Hölder continuity of solutions for a class of drift-diffusion equations
Quoc-Hung Nguyen, Yannick Sire, Le Xuan Truong
备注:
Substantial changes. New author (Le Xuan Truong), dealing with general kernels and not only pure powers of the laplacian. The potential estimates will appear in a subsequent work
We provide several regularity results for non-homogeneous drift-diffusion equations with applications to general dissipative SQG. Our results unify in a rather simple way several previously known results. We build the estimates on an algebraic identity (for the refined energy argument) which relates any integral operator with pure powers of the laplacian.
We prove that every quasiconformal mapping from the harmonic $β$-Bloch space between the unit ball and a spatial domain with $C^1$ boundary is globally $α$-Hölder continuous for $α<1-β$, with the Hölder coefficient that does not depend neither on the mapping nor on $β$. An analogous result also holds for Lipschitz continuous, quasiconformal harmonic mappings for $α<1$. This extends some results from the complex plane obtained by Warschawski in \cite{Warschawski} for conformal mappings and Kalaj in \cite{Kalaj6} for quasiconformal harmonic mappings.
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.
In this paper we shall prove the existence, uniqueness and global H$\ddot{o}$lder continuity for the Dirichlet problem of a class of Monge-Ampère type equations which may be degenerate and singular on the boundary of convex domains. We will establish a relation of the H$\ddot{o}$lder exponent for the solutions with the convexity for the domains.
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.
We establish strong uniqueness for a class of degenerate SDEs of weak H{ö}rmander type under suitable H{ö}lder regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit good smoothing properties of the underlying parabolic PDE with rough, here H{ö}lder, drift coefficients and source term. Such regularizing effects are established through a perturbation technique (forward parametrix approach) which also heavily relies on appropriate duality properties on Besov spaces. For the method employed, we exhibit some sharp thresholds on t…
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.
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 show that there exist solutions of drift-diffusion equations in two dimensions with divergence-free super-critical drifts, that become discontinuous in finite time. We consider classical as well as fractional diffusion. However, in the case of classical diffusion and time-independent drifts we prove that solutions satisfy a modulus of continuity depending only on the local $L^1$ norm of the drift, which is a super-critical quantity.
In this paper, we study local uniform continuity of nonnegative weak solutions to degenerate diffusion-drift equations in the form \[ u_{t} = Δu^{m} + \nabla\cdot \left( B (x,t) \, u\right), \quad \text{for } m \geq 1 \] assuming a vector field $B \in L^{p}_t L^{q}_{x}$. Regarding local Hölder continuity, we provide a sharp condition on $p$ and $q$, which is referred to as the subcritical region. In the critical region, the divergence-free condition is essential to providing uniform continuity which depends on the modulus continuity of $B$.
The aim of this note is to prove sharp regularity estimates for solutions of the continuity equation associated to vector fields of class $W^{1,p}$ with $p>1$. The regularity is of "logarithmic order" and is measured by means of suitable versions of Gargliardo's seminorms.
Within the global setting of singular drifts in Morrey-Campanato spaces presented in [6], we study now the H{ö}lder regularity properties of the solutions of a transport-diffusion equation with nonlinear singular drifts that satisfy a Besov stability property. We will see how this Besov information is relevant and how it allows to improve previous results. Moreover, in some particular cases we show that as the nonlinear drift becomes more regular, in the sense of Morrey-Campanato spaces, the additional Besov stability property will be less useful.
This paper is devoted to existence and uniqueness results for classes of nonlinear diffusion equations (or systems) which may be viewed as regular perturbations of Wasserstein gradient flows. First, in the case. where the drift is a gradient (in the physical space), we obtain existence by a semi-implicit Jordan-Kinderlehrer-Otto scheme. Then, in the nonpotential case, we derive existence from a regularization procedure and parabolic energy estimates. We also address the uniqueness issue by a displacement convexity argument.
We address the persistence of Hölder continuity for weak solutions of the linear drift-diffusion equation with nonlocal pressure \[ u_t + b \cdot \grad u - \lap u = \grad p,\qquad \grad\cdot u =0 \] on $[0,\infty) \times \R^{n}$, with $n \geq 2$. The drift velocity $b$ is assumed to be at the critical regularity level, with respect to the natural scaling of the equations. The proof draws on Campanato's characterization of Hölder spaces, and uses a maximum-principle-type argument by which we control the growth in time of certain local averages of $u$. We provide an estimate that does not depend…
Investigating for interior regularity of viscosity solutions to the fully nonlinear elliptic equation $$F(x,u,\triangledown u,\triangledown ^2 u)=0,$$ we establish the interior $C^{1+1}$ continuity under the assumptions that $F$ is uniformly elliptic, H$\ddot o$lder continuous and satisfies the natural structure conditions of fractional order, but without the concavity assumption of $F$. These assumptions are weaker and the result is stronger than that of Caffarelli and Wang[1], Chen[2].
We prove uniqueness for continuity equations in Hilbert spaces $H$. The corresponding drift $F$ is assumed to be in a first order Sobolev space with respect to some Gaussian measure. As in previous work on the subject, the proof is based on commutator estimates which are infinite dimensional analogues to the classical ones due to DiPerna-Lions. Our general approach is, however, quite different since, instead of considering renormalized solutions, we prove a dense range condition implying uniqueness. In addition, compared to known results by Ambrosio-Figalli and Fang-Luo, we use a different app…
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $α$-stable Lévy processes with values in $R^d$ under some mild H{ö}lder regularity assumptions on the drift and diffusion coefficients with respect to both space and measure variables. The methodology developed here allows to consider unbounded drift terms even in the so-called super-critical case, i.e. when the stability index $α\in (0, 1)$. New strong well-posedness results are also derived from the previous analysis.
We study the propagation of regularity of solutions to a three dimensional system of linear parabolic PDE known as the kinematic dynamo equations. The divergence free drift velocity is assumed to be at the critical regularity level with respect to the natural scaling of the equations.
We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we prove that the solution becomes immediately differentiable with Holder continuous derivatives. Therefore, the solutions to the equation are classical.
In this paper we provide regularity results for active scalars that are weak solutions of almost critical drift-diffusion equations in general surfaces. This includes models of anisotropic non-homogeneous media and the physically motivated case of the two-dimensional sphere. Our finest result deals with the critical surface quasigeostrophic equation on the round sphere.
This paper concerns the boundary behavior of solutions of certain fully nonlinear equations with a general drift term. We elaborate on the non-homogeneous generalized Harnack inequality proved by the second author in (Julin, ARMA -15), to prove a generalized Carleson estimate. We also prove boundary Hölder continuity and a boundary Harnack type inequality.
We consider nonlinear Kolmogorov-Fokker-Planck type equations of the form \begin{equation}\label{abeqn} (\partial_t+X\cdot\nabla_Y)u=\nabla_X\cdot(A(\nabla_X u,X,Y,t)). \end{equation} The function $A=A(ξ,X,Y,t):\R^m\times\R^m\times\R^m\times\R\to\R^m$ is assumed to be continuous with respect to $ξ$, and measurable with respect to $X,Y$ and $t$. $A=A(ξ,X,Y,t)$ is allowed to be nonlinear but with linear growth. We establish higher integrability and local boundedness of weak sub-solutions, weak Harnack and Harnack inequalities, and H{ö}lder continuity with quantitative estimates. In addition we e…
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.
For second-order elliptic or parabolic equations with subcritical or critical drifts, it is well-known that the Harnack inequality holds and their bounded weak solutions are Hölder continuous. We construct time-independent supercritical drifts in $L^{n-λ}(\mathbb{R}^n)$ with arbitrarily small $λ>0$ such that the Harnack inequality and the Hölder continuity fail in both the elliptic and the parabolic cases, thus confirming a conjecture by Seregin, Silvestre, Sverak and Zlatos. These results are sharp, and they also apply to a toy model of the axi-symmetric Navier-Stokes equations in space dimen…
We consider the stochastic continuity equation associated to an Itô diffusion with irregular drift and diffusion coefficients. We give regularity conditions under which weak solutions are renormalized in the sense of DiPerna/Lions, and prove well-posedness in $L^p$. As an application, we give a new proof of renormalizability (hence uniqueness) of weak solutions to the stochastic continuity equation when the diffusion matrix is constant and the drift only belongs to $L^q_tL^p$, where $\frac{2}{q} + \frac{n}{p} <1$, without resorting to the regularity of the stochastic flow or a duality method.
We analyze the propagation of Lipschitz continuity of solutions to various linear and nonlinear drift-diffusion systems, with and without incompressibility constraints. Diffusion is assumed to be either fractional or classical. Such equations model the incompressible Navier-Stokes systems, generalized viscous Burgers-Hilbert equation and various active scalars. We derive conditions that guarantee the propagation of Lipschitz regularity by the incompressible NSE in the form of a non-local, one dimensional viscous Burgers-type inequality. We show the analogous inequality is always satisfied for …
For $n\geq 3$, we study the existence and asymptotic properties of the fundamental solution for elliptic operators in nondivergence form, ${\mathcal L}(x,\partial_x)=a_{ij}(x)\partial_i\partial_j+b_k(x)\partial_k$, where the $a_{ij}$ have modulus of continuity $ω(r)$ satisfying the square-Dini condition and the $b_k$ are allowed mild singularities of order $r^{-1}ω(r)$. A singular integral is introduced that controls the existence of the fundamental solution. We give examples that show the singular drift $b_k\partial_k$ may act as a perturbation that does not dramatically change the fundamenta…
We prove well-posedness for a class of second-order SPDEs with multiplicative Wiener noise and doubly nonlinear drift in divergence form involving maximal monotone graphs defined everywhere, on which neither growth nor continuity assumptions are imposed.
In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity equation, starting from smooth initial conditions. Specifically, we first prove a result of Sobolev regularity of solutions, which is false for the corresponding deterministic equation. The technique needed to reach the critical case is new and based on parabolic equations satisfied by moments of first derivatives of the solution, opposite to previous works …
This article is concerned with a porous medium equation whose pressure law is both nonlinear and nonlocal, namely $\partial_t u = { \nabla \cdot} \left(u \nabla(-Δ)^{\fracα{2}-1}u^{m-1} \right)$ where $u:\mathbb{R}_+\times \mathbb{R}^N \to \mathbb{R}_+$, for $0<α<2$ and $m\geq2$. We prove that the $L^1\cap L^\infty$ weak solutions constructed by Biler, Imbert and Karch (2015) are locally H{ö}lder-continuous in time and space. In this article, the classical parabolic De Giorgi techniques for the regularity of PDEs are tailored to fit this particular variant of the PME equation. In the spirit of…
We provide here global Schauder-type estimates for a chain of integro-partial differential equations (IPDE) driven by a degenerate stable Ornstein-Uhlenbeck operator possibly perturbed by a deterministic drift, when the coefficients lie in some suitable anisotropic H{ö}lder spaces. Our approach mainly relies on a perturbative method based on forward parametrix expansions and, due to the low regularizing properties on the degenerate variables and to some integrability constraints linked to the stability index, it also exploits duality results between appropriate Besov Spaces. In particular, our…
We use De Giorgi techniques to prove Hölder continuity of weak solutions to a class of drift-diffusion equations, with $L^2$ initial data and divergence free drift velocity that lies in $L_{t}^{\infty}BMO_{x}^{-1}$. We apply this result to prove global regularity for a family of active scalar equations which includes the advection-diffusion equation that has been proposed by Moffatt in the context of magnetostrophic turbulence in the Earth's fluid core.
We consider degenerate porous medium equations with a divergence type of drift terms. We establish the existence of $L^{q}$-weak solutions (satisfying energy estimates or even further with moment and speed estimates in Wasserstein spaces), in case the drift term belongs to a sub-scaling (including scaling invariant) class depending on $q$ and $m$ caused by the nonlinear structure of diffusion, which is a major difference compared to that of a linear case. It is noticeable that the classes of drift terms become wider if the drift term is divergence-free. Similar conditions of gradients of drift…
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After providing existence and stability for the deterministic problem, we consider uncertainty in the data. Instead of a sensitivity analysis we propose to measure functionals of the solution, so-called quantities of interest (QoI), by involving scalarizing statistics. For these summarizing statistics we provide probabilistic continuity results.
Recently, using DiGiorgi-type techniques, Caffarelli and Vasseur showed that a certain class of weak solutions to the drift diffusion equation with initial data in $L^2$ gain Hölder continuity provided that the BMO norm of the drift velocity is bounded uniformly in time. We show a related result: a uniform bound on BMO norm of a smooth velocity implies uniform bound on the $C^β$ norm of the solution for some $β>0.$ We use elementary tools involving control of Hölder norms using test functions. In particular, our approach offers a third proof of the global regularity for the critical surface qu…
We prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on $L^2(G)$, where $G$ is an open bounded domain in $\mathbb{R}^d$ with smooth boundary. The equation is driven by a multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a real function which is assumed to be monotone, locally Lipschitz continuous, and growing not faster than a polynomial. The proof, which uses arguments of the Malliavin calculus, crucially relies on the well-posedness theory in the mild …
We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated to a maximal monotone graph everywhere defined on the real line, on which no continuity nor growth assumptions are imposed. The hypotheses on the diffusion coefficient are also very general, in the sense that the noise does not need to take values in spaces of continuous, or bounded, functions in space and time. Our approach combines variational techniques …
We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on the growth of the nonlinearity in the drift, which, in particular, is allowed to grow faster than polynomially, existing techniques are not applicable. A well-posedness result is obtained through a combination of a priori estimates on regularized equations, interpreted both as stochastic equations as well as deterministic equations with random coefficients, an…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation with discontinuous kernels and the normal reflecting boundary conditions from that stochastic particle system as the number of particles $N$ goes to infinity. More precisely, we provide a quantitative estimate of the convergence in law of the empirical measure associated to the particle system to a probability measure which possesses a density which is a weak…
Moscow Lomonosov State University(莫斯科国立罗蒙诺索夫大学);National Research University “Higher School of Economics”(国立高等经济大学);Bielefeld University, Germany(德国比勒费尔德大学)
We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of ours. In particular, we assume the initial datum to be only measurable and we allow the diffusion coefficient to be locally Lipschitz-continuous. Moreover, we show, in a quantitative fashion, how the finiteness of the $p$-th moment of solutions depends on the integrability of the initial datum, in the whole range $p \in ]0,\infty[$. Lipschitz continuity of t…