We consider divergence-form parabolic equation with measurable uniformly elliptic matrix and the vector field in a large class containing, in particular, the vector fields in $L^p$, $p>d$, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$, $\varepsilon>0$. We establish Hölder continuity of the bounded soutions, sharp two-sided Gaussian bound on the heat kernel, Harnack inequality.
We report on recent results and a new line of research at the crossroad of two major theories in the analysis of partial differential equations. The celebrated De Giorgi-Nash-Moser theory shows H{ö}lder estimates and the Harnack inequality for uniformly elliptic or parabolic equations with rough coefficients in divergence form. The theory of hypoellipticity of H{ö}rmander shows, under general "bracket" conditions, the regularity of solutions to partial differential equations combining first and second order derivative operators when ellipticity fails in some directions. We discuss recent exten…
We obtain the basic results concerning the problem of constructing operator realizations of the formal differential expression $\nabla \cdot a \cdot \nabla - b \cdot \nabla$ with measurable matrix $a$ and vector field $b$ having critical-order singularities as the generators of Markov semigroups in $L^p$ and $C_\infty$.
In this paper we consider the divergence parabolic equation with bounded and measurable coefficients related to Hormander's vector fields and establish a Nash type result, i.e., the local Holder regularity for weak solutions. After deriving the parabolic Sobolev inequality, (1,1) type Poincaré inequality of Hormander's vector fields and a De Giorgi type Lemma, the Holder regularity of weak solutions to the equation is proved based on the estimates of oscillations of solutions and the isomorphism between parabolic Campanato space and parabolic Holder space. As a consequence, we give the Ha…
In $\mathbb R^d$, $d \geq 3$, consider the divergence and the non-divergence form operators \begin{equation} \tag{$i$} -Δ- \nabla \cdot (a-I) \cdot \nabla + b \cdot \nabla, \end{equation} \begin{equation} \tag{$ii$} - Δ- (a-I) \cdot \nabla^2 + b \cdot \nabla, \end{equation} where the second order perturbations are given by the matrix $$a-I=c|x|^{-2}x \otimes x, \quad c>-1.$$ The vector field $b:\mathbb R^d \rightarrow \mathbb R^d$ is form-bounded with the form-bound $δ>0$ (this includes a sub-critical class $[L^d + L^\infty]^d$, as well as vector fields having critical-order singularities). We…
In $\mathbb R^d$, $d \geq 3$, consider the divergence and the non-divergence form operators \begin{equation} \tag{$i$} - \nabla \cdot a \cdot \nabla + b \cdot \nabla, \end{equation} \begin{equation} \tag{$ii$} - a \cdot \nabla^2 + b \cdot \nabla, \end{equation} where $a=I+c \mathsf{f} \otimes \mathsf{f}$, the vector fields $\nabla_i \mathsf{f}$ ($i=1,2,\dots,d$) and $b$ are form-bounded (this includes the sub-critical class $[L^d + L^\infty]^d$ as well as vector fields having critical-order singularities). We characterize quantitative dependence on $c$ and the values of the form-bounds of the …
What is the suitable Laplace operator on vector fields for the Navier-Stokes equation on a Riemannian manifold? In this note, by considering Nash embedding, we will try to elucidate different aspects of different Laplace operators such as de Rham-Hodge Laplacian as well as Ebin-Marsden's Laplacian. A probabilistic representation formula for Navier-Stokes equations on a general compact Riemannian manifold is obtained when de Rham-Hodge Laplacian is involved. MSC 2010: 35Q30, 58J65
The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called "master equation", a kind of second order partial differential equation stated on the space of probability measures. Our first main result is the well-posedness of the master equation. To do so, we first show the existence and uniqueness of a solution to the "mean field game system with common noise", which consists in a coupled system made of a backward stochas…
We prove that a family of linear bounded evolution operators $({\bf G}(t,s))_{t\ge s\in I}$ can be associated, in the space of vector-valued bounded and continuous functions, to a class of systems of elliptic operators $\bm{\mathcal A}$ with unbounded coefficients defined in $I\times \Rd$ (where $I$ is a right-halfline or $I=\R$) all having the same principal part. We establish some continuity and representation properties of $({\bf G}(t,s))_{t \ge s\in I}$ and a sufficient condition for the evolution operator to be compact in $C_b(\Rd;\R^m)$. We prove also a uniform weighted gradient estimate…
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 consider stochastic differential games with $N$ nearly identical players, linear-Gaussian dynamics, and infinite horizon discounted quadratic cost. Admissible controls are feedbacks for which the system is ergodic. We first study the existence of affine Nash equilibria by means of an associated system of $N$ Hamilton-Jacobi-Bellman and $N$ Kolmogorov-Fokker-Planck partial differential equations, proving that for small discount factors quadratic-Gaussian solutions exist and are unique. Then, we prove the convergence of such solutions to the unique quadratic-Gaussian solution of the pair of M…
We consider the vorticity form of the Navier-Stokes equations on the two-dimensional unit sphere and study the nonlinear stability of the two-jet Kolmogorov type flow which is a stationary solution given by the zonal spherical harmonic function of degree two. In particular, we assume that a perturbation contains a nondissipative part given by a linear combination of the spherical harmonics of degree one and investigate the effect of the nondissipative part on the long-time behavior of the perturbation through the convection term. We show that the nondissipative part of a weak solution to the n…
We consider Kolmogorov operator $-\nabla \cdot a \cdot \nabla + b \cdot \nabla$ with measurable uniformly elliptic matrix $a$ and prove Gaussian lower and upper bounds on its heat kernel under minimal assumptions on the vector field $b$ and its divergence ${\rm div\,}b$. More precisely, we prove: (1) Gaussian lower bound, provided that ${\rm div\,}b \geq 0$, and $b$ is in the class of form-bounded vector fields (containing e.g.\,the class $L^d$, the weak $L^d$ class, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$, $\varepsilon>0$); in these assumptions, the Ga…
We discuss a Nash-Moser/ KAM algorithm for the construction of invariant tori for {\em tame} vector fields. Similar algorithms have been studied widely both in finite and infinite dimensional contexts: we are particularly interested in the second case where tameness properties of the vector fields become very important. We focus on the formal aspects of the algorithm and particularly on the minimal hypotheses needed for convergence. We discuss various applications where we show how our algorithm allows to reduce to solving only linear forced equations. We remark that our algorithm works at the…
We consider stochastic differential games with $N$ players, linear-Gaussian dynamics in arbitrary state-space dimension, and long-time-average cost with quadratic running cost. Admissible controls are feedbacks for which the system is ergodic. We first study the existence of affine Nash equilibria by means of an associated system of $N$ Hamilton-Jacobi-Bellman and $N$ Kolmogorov-Fokker-Planck partial differential equations. We give necessary and sufficient conditions for the existence and uniqueness of quadratic-Gaussian solutions in terms of the solvability of suitable algebraic Riccati and S…
In this paper we prove reducibility of classes of linear first order operators on tori by applying a generalization of Moser's theorem on straightening of vector fields on a torus. We consider vector fields which are a $C^\infty$ perturbations of a constant vector field, and prove that they are conjugated --by a $C^\infty$ torus diffeomorphism-- to a constant diophantine flow, provided that the perturbation is small in some given $H^{s_1}$ norm and that the initial frequency is in some Cantor-like set. Actually in the classical results of this type the regularity of the change of coordinates w…
We consider linear second order nonvariational partial differential operators of the kind a_{ij}X_{i}X_{j}+X_{0}, on a bounded domain of R^{n}, where the X_{i}'s (i=0,1,2,...,q, n>q+1) are real smooth vector fields satisfying Hörmander's condition and a_{ij} (i,j=1,2,...,q) are real valued, bounded measurable functions, such that the matrix {a_{ij}} is symmetric and uniformly positive. We prove that if the coefficients a_{ij} are Hölder continuous with respect to the distance induced by the vector fields, then local Schauder estimates on X_{i}X_{j}u, X_{0}u hold; if the coefficients belong to …
