In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existence of weak solutions for possibly degenerate stochastic differential equations with singular diffusion and drift coefficients. Moreover, by the Markov selection theorem of Krylov [8], we also establish the existence of the associated strong Markov family.
We study local regularity properties of linear, non-uniformly parabolic finite-difference operators in divergence form related to the random conductance model on $\mathbb Z^d$. In particular, we provide an oscillation decay assuming only certain summability properties of the conductances and their inverse, thus improving recent results in that direction. As an application, we provide a local limit theorem for the random walk in a random degenerate and unbounded environment.
We introduce the notion of δ-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that δ-viscosity solutions are uniformly close to the actual viscosity solution. As a consequence we obtain an error estimate for implicit monotone finite difference approximations of uniformly parabolic PDE.
This note establishes an interior quantitative lower bound for nonnegative supersolutions of fully nonlinear uniformly parabolic equations. The result may be interpreted as a nonlinear, quantitative version of a growth lemma established by Krylov and Safonov for nonnegative supersolutions of linear uniformly parabolic equations in nondivergence form. Our approach is different, and follows from an application of the Fabes-Stroock estimate. The result is the parabolic analogue of an elliptic regularity estimate established by Caffarelli, Souganidis, and Wang in the stochastic homogenization of f…
This article establishes an algebraic error estimate for the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media. The approach is similar to that of Armstrong and Smart in the study of quantitative stochastic homogenization of uniformly elliptic equations.
We study homogenization for fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media from the qualitative and quantitative perspective. We show that under suitable hypotheses, solutions to fully nonlinear uniformly parabolic equations in spatio-temporal media homogenize almost surely. In addition, we obtain a rate of convergence for this homogenization in measure, assuming that the environment is strongly mixing with a prescribed rate. A general methodology to study the stochastic homogenization of uniformly elliptic equations was introduced by Caffarelli, Soug…
We prove surface and volume mean value formulas for classical solutions to uniformly parabolic equations in divergence form. We then use them to prove the parabolic strong maximum principle and the parabolic Harnack inequality. We emphasize that our results only rely on the classical theory, and our arguments follow the lines used in the original theory of harmonic functions. We provide two proofs relying on two different formulations of the divergence theorem, one stated for sets with almost C^1 boundary, the other stated for sets with finite perimeter.
The weak Harnack inequality for $L^p$-viscosity supersolutions of fully nonlinear second-order uniformly parabolic partial differential equations with unbounded coefficients and inhomogeneous terms is proved. It is shown that Hölder continuity of $L^p$-viscosity solutions is derived from the weak Harnack inequality for $L^p$-viscosity supersolutions. The local maximum principle for $L^p$-viscosity subsolutions and the Harnack inequality for $L^p$-viscosity solutions are also obtained. Several further remarks are presented when equations have superlinear growth in the first space derivatives.
We show how a theorem about the solvability in $W^{1,2}_{\infty}$ of special parabolic Isaacs equations can be used to obtain the existence and uniqueness of viscosity solutions of general uniformly nondegenerate parabolic Isaacs equations. We apply it also to establish the $C^{1+χ}$ regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in $C^γ$ with respect to the spatial variables with $γ$ slightly less than $1/2$.
For a parabolic equation associated to a uniformly elliptic operator, we obtain a $W^{3, \varepsilon}$ estimate, which provides a lower bound on the Lebesgue measure of the set on which a viscosity solution has a quadratic expansion. The argument combines parabolic $W^{2,\varepsilon}$ estimates with a comparison principle argument. As an application, we show, assuming the operator is $C^1$, that a viscosity solution is $C^{2,α}$ on the complement of a closed set of Hausdorff dimension $\varepsilon$ less than that of the ambient space, where the constant $\varepsilon>0$ depends only on the dime…
In this article we present several results concerning uniqueness of $C$-viscosity and $L_{p}$-viscosity solutions for fully nonlinear parabolic equations. In case of the Isaacs equations we allow lower order terms to have just measurable bounded coefficients. Higher-order coefficients are assumed to be Hölder continuous in $x$ with exponent slightly less than $1/2$. This case is treated by using stability of maximal and minimal $L_{p}$-viscosity solutions.
We investigate the uniform boundedness of the fronts of the solutions to the randomized Fisher-KPP equation and to its linearization, the parabolic Anderson model. It has been known that for the standard (i.e. deterministic) Fisher-KPP equation, as well as for the special case of a randomized Fisher-KPP equation with so-called ignition type nonlinearity, one has a uniformly bounded (in time) transition front. Here, we show that this property of having a uniformly bounded transition front fails to hold for the general randomized Fisher-KPP equation. Nevertheless, we establish that this property…
In this paper we establish optimal solvability results, that is, maximal regularity theorems, for the Cauchy problem for linear parabolic differential equations of arbitrary order acting on sections of tensor bundles over boundaryless complete Riemannian manifolds with bounded geometry. We employ an anisotropic extension of the Fourier multiplier theorem for arbitrary Besov spaces introduced in earlier by the author. This allows for a unified treatment of Sobolev-Slobodeckii and little Hölder spaces. In the flat case we recover classical results for Petrowskii-parabolic Cauchy problems.
A first-order Liouville theorem is obtained for random ensembles of uniformly parabolic systems under the mere qualitative assumptions of stationarity and ergodicity. Furthermore, the paper establishes, almost surely, an intrinsic large-scale $C^{1,α}$-regularity estimate for caloric functions.
In this work there is established an optimal existence and regularity theory for second order linear parabolic differential equations on a large class of noncompact Riemannian manifolds. Then it is shown that it provides a general unifying approach to problems with strong degeneracies in the interior or at the boundary.
We prove that parabolic uniformly rectifiable sets admit (bilateral) corona decompositions with respect to regular Lip(1,1/2) graphs. Together with our previous work, this allows us to conclude that if $Σ\subset\mathbb{R}^{n+1}$ is parabolic Ahlfors-David regular, then the following statements are equivalent. (1) $Σ$ is parabolic uniformly rectifiable. (2) $Σ$ admits a corona decomposition with respect to regular Lip(1,1/2) graphs. (3) $Σ$ admits a bilateral corona decomposition with respect to regular Lip(1,1/2) graphs. (4) $Σ$ is big pieces squared of regular Lip(1,1/2) graphs.
As a class of Lévy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Lévy fluctuations and constructing Markov processes with boundary conditions (in particular the construction with jumps). This work is devoted to prove the weak and strong maximum principles for `parabolic' equations with nonlocal Waldenfels operators. Applications in stochastic differential equations with $α$-stable Lévy processes are presented to illustrate the maximum principles.
For any $α\in (0,1)$, we construct an example of a solution to a parabolic equation with measurable coefficients in two space dimensions which has an isolated singularity and is not better that $C^α$. We prove that there exists no solution to a fully nonlinear uniformly parabolic equation, in any dimension, which has an isolated singularity where it is not $C^2$ while it is analytic elsewhere, and it is homogeneous in $x$ at the time of the singularity. We build an example of a non homogeneous solution to a fully nonlinear uniformly parabolic equation with an isolated singularity, which we ver…
We construct examples of blowup from smooth data for complex-valued solutions to linear uniformly parabolic equations in dimension $n \geq 2$, which are exactly as irregular as parabolic energy estimates allow.
We consider viscosity solutions to nonlinear uniformly parabolic equations in nondivergence form on a Riemannian manifold $M$, with the sectional curvature bounded from below by $-κ$ for $κ\geq 0$. In the elliptic case, Wang and Zhang \cite{WZ} recently extended the results of \cite{Ca} to nonlinear elliptic equations in nondivergence form on such $M$, where they obtained the Harnack inequality for classical solutions. We establish the Harnack inequality for nonnegative {\it viscosity solutions} to nonlinear uniformly {\it parabolic equations} in nondivergence form on $M$. The Harnack inequali…
We develop weak and strong maximum principles for boundary-degenerate, linear, parabolic, second-order partial differential operators, $Lu := -u_t-\tr(aD^2u)-\langle b, Du\rangle + cu$, with \emph{partial} Dirichlet boundary conditions. The coefficient, $a(t,x)$, is assumed to vanish along a non-empty open subset, $\mydirac_0!\sQ$, called the \emph{degenerate boundary portion}, of the parabolic boundary, $\mydirac!\sQ$, of the domain $\sQ\subset\RR^{d+1}$, while $a(t,x)$ may be non-zero at points in the \emph{non-degenerate boundary portion}, $\mydirac_1!\sQ := \mydirac!\sQ\less\bar{\mydirac_0…
We establish a spatial gradient maximum principle for classical solutions to the initial and Neumann boundary value problem of some quasilinear parabolic equations on smooth convex domains.
Translation of the paper "Interpolation of linear spaces and maximum estimates for solutions to parabolic equations" published in Russian in the collected volume "Partial differential equations", Akad. Nauk SSSR, Sibirsk. Otdel., Inst. Mat., Novosibirsk, 1987, 50--72. Original proofs are essentially simplified. Some gaps are fixed and some comments are added.
In this paper there are estimated the derivatives of the solution of an initial boundary value problem for a nonlinear uniformly parabolic equation in the interior with the total variation of the boundary data and the L^{infinity}-norm of the initial condition.
We consider time-fractional parabolic equations with a Caputo time derivative of order $α\in(0,1)$. For such equations, we give an elementary proof of the weak maximum principle under no assumptions on the sign of the reaction coefficient. This proof is also extended for weak solutions, as well as for various types of boundary conditions and variable-coefficient variable-order multiterm time-fractional parabolic equations.
We study the Krylov-Safonov type Hölder estimate and Harnack inequality for viscosity solutions satisfying a uniformly parabolic equation only where the gradient with respect to the space-time variables is large.
We consider uniformly parabolic equations and inequalities of second order in the non-divergence form with drift \[-u_{t}+Lu=-u_{t}+\sum_{ij}a_{ij}D_{ij}u+\sum b_{i}D_{i}u=0\,(\geq0,\,\leq0)\] in some domain $Q\subset \mathbb{R}^{n+1}$. We prove growth theorems and the interior Harnack inequality as the main results. In this paper, we will only assume the drift $b$ is in certain Lebesgue spaces which are critical under the parabolic scaling but not necessarily to be bounded. In the last section, some applications of the interior Harnack inequality are presented. In particular, we show there is…
In this paper we prove a strong maximum principle for certain parabolic systems of equations. In particular, our methods place no restriction on the regularity of the boundary of the convex set in which the system takes its values, and therefore our results hold for any convex set. We achieve this through the use of viscosity solutions and their corresponding strong maximum principle.
We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is possibly time varying, non-smooth, and satisfies the exterior measure condition.
In this short note we extend Chow and Lu's advanced maximum principles for parabolic systems on closed manifolds to the case of compact manifolds with boundary, which also generalizes a Hopf type theorem of Pulemotov.
We establish the global existence of a class of strongly coupled parabolic systems. The necessary apriori estimates will be obtained via our new approach to the regularity theory of parabolic scalar equations with integrable data and new $W^{1,p}$ estimates of their solutions. The key assumption here is that the $L^p$ norms of solutions are uniformly bounded for some sufficiently large $p\in (1,\infty)$, an assumption can be easily affirmed for systems with polynomial growth data. This replaces the usual condition that the solutions are uniformly bounded which is very hard to be verified becau…
This paper classifies the set of supersolutions of a general class of periodic-parabolic problems in the presence of a positive supersolution. From this result we characterize the positivity of the underlying resolvent operator through the positivity of the associated principal eigenvalue and the existence of a positive strict supersolution. Lastly, this (scalar) characterization is used to characterize the strong maximum principle for a class of periodic-parabolic systems of cooperative type under arbitrary boundary conditions of mixed type.
We consider the quasilinear parabolic-parabolic Keller-Segel system $$ u_t=\nabla \cdot (D(u)\nabla u) - \nabla \cdot (S(u)\nabla v), \qquad x\inΩ, \ t>0, v_t=Δv -v + u, x\inΩ, \ t>0, $$ under homogeneous Neumann boundary conditions in a smooth bounded domain $Ω\subset\R^n$ with $n\ge 2$. It is proved that if $\frac{S(u)}{D(u)}\le cu^α$ with $α<\frac{2}{n}$ and some constant $c>0$ for all $u>1$ and some further technical conditions are fulfilled, then the classical solutions to the above system are uniformly-in-time bounded. This boundedness result is optimal according to a recent result by th…
In this paper, we establish space like strong unique continuation property (sucp) for uniformly parabolic sublinear equations under appropriate structural assumptions. Our main result Theorem 1.1 constitutes the parabolic counterpart of the strong unique continuation result recently established by Ruland in [Ru] for analogous elliptic sublinear equations. Similar to that in [Ru], this is accomplished via a new $L^{2}-L^{2}$ type Carleman estimate for a class of sublinear parabolic operators.
In this paper, we introduce a weak maximum principle-based approach to input-to-state stability (ISS) analysis for certain nonlinear partial differential equations (PDEs) with boundary disturbances. Based on the weak maximum principle, a classical result on the maximum estimate of solutions to linear parabolic PDEs has been extended, which enables the ISS analysis for certain {}{nonlinear} parabolic PDEs with boundary disturbances. To illustrate the application of this method, we establish ISS estimates for a linear reaction-diffusion PDE and a generalized Ginzburg-Landau equation with {}{mixe…
We investigate strong and weak versions of maximum and comparison principles for a class of quasilinear parabolic equations with the $p$-Laplacian $$ \partial_t u - Δ_p u = λ|u|^{p-2} u + f(x,t) $$ under zero boundary and nonnegative initial conditions on a bounded cylindrical domain $Ω\times (0, T)$, $λ\in \mathbb{R}$, and $f \in L^\infty(Ω\times (0, T))$. Several related counterexamples are given.
Several negative results are presented concerning the solvability in Sobolev classes of the Cauchy problem for the inhomogeneous second-order uniformly parabolic equations without lower order terms in one space dimension. The main coefficient is assumed to be a bounded measurable function of $(t,x)$ bounded away from zero. We also discuss upper and lower estimates of certain kind on the fundamental solutions of such equations.
We study nonlinear parabolic PDEs with Orlicz-type growth conditions. The main result gives the existence of a unique solution to the obstacle problem related to these equations. To achieve this we show the boundedness of weak solutions and that a uniformly bounded sequence of weak supersolutions converges to a weak supersolution. Moreover, we prove that if the obstacle is continuous, so is the solution.
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…
We present some comparison results for solutions to certain non local elliptic and parabolic problems that involve the fractional Laplacian operator and mixed boundary conditions, given by a zero Dirichlet datum on part of the complementary of the domain and zero Neumann data on the rest. These results represent a non local generalization of a Hopf's lemma for elliptic and parabolic problems with mixed conditions. In particular we prove the non local version of the results obtained by J. Dávila and J. Dávila-L. Dupaigne for the classical case respectively.
We consider initial boundary value problem for uniformly 2-parabolic differential operator of second order in cylinder domain in ${\mathbb R}^n $ with non-coercive boundary conditions. In this case there is a loss of smoothness of the solution in Sobolev type spaces compared with the coercive situation. Using by Faedo-Galerkin method we prove that problem has unique solution in special Bochner space.
We consider linear parabolic equations on a random non-cylindrical domain. Utilizing the domain mapping method, we write the problem as a partial differential equation with random coefficients on a cylindrical deterministic domain. Exploiting the deterministic results concerning equations on non-cylindrical domains, we state the necessary assumptions about the velocity filed and in addition, about the flow transformation that this field generates. In this paper we consider both cases, the uniformly bounded with respect to the sample and log-normal type transformation. In addition, we give an e…
We study the long-time asymptotics of solutions of the uniformly parabolic equation \[ u_t + F(D^2u) = 0 \quad {in} \R^n\times \R_+, \] for a positively homogeneous operator $F$, subject to the initial condition $u(x,0) = g(x)$, under the assumption that $g$ does not change sign and possesses sufficient decay at infinity. We prove the existence of a unique positive solution $Φ^+$ and negative solution $Φ^-$, which satisfy the self-similarity relations \[ Φ^\pm (x,t) = λ^{α^\pm} Φ^\pm (λ^{1/2} x, λt). \] We prove that the rescaled limit of the solution of the Cauchy problem with nonnegative (no…
We show that value functions of a certain time-dependent control problem in $Ω\times (0,T)$, with a continuous payoff $F$ on the parabolic boundary, converge uniformly to the viscosity solution of the parabolic dominative $p$-Laplace equation $$2(n+p)u_t=Δu+(p-2)λ_n(D^2 u),$$ with the boundary data $F$. Here $2\leq p< \infty$, and $λ_n(D^2 u)$ is the largest eigenvalue of the Hessian $D^2 u$.
We study the behaviour of solutions to a class of nonlinear degenerate parabolic problems when the data are perturbed. The class includes the Richards equation, Stefan problem and the parabolic $p$-Laplace equation. We show that, up to a subsequence, weak solutions of the perturbed problem converge uniformly-in-time to weak solutions of the original problem as the perturbed data approach the original data. We do not assume uniqueness or additional regularity of the solution. However, when uniqueness is known, our result demonstrates that the weak solution is uniformly temporally stable to pert…
We give full boundary extensions to two fundamental estimates in the theory of elliptic PDE, the weak Harnack inequality and the quantitative strong maximum principle, for uniformly elliptic equations in non-divergence form.
This paper presents a maximum principle-based approach in the establishment of input-to-state stability (ISS) for a class of nonlinear parabolic partial differential equations (PDEs) over higher dimensional domains with variable coefficients and different types of nonlinear boundary conditions. Technical development on ISS analysis of the considered systems is detailed, and an example of establishing ISS estimates for a nonlinear parabolic equation with, respectively, a nonlinear Robin boundary condition and a nonlinear Dirichlet boundary condition is provided to illustrate the application of …
We present a new, short proof of the increased regularity obtained by solutions to uniformly parabolic partial differential equations. Though this setting is fairly introductory, our new method of proof, which uses a priori estimates, can be extended to prove analogous results for problems with time-dependent coefficients, transport equations, and nonlinear equations even when other tools, such as semigroup methods or the use of explicit fundamental solutions, are unavailable.
We consider uniformly elliptic and parabolic second-order equations with bounded zeroth-order and bounded VMO leading coefficients and possibly growing first-order coefficients. We look for solutions which are summable to the $p$-th power with respect to the usual Lebesgue measure along with their first and second-order derivatives with respect to the spatial variable.
We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on classical techniques for uniformly parabolic quasilinear equations and on the Lipschitz estimates proved in [S.N. Armstrong and H.V. Tran, Viscosity solutions of general viscous Hamilton-Jacobi equations, Math. Ann., 361 (2015)], as well as on viscosity solution arguments.
Aim of this paper is to extend the continuous dependence estimates proved in \cite{JK1} to quasi-monotone systems of fully nonlinear second-order parabolic equations. As by-product of these estimates, we get an Hölder estimate for bounded solutions of systems and a rate of convergence estimate for the vanishing viscosity approximation. In the second part of the paper we employ similar techniques to study the periodic homogenization of quasi-monotone systems of fully nonlinear second-order uniformly parabolic equations. Finally, some examples are discussed.
