We study fully nonlinear parabolic equations in nondivergence form with oblique boundary conditions. An optimal and global Calderón-Zygmund estimate is obtained by proving that the Hessian of the viscosity solution to the oblique boundary problem is as integrable as the nonhomogeneous term in $L^{p}$ spaces under minimal regularity requirement on the nonlinear operator, the boundary data and the boundary of the domain.
In this paper, we study Hessian equations with prescribed contact angle boundary value or oblique derivative boundary value and finally derive the a priori global gradient estimate for the admissible solutions.
In this paper, we study global regularity for oblique boundary value problems of augmented Hessian equations for a class of general operators. By assuming a natural convexity condition of the domain together with appropriate convexity conditions on the matrix function in the augmented Hessian, we develop a global theory for classical elliptic solutions by establishing global a priori derivative estimates up to second order. Besides the known applications for Monge-Amp`ere type operators in optimal transportation and geometric optics, the general theory here embraces prescribed mean curvature p…
In this paper, we continue our investigations into the global theory of oblique boundary value problems for augmented Hessian equations. We construct a global barrier function in terms of an admissible function in a uniform way when the matrix function in the augmented Hessian is only assumed regular. This enables us to derive global second derivative estimates in terms of boundary estimates which are then obtained by strengthening the concavity or monotonicity conditions in our previous work on the strictly regular case. Finally we give some applications to existence theorems which embrace st…
In bounded domains, without any geometric conditions, we study the existence and uniqueness of globally Lipschitz and interior strong C^{1,1}, (and classical C^2), solutions of general semilinear oblique boundary value problems for degenerate, (and non-degenerate), augmented Hessian equations, with strictly regular associated matrix functions. By establishing local second derivative estimates at the boundary and proving viscosity comparison principles, we show that the solution is correspondingly smooth near boundary points where the appropriate uniform convexity is satisfied.
We obtain up to a flat boundary regularity results in parabolic Hölder spaces for viscosity solutions of fully nonlinear parabolic equations with oblique boundary conditions.
We consider an oblique derivative problem in a wedge for nondivergence parabolic equations with discontinuous in $t$ coefficients. We obtain weighted coercive estimates of solutions in anisotropic Sobolev spaces.
We consider solutions of a quasi-linear parabolic PDE with zero oblique boundary data in a bounded domain. Our main result states that the solutions can be approximated by solutions of a PDE in the whole space with a penalizing drift term. The convergence is locally uniform and optimal error estimates are obtained.
In this paper, we consider the entire solutions to the parabolic $2$-Hessian equations of the form $-u_tσ_2(D^2 u)=1$ in $\mathbb{R}^n\times (-\infty,0]$. We prove some rigidity theorems for the parabolic $2$-Hessian equations in $\mathbb{R}^n\times (-\infty,0]$ by establishing Pogorelov type estimates for $2$-convex-monotone solutions of the parabolic $2$-Hessian equations.
We consider an oblique derivative problem for non-divergence parabolic equations with discontinuous in $t$ coefficients in a half-space. We obtain weighted coercive estimates of solutions in anisotropic Sobolev spaces. We also give an application of this result to linear parabolic equations in a bounded domain. In particular, if the boundary is of class ${\cal C}^{1,δ}$, $δ\in (0,1]$, then we present a coercive estimate of solutions in weighted anisotropic Sobolev spaces, where the weight is a power of the distance to the boundary.
The author extends previous results to general classes of equations under weaker assumptions obtained in 2016 by Bao, Dong and Jiao concerning the study of the regularity of solutions for the first initial-boundary value problem for parabolic Hessian equations on Riemannian manifolds.
In this paper, we establish the second order estimates of solutions to the first initial-boundary value problem for general Hessian type fully nonlinear parabolic equations on Riemannian manifolds. The techniques used in this article can work for a wide range of fully nonlinear PDEs under very general conditions.
In this paper, we are concerned with the first initial boundary value problem for a class of fully nonlinear parabolic equations on Riemannian manifolds. As usual, the establishment of the a priori C^2 estimates is our main part. Based on these estimates, the existence of classical solutions is proved under conditions which are nearly optimal.
We consider Pogorelov type estimates and Liouville type theorems to parabolic $k$-Hessian equations of the form $-u_t σ_k (D^2u) =1$ in $\mathbb{R}^n\times (-\infty, 0]$. We derive that any \textbf{$k+1$-convex-monotone} solution to $-u_t σ_k (D^2u) =1$ when $u(x,0)$ satisfies a quadratic growth and $0<m_1\le -u_t\le m_2$ must be a linear function of $t$ plus a quadratic polynomial of $x$.
In this paper, we derive a priori estimates for the gradient and second order derivatives of solutions to a class of Hessian type fully nonlinear parabolic equations with the first initial-boundary value problem on Riemannian manifolds. These a priori estimates are derived under conditions which are nearly optimal. Especially, there are no geometric restrictions on the boundary of the Riemannian manifolds. And as an application, the existence of smooth solutions to the first initial-boundary value problem even for infinity time is obtained.
We prove gradient estimates for solutions of the oblique derivative problem for a large class of elliptic and parabolic quasilinear PDEs. In particular, we expand on previous work of the author using a maximum principle argument. In addition, we prove estimates for the parabolic problem of evolution via mean curvature with nonzero Neumann data, which seem to be new.
In this paper, we establish the gradient and Pogorelov estimates for $k$-convex-monotone solutions to parabolic $k$-Hessian equations of the form $-u_tσ_k(λ(D^2u))=ψ(x,t,u)$. We also apply such estimates to obtain a Liouville type result, which states that any $k$-convex-monotone and $C^{4,2}$ solution $u$ to $-u_tσ_k(λ(D^2u))=1$ in $\mathbb{R}^n\times(-\infty,0]$ must be a linear function of $t$ plus a quadratic polynomial of $x$, under some growth assumptions on $u$.
Oblique boundary value problems for n-1type augmented Hessian equations
Center for Mathematics and Interdisciplinary Sciences, Fudan University（复旦大学数学与交叉科学研究院）；Shanghai Institute for Mathematics and Interdisciplinary Sciences (SIMIS)（上海数学与交叉学科研究院）；School of Mathematics and Shing-Tung Yau Center of Southeast University, Southeast University（东南大学数学学院及苏步青应用数学中心）
In this paper we apply various first and second derivative estimates and barrier constructions from our treatment of oblique boundary value problems for augmented Hessian equations, to the case of Dirichlet boundary conditions. As a result we extend our previous results on the Monge-Ampere and k-Hessian cases to general classes of augmented Hessian equations in Euclidean space
We consider a partial differential equation that arises in the coarse-grained description of epitaxial growth processes. This is a parabolic equation whose evolution is governed by the competition between the determinant of the Hessian matrix of the solution and the biharmonic operator. This model might present a gradient flow structure depending on the boundary conditions. We first extend previous results on the existence of stationary solutions to this model for Dirichlet boundary conditions. For the evolution problem we prove local existence of solutions for arbitrary data and global existe…
In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.
In this paper, we consider a version of parabolic complex Monge-Ampere equations, and use a PDE approach similar to Phong et al to establish $L^{\infty}$ and Hölder estimates. We also generalize the $L^{\infty}$ estimates to parabolic Hessian equations.
This article is devoted to the study of several estimations for a positive solution to a nonlinear weighted parabolic equation on a weighted Riemannian manifold. We therefore derive new Li-Yau type and Hamilton type gradient estimates yielding several consequences. We also derive Hessian estimate and some corollaries for the same equation. Among the applications of our estimates discussed here are Harnack type inequalities, Liouville type theorems and a local time reversed Harnack inequality.
We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order reduction occurs in general if using other Runge-Kutta schemes or even the exact flow itself for the diffusion part. We prove these results when the source term only depends on the space variable, an assumption which makes the splitting scheme equivalent to the Crank-Nicolson method itself applied to the whole problem. Numerical experiments suggest that the secon…
Second order parabolic equations in Sobolev spaces with mixed norms are studied. The leading coefficients (except $a^{11}$) are measurable in both time and one spatial variable, and VMO in the other spatial variables. The coefficient $a^{11}$ is measurable in time and VMO in the spatial variables. The unique solvability of equations in the whole space is applied to solving Dirichlet and oblique derivative problems for parabolic equations defined in a half-space.
We prove the natural weighted Calderón and Zygmund estimates for solutions to elliptic and parabolic obstacle problems in nondivergence form with discontinuous coefficients and irregular obstacles. We also obtain Morrey regularity results for the Hessian of the solutions and Hölder continuity of the gradient of the solutions.
We study elliptic and parabolic problems governed by singular elliptic operators \begin{equation*} \mathcal L =\sum_{i,j=1}^{N+1}q_{ij}D_{ij}+\frac c y D_y \end{equation*} in the half-space $\mathbb{R}^{N+1}_+=\{(x,y): x \in \mathbb{R}^N, y>0\}$ under Neumann boundary conditions at $y=0$. More general operators and oblique derivative boundary conditions will be also considered.
In this paper, we study fully nonlinear second-order elliptic and parabolic equations with Neumann boundary conditions on compact Riemannian manifolds with smooth boundary. We derive oscillation bounds for admissible solutions with Neumann boundary condition $u_ν= ϕ(x)$ assuming the existence of suitable $\mathcal{C}$-subsolutions. We use a parabolic approach to derive a solution of a $k$-Hessian equation with Neumann boundary condition $u_ν= ϕ(x)$ under suitable assumptions.
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 $D^2 u$.
In this paper, we establish global $C^{1+α,\frac{1+α}{2}}$ estimates for solutions of the linearized parabolic Monge-Amp$\grave{e}$re equation $$\mathcal{L}_ϕu(x,t):=-u_t\,\mathrm{det}D^2ϕ(x)+\mathrm{tr}[Φ(x) D^2 u]=f(x,t)$$ under appropriate conditions on the domain, Monge-Amp$\grave{e}$re measures, boundary data and $f$, where $Φ:=\mathrm{det}(D^2ϕ)(D^2ϕ)^{-1}$ is the cofactor of the Hessian of $D^2ϕ$.
We prove the long-time existence and convergence of solutions to a general class of parabolic equations, not necessarily concave in the Hessian of the unknown function, on a compact Hermitian manifold. The limiting function is identified as the solution of an elliptic complex Monge-Ampère equation.
We study the long-time existence and convergence of general parabolic complex Monge-Ampere type equations whose second order operator is not necessarily convex or concave in the Hessian matrix of the unknown solution.
In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic differential equations with oblique reflection. Secondly, we prove, using the theory of viscosity solutions, a comparison principle for fully nonlinear second-order parabolic partial differential equations with oblique derivative boundary conditions. As a consequence, we obtain uniqueness, and, by barrier construction and Perron's method, we also conclude existence …
We derive a priori estimates for second order derivatives of solutions to a wide calss of fully nonlinear elliptic equations on Riemannian manifolds. The equations we consider naturally appear in geometric problems and other applications such as optimal transportation. There are some fundamental assumptions in the literature to ensure the equations to be elliptic and that one can apply Evans-Krylov theorem once estimates up to second derivatives are derived. However, in previous work one needed extra assumptions which are more technical in nature to overcome various difficulties. In this paper…
This paper considers a family of second-order periodic parabolic equations with highly oscillating potentials, which have been considered many times for the time-varying potentials in stochastic homogenization. Following a standard two-scale expansions illusion, we can guess and succeed in determining the homogenized equation in different cases that the potentials satisfy the corresponding assumptions, based on suitable uniform estimates of the $L^2(0,T;H^1(Ω))$-norm for the solutions. To handle the more singular case and obtain the convergence rates in $L^\infty(0,T;L^2(Ω))$, we need to estim…
We prove sharp regularity estimates for viscosity solutions of fully nonlinear parabolic equations of the form \begin{equation}\label{Meq}\tag{Eq} u_t- F(D^2u, Du, X, t) = f(X,t) \quad \mbox{in} \quad Q_1, \end{equation} where $F$ is elliptic with respect to the Hessian argument and $f \in L^{p,q}(Q_1)$. The quantity $κ(n, p, q):=\frac{n}{p}+\frac{2}{q}$ determines to which regularity regime a solution of \eqref{Meq} belongs. We prove that when $1< κ(n,p,q) < 2-ε_F$, solutions are parabolic-Hölder continuous for a sharp, quantitative exponent $0< α(n,p,q) < 1$. Precisely at the critical border…
An exponential Luenberger dynamical observer is proposed to estimate the state of a general class of nonautonomous semilinear parabolic equations. The result can be applied to the case where the output is given by state measurements taken at a finite number of spatial points, that is, to the case where our sensors are a finite number of delta distributions. The output injection operator is explicit and the derivation of the main result involves the decomposition of the state space into a direct sum of two oblique components depending on the set of sensors. Simulations are presented as an appli…
We provide a deterministic-control-based interpretation for a broad class of fully nonlinear parabolic and elliptic PDEs with continuous Neumann boundary conditions in a smooth domain. We construct families of two-person games depending on a small parameter which extend those proposed by Kohn and Serfaty (2010). These new games treat a Neumann boundary condition by introducing some specific rules near the boundary. We show that the value function converges, in the viscosity sense, to the solution of the PDE as the parameter tends to zero. Moreover, our construction allows us to treat both the …
In this article, we present two different approaches for obtaining quantitative inequalities in the context of parabolic optimal control problems. Our model consists of a linearly controlled heat equation with Dirichlet boundary condition $(u_f)_t-Δu_f=f$, $f$ being the control. We seek to maximise the functional $\mathcal J_T(f):=\frac12\int_{(0;T)\times Ω} u_f^2$ or, for some $ε>0$, $\mathcal J_T^ε(f):=\frac12\int_{(0;T)\times Ω} u_f^2+ε\int_Ωu_f^2(T,\cdot)$ and to obtain quantitative estimates for these maximisation problems. We offer two approaches in the case where the domain $Ω$ is a bal…
