We consider a one dimensional nonlocal transport equation and its natural multi-dimensional analogues. By using a new pointwise inequality for the Hilbert transform, we give a short proof of a nonlinear inequality first proved by Córdoba, Córdoba and Fontelos in 2005. We also prove several new weighted inequalities for the Hilbert transform and various nonlinear versions. Some of these results generalize to a related family of nonlocal models.
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.
We consider isoperimetric problem with a nonlocal repulsive term given by the Newtonian potential. We prove that regular critical sets of the functional are analytic. This optimal regularity holds also for critical sets of the Ohta-Kawasaki functional. We also prove that when the strength of the nonlocal part is small the ball is the only possible stable critical set.
In this paper we analyse the spectrum of nonlocal Dirichlet problems with non-singular kernels in bounded open sets. The novelty is the continuity of eigenvalues with respect to domain perturbation via Lebesgue measure. Also, under additional smooth condition on the kernel and domain, we prove differentiability of simple eigenvalues computing their first derivative.
We study translation-invariant integrodifferential operators that generate Lévy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula for distributional solutions. Second, we study the question under which assumptions distributional solutions are twice differentiable in the classical sense. Sufficient conditions and counterexamples are provided.
Schauder's fixed point theorem is used to derive the existence of solutions to a semilinear heat equation. The equation features a nonlinear term that depends on the time-integral of the unknown on the whole, a priori given, interval of existence.
This paper is concerned with a class of multi-dimensional transport equations with nonlocal velocity. It is shown that the local smooth solution cannot exist globally in time via the De Giorgi iteration technique.
We study a 1D transport equation with nonlocal velocity. First, we prove eventual regularization of the viscous regularization when dissipation is in the supercritical range with non-negative initial data. Next, we will prove global regularity for solutions when dissipation is slightly supercritical. Both results utilize a nonlocal maximum principle.
We consider the 1D transport equation with nonlocal velocity field: \begin{equation*}\label{intro eq} \begin{split} &θ_t+uθ_x+νΛ^γθ=0, \\ & u=\mathcal{N}(θ), \end{split} \end{equation*} where $\mathcal{N}$ is a nonlocal operator. In this paper, we show the existence of solutions of this model locally and globally in time for various types of nonlocal operators.
We study a 1D transport equation with nonlocal velocity and show the formation of singularities in finite time for a generic family of initial data. By adding a diffusion term the finite time singularity is prevented and the solutions exist globally in time.
In this paper, we study transport equations with nonlocal velocity fields with rough initial data. We address the global existence of weak solutions of an one dimensional model of the surface quasi-geostrophic equation and the incompressible porous media equation, and one dimensional and $n$ dimensional models of the dissipative quasi-geostrophic equations and the dissipative incompressible porous media equation.
We consider a family of non-local problems that model the effects of transport and vortex stretching in the incompressible Euler equations. Using modulation techniques, we establish stable self-similar blow-up near a family of known self-similar blow-up solutions.
The $α$-patch model is used to study aspects of fluid equations. We show that solutions of this model form singularities in finite time and give a characterization of the solution profile at the singular time.
We introduce the optimal transportation interpretation of the Kantorovich norm on thespace of signed Radon measures with finite mass, based on a generalized Wasserstein distancefor measures with different masses.With the formulation and the new topological properties we obtain for this norm, we proveexistence and uniqueness for solutions to non-local transport equations with source terms, whenthe initial condition is a signed measure.
We study a nonlinear transport equation defined on an oriented network where the velocity field depends not only on the state variable, but also on the solution itself. We prove existence, uniqueness and continuous dependence results for the solution of the problem intended in a suitable measure-theoretic sense. We also provide a representation formula in terms of the push-forward of the initial and boundary data along the network and discuss an example of nonlocal velocity field fitting our framework.
We study a multi-dimensional nonlocal active scalar equation of the form $u_t+v\cdot \nabla u=0$ in $\mathbb R^+\times \mathbb R^d$, where $v=Λ^{-2+α}\nabla u$ with $Λ=(-Δ)^{1/2}$. We show that when $α\in (0,2]$ certain radial solutions develop gradient blowup in finite time. In the case when $α=0$, the equations are globally well-posed with arbitrary initial data in suitable Sobolev spaces.
We study integral operators $\mathcal{L}u(x)=\int_{\mathbb{R^N}}ψ(u(x)-u(y))J(x-y)\,dy$ of the type of the fractional $p$-Laplacian operator, and the properties of the corresponding Orlicz and Sobolev-Orlicz spaces. In particular we show a Poincaré inequality and a Sobolev inequality, depending on the singularity at the origin of the kernel $J$ considered, which may be very weak. Both inequalities lead to compact inclusions. We then use those properties to study the associated elliptic problem $\mathcal{L}u=f$ in a bounded domain $Ω$, and boundary condition $u\equiv0$ on $Ω^c$; both cases $f=f…
In this note, we propose a discrete model to study one-dimensional transport equations with non-local drift and supercritical dissipation. The inspiration for our model is the equation $$ θ_t + (Hθ) θ_x +(-Δ)^αθ=0 $$ where $H$ is the Hilbert transform. For our discrete model, we present blow-up results that are analogous to the known results for the above equation. In addition, we will prove regularity for our discrete model which suggests supercritical regularity in the range $1/4<α<1/2$ in the continuous setting.
This paper concerns periodic solutions for a 1D-model with nonlocal velocity given by the periodic Hilbert transform. There is a rich literature showing that this model presents singular behavior of solutions via numerics and mathematical approaches. For instance, they can blow up by forming mass-concentration. We develop a global well-posedness theory for periodic measure initial data that allows, in particular, to analyze how the model evolves from those singularities. Our results are based on periodic mass transport theory and the abstract gradient flow theory in metric spaces developed by …
The aim of this paper is twofold: First, we characterize an essentially optimal class of boundary operators $Θ$ which give rise to self-adjoint Laplacians $-Δ_{Θ, Ω}$ in $L^2(Ω; d^n x)$ with (nonlocal and local) Robin-type boundary conditions on bounded Lipschitz domains $Ω\subset\bbR^n$, $n\in\bbN$, $n\geq 2$. Second, we extend Friedlander's inequalities between Neumann and Dirichlet Laplacian eigenvalues to those between nonlocal Robin and Dirichlet Laplacian eigenvalues associated with bounded Lipschitz domains $Ω$, following an approach introduced by Filonov for this type of problems.
In the present work we deal with the existence of solutions for optimal control problems associated to transport equations. The behaviour of a population of individuals will be influenced by the presence of a population of control agents whose role is to lead the dynamics of the individuals towards a specific goal. The dynamics of the population of individuals is described by a suitable nonlocal transport equation, while the role of the population of agents is designed by the optimal control problem. This model has been first studied in [12] for a class of continuous nonlocal potentials, while…
We present a new finite volume method for computing numerical approximations of a system of nonlocal transport equation modeling interacting species. This method is based on the work [F. Delarue, F. Lagoutire, N. Vauchelet, Convergence analysis of upwind type schemes for the aggregation equation with pointy potential, Ann. Henri. Lebesgue 2019], where the nonlocal continuity equations are 10 treated as conservative transport equations with a nonlocal, nonlinear, rough velocity field. We analyze some properties of the method, and illustrate the results with numerical simulations.
We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal version of the follow-the-leader scheme. We rigorously prove that a suitable discrete piece-wise density reconstructed from the particle scheme converges strongly in $L^1_{loc}$ towards the unique entropy solution to the target PDE as the number of particles tends to infinity. The proof is based on uniform BV estimates on the approximating sequence and on the ve…
We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish integrability estimates under a fractional version of the Aronson-Serrin interpolated condition on the velocity field and Bessel regularity when the drift has low Lebesgue integrability with respect to the solution itself. Using these estimates, through the Evans' nonlinear adjoint method we prove new integral, sup-norm and Hölder estimates for weak and strong solutions…
In \cite{CordobaCordobaFontelos05}, Córdoba, Córdoba, and Fontelos proved that for some initial data, the following nonlocal-drift variant of the 1D Burgers equation does not have global classical solutions \[ \partial_t θ+u \; \partial_x θ= 0, \qquad u = H θ, \] where $H$ is the Hilbert transform. We provide four essentially different proofs of this fact. Moreover, we study possible Hölder regularization effects of this equation and its consequences to the equation with diffusion \[ \partial_t θ+ u \; \partial_x θ+ Λ^γθ= 0, \qquad u = H θ, \] where $Λ= (-Δ)^{1/2}$, and $1/2 \leq γ<1$. Our res…
We study a 1D transport equation with nonlocal velocity with subcritical or supercritical dissipation. For all data in the weighted Sobolev space $H^{k}(w_{λ,κ}) \cap L^{\infty},$ with $k=\max(0,3/2-α)$ and $w_{λ, κ}$ is a given family of Muckenhoupt weights. We prove a global existence result in the subcritical case $α\in (1,2)$. We also prove a local existence theorem for large data in $H^{2}(w_{λ, κ})\cap L^{\infty}$ in the supercritical case $α\in (0,1)$. The proofs are based on the use of the weighted Littlewood-Paley theory, interpolation along with some new commutator estimates.
We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in original and in self-similar variables, we express the corresponding equations as gradient flows with respect to a free energy functional including a singular logarithmic interaction potential. Existence, uniqueness, self-similar asymptotic behavior and inviscid limit of solutions are obtained in the space $\mathcal{P}_{2}(\mathbb{R})$ of probability measures …
We are concerned with a nonlocal transport 1D-model with supercritical dissipation $γ\in(0,1)$ in which the velocity is coupled via the Hilbert transform, namely the so-called CCF model. This model arises as a lower dimensional model for the famous 2D dissipative quasi-geostrophic equation and in connection with vortex-sheet problems. It is known that its solutions can blow up in finite time when $γ\in(0,1/2)$. On the other hand, as stated by Kiselev (2010), in the supercritical subrange $γ\in\lbrack1/2,1)$ it is an open problem to know whether its solutions are globally regular. We show globa…
We investigate a system of nonlocal transport equations in one spatial dimension. The system can be regarded as a model for the 3D Euler equations in the hyperbolic flow scenario. We construct blowup solutions with control up to the blowup time.
We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our analysis to a class of fractional-order operators and present rigorous estimates for the solution of the corresponding anisotropic anomalous diffusion equation. Furthermore, we extend our analysis to the anisotropic diffusion-advection equation and prove well-posedness for fractional orders s in [0.5,1). We also present an application of the advection-diffu…
We consider 1D dissipative transport equations with nonlocal velocity field: \[ θ_t+uθ_x+δu_{x} θ+Λ^γθ=0, \quad u=\mathcal{N}(θ), \] where $\mathcal{N}$ is a nonlocal operator given by a Fourier multiplier. Especially we consider two types of nonlocal operators: $\mathcal{N}=\mathcal{H}$, the Hilbert transform, $\mathcal{N}=(1-\partial_{xx} )^{-α}$. In this paper, we show several global existence of weak solutions depending on the range of $γ$ and $δ$. When $0<γ<1$, we take initial data having finite energy, while we take initial data in weighted function spaces (in the real variables or in th…
In a recent work, Paycha and Scott establish formulas for all the Laurent coefficients of Tr(AP^{-s}) at the possible poles. In particular, they show a formula for the zero'th coefficient at s=0, in terms of two functions generalizing, respectively, the Kontsevich-Vishik canonical trace density, and the Wodzicki-Guillemin noncommutative residue density of an associated operator. The purpose of this note is to provide a proof of that formula relying entirely on resolvent techniques (for the sake of possible generalizations to situations where powers are not an easy tool). - We also give some co…
Rigorous Analysis of a Nonlocal Transport--Renewal System for Physiologically Structured Populations
College of Engineering, Boston University（波士顿大学工程学院）；Department of Mathematics, Northeastern University（东北大学数学系）；College of Engineering, The University of Iowa（爱荷华大学工程学院）
We prove nonlinear lower bounds and commutator estimates for the Dirichlet fractional Laplacian in bounded domains. The applications include bounds for linear drift-diffusion equations with nonlocal dissipation and global existence of weak solutions of critical surface quasi-geostrophic equations.
In this paper, we introduce a nonlocal evolution equation inspired by the Córdoba-Córdoba-Fontelos nonlocal transport equation. The Córdoba-Córdoba-Fontelos equation can be regarded as a model for the 2D surface quasigeostrophic equation or the Birkhoff-Rott equation. We prove blowup in finite time, and more importantly, investigate conditions under which the solution forms a cusp in finite time.
Let $p_n$ be a polynomial of degree $n$ having all its roots on the real line distributed according to a smooth function $u(0,x)$. One could wonder how the distribution of roots behaves under iterated differentation of the function, i.e. how the density of roots of $p_n^{(k)}$ evolves. We derive a nonlinear transport equation with nonlocal flux $$ u_t + \frac{1}π\left( \arctan{ \left( \frac{Hu}{ u}\right)} \right)_x = 0,$$ where $H$ is the Hilbert transform. This equation has three very different compactly supported solutions: (1) the arcsine distribution $u(t,x) = (1-x^2)^{-1/2} χ_{(-1,1)}$, …
We study a one dimensional dissipative transport equation with nonlocal velocity and critical dissipation. We consider the Cauchy problem for initial values with infinite energy. The control we shall use involves some weighted Lebesgue or Sobolev spaces. More precisely, we consider the familly of weights given by $w_β(x)=(1+\vert x \vert^{2})^{-β/2}$ where $β$ is a real parameter in $(0,1)$ and we treat the Cauchy problem for the cases $θ_{0} \in H^{1/2} (w_β)$ and $θ_{0} \in H^{1} (w_β)$ for which we prove global existence results (under smallness assumptions on the $L^\infty$ norm of $θ_0$).…
Modeling of phenomena such as anomalous transport via fractional-order differential equations has been established as an effective alternative to partial differential equations, due to the inherent ability to describe large-scale behavior with greater efficiency than fully-resolved classical models. In this review article, we first provide a broad overview of fractional-order derivatives with a clear emphasis on the stochastic processes that underlie their use. We then survey three exemplary application areas - subsurface transport, turbulence, and anomalous materials - in which fractional-ord…
Let $p_n:\mathbb{C} \rightarrow \mathbb{C}$ be a random complex polynomial whose roots are sampled i.i.d. from a radial distribution $u(r) r dr$ in the complex plane. A natural question is how the distribution of roots evolves under repeated (say $n/2-$times) differentiation of the polynomial. We conjecture a mean-field expansion for the evolution of $ψ(s) = u(s) s$ $$ \frac{\partial ψ}{\partial t} = \frac{\partial}{\partial x} \left( \left( \frac{1}{x} \int_{0}^{x} ψ(s) ds \right)^{-1} ψ(x) \right).$$ The evolution of $ψ(s) \equiv 1$ corresponds to the evolution of random Taylor polynomials $…
