On fractional and nonlocal parabolic Mean Field Games in the whole space
Olav Ersland, Espen Robstad Jakobsen
备注：
Major update. A much larger class of anomalous diffusions, local coupling results are now complete, problems are posed in the whole space and not the compact torus. New equicontinuity, $L^1$, and $L^\infty$-results for the Fokker-planck equation are needed and proved by using pure PDE arguments. We now work in a more general metrics than Wasserstein
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 consider parabolic equations in the whole space with both local and nonlocal couplings. Our proofs uses pure PDE-methods and build on ideas of Lions et al. The new ingredients are fractional heat kernel estimates, regularity results for fractional Bellman, Fokker-Planck and coupled Mean Field Game equations, and a priori bounds and compactness of (very) weak solutions of fractional Fokker-Planck equations in the whole space. Our techniques requires no moment assumptions and uses a weaker topology than Wasserstein.
We prove global existence and blow-up of solutions of initial-boundary value problem for nonlinear nonlocal parabolic equation with nonlinear nonlocal boundary condition. Obtained results depend on the behavior of variable coefficients for large values of time.
In this paper we consider initial boundary value problem for nonlinear nonlocal parabolic equation with absorption under nonlinear nonlocal boundary condition and nonnegative initial datum. We prove comparison principle, global existence and blow-up of solutions.
We study local and global existence of solutions for some semilinear parabolic initial boundary value problems with autonomous nonlinearities having a "Newtonian" nonlocal term.
The main result of this paper is a nonlocal version of Harnack's inequality for a class of parabolic nonlocal equations. We additionally establish a weak Harnack inequality as well as local boundedness of solutions. None of the results require the solution to be globally positive.
We establish Harnack's estimates for positive weak solutions to a mixed local and nonlocal doubly nonlinear parabolic equation. All results presented in this paper are provided together with quantitative estimates.
We survey recent regularity results for parabolic equations involving nonlocal operators like the fractional Laplacian. We extend the results of Felsinger-Kassmann (2013) and obtain regularity estimates for nonlocal operators with kernels not being absolutely continuous with respect to the Lebesgue measure.
We construct an example of a one-dimensional parabolic integro-differential equation with nonlocal diffusion which does not have asymptotically finite-dimensional dynamics in the corresponding state space. This example is more natural in the class of evolutionary equations of parabolic type than those known earlier.
In this paper we prove the existence of smooth solutions to fully nonlinear and nonlocal parabolic equations with critical index. The proof relies on the apriori Hölder estimate for advection fractional-diffusion equation established by Silvestre \cite{Si2}.
In this paper we consider an initial boundary value problem for a semilinear parabolic equation with nonlinear nonlocal boundary condition. We prove comparison principle, the existence theorem of a local solution and study the problem of uniqueness and nonuniqueness
This article proves a weak Harnack inequality with a tail term for sign changing supersolutions of a mixed local and nonlocal parabolic equation. Our argument is purely analytic. It is based on energy estimates and the Moser iteration technique. Instead of the parabolic John-Nirenberg lemma, we adopt a lemma of Bombieri to the mixed local and nonlocal parabolic case. To this end, we prove an appropriate reverse Hölder inequality and a logarithmic estimate for weak supersolutions.
Some systems of parabolic equations with nonlocal initial conditions are studied. The systems arise when considering steady-state solutions to diffusive age-structured cooperative or competing species. Local and global bifurcation techniques are employed to derive a detailed description of the structure of positive coexistence solutions.
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.
This paper is concerned with a quaslinear parabolic equation including a nonlinear nonlocal initial condition. The problem arises as equilibrium equation in population dynamics with nonlinear diffusion. We make use of global bifurcation theory to prove existence of an unbounded continuum of positive solutions.
We investigate inverse problems in the determination of leading coefficients for nonlocal parabolic operators, by knowing the corresponding Cauchy data in the exterior space-time domain. The key contribution is that we reduce nonlocal parabolic inverse problems to the corresponding local inverse problems with the lateral boundary Cauchy data. In addition, we derive a new equation and offer a novel proof of the unique continuation property for this new equation. We also build both uniqueness and non-uniqueness results for both nonlocal isotropic and anisotropic parabolic Calderón problems, resp…
Conditions for the existence and uniqueness of weak solutions for a class of nonlinear nonlocal degenerate parabolic equations are established. The asymptotic behaviour of the solutions as time tends to infinity are also studied. In particular, the finite time extinction and polynomial decay properties are proved.
We consider one-dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. Results on $C^m$-regularity of the free boundary are obtained. In particular, a necessary and sufficient condition for infinite differentiability of the free boundary is given.
We give a unified proof of Hölder regularity of weak solutions for mixed local and nonlocal $p$-Laplace type parabolic equations with the full range of exponents $1<p<\infty$. Our proof is based on the expansion of positivity together with the energy estimate and De Giorgi type lemma.
This paper proves Hölder continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first shows that viscosity solutions to certain nonlinear ordinary differential equations involving the generalized fractional time derivative are Hölder continuous.
The fractional heat operator $(\partial_t-Δ_x)^s$ and Continuous Time Random Walks (CTRWs) are interesting and sophisticated mathematical models that can describe complex anomalous systems. In this paper, we prove asymptotic mean value representation formulas for functions with respect to $(\partial_t-Δ_x)^s$ and we introduce new nonlocal, nonlinear parabolic operators related to a tug-of-war which accounts for waiting times and space-time couplings. These nonlocal, nonlinear parabolic operators and equations can be seen as nonlocal versions of the evolutionary infinity Laplace operator.
In this paper, we study the solvability of a Cauchy- Dirichlet problem for nonlinear parabolic equation with non standard growths and nonlocal terms. We show the existence of weak solutions of the considered problem under more general conditions. In addition, we obtain some results on the behavior of the solution when the problem is homogeneous.
We establish a local boundedness estimate for weak subsolutions to a doubly nonlinear parabolic fractional $p$-Laplace equation. Our argument relies on energy estimates and a parabolic nonlocal version of De Giorgi's method. Furthermore, by means of a new algebraic inequality, we show that positive weak supersolutions satisfy a reverse Hölder inequality. Finally, we also prove a logarithmic decay estimate for positive supersolutions.
In this paper we study one dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. We establish global existence-uniqueness of classical solutions assuming that the initial-boundary data are sufficiently smooth and satisfy some compatibility conditions. Our approach is based on analysis of an equivalent system of nonlinear integral equations.
We prove Hölder regularity results for a class of nonlinear parabolic problem with fractional-time derivative with nonlocal and Mittag-Leffler nonsingular kernel. Existence of weak solutions via approximating solutions is proved. Moreover, the Hölder continuity of viscosity solutions is obtained. We get the similar results as those obtained by Allen (see {\url{https://arxiv.org/abs/1610.10073}})
In this article, we provide existence results for a general class of nonlocal and nonlinear second-order parabolic equations. The main motivation comes from front propagation theory in the cases when the normal velocity depends on the moving front in a nonlocal way. Among applications, we present level-set equations appearing in dislocations' theory and in the study of Fitzhugh-Nagumo systems.
In this paper, we consider the solution of a nonlocal parabolic equation. Focusing on the solutions with initial data at high energy level, we find the criteria for global existence and finite time blow up for the corresponding solution respectively. Moreover, we prove that there always exists blow up solution with negative Nehari functional no matter how large the energy is.
We investigate the mixed local and nonlocal parabolic $p$-Laplace equation \begin{align*} \partial_t u(x,t)-Δ_p u(x,t)+\mathcal{L}u(x,t)=0, \end{align*} where $Δ_p$ is the local $p$-Laplace operator and $\mathcal{L}$ is the nonlocal $p$-Laplace operator. Based on the combination of suitable Caccioppoli-type inequality and Logarithmic Lemma with a De Giorgi-Nash-Moser iteration, we establish the local boundedness and Hölder continuity of weak solutions for such equations.
We discuss pointwise behavior of weak supersolutions for a class of doubly nonlinear parabolic fractional $p$-Laplace equations which includes the fractional parabolic $p$-Laplace equation and the fractional porous medium equation. More precisely, we show that weak supersolutions have lower semicontinuous representative. We also prove that the semicontinuous representative at an instant of time is determined by the values at previous times. This gives a pointwise interpretation for a weak supersolution at every point. The corresponding results hold true also for weak subsolutions. Our results …
The paper is concerned with a system consisting of two coupled nonlinear parabolic equations with a cross-diffusion term, where the solutions at positive times define the initial states. The equations arise as steady state equations of an age-structured predator-prey system with spatial dispersion. Based on unilateral global bifurcation methods for Fredholm operators and on maximal regularity for parabolic equations, global bifurcation of positive solutions is derived.
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.
Weak solutions to parabolic integro-differential operators of order $α\in (α_0, 2)$ are studied. Local a priori estimates of Hölder norms and a weak Harnack inequality are proved. These results are robust with respect to $α\nearrow 2$. In this sense, the presentation is an extension of Moser's result in 1971.
In this paper we prove existence and uniqueness of solutions to a nonlocal parabolic problem which generalizes the electric heating problem of a conducting body.
We obtain Schauder estimates for a class of concave fully nonlinear nonlocal parabolic equations of order $σ\in (0,2)$ with rough and non-symmetric kernels. As a application, we prove that the solution to a translation invariant equation with merely bounded data is $C^σ$ in $x$ variable and $Λ^1$ in $t$ variable, where $Λ^1$ is the Zygmund space.
We consider a nonlocal parabolic model for a micro-electro-mechanical system. Specifically, for a radially symmetric problem with monotonic initial data, it is shown that the solution quenches, so that touchdown occurs in the device, in a situation where there is no steady state. It is also shown that quenching occurs at a single point and a bound on the approach to touchdown is obtained. Numerical simulations illustrating the results are given.
We consider mixed local and nonlocal quasilinear parabolic equations of $p$-Laplace type and discuss several regularity properties of weak solutions for such equations. More precisely, we establish local boundeness of weak subsolutions, lower semicontinuity of weak supersolutions as well as upper semicontinuity of weak subsolutions. We also discuss the pointwise behavior of the semicontinuous representatives. Our main results are valid for sign changing solutions. Our approach is purely analytic and is based on energy estimates and the De Giorgi theory.
This paper is concerned with a general class of fully nonlinear parabolic equations with monotone nonlocal terms. We investigate the quasiconvexity preserving property of positive, spatially coercive viscosity solutions. We prove that if the initial value is quasiconvex, the viscosity solution to the Cauchy problem stays quasiconvex in space for all time. Our proof can be regarded as a limit version of that for power convexity preservation as the exponent tends to infinity. We also present several concrete examples to show applications of our result.
We study local boundedness and Hölder continuity of a parabolic equation involving the fractional $p$-Laplacian of order $s$, with $0<s<1$, $2\leq p < \infty$, with a general right hand side. We focus on obtaining precise Hölder continuity estimates. The proof is based on a perturbative argument using the already known Hölder continuity estimate for solutions to the equation with zero right hand side.
Inverse problem for multi-term fractional parabolic equation in two dimensional space, involving m + 1 Caputo fractional derivatives in time, is investigated. Presence of nonlocal boundary conditions leads to a non-self-adjoint spectral problem. A bi-orthogonal system of functions is used to construct the solution that involves double infinite series. Properties of multinomial Mittag-Leffler function and eigenfunctions are used to prove the classical nature of the solution under certain regularity conditions on the given datum.
We consider parabolic equations on bounded smooth open sets $\Om\subset \R^N$ ($N\ge 1$) with mixed Dirichlet type boundary-exterior conditions associated with the elliptic operator $\mathscr{L} \coloneqq - Δ+ (-Δ)^{s}$ ($0<s<1$). Firstly, we prove several well-posedness and regularity results of the associated elliptic and parabolic problems with smooth, and then with singular boundary-exterior data. Secondly, we show the existence of optimal solutions of associated optimal control problems, and we characterize the optimality conditions. This is the first time that such topics have been prese…
In this work we demonstrate that a class of some one and two phase free boundary problems can be recast as nonlocal parabolic equations on a submanifold. The canonical examples would be one-phase Hele Shaw flow, as well as its two-phase analog. We also treat nonlinear versions of both one and two phase problems. In the special class of free boundaries that are graphs over $\mathbb{R}^d$, we give a precise characterization that shows their motion is equivalent to that of a solution of a nonlocal (fractional), nonlinear parabolic equation for functions on $\mathbb{R}^d$. Our main observation is …
In this paper, we consider a nonlocal parabolic equation associated with initial and Dirichlet boundary conditions. Firstly, we discuss the vacuum isolating behavior of solutions with the help of a family of potential wells. Then we obtain a threshold of global existence and blow up for solutions with critical initial energy. Furthermore, for those solutions satisfy $J(u_0)\leq d$ and $I(u_0)\neq 0$, we show that global solutions decay to zero exponentially as time tends to infinity and the norm of blow-up solutions increase exponentially.
