We present extensions of the comparison and maximum principles available for nonlinear non-local integro-differential operators $P:\mathcal{C}^{2,1}(Ω\times (0,T])\times L^\infty (Ω\times (0,T])\to\mathbb{R}$, of the form $P[u] = L[u] -f(\cdot ,\cdot ,u,Ju)$ on $Ω\times (0,T]$. Here, we consider: unbounded spatial domains $Ω\subset \mathbb{R}^n$, with $T>0$; sufficiently regular second order linear parabolic partial differential operators $L$; sufficiently regular semi-linear terms $f:(Ω\times (0,T]) \times \mathbb{R}^2\to\mathbb{R}$; and the non-local term $Ju= \int_{Ω}ϕ(x-y)u(y,t)dy$, with $ϕ$ in a class of non-negative sufficiently summable kernels. We also provide examples illustrating the limitations and applicability of our results.
Aleksandrov-Bakelman-Pucci maximum principles are studied for a class of fully nonlinear integro-differential equations of order $σ\in [2-\varepsilon_0,2)$, where $\varepsilon_0$ is a small constant depending only on given parameters. The goal of this paper is to improve an estimate of Guillen and Schwab (Arch. Ration. Mech. Anal., 206, 2012) in order to avoid the dependence on $L^\infty$ norm of %the to the estimate depending only on $L^n$ norm the inhomogeneous term.
In the present paper initial problems for the semilinear integro-differential diffusion equation and system are considered. The analogue of Duhamel principle for the linear integro-differential diffusion equation is proved. The results on existence of local mild solutions and Fujita-type critical exponents to the semilinear integro-differential diffusion equation and system are presented.
Hölder estimates and Harnack inequalities are studied for fully nonlinear integro-differential equations under some mild assumptions. We allow the kernels of variable order and critically close to 2.
The purpose of this note is to prove the existence of global weak solutions to the flow associated to integro-differential harmonic maps into spheres and Riemannian homogeneous manifolds.
We show an example of a non-symmetric integro-differential equation of order $α$, for $α\in (0,1)$, for which Hölder estimates do not hold even though the kernels are comparable to the fractional Laplacian.
A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces and in Sobolev-Slobodeckij spaces. Generalisations to stochastic integro-differential equations, arising in filtering theory of jump diffusions, will be given in a forthcoming paper.
We prove optimal pointwise Schauder estimates in the spatial variables for solutions of linear parabolic integro-differential equations. Optimal Hölder estimates in space-time for those spatial derivatives are also obtained.
We obtain Schauder estimates for a general class of linear integro-differential equations. The estimates are applied to a scalar non-local Burgers equation and complete the global well-posedness results obtained in \cite{ISV}.
We prove that $C^{1,α}$ $s$-minimal surfaces are automatically $C^\infty$. For this, we develop a new bootstrap regularity theory for solutions of integro-differential equations of very general type, which we believe is of independent interest.
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.
Solvability of a class of integro-differential equations with Laplace and bi-Laplace operators
University of Toronto（多伦多大学）；Institute Camille Jordan, UMR 5208 CNRS, University Lyon 1（卡米尔·乔丹研究所，CNRS联合研究单位5208，里昂第一大学）；Peoples’ Friendship University of Russia（俄罗斯人民友谊大学）
We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump Lèvy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior $C^{1,α}$ regularity for general fully nonlinear integro-differential equations. Our estimates remain uniform as the degree of the equation approaches two, so they can be seen as a natural extension of the regularity theory for elliptic partial differential equations.
We study a nonlinear integro-differential equation arising in population dynamics. It has been already proved by Rybka, Tang and Waxman that it has a unique local in time solution. Here, after deriving appropriate a priori estimates we show that the dynamics is global in time.
We develop a regularity theory for integro-differential equations with kernels deforming in space like sections of a convex solution of a Monge-Ampère equation. We prove an ABP estimate and a Harnack inequality and derive Hölder and $C^{1,α}$ regularity results for solutions.
In this article, We investigate an inverse problem of determining the time-dependent source factor in parabolic integro-differential equations from boundary data. We establish the uniqueness and the conditional stability estimate of Hölder type for the inverse source problem in a cylindrical shaped domain. Our methodology is based on the Bukhgeim-Klibanov method by means of the Carleman estimate. Here we also derive the "time-like" Carleman estimate for parabolic integro-differential equations.
Existence of stationary solutions for some systems of integro-differential equations with Laplace and bi-Laplace operators
University of Toronto（多伦多大学）；Institute Camille Jordan, UMR 5208 CNRS, University Lyon 1（卡米尔·若尔当研究所，CNRS UMR 5208，里昂第一大学）；Peoples’ Friendship University of Russia（俄罗斯人民友谊大学）
We consider fully nonlinear integro-differential equations governed by kernels that have different homogeneities in different directions. We prove a nonlocal version of the ABP estimate, a Harnack inequality and the interior $C^{1, γ}$ regularity, extending the results of [Caffarelli and Silvestre, CPAM 62, 2009] to the anisotropic case.
$W^{σ,p}$ estimates are studied for a class of fully nonlinear integro-differential equations of order $σ$, which are analogues of $W^{2,p}$ estimates by Caffarelli. We also present Aleksandrov-Bakelman-Pucci maximum principles, which are improvements of estimates proved by Guillen-Schwab, depending only on $L^p$ norms of inhomogeneous terms.
This paper studies the solvability of a class of Dirichlet problem associated with non-linear integro-differential operator. The main ingredient is the probabilistic construction of continuous supersolution via the identification of the continuity set of the exit time operators under Skorohod topology.
Via Carleman estimates we prove uniqueness and continuous dependence results for lateral Cauchy problems for linear integro-differential parabolic equations without initial conditions. The additional information supplied prescribes the conormal derivative of the temperature on a relatively open subset of the lateral boundary of the space-time domain.
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.
The equivalence of three different definitions of viscosity solutions for the integro-differential equation with the L{é}vy operator is shown in this paper. The key is Lemma 2.1, in which we construct a sequence of the approximating test functions.
We prove that for a certain class of kernels $K(y)$ that viscosity solutions of the integro-differential equation $$ \int_{\mathbb R^n} (u(x+y) - 2 u(x) + u(x-y)) K(y) dy = f(x,u(x)) $$ are locally analytic if $f$ is an analytic function. This extends the result of Albanese, Fiscella, Valdinoci that such solutions belong to certain Gevrey classes.
In this paper, we consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. We are able to find parabolic versions of Alexandrov-Backelman-Pucci estimate with 0<σ<2. And we show a Harnack inequality, Hölder regularity, and C^{1,α}-regularity of the solutions by obtaining decay estimates of their level sets.
We prove for some singular kernels $K(x,y)$ that viscosity solutions of the integro-differential equation $\int_{\mathbb{R}^n} \left[u(x+y)+u(x-y)-2u(x)\right]\,K(x,y)dy=f(x)$ locally belong to some Gevrey class if so does $f$. The fractional Laplacian equation is included in this framework as a special case.
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…
We prove several important results concerning existence and uniqueness of pseudo almost automorphic (paa) solutions with measure for integro-differential equations with reflection. We use the properties of almost automorphic functions with measure and the Banach fixed point theorem, and we discuss two linear and nonlinear cases. We conclude with an example and some observations.
In this paper, we investigate the existence of nonnegative solutions for the problem $$ -\mathcal{L}_{K}u+V(x)u=f(u) $$ in $\mathbb R^n$, where $-\mathcal{L}_{K}$ is a integro-differential operator with measurable kernel $K$ and $V$ is a continuous potential. Under apropriate hypothesis, we prove, using variational methods, that the above equation has solution.
In this article, we show that a technique for showing well-posedness results for evolutionary equations in the sense of [13] established in [16] applies to a broader class of non-autonomous integro-differential-algebraic equations. Using the concept of evolutionary mappings we prove that the respective solution operators do not depend on certain parameters describing the underlying spaces in which the well-posedness results are established.
In this note we describe how the Neumann homogenization of fully nonlinear elliptic equations can be recast as the study of nonlocal (integro-differential) equations involving elliptic integro-differential operators on the boundary. This is motivated by a new integro-differential representation for nonlinear operators with a comparison principle which we also introduce. In the simple case that the original domain is an infinite strip with almost periodic Neumann data, this leads to an almost periodic homogenization problem involving a fully nonlinear integro-differential operator on the Neuman…
We study quasilinear evolutionary partial integro-differential equations of second order which include time fractional $p$-Laplace equations of time order less than one. By means of suitable energy estimates and De Giorgi's iteration technique we establish results asserting the global boundedness of appropriately defined weak solutions of these problems. We also show that a maximum principle is valid for such equations.
In this paper we make a subtle use of tools from operator theory and the Schauder fixed-point theorem to establish the existence of pseudo-almost automorphic solutions to some classes of nonautonomous integro-differential equations with pseudo-almost automorphic forcing terms. To illustrate our main results, the existence of pseudo-almost automorphic solutions to a parabolic Neumann boundary value problem that models population genetics and nerve pulse propagation will be discussed.
We consider a class of nonlinear integro-differential operators and prove existence of two principal (half) eigenvalues in bounded smooth domains with exterior Dirichlet condition. We then establish simplicity of the principal eigenfunctions in viscosity sense, maximum principles, continuity property of the principal eigenvalues with respect to domains etc. We also prove an anti-maximum principle and study existence result for some nonlinear problem via Rabinowitz bifurcation-type results.
In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric, regularly varying kernels at zero. In particular, we obtain the uniform Harnack inequality and Hölder estimate of viscosity solutions to the nonlinear integro-differential equations associated with the kernels $K_{σ, β}$ satisfying $$ K_{σ,β}(y)\asymp \frac{ 2-σ}{|y|^{n+σ}}\left( \log\frac{2}{|y|^2}\right)^{β(2-σ)}\quad \mbox{near zero} $$ with respect to $σ\in…
The periodic homogenization problem of integro-differential equations of the alpha stable L{é}vy operators is studied in this paper. Thanking to the symmetry of the L{é}vy density, we can use the method of the formal asymptotic expansion, to connect the problem to the ergodic cell problem. A rigorous proof is given by the perturbed test function's method.
We investigate the obstacle problem for a class of nonlinear equations driven by nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional $p$-Laplacian operator with measurable coefficients. Amongst other results, we will prove both the existence and uniqueness of the solutions to the obstacle problem, and that these solutions inherit regularity properties, such as boundedness, continuity and Hölder continuity (up to the boundary), from the obstacle.
We establish Pohozaev identities and integration by parts type formulas for anisotropic integro-differential operators of order $2s$, with $s\in(0,1)$. These identities involve local boundary terms, in which the quantity $u/d^s|_{\partialΩ}$ plays the role that $\partial u/\partialν$ plays in the second order case. Here, $u$ is any solution to $Lu=f(x,u)$ in $Ω$, with $u=0$ in $\mathbb R^n\setminusΩ$, and $d$ is the distance to $\partialΩ$.
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the …
We introduce a one parameter family of non-linear, non-local integro-differential equations and its limit equation. These equations originate from a derivation of the linear Boltzmann equation using the framework of bosonic quantum field theory. We show the existence and uniqueness of strong global solutions for these equations, and a result of uniform convergence on every compact interval of the solutions of the one parameter family towards the solution of the limit equation.
We study acceleration phenomena in monostable integro-differential equations with ignition nonlinearity. Our results cover fractional Laplace operators and standard convolutions in a unified way, which is also a contribution of this paper. To achieve this, we construct a sub-solution that captures the expected dynamics of the accelerating solution, and this is here the main difficulty. This study involves the flattening effect occurring in accelerated propagation phenomena.
This paper is concerned with the study of the Strong Maximum Principle for semicontinuous viscosity solutions of fully nonlinear, second-order parabolic integro-differential equations. We study separately the propagation of maxima in the horizontal component of the domain and the local vertical propagation in simply connected sets of the domain. We give two types of results for horizontal propagation of maxima: one is the natural extension of the classical results of local propagation of maxima and the other comes from the structure of the nonlocal operator. As an application, we use the Stron…
In this paper we make a subtle use of operator theory techniques and the well-known Schauder fixed-point principle to establish the existence of pseudo-almost automorphic solutions to some second-order damped integro-differential equations with pseudo-almost automorphic coefficients. In order to illustrate our main results, we will study the existence of pseudo-almost automorphic solutions to a structurally damped plate-like boundary value problem.
We introduce (integro-differential) harmonic maps into spheres, which are defined as critical points of the Besov-Slobodeckij energy $\int\limits_Ω\int\limits_Ω \frac{|v(x)-v(y)|^{p_s}}{|x-y|^{n+sp_s}}\ dx\ dy$. For $p_s = 2$ these are the classical fractional harmonic maps first considered by Da Lio and Riviere. For $p_s \neq 2$ this is a new energy which has degenerate, non-local Euler-Lagrange equations. For the critical case, $p_s = n/s$, we show Holder continuity of these maps.
By using the Jensen's maximum principle and the Alexandrov's theorem in the convex analysis, we present the nonlocal version of the Jensen-Ishii lemma, which leads to the precise argument for the comparison principle.
This paper is concerned with Hölder regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain, either the equation is strictly elliptic in the classical fully non-linear sense, or (and this is the most original part of our work) the equation is strictly elliptic in a non-local non-linear sense we make precise. Next we impose some regularity and growth conditions on the equation. These results are concerned with a large class of integro-differential opera…
In this paper we study integro-differential equations like the anisotropic fractional Laplacian. As in [Silvestre, Indiana University Mathematics Journal 55, 2006], we adapt the De Giorgi technique to achieve the $C^γ$-regularity for solutions of class $C^{2}$ and use the geometry found in [Caffarelli, Leitão, and Urbano, Math. Ann. 360, 2014] to get an ABP estimate, a Harnack inequality and the interior $C^{1, γ}$ regularity for viscosity solutions.
We propose a new definition of renormalized solution to linear equation with self-adjoint operator generating a Markov semigroup and bounded Borel measure on the right-hand side. We give a uniqueness result and study the structure of solutions to truncated equations.
Some linear integro-differential operators have old and classical representations as the Dirichlet-to-Neumann operators for linear elliptic equations, such as the 1/2-Laplacian or the generator of the boundary process of a reflected diffusion. In this work, we make some extensions of this theory to the case of a \emph{nonlinear} Dirichlet-to-Neumann mapping that is constructed using a solution to a \emph{fully nonlinear} elliptic equation in a given domain, mapping Dirichlet data to its normal derivative of the resulting solution. Here we begin the process of giving detailed information about …
We continue the program initiated in a previous work, of applying integro-differential methods to Neumann Homogenization problems. We target the case of linear periodic equations with a singular drift, which includes (with some regularity assumptions) divergence equations with \emph{non-co-normal} oscillatory Neumann conditions. Our analysis focuses on an induced integro-differential homogenization problem on the boundary of the domain. Also, we use homogenization results for regular Dirichlet problems to build barriers for the oscillatory Neumann problem with the singular gradient term. We no…
We prove existence of a bounded weak solution to a degenerate quasilinear subdiffusion problem with bounded measurable coefficients that may explicitly depend on time. The kernel in the involved integro-differential operator w.r.t. time belongs to the large class of ${\cal PC}$ kernels. In particular, the case of a fractional time derivative of order less than 1 is included. A key ingredient in the proof is a new compactness criterion of Aubin-Lions type which involves function spaces defined in terms of the integro-differential operator in time. Boundedness of the solution is obtained by the …
In this paper, we consider non-local integro-differential equations under certain natural assumptions on the kernel, and obtain persistence of Hölder continuity for their solutions. In other words, we prove that a solution stays in $C^β$ for all time if its initial data lies in $C^β$. This result has an application for a fully non-linear problem, which is used in the field of image processing. The proof is in the spirit of the paper [18] of Kiselev and Nazarov where they established Hölder continuity of the critical surface quasi-geostrophic (SQG) equation.
