac{κ(x,z)}{|z|^{d+α}} \dif z, $$ where $0<κ_0\leq κ(x,z)\leq κ_1$, $κ(x,z)=κ(x,-z)$, and $|κ(x,z)-κ(y,z)|\leqκ_2|x-y|^β$ for some $β\in(0,1)$. Using Levi's method, we construct the fundamental solution (also called heat kernel) $p^κ_α(t, x, y)$ of $\sL^κ_α$, and establish its sharp two-sided estimates as well as its fractional derivative and gradient estimates of the heat kernel. We also show that $p^κ_α(t, x, y)$ is jointly H…