In this paper we analyze the optimal value function $v$ associated to a general parametric optimization problems via the theory of viscosity solutions. The novelty is that we obtain regularity properties of $v$ by showing that it is a viscosity solution to a set of first-order equations. As a consequence, in Banach spaces, we provide sufficient conditions for local and global Lipschitz properties of $v$. We also derive, in finite dimensions, conditions for optimality through a comparison principle. Finally, we study the relationship between viscosity and Clarke generalized solutions to get further differentiability properties of $v$ in Euclidean spaces.
In this paper we prove the Hölder regularity of bounded, uniformly continuous, viscosity solutions of some degenerate fully nonlinear equations in the Heisenberg group.
We prove interior Lipschitz regularity result for weak and viscosity solutions of the pseudo $p$Laplacien $(p-1)\sum_i |\partial_i u|^{p-2} \partial_{ii} u = f$ for $p>2$ and $f$ bounded.
We establish the density of the partial regularity result in the class of continuous viscosity solutions. Given a fully nonlinear equation, we prove the existence of a sequence entitled to the partial regularity result, approximating its solutions. Distinct conditions on the operator driving the equation lead to density in different topologies. Our findings include applications to inhomogeneous problems, with variable-coefficients models.
We consider a vanishing viscosity sequence of weak solutions of the three-dimensional Navier--Stokes equations on a bounded domain. In a seminal paper [25] Kato showed that for sufficiently regular solutions, the vanishing viscosity limit is equivalent to having vanishing viscous dissipation in a boundary layer of width proportional to the viscosity. We prove that Kato's criterion holds for Hölder continuous solutions with the regularity index arbitrarily close to the Onsager's critical exponent through a new boundary layer foliation and a global mollification.
We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with Pucci extremal operators is $C^{1,α}$ on the boundary; (ii) the solution of the Dirichlet problem for fully nonlinear uniformly elliptic equations is $C^{2,α}$ on the boundary; (iii) corresponding asymptotic expansions hold. This is an extension to viscosity solutions of the classical Krylov estimates for smooth solutions.
We investigate the $C^{1+α}$-regularity of solutions of parabolic equations $\partial_{t}v+H(v,Dv,D^{2}v,t,x)=0$. Our main result says that under rather general assumptions there exist $C$-viscosity and $L_{p}$-viscosity solutions which are in $C^{1+α}_{loc}$. We allow $H$ to be just measurable in $t$ and for its principal part to have sufficiently small discontinuities as a function of~$x$. No Lipschitz continuity of $H$ with respect to $v,Dv$ is required.
Recently I. Capuzzo Dolcetta, F. Leoni and A. Porretta obtain a very surprising regularity result for fully nonlinear, superquadratic, elliptic equations by showing that viscosity subsolutions of such equations are locally Hölder continuous, and even globally if the boundary of the domain is regular enough. The aim of this paper is to provide a simplified proof of their results, together with an interpretation of the regularity phenomena, some extensions and various applications.
We investigate the uniform regularity and vanishing viscosity limit for the incompressible chemotaxis-Navier-Stokes system in a smooth bounded domain $Ω\subset\mathbb{R}^3$. It is shown that there exists a unique strong solution of the incompressible chemotaxis-Navier-Stokes system in a finite time interval which is independent of the viscosity coefficient. Moreover, the solution is uniformly bounded in a conormal Sobolev space, which allows us to take the vanishing viscosity limit to obtain the incompressible inviscid chemotaxis-Navier-Stokes system.
Some properties of characteristic curves in connection with viscosity solutions of Hamilton-Jacobi equations defined by Hopf-type formula are studied. We investigate the points where the Hopf-type formula $u(t,x)$ is differentiable, and the strip of the form $(0,t_0)\times \R^n$ of the domain $Ω$ where the viscosity solution $u(t,x)$ is continuously differentiable. Moreover, we present the propagation of singularity in forward of $u(t,x).$
This paper studies the dynamics of two incompressible immiscible fluids in 2D modeled by the inhomogeneous Navier-Stokes equations. We prove that if initially the viscosity contrast is small then there is global-in-time regularity. This result has been proved recently in [32] for $H^{5/2}$ Sobolev regularity of the interface. Here we provide a new approach which allows to obtain preservation of the natural $C^{1+γ}$ Hölder regularity of the interface for all $0<γ<1$. Our proof is direct and allows for low Sobolev regularity of the initial velocity without any extra technicality. It uses new qu…
This work is devoted to the studies of a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian, which comes from the dynamics of a multipeakon in the Camassa--Holm equation. It is given by a quadratic form with a singular positive semi-definite matrix. We increase the regularity of the value function considered in our previous paper, which is known to be the viscosity solution. We prove that for a two-peakon Hamiltonian such solutions are actually $1/2$-Hölder continuous in space and time-Lipschitz continuous. The time-Lipschitz regularity is proven in any dimension $N\geq 1$. …
We study the existence, uniqueness and regularity of solutions to the $n$-dimensional ($n=2,3$) Camassa-Holm equations with fractional Laplacian viscosity with smooth initial data. It is a coupled system between the Navier-Stokes equations with nonlocal viscosity and a Helmholtz equation. The main difficulty lies in establishing some a priori estimates for the fractional Laplacian viscosity. To achieve this, we need to explore suitable fractional-power Sobolev-type estimates, and bilinear estimates for fractional derivatives. Especially, for the critical case $\displaystyle s=\frac{n}{4}$ with…
We prove interior $C^{1,α}$-regularity for solutions \[ - Λ\leq F(D^2 u) \leq Λ\] where $Λ$ is a constant and $F$ is fully nonlinear, 1-homogeneous, uniformly elliptic. The proof is based on a reduction to the homogeneous equation $F(D^2u) = 0$ by a blow-up argument -- i.e. just like what is done in the case of viscosity solutions $F(D^2 u) = f$ for $f \in L^\infty$. However it was not clear to us that the above inequality implies $F(D^2 u) = f$ for some bounded $f$ (as would be the case for linear equations in distributional sense by approximation). Nor were we able to find the literature on …
In this paper, we investigate the uniform regularity and vanishing limit for the incompressible nematic liquid crystal flows in three dimensional bounded domain. It is shown that there exists a unique strong solution for the incompressible nematic liquid crystal flows with boundary condition in a finite time interval which is independent of the viscosity. The solution is uniformly bounded in a conormal Sobolev space. Finally, we also study the convergence rate of the viscous solutions to the inviscid ones.
We study the inviscid limit of the free boundary Navier-Stokes equations. We prove the existence of solutions on a uniform time interval by using a suitable functional framework based on Sobolev conormal spaces. This allows us to use a strong compactness argument to justify the inviscid limit. Our approach does not rely on the justification of asymptotic expansions. In particular, we get a new existence result for the Euler equations with free surface from the one for Navier-Stokes.
We study the existence, uniqueness as well as regularity issues for the two-dimensional incompressible Boussinesq equations with temperature-dependent thermal and viscosity diffusion coefficients in general Sobolev spaces. The optimal regularity exponent ranges are considered.
We establish interior regularity for convex viscosity solutions of the special Lagrangian equation. Our result states that all such solutions are real analytic in the interior of the domain.
Some properties of characteristic curves in connection with viscosity solution of Hamilton-Jacobi equations $(H,σ)$ defined by Hopf formula $u(t,x)=\max_{q\in\R^n}\{ \langle x,q\rangle -σ^*(q)-tH(q)\}$ are studied. We are concerned with the points where the solution $u(t,x)$ is differentiable, and the strip of the form $\mathcal R=(0,t_0)\times \R^n$ of the domain $Ω$ where $u(t,x)$ is of class $C^1(\mathcal R).$ Moreover, we investigate the propagation of singularities in forward of this solution.
In this paper, we study the uniform regularity and vanishing viscosity limit for the compressible nematic liquid crystal flows in three dimensional bounded domain. It is shown that there exists a unique strong solution for the compressible nematic liquid crystal flows with boundary condition in a finite time interval which is independent of the viscosity coefficient. The solutions are uniform bounded in a conormal Sobolev space. Furthermore, we prove that the density and velocity are uniform bounded in $W^{1, \infty}$, and the director field is uniform bounded in $W^{3,\infty}$ respectively. B…
We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent stochastic regularization results for pathwise (stochastic) viscosity solutions of Hamilton-Jacobi equations with uniformly convex Hamiltonians and rough multiplicative time dependence. Finally, we use the intermittent estimates to study the long time behavior of the pathwise (stochastic) viscosity solutions of convex Hamilton-Jacobi equations.
In this brief note we study the $n$-dimensional magnetohydrodynamic equations with hyper-viscosity and zero resistivity. We prove global regularity of solutions when the hyper-viscosity is sufficiently strong.
We derive regularity estimates for viscosity solutions to the parabolic normalized p-Laplace. By using approximation methods and scaling arguments for the normalized p-parabolic operator, we show that the gradient of bounded viscosity solutions is locally asymptotically Lipschitz continuous when $p$ is sufficiently close to 2. In addition, we establish regularity estimates in Sobolev spaces.
We prove existence of a solution for a polymer crystal growth model describing the movement of a front $(Γ(t))$ evolving with a nonlocal velocity. In this model the nonlocal velocity is linked to the solution of a heat equation with source $δ_Γ$. The proof relies on new regularity results for the eikonal equation, in which the velocity is positive but merely measurable in time and with Hölder bounds in space. From this result, we deduce \textit{a priori} regularity for the front. On the other hand, under this regularity assumption, we prove bounds and regularity estimates for the solution of t…
In this paper, we investigate the global existence and uniqueness of strong solutions to 2D incompressible inhomogeneous Navier-Stokes equations with viscous coefficient depending on the density and with initial density being discontinuous across some smooth interface. Compared with the previous results for the inhomogeneous Navier-Stokes equations with constant viscosity, the main difficulty here lies in the fact that the $L^1$ in time Lipschitz estimate of the velocity field can not be obtained by energy method (see \cite{DM17,LZ1, LZ2} for instance). Motivated by the key idea of Chemin to s…
For each continuous initial data $φ(x)\in C(M,\mathbb{R})$, we obtain the asymptotic Lipschitz regularity of the viscosity solution of the following evolutionary Hamilton-Jacobi equation with convex and coercive Hamiltonians: \partial_tu(x,t)+H(x,\partial_xu(x,t))=0, u(x,0)=φ(x).
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variable is described by an $n$-dimensional Levy process. We first establish a continuous dependence estimate for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the partial integro-differential operator and on the obstacles and terminal conditions. Using the continuous dependenc…
By making use of the approximation method, we obtain the existence and regularity of the viscosity solutions for the generalized mean curvature flow. The asymptotic behavior of the flow is also considered. In particular, the Dirichlet problem of the degenerate elliptic equation $$ -|\nabla v|(\mathrm{div}(\frac{\nabla v}{|\nabla v|})+ν)=0 $$ is solvable in viscosity sense.
We investigate the regularizing effect of adding small fractional Laplacian, with critical fractional exponent 1/2, to a general first order HJB equation. Our results include some regularity estimates for the viscosity solutions of such perturbations, making the solutions classically well-defined. Most importantly, we use these regularity estimates to study the vanishing viscosity approximation to first order HJB equations by 1/2-Laplacian and derive an explicit rate convergence for the vanishing viscosity limit.
We study value functions which are viscosity solutions of certain Kolmogorov equations. Using PDE techniques we prove that they are $C^{1,α}$ regular on special finite dimensional subspaces. The problem has origins in pricing and hedging of derivatives of risky assets in mathematical finance.
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.
This paper studies the regularity of the free boundary for viscosity solutions to a parabolic Bernoulli-type free boundary problem with variable coefficients. The main result is that Lipschitz free boundaries are $C^1$ with a normal vector that varies with a Hölder modulus of continuity in both space and in time. As a consequence, the viscosity solution satisfies the free boundary problem in a classical sense.
We investigate the regularity of the solutions for a class of degenerate/singular fully nonlinear nonlocal equations. In the degenerate scenario, we establish that there exists at least one viscosity solution of class $C_{loc}^{1, α}$, for some constant $α\in (0, 1)$. In addition, under suitable conditions on $σ$, we prove regularity estimates in Hölder spaces for any viscosity solution. We also examine the singular setting and prove Hölder regularity estimates for the gradient of the solutions.
In this paper we establish some regularity criteria for the 3D Boussinesq system with the temperature-dependent viscosity and thermal diffusivity. We also obtain some uniform estimates for the corresponding 2D case when the fluid viscosity coefficient is a positive constant.
We introduce the concept of k-strictly convexity to describe the accurate convexity of convex domains some directions of which boundary may be flat. Basing this accurate convexity, we construct sub-solutions the Dirichlet problem for some degenerate-singular Monge-Ampère type equations and prove the sharp boundary estimates for convex viscosity solutions of the problem. As a result, we obtain the optimal global Hölder regularity of the convex viscosity solutions.
In this paper, we investigate the uniform regularity for the isentropic compressible Navier-Stokes system with general Navier-slip boundary conditions (1.6) and the inviscid limit to the compressible Euler system. It is shown that there exists a unique strong solution of the compressible Navier-Stokes equations with general Navier-slip boundary conditions in an interval of time which is uniform in the vanishing viscosity limit. The solution is uniformly bounded in a conormal Sobolev space and is uniform bounded in $W^{1,\infty}$. It is also shown that the boundary layer for the density is weak…
Global uniform regularity and vanishing vertical viscosity limit for the compressible Navier--Stokes equations in the half-space
School of Mathematics, Sun Yat-sen University（中山大学数学学院）；Department of Applied Mathematics, The Hong Kong Polytechnic University（香港理工大学应用数学系）；Department of Mathematics, University of Notre Dame（圣母大学数学系）；Sun Yat-sen University Institute of Advanced Studies Hong Kong（中山大学高等研究院（香港））
We prove that there exists an interval of time which is uniform in the vanishing viscosity limit and for which the Navier-Stokes equation with Navier boundary condition has a strong solution. This solution is uniformly bounded in a conormal Sobolev space and has only one normal derivative bounded in $L^\infty$. This allows to get the vanishing viscosity limit to the incompressible Euler system from a strong compactness argument.
We study the zero-viscosity limit of free boundary Navier-Stokes equations with surface tension in $\mathbb{R}^3$ thus extending the work of Masmoudi and Rousset [1] to take surface tension into account. Due to the presence of boundary layers, we are unable to pass to the zero-viscosity limit in the usual Sobolev spaces. Indeed, as viscosity tends to zero, normal derivatives at the boundary should blow-up. To deal with this problem, we solve the free boundary problem in the so-called Sobolev co-normal spaces (after fixing the boundary via a coordinate transformation). We prove estimates which …
We are concerned with the uniform regularity estimates and vanishing viscosity limit of solution to two dimensional viscous compressible magnetohydrodynamics (MHD) equations with transverse background magnetic field. When the magnetic field is assumed to be transverse to the boundary and the tangential component of magnetic field satisfies zero Neumann boundary condition, even though the velocity is imposed the no-slip boundary condition, the uniform regularity estimates of solution and its derivatives still can be achieved in suitable conormal Sobolev spaces in the half plane $\mathbb{R}^2_+$…
In this paper we relax the current regularity theory for the eikonal equation by using the recent theory of { set-valued} iterated Lie brackets. We give sufficient conditions for small time local attainability of general, symmetric, nonlinear systems, which have as a consequence the Hoelder regularity of the minimum time function in optimal control. We then apply such result to prove Hölder continuity of solutions of the Dirichlet boundary value problem for the eikonal equation with low regularity of the coefficients. We also prove that the sufficient conditions for the Hölder regularity are e…
In this paper, we are concerned with the global well-posedness of a tri-dimensional MHD system with only vertical viscosity in velocity equation for the large axisymmetric initial data. By making good use of the axisymmetric structure of flow and the maximal smoothing effect of vertical diffusion, we show that $\displaystyle\sup_{2\leq p<\infty}\int_0^t\frac{\|\partial_{z}u(τ)\|_{L^p}^{2}}{p^{3/4}}\,\mathrm{d}τ<\infty$. With this regularity for the vertical first derivative of velocity vector field, we further establish losing estimates for the anisotropy tri-dimensional MHD system to get the …
We establish that when n >= 2 and H is a C^1 Hamiltonian such that some level set contains a line segment, the Aronsson equation admits explicit entire viscosity solutions. They are superpositions of a linear part plus a Lipschitz continuous everywhere differentiable singular part which in general is non-C^1 and nowhere twice differentiable. In particular, we supplement the C^1 regularity result of Wang and Yu by deducing that strict level convexity is necessary for C^1 regularity of solutions.
We prove that a viscosity solution of a uniformly elliptic, fully nonlinear equation is $C^{2,α}$ on the compliment of a closed set of Hausdorff dimension at most $ε$ less than the dimension. The equation is assumed to be $C^1$, and the constant $ε> 0$ depends only on the dimension and the ellipticity constants. The argument combines the $W^{2,ε}$ estimates of Lin with a result of Savin on the $C^{2,α}$ regularity of viscosity solutions which are close to quadratic polynomials.
