The validity of the comparison principle in variable coefficient fully nonlinear gradient free potential theory is examined and then used to prove the comparison principle for fully nonlinear partial differential equations which determine a suitable potential theory. The approach combines the notions of proper elliptic branches inspired by Krylov (Trans. Amer. Math. Soc. 1995) with the monotonicity-duality method initiated by Harvey and Lawson (Comm. Pure Appl. Math. 2009). In the variable coefficient nonlinear potential theory, a special role is played by the Hausdorff continuity of the proper elliptic map $Θ$ which defines the potential theory. In the applications to nonlinear equations defined by an operator $F$, structural conditions on $F$ will be determined for which there is a correspondence principle between $Θ$-subharmonics/superharmonics and admissible viscosity sub and supersolutions of the nonlinear equation and for which comparison for the equation follows from the associated compatible potential theory. General results and explicit models of interest from differential geometry will be examined.
We consider singular perturbations of eigenvalue problems. We prove that to these problems correspond simple eigenvalues and we study their asymptotic behavior. As a result, we prove global bifurcation results for non uniformly and fully nonlinear elliptic equations. These equations are defined on smooth enough bounded domains and the solutions belonging in these branches are smooth and positive.
This paper is concerned with semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in $\mathbb R^n$. This class of equations includes Bellman equations containing operators of Lévy-Itô type. Hölder and Lipschitz continuity of viscosity solutions for a more general class of degenerate elliptic integro-differential equations are also provided.
We consider a semilinear elliptic problem in an annulus of R^N, with N>1. Recent results ensure that there exists a sequence p_k of exponents of the nonlinear term at which a nonradial bifurcation from the radial solution occurs. Exploiting the properties of O(N-1)-invariant spherical harmonics, we introduce two suitable cones K^1 and $K^2$ of O(N-1)-invariant functions that allow to separate the branches of bifurcating solutions from the others, getting the unboundedness of these branches.
We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with Pucci extremal operators is $C^{1,α}$ on the boundary; (ii) the solution of the Dirichlet problem for fully nonlinear uniformly elliptic equations is $C^{2,α}$ on the boundary; (iii) corresponding asymptotic expansions hold. This is an extension to viscosity solutions of the classical Krylov estimates for smooth solutions.
We prove $W^{2,\varepsilon}$ estimates for viscosity supersolutions of fully nonlinear, uniformly elliptic equations where $\varepsilon$ decays polynomially with respect to the ellipticity ratio of the equations. Our result is related to a conjecture of Armstrong-Silvestre-Smart [Comm. Pure Appl. Math. 65 (2012), no. 8, 1169--1184] which predicts a linear decay for $\varepsilon$ with respect to the ellipticity ratio of the equations.
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded under some polynomial-type growth conditions. Our main result applies to PDEs with convex superlinear terms but we also obtain some results in nonconvex cases. Applications to monotone systems of PDEs are given.
We consider viscosity solutions of a class of nonlinear degenerate elliptic equations on bounded domains. We prove comparison principles and a priori supremum bounds for the solutions. We also address the eigenvalue problem and, in many instances, show the existence of a first eigenvalue and a first positive eigenfunction.
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well posedness for the associated Dirichlet problem with continuous boundary data. In particular, we treat admissible viscosity solutions of elliptic branches of the equation, where the nonlinearity need not be monotone on all of the space of symmetric N by N matrices. An elliptic branch (in the sense of Krylov, 1995) of the equation is encoded by a set valued map from the coordinate domain into the elliptic subsets of th…
We consider the functional $$J(v) = \int_Ω[f(|\nabla v|) - v] dx,$$ where $Ω$ is a bounded domain and $f:[0,+\infty)\to \mathbb{R}$ is a convex function vanishing for $s\in [0,σ]$, with $σ>0$. We prove that a minimizer $u$ of $J$ satisfies an equation of the form $$\min(F(\nabla u, D^2 u), |\nabla u|-σ)=0$$ in the viscosity sense.
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely solvable in the viscosity sense. Moreover, some spectral properties of the elliptic operator are investigated, proving existence and simplicity of the first eigenvalue. Eventually, parabolic solutions are proven to converge to the corresponding limiting elliptic solution in the long-time limit.
We show how a theorem about solvability in $C^{1,1}$ of special Isaacs equations can be used to obtain existence and uniqueness of viscosity solutions of general uniformly nondegenerate Isaacs equations. We apply it also to establish the $C^{1+χ}$ regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in $C^γ$ with $γ$ slightly less than $1/2$.
In this article we consider a special type of degenerate elliptic partial differential equations of second order in convex domains that satisfy the interior sphere condition. We show that any positive viscosity solution $u$ of $-|\nabla u|^αΔ_p^N u = 1$ has the property that $u^\frac{α+ 1}{α+ 2}$ is a concave function. Secondly we consider positive solutions of the eigenvalue problem $-|\nabla u|^αΔ_p^N u = λ|u|^α u$, in which case $\log u$ turns out to be concave. The methods provided include a weak comparison principle and a Hopf-type Lemma.
The aim of this work is to revisit viscosity solutions' theory for second-order elliptic integro-differential equations and to provide a general framework which takes into account solutions with arbitrary growth at infinity. Our main contribution is a new Jensen-Ishii's Lemma for integro-differential equations, which is stated for solutions with no restriction on their growth at infinity. The proof of this result, which is of course a key ingredient to prove comparison principles, relies on a new definition of viscosity solution for integro-differential equation (equivalent to the two classica…
In this paper we study the bifurcation of branches of non-symmetric solutions from the symmetric branch of solutions to the Euler-Lagrange equations satisfied by optimal functions in functional inequalities of Caffarelli-Kohn-Nirenberg type. We establish the asymptotic behavior of the branches for large values of the bifurcation parameter. We also perform an expansion in a neighborhood of the first bifurcation point on the branch of symmetric solutions, that characterizes the local behavior of the non-symmetric branch. These results are compatible with earlier numerical and theoretical observa…
Classical vorticity solution branches of the three dimensional incompressible Euler equation are constructed where a velocity component can blow up at some point after finite time for regular data in H2. Furthermore, vorticity can blow up after finite time for data in H2, and there are classical solution branches with regular data which develop weak singularities at some point of space time after finite time. The construction of these time-local solution branches is by viscosity limits of viscosity extensions of time-reversed Euler-type equations. The short time (weak) singularities are then i…
We consider viscosity solutions to nonlinear uniformly parabolic equations in nondivergence form on a Riemannian manifold $M$, with the sectional curvature bounded from below by $-κ$ for $κ\geq 0$. In the elliptic case, Wang and Zhang \cite{WZ} recently extended the results of \cite{Ca} to nonlinear elliptic equations in nondivergence form on such $M$, where they obtained the Harnack inequality for classical solutions. We establish the Harnack inequality for nonnegative {\it viscosity solutions} to nonlinear uniformly {\it parabolic equations} in nondivergence form on $M$. The Harnack inequali…
The paper concerns singular solutions of nonlinear elliptic equations, which include removable singularities for viscosity solutions, a strengthening of the Hopf Lemma including parabolic equations, Strong maximum principle and Hopf Lemma for viscosity solutions including also parabolic equations.
For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there exists exactly one solution of this elliptic approximation and mainly that, as the viscosity vanishes, it converges to the unique solution of the original problem.
We introduce a notion of viscosity solutions for a general class of elliptic-parabolic phase transition problems. These include the Richards equation, which is a classical model in filtration theory. Existence and uniqueness results are proved via the comparison principle. In particular, we show existence and stability properties of maximal and minimal viscosity solutions for a general class of initial data. These results are new even in the linear case, where we also show that viscosity solutions coincide with the regular weak solutions introduced in [Alt&Luckhaus 1983].
This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption formulated on some partial differential equation defined locally by freezing the path.
We study existence of principal eigenvalues of fully nonlinear integro-differential elliptic equations with a drift term via the Krein-Rutman theorem which based on regularity up to boundary of viscosity solutions. We also show the simplicity of the eigenfunctions in viscosity sense by a nonlocal version of ABP estimate.
We obtain an error estimate between viscosity solutions and δ-viscosity solutions of nonhomogeneous fully nonlinear uniformly elliptic equations. The main assumption, besides uniform ellipticity, is that the nonlinearity is Lipschitz-continuous in space with linear growth in the Hessian. We also establish a rate of convergence for monotone and consistent finite difference approximation schemes for such equations.
We study entire continuous viscosity solutions to fully nonlinear elliptic equations involving the conformal Hessian. We prove the strong comparison principle and Hopf Lemma for (non-uniformly) elliptic equations when one of the competitors is $C^{1,1}$. We obtain as a consequence a Liouville theorem for entire solutions which are approximable by $C^{1,1}$ solutions on larger and larger compact domains, and, in particular, for entire $C^{1,1}_{\rm loc}$ solutions: they are either constants or standard bubbles.
In this paper, we study some properties of viscosity sub/super-solutions of a class of fully nonlinear elliptic equations relative to the eigenvalues of the complex Hessian. We show that every viscosity subsolution is approximated by a decreasing sequence of smooth subsolutions. When the equations satisfy some conditions on the limit at infinity, we verify that the comparison principle holds, and as a sequence, we obtain a result about the existence of solution of the Dirichlet problem. Using the comparison principle, we show that, under suitable conditions, a Perron-Bremermann envelope can be…
In this paper, we study the large time behavior of solutions of a class of parabolic fully nonlinear integro-differential equations in a periodic setting. In order to do so, we first solve the ergodic problem}(or cell problem), i.e. we construct solutions of the form $λt + v(x)$. We then prove that solutions of the Cauchy problem look like those specific solutions as time goes to infinity. We face two key difficulties to carry out this classical program: (i) the fact that we handle the case of "mixed operators" for which the required ellipticity comes from a combination of the properties of th…
A strong comparison principle for semicontinuous viscosity solutions of the prescribed mean curvature equation is considered. The difficulties of the problem come from the fact that this nonlinear equation is non-uniformly elliptic, does not depend on the value of unknown functions, depends on spatial variables and solutions are semicontinuous. Our simple proof of the strong comparison principle consists only of three ingredients, the definition of viscosity solutions, the inf and sup convolutions of functions, and the theory of classical solutions of quasilinear elliptic equations. Once we ha…
We prove that a viscosity solution of a uniformly elliptic, fully nonlinear equation is $C^{2,α}$ on the compliment of a closed set of Hausdorff dimension at most $ε$ less than the dimension. The equation is assumed to be $C^1$, and the constant $ε> 0$ depends only on the dimension and the ellipticity constants. The argument combines the $W^{2,ε}$ estimates of Lin with a result of Savin on the $C^{2,α}$ regularity of viscosity solutions which are close to quadratic polynomials.
We examine $L^p$-viscosity solutions to fully nonlinear elliptic equations with bounded-measurable ingredients. By considering $p_0<p<d$, we focus on gradient-regularity estimates stemming from nonlinear potentials. We find conditions for local Lipschitz-continuity of the solutions and continuity of the gradient. We briefly survey recent breakthroughs in regularity theory arising from (nonlinear) potential estimates. Our findings follow from -- and are inspired by -- fundamental facts in the theory of $L^p$-viscosity solutions, and results in the work of Panagiota Daskalopoulos, Tuomo Kuusi an…
We establish sharp $W^{2,p}$ regularity estimates for viscosity solutions of fully nonlinear elliptic equations under minimal, asymptotic assumptions on the governing operator $F$. By means of geometric tangential methods, we show that if the {\it recession} of the operator $F$ -- formally given by $F^*(M):=\infty^{-1} F(\infty M)$ -- is convex, then any viscosity solution to the original equation $F(D^2u) = f(x)$ is locally of class $W^{2,p}$, provided $f\in L^p$, $p>d$, with appropriate universal estimates. Our result extends to operators with variable coefficients and in this setting they a…
We give a simple proof of the strong maximum principle for viscosity subsolutions of fully nonlinear elliptic PDEs on the form $$ F(x,u,Du,D^2u) = 0 $$ under suitable structure conditions on the equation allowing for non-Lipschitz growth in the gradient terms. In case of smooth boundaries, we also prove the Hopf lemma, the boundary Harnack inequality and that positive viscosity solutions vanishing on a portion of the boundary are comparable with the distance function near the boundary. Our results apply to weak solutions of an eigenvalue problem for the variable exponent $p$-Laplacian.
We obtain an explicit Hölder regularity result for viscosity solutions of a class of second order fully nonlinear equations leaded by operator that are neither convex/concave nor uniformly elliptic.
We establish an optimal C^{1,α}-regularity for viscosity solutions of degenerate/singular fully nonlinear elliptic equations by finding minimal regularity requirements on the associated operator.
We investigate the homogeneous Dirichlet problem in uniformly convex domains for a large class of degenerate elliptic equations with singular zero order term. In particular we establish sharp existence and uniqueness results of positive viscosity solutions.
We investigate which elliptic PDEs that have the property that every viscosity supersolution is $W^{1,q}_{loc}(Ω)$, $Ω\subseteq\mathbb{R}^n$. The asymptotic cone of the operator's sublevel set seems to be essential. It turns out that much can be said if we know how this cone compares to the sublevel set of a certain minimal operator associated with the exponent $q$.
This paper is concerned about maximum principles and radial symmetry for viscosity solutions of fully nonlinear partial differential equations. We obtain the radial symmetry and monotonicity properties for nonnegative viscosity solutions of begin{equation}F (D^2 u)+u^p=0 \quad \quad \mbox{in}\ \mathbb R^n \label{abs}\end{equation} under the asymptotic decay rate $u=o(|x|^{-\frac{2}{p-1}})$ at infinity, where $p>1$ (Theorem 1, Corollary 1). As a consequence of our symmetry results, we obtain the nonexistence of any nontrivial and nonnegative solution when $F$ is the Pucci extremal operators (Co…
We prove a Liouville type theorem for arbitrarily growing positive viscosity supersolutions of fully nonlinear uniformly elliptic equations in halfspaces. Precisely, let $M^-_{λ, Λ}$ be the Pucci's inf- operator, defined as the infimum of all linear uniformly elliptic operators with ellipticity constants $Λ\geq λ>0$. Then, we prove that the inequality $M^-_{λ, Λ}(D^2u) +u^p \leq 0$ does not have any positive viscosity solution in a halfspace provided that $-1\leq p \leq (Λ/λn+1)/(Λ/λn-1)$, whereas positive solutions do exist if either $p < -1$ or $p > (Λ/λ(n-1)+2)/(Λ/λ(n-1))$. This will be acc…
In this paper, we prove the pointwise boundary differentiability for viscosity solutions of fully nonlinear elliptic equations. This generalizes the previous related results for linear equations. The geometrical conditions in this paper are pointwise and more general than before. Moreover, our proofs are relatively simple.
We establish two Phragmén--Lindelöf theorems for a fully nonlinear elliptic equation. We consider a dynamic boundary condition that includes both spatial variable and time derivative terms. As a spatial term, we consider a non-linear Neumann-type operator with a strict monotonicity in the normal direction of the boundary on the spatial derivative term. Our first result is for an elliptic equation on an epigraph in $\mathbb{R}^n$. Because we assume a good structural condition, which includes wide classes of elliptic equations as well as uniformly elliptic equations, we can benefit from the stro…
In this paper, we show $C^{2,α}$ interior estimates for viscosity solutions of fully non-linear, uniformly elliptic equations, which are close to linear equations and we also compute an explicit bound for the closeness.
We give a generalization of a theorem of Bôcher for the Laplace equation to a class of conformally invariant fully nonlinear degenerate elliptic equations. We also prove a Harnack inequality for locally Lipschitz viscosity solutions and a classification of continuous radially symmetric viscosity solutions.
In this paper, we investigate the analytical solutions of the compressible Navier-Stokes equations with dependent-density viscosity. By using the characteristic method, we successfully obtain a class of drifting solutions with elliptic symmetry for the Navier-Stokes model wherein the velocity components are governed by a generalized Emden dynamical system. In particular, when the viscosity variables are taken the same as Yuen in [Yuen M.W. (2008), Analytical Solutions to the Navier-Stokes Equations, J. Math. Phys. 49, 113102], our solutions constitute a generalization of that obtained by Yuen.
We provide the Alexandroff-Bakelman-Pucci estimate and global $C^{1, α}$-regularity for a class of singular/degenerate fully nonlinear elliptic equations. We also derive the existence of a viscosity solution to the Dirichlet problem with the associated operator.
In this paper, we obtain the strong comparison principle and Hopf Lemma for locally Lipschitz viscosity solutions to a class of nonlinear degenerate elliptic operators of the form $\nabla^2 ψ+ L(x,\nabla ψ)$, including the conformal hessian operator.
We investigate the different notions of solutions to the double-phase equation $$ -\dive(|Du|^{p-2}Du+a(x)|Du|^{q-2}Du)=0, $$ which is characterized by the fact that both ellipticity and growth switch between two different types of polynomial according to the position. We introduce the $\mathcal{A}_{H(\cdot)}$-harmonic functions of nonlinear potential theory, and then show that $\mathcal{A}_{H(\cdot)}$-harmonic functions coincide with the distributional and viscosity solutions, respectively. This implies that the distributional and viscosity solutions are exactly the same.
We show the existence and the regularity properties of the weak solutions to the two-dimensional stationary incompressible inhomogeneous Navier-Stokes equations with variable viscosity coefficient, by analyzing a fourth-order nonlinear elliptic equation for the stream function. The density function and the viscosity coefficient may have large variations. In addition, we formulate the solutions for the parallel, concentric and radial flows respectively, and as examples we calculate the solutions with piecewise-constant viscosity coefficients explicitly.
In this paper we find viscosity solutions to an elliptic system governed by two different operators (the Laplacian and the infinity Laplacian) using a probabilistic approach. We analyze a game that combines the Tug-of-War with Random Walks in two different boars. We show that these value functions converge uniformly to a viscosity solution of the elliptic system as the step size goes to zero. In addition, we show uniqueness for the elliptic system using pure PDE techniques.
This paper is concerned with existence of viscosity solutions of non-translation invariant nonlocal fully nonlinear equations. We construct a discontinuous viscosity solution of such nonlocal equation by Perron's method. If the equation is uniformly elliptic in the sense of \cite{SS}, we prove the discontinuous viscosity solution is Hölder continuous and thus it is a viscosity solution.
