In this paper, we study second-order and fourth-order elliptic problems which include not only a Poisson equation in the bulk but also an inhomogeneous Laplace--Beltrami equation on the boundary of the domain. The bulk and the surface PDE are coupled by a boundary condition that is either of Dirichlet or Robin type. We point out that both the Dirichlet and the Robin type boundary condition can be handled simultaneously through our formalism without having to change the framework. Moreover, we investigate the eigenvalue problems associated with these second-order and fourth-order elliptic systems. We further discuss the relation between these elliptic problems and certain parabolic problems, especially the Allen--Cahn equation and the Cahn--Hilliard equation with dynamic boundary conditions.
This paper is concerned with higher Hölder regularity for viscosity solutions to non-translation invariant second order integro-PDEs, compared to \cite{mou2018}. We first obtain $C^{1,α}$ regularity estimates for fully nonlinear integro-PDEs. We then prove the Schauder estimates for solutions if the equation is convex.
Following \cite{B2}, we introduce a notion of para-products associated to a semi-group. We do not use Fourier transform arguments and the background manifold is doubling, endowed with a sub-laplacian structure. Our main result is a paralinearization theorem in a non-euclidean framework, with an application to the propagation of regularity for some nonlinear PDEs.
We provide a broad overview on qualitative versus quantitative regularity estimates in the theory of degenerate parabolic pdes. The former relates to DiBenedetto's revolutionary method of intrinsic scaling, while the latter is achieved by means of what has been termed geometric tangential analysis. We discuss, in particular, sharp estimates for the parabolic p-Poisson equation, for the porous medium equation and for the doubly nonlinear equation.
We prove regularity estimates for weak solutions to the Dirichlet problem for a divergence form elliptic operator. We give $L^p$ estimates for the second derivative for $p<2$. Our work generalizes results due to Miranda [28].
In this manuscript we establish local Hölder regularity estimates for bounded solutions of a certain class of doubly degenerate evolution PDEs. By making use of intrinsic scaling techniques and geometric tangential methods, we derive sharp regularity estimates for such models, which depend only on universal and compatibility parameters of the problem. In such a scenario, our results are natural improvements for former ones in the context of nonlinear evolution PDEs with degenerate structure via a unified approach. As a consequence for our findings and approach, we address a Liouville type resu…
This paper is concerned with the regularity of solutions to linear and nonlinear evolution equations on nonsmooth domains. In particular, we study the smoothness in the specific scale $\ B^r_{τ,τ}, \ \frac{1}τ=\frac{r}{d}+\frac{1}{p}\ $ of Besov spaces. The regularity in these spaces determines the approximation order that can be achieved by adaptive and other nonlinear approximation schemes. We show that for all cases under consideration the Besov regularity is high enough to justify the use of adaptive algorithms.
We consider nonlinear fourth order elliptic equations of double divergence type. We show that for a certain class of equations where the nonlinearity is in the Hessian, solutions that are C^{2,alpha} enjoy interior estimates on all derivatives.
We establish the existence and sharp global regularity results ($C^{0, γ}$, $C^{0, 1}$ and $C^{1, α}$ estimates) for a class of fully nonlinear elliptic PDEs with unbalanced variable degeneracy. In a precise way, the degeneracy law of the model switches between two different kinds of degenerate elliptic operators of variable order, according to the null set of a modulating function. Such sharp regularity estimates generalize and improve, to some extent, earlier ones via geometric treatments. Our results are consequences of geometric tangential methods and make use of compactness, localized osc…
We introduce $n$-parameter $\Rd$-valued Brownian-time Brownian sheet (BTBS): a Brownian sheet where each "time" parameter is replaced with the modulus of an independent Brownian motion. We then connect BTBS to a new system of $n$ linear, fourth order, and interacting PDEs and to a corresponding fourth order interacting nonlinear PDE. The coupling phenomenon is a result of the interaction between the Brownian sheet, through its variance, and the Brownian motions in the BTBS; and it leads to an intricate, intriguing, and random field generalization of our earlier Brownian-time-processes (BTPs) c…
We develop an optimal regularity theory for $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form whose gradient growth is described through a Hamiltonian function with measurable and possibly unbounded coefficients. Our approach treats both superlinear and sublinear gradient regimes in a unified way. We show $C^{0,α}$, $C^{0,\textrm{Log-Lip}}$, $C^{1,α}$, $ C^{1,\textrm{Log-Lip}}$ and $C^{2,α}$ regularity estimates, by displaying the growth allowed to the Hamiltonian in order to deal with an unbounded nonlinear gradient coefficient, whose integrabilit…
We prove the local well-posedness for the nonlinear fourth-order Schrödinger equation (NL4S) in Sobolev spaces. We also studied the regularity of solutions in the sub-critical case. A direct consequence of this regularity is the global well-posedness above mass and energy spaces under some assumptions. Finally, we show the ill-posedness for (NL4S) in some cases of the super-critical range.
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $α>0$ one can find a simple $1$-dimensional constant coefficient linear equation whose solution at the boundary is not $α$-Hölder continuous. We obtain a positive counterpart of this: under some mild regularity assumptions on the coefficients, solutions of semilinear SPDEs on $C^1$ domains are proved to be $α$-Hölder continuous up to the boundary with some $α>0$.
In this note, we address the following question: Why certain nonassociative algebra structures emerge in the regularity theory of elliptic type PDEs and also in constructing nonclassical and singular solutions? The aim of the paper is twofold. Firstly, to give a survey of diverse examples on nonregular solutions to elliptic PDEs with emphasis on recent results on nonclassical solutions to fully nonlinear equations. Secondly, to define an appropriate algebraic formalism which makes the analytic part of the construction of nonclassical solutions more transparent.
We establish surprising improved Schauder regularity properties for solutions to the Leray-Lions divergence type equation in the plane. The results are achieved by studying the nonlinear Beltrami equation and making use of special new relations between these two equations. In particular, we show that solutions to an autonomous Beltrami equation enjoy a quantitative improved degree of Hölder regularity, higher than what is given by the classical exponent $1/K$.
In this article, we establish a general formula for higher order linear functional derivatives for the composition of an arbitrary smooth functional on the 1-Wasserstein space with the solution of a Fokker-Planck PDE. This formula has important links with the theory of propagation of chaos and mean-field games.
This paper is concerned with the regularity of solutions to parabolic evolution equations. Special attention is paid to the smoothness in the specific anisotropic scale $\ B^{r\mathbf{a}}_{τ,τ}, \ \frac{1}τ=\frac{r}{d}+\frac{1}{p}\ $ of Besov spaces where $\mathbf{a}$ measures the anisotropy. The regularity in these spaces determines the approximation order that can be achieved by fully space-time adaptive approximation schemes. In particular, we show that for the heat equation our results significantly improve previous results by Aimar and Gomez [3].
In the present paper, we consider the Cauchy problem of fourth order nonlinear Schrödinger type equations with a derivative nonlinearity. In one dimensional case, we prove that the fourth order nonlinear Schrödinger equation with the derivative quartic nonlinearity $\partial _x (\overline{u}^4)$ is the small data global in time well-posed and scattering to a free solution. Furthermore, we show that the same result holds for the $d \ge 2$ and derivative polynomial type nonlinearity, for example $|\nabla | (u^m)$ with $(m-1)d \ge 4$.
These lecture notes grew out of a series of lectures given by the second named author in short courses in Toulouse, Matsumoto, and Darmstadt. The main aim is to explain some aspects of the theory of "Regularity structures" developed recently by Hairer in arXiv:1303.5113 . This theory gives a way to study well-posedness for a class of stochastic PDEs that could not be treated previously. Prominent examples include the KPZ equation as well as the dynamic $Φ^4_3$ model. Such equations can be expanded into formal perturbative expansions. Roughly speaking the theory of regularity structures provide…
We prove that the solution map, associated to the quintic fourth order nonlinear Schrödinger equation, exhibits the norm inflation phenomenon at every point in the Sobolev spaces of super-critical regularity. Indeed, we prove this result separately in the cases of negative and of positive regularity. In the negative regularity case, we prove the result for both the defocusing and focusing equations: in the one dimensional case, the associated solution map exhibits norm inflation in Sobolev spaces of super-critical regularity (including the critical index); in the higher dimensional case, the s…
It is shown that, for the bi-harmonic equation, an optimal regularity criterion of the vertex of typical paraboloids can be expressed in terms of Osgood-Dini integral conditions of Petrovskii's type for the heat equation derived in 1934. Some extensions of the first Fourier coefficent method to other PDEs are discussed. A survey on boundary point regularity for elliptic and parabolic PDEs is enclosed.
We examine the regularity of the extremal solution of the nonlinear eigenvalue problem $Δ^2 u = λf(u)$ on a general bounded domain $Ω$ in $ \IR^N$, with the Navier boundary condition $ u=Δu =0 $ on $ \pOm$. Here $ λ$ is a positive parameter and $f$ is a non-decreasing nonlinearity with $f(0)=1$. We give general pointwise bounds and energy estimates which show that for any convex and superlinear nonlinearity $f$, the extremal solution $ u^*$ is smooth provided $N\leq 5$.
In this paper, we consider the relation between $p > 1$ and critical dimension of the extremal solution of the semilinear equation $$\{\begin{array}{lllllll} βΔ^{2}u-τΔu=\fracλ{(1-u)^{p}} & in\ \ B, 0<u\leq 1 & in\ \ B, u=Δu=0 & on\ \ \partial B, \end{array} . $$ where $B$ is the unit ball in $R^{n}$, $λ>0$ is a parameter, $τ>0, β>0,p>1$ are fixed constants. By Hardy-Rellich inequality, we find that when $p$ is large enough, the critical dimension is 13.}
In the analysis of PDEs, regularity of often measured in terms of Sobolev, H{ö}lder, Besov or Lipschitz spaces, etc. However, sometimes a gain of regularity can also be expressed just in terms of Lebesgue spaces, by passing from a singular setting to a less singular one. In this article we will obtain a gain of integrability for weak solutions of the micropolar fluid equations using as general framework Morrey spaces, which is a very useful language to study regularity in PDEs. An interesting point is that the two variables of the micropolar fluid equations can be studied separately.
We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schrödinger equation on the circle. In particular, we establish an optimal regularity result for quasi-invariance of the mean-zero Gaussian measures on Sobolev spaces. The main new ingredient is an improved energy estimate established by performing an infinite iteration of normal form reductions on the energy functional. Furthermore, we show that the dispersion is essential for such a quasi-invariance result by proving non quasi-invariance of the Gaussian measures…
Well-Posedness of the Cauchy Problem for One-Dimensional Nonlinear Diffusion Equations with Dynamic and Fourth-Type Boundary Conditions in the Lp Lq Maximal Regularity Setting
Optimal solvers for fourth-order PDEs discretized on unstructured grids
LSEC, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences（中国科学院数学与系统科学研究院计算数学与科学工程计算研究所）；Center for Computational Mathematics and Applications, Department of Mathematics, The Pennsylvania State University（宾夕法尼亚州立大学数学系计算数学与应用中心）
For $Ω\subseteq\mathbb{R}^{n}$ an open and bounded region we consider solutions $u\in W_{\text{loc}}^{1,p(x)}\big(Ω;\mathbb{R}^{N}\big)$, with $N>1$, of the $p(x)$-Laplacian system \begin{equation} \nabla\cdot\left(a(x)|Du|^{p(x)-2}Du\right)=0\text{, a.e. }x\inΩ,\notag \end{equation} where concerning the coefficient function $x\mapsto a(x)$ we assume only that \begin{equation} a\in W^{1,q}(Ω)\cap L^{\infty}(Ω),\notag \end{equation} where $q>1$ is essentially arbitrary. This implies that the coefficient in the PDE can be highly irregular, and yet in spite of this we still recover that \begin{eq…
We consider the low regularity behavior of the fourth order cubic nonlinear Schrödinger equation (4NLS) \begin{align*} \begin{cases} i\partial_tu+\partial_x^4u=\pm \vert u \vert^2u, \quad(t,x)\in \mathbb{R}\times \mathbb{R}\\ u(x,0)=u_0(x)\in H^s\left(\mathbb{R}\right). \end{cases} \end{align*} In arXiv:1911.03253, the author showed that this equation is globally well-posed in $H^s, s\geq -\frac{1}{2}$ and ill-posedness in the sense that the solution map fails to be uniformly continuous for $-\frac{15}{14}<s<-\frac{1}{2}$. Therefore, $s=-\frac{1}{2}$ is the lowest regularity that can be handle…
In this paper, we prove that any $C^{1}$-regular Hamiltonian stationary Lagrangian submanifold in a symplectic manifold is smooth. More broadly, we develop a regularity theory for a class of fourth order nonlinear elliptic equations with two distributional derivatives. Our fourth order regularity theory originates in the geometrically motivated variational problem for the volume functional, but should have applications beyond.
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 …
We consider an elliptic Kolmogorov equation lambda u - Ku =f in a convex subset C of a separable Hilbert space X. We prove maximal Sobolev regularity of its weak solution, when lambda >0 and f is in L^2(C,nu), where nu is the log-concave measure associated to the system. Moreover we prove maximal estimates on the gradient of u, that allow to show that u satisfies the Neumann boundary condition in the sense of traces at the boundary of C. The general results are applied to Kolmogorov equations of reaction-diffusion stochastic PDEs and Cahn-Hilliard stochastic PDEs in convex sets of suitable Hil…
We obtain an asymptotic Hölder estimate for expectations of a quite general class of discrete stochastic processes. Such expectations can also be described as solutions to a dynamic programming principle or as solutions to discretized PDEs. The result, which is also generalized to functions satisfying Pucci-type inequalities for discrete extremal operators, is a counterpart to the Krylov-Safonov regularity result in PDEs. However, the discrete step size $\varepsilon$ has some crucial effects compared to the PDE setting. The proof combines analytic and probabilistic arguments.
We examine the fourth order problem $Δ^2 u = λf(u) $ in $ Ω$ with $ Δu = u =0 $ on $ \partial Ω$, where $ λ> 0$ is a parameter, $ Ω$ is a bounded domain in $ R^N$ and where $f$ is one of the following nonlinearities: $ f(u)=e^u$, $ f(u)=(1+u)^p $ or $ f(u)= \frac{1}{(1-u)^p}$ where $ p>1$. We show the regularity of all semi-stable solutions and hence of the extremal solutions, provided [N < 2 + 4 \sqrt{2} + 4 \sqrt{2 - \sqrt{2}} \approx 10.718 when $ f(u)=e^u$,] and [\frac{N}{4} < \frac{p}{p-1} + \frac{p+1}{p-1} (\sqrt{\frac{2p}{p+1}} + \sqrt{\frac{2p}{p+1} - \sqrt{\frac{2p}{p+1}}} - 1/2)] whe…
In this paper we study the regularity of non-linear parabolic PDEs and stochastic PDEs on metric measure spaces admitting heat kernels. In particular we consider mild function solutions to abstract Cauchy problems and show that the unique solution is Hölder continuous in time with values in a suitable fractional Sobolev space. As this analysis is done via a-priori estimates, we can apply this result to stochastic PDEs on metric measure spaces and solve the equation in a pathwise sense for almost all paths. The main example of noise term is of fractional Brownian type and the metric measure spa…
It is well-known that any solution of the Laplace equation is a real or imaginary part of a complex holomorphic function. In this paper, in some sense, we extend this property into four order hyperbolic and elliptic type PDEs. To be more specific, the extension is for a $c$-biwave PDE with constant coefficients, and we show that the components of a differentiable function on the associated hypercomplex algebras provide solutions for the equation.
An approach to some "optimal" (more precisely, non-improvable) regularity of solutions of the thin film equation u_{t} = -\nabla \cdot(|u|^{n} \nabla \D u) in \ren \times \re_+, u(x,0)=u_0(x) in \re^N, where n in (0,2) is a fixed exponent, with smooth compactly supported initial data u_0(x), in dimensions $N \geq 2$ is discussed. Namely, a precise exponent for the Hölder continuity with respect to the spatial radial variable $|x|$ is obtained by construction of a Graveleau-type focusing self-similar solution. As a consequence, optimal regularity of the gradient $\nabla u$ in certain $L^p$ spac…
We prove existence and uniqueness of global-in-time solutions in the $W^{-1,p}_D$-$W^{1,p}_D$-setting for abstract quasilinear parabolic PDEs with nonsmooth data and mixed boundary conditions, including a nonlinear source term with at most linear growth. Subsequently, we use a bootstrapping argument to achieve improved regularity of these global-in-time solutions within the functional-analytic setting of the interpolation scale of Bessel-potential dual spaces $H^{θ-1,p}_D = [W^{-1,p}_D,L^p]_θ$ with $θ\in [0,1]$ for the abstract equation under suitable additional assumptions. This is done by me…
We introduce a class of interesting stochastic processes based on Brownian-time processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of Brownian motion. They generalize the iterated Brownian motion (IBM) of Burdzy and the Markov snake of Le Gall, and they introduce new interesting examples. After defining Brownian-time processes, we relate them to fourth order parabolic PDEs. We then study their exit problem as they exit nice domains in $\Rd$, and connect it to elliptic PDEs. We show that these processes have the peculiar property that they…
We establish sharp global regularity of a class of multilinear oscillatory integral operators that are associated to nonlinear dispersive equations with both Banach and quasi-Banach target spaces. As a consequence we also prove the (local in time) continuous dependence on the initial data for solutions of a large class of coupled systems of dispersive partial differential equations.
It was shown in 1994, in Oberguggenberger & Rosinger, that very large classes of nonlinear PDEs have solutions which can be assimilated with usual measurable functions on the Euclidean domains of definition of the respective equations. In this paper the regularity of these solutions is significantly improved by showing that they can in fact be assimilated with Hausdorff continuous functions. The method of solution of PDEs is based on the Dedekind order completion of spaces of smooth functions which are defined on the domains of the given equations.
