We prove a Harnack inequality for positive solutions of a parabolic equation with slow anisotropic spatial diffusion. After identifying its natural scalings, we reduce the problem to a Fokker-Planck equation and construct a self-similar Barenblatt solution. We exploit translation invariance to obtain positivity near the origin via a self-iteration method and deduce a sharp anisotropic expansion of positivity. This eventually yields a scale invariant Harnack inequality in an anisotropic geometry dictated by the speed of the diffusion coefficients. As a corollary, we infer Hölder continuity, an elliptic Harnack inequality and a Liouville theorem.
The main result of this paper is a nonlocal version of Harnack's inequality for a class of parabolic nonlocal equations. We additionally establish a weak Harnack inequality as well as local boundedness of solutions. None of the results require the solution to be globally positive.
We establish Harnack's estimates for positive weak solutions to a mixed local and nonlocal doubly nonlinear parabolic equation. All results presented in this paper are provided together with quantitative estimates.
We investigate the parabolic Boundary Harnack Principle for both divergence and non-divergence type operators by the analytical methods we developed in the elliptic context. Besides the classical case, we deal with less regular space-time domains, including slit domains.
For a general class of divergence type quasi-linear degenerate parabolic equations with measurable coeffcients and lower order terms from non-linear Kato-type classes, we prove local boundedness and continuity of solutions, and the intrinsic Harnack inequality for positive solutions.
In this paper, we establish a scale invariant Harnack inequality for some inhomogeneous parabolic equations in a suitable intrinsic geometry dictated by the nonlinearity. The class of equations that we consider correspond to the parabolic counterpart of the equations studied by Julin in [10] where a generalized Harnack inequality was obtained which quantifies the strong maximum principle. Our version of parabolic Harnack (see Theorem 1.2) when restricted to the elliptic case is however quite different from that in [10]. The key new feature of this work is an appropriate modification of the sta…
We establish weak Harnack inequalities for positive, weak supersolutions to certain doubly degenerate parabolic equations. The prototype of this kind of equations is $$\partial_tu-\operatorname{div}|u|^{m-1}|Du|^{p-2}Du=0,\quad p>2,\quad m+p>3.$$ Our proof is based on Caccioppoli inequalities, De Giorgi's estimates and Moser's iterative method.
In this paper we give both an historical and technical overview of the theory of Harnack inequalities for nonlinear parabolic equations in divergence form. We start reviewing the elliptic case with some of its variants and geometrical consequences. The linear parabolic Harnack inequality of Moser is discussed extensively, together with its link to two-sided kernel estimates and to the Li-Yau differential Harnack inequality. Then we overview the more recent developements of the theory for nonlinear degenerate/singular equations, highlighting the differences with the quadratic case and introduci…
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…
In this paper we study problems related to parabolic partial differential equations in metric measure spaces equipped with a doubling measure and supporting a Poincare' inequality. We give a definition of parabolic De Giorgi classes and compare this notion with that of parabolic quasiminimizers. The main result, after proving the local boundedness, is a scale and location invariant Harnack inequality for functions belonging to parabolic De Giorgi classes. In particular, the results hold true for parabolic quasiminimizers.
This article proves a weak Harnack inequality with a tail term for sign changing supersolutions of a mixed local and nonlocal parabolic equation. Our argument is purely analytic. It is based on energy estimates and the Moser iteration technique. Instead of the parabolic John-Nirenberg lemma, we adopt a lemma of Bombieri to the mixed local and nonlocal parabolic case. To this end, we prove an appropriate reverse Hölder inequality and a logarithmic estimate for weak supersolutions.
We discuss the problem how "bad" may be lower-order coefficients in elliptic and parabolic second order equations to ensure some qualitative properties of solution such as strong maximum principle, Harnack's inequality, Liouville's theorem. The answers are given in terms of the Lebesgue spaces and the Morrey spaces.
This paper deals with two separate but related results. First we consider weak solutions to a parabolic operator with Hörmander vector fields. Adapting the iteration scheme of Jürgen Moser for elliptic and parabolic equations in $\mathbb{R}^n$ we show a parabolic Harnack inequality. Then, after proving the Harnack inequality for weak solutions to equations of the form $u_t = \sum X_i (a_{ij} X_j u)$ we use this to show Hölder continuity. We assume the coefficients are bounded and elliptic. The iteration scheme is a tool that may be adapted to many settings and we extend this to nonlinear parab…
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 study the boundary behaviour of solutions to second order parabolic linear equations in moving domains. Our main result is a higher order boundary Harnack inequality in $C^1$ and $C^{k,α}$ domains, providing that the quotient of two solutions vanishing on the boundary of the domain is as smooth as the boundary. As a consequence of our result, we provide a new proof of higher order regularity of the free boundary in the parabolic obstacle problem.
We prove forward and backward parabolic boundary Harnack principles for nonnegative solutions of the heat equation in the complements of thin parabolic Lipschitz sets given as subgraphs $E=\{(x,t): x_{n-1}\leq f(x'',t),x_n=0\}\subset \mathbb{R}^{n-1}\times\mathbb{R} $ for parabolically Lipschitz functions $f$ on $\mathbb{R}^{n-2}\times\mathbb{R}$. We are motivated by applications to parabolic free boundary problems with thin (i.e co-dimension two) free boundaries. In particular, at the end of the paper we show how to prove the spatial $C^{1,α}$ regularity of the free boundary in the parabolic …
We consider second-order linear parabolic operators in non-divergence form that are intrinsically defined on Riemannian manifolds. In the elliptic case, Cabré proved a global Krylov-Safonov Harnack inequality under the assumption that the sectional curvature of the underlying manifold is nonnegative. Later, Kim improved Cabré's result by replacing the curvature condition by a certain condition on the distance function. Assuming essentially the same condition introduced by Kim, we establish Krylov-Safonov Harnack inequality for nonnegative solutions of the non-divergent parabolic equation. This…
In this note we consider problems related to parabolic partial differential equations in geodesic metric measure spaces, that are equipped with a doubling measure and a Poincaré inequality. We prove a location and scale invariant Harnack inequality for a minimizer of a variational problem related to a doubly non-linear parabolic equation involving the p-Laplacian. Moreover, we prove the sufficiency of the Grigor'yan--Saloff-Coste theorem for general p > 1 in geodesic metric spaces. The approach used is strictly variational, and hence we are able to carry out the argument in the metric setting.
James Serrin's fundamental contributions to the theory of quasilinear elliptic equations are well-known and widely appreciated. He also made less well-known contributions to the theory of quasilinear parabolic equations which we dicuss in this note. Jurgen Moser gave greatly simplified proofs of the De Giorgi-Nash regularity results for linear divergence structure elliptic and parabolic differential equations using an original iterative technique. Serrin extended Moser's techniques and applied them to the study of divergence structure quasilinear elliptic equations, and in collaboration with A…
We define a homogeneous parabolic De Giorgi classes of order 2 which suits a mixed type class of evolution equations whose simplest example is $μ(x) \frac{\partial u}{\partial t} - Δu = 0$ where $μ$ can be positive, null and negative, so in particular elliptic-parabolic and forward-backward parabolic equations are included. For functions belonging to this class we prove local boundedness and show a Harnack inequality which, as by-products, gives Hölder-continuity, in particular in the interface $I$ where $μ$ change sign, and a maximum principle.
We prove that the parabolic Harnack inequality implies the existence of jump kernel for symmetric pure jump process. This allows us to remove a technical assumption on the jumping measure in the recent characterization of the parabolic Harnack inequality for pure jump processes by Chen, Kumagai and Wang. The key ingredients of our proof are the Lévy system formula and a near-diagonal heat kernel lower bound.
In the context of a metric measure Dirichlet space satisfying volume doubling and Poincaré inequality, we prove the parabolic Harnack inequality for weak solutions of the heat equation associated with local nonsymmetric bilinear forms. In particular, we show that these weak solutions are locally bounded.
We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this information leads to a parabolic Harnack inequality, a local limit theorem and estimates on the Green's function.
We prove a differential Harnack inequality for the Endangered Species Equation, a nonlinear parabolic equation. Our derivation relies on an idea related to the parabolic maximum principle. As an application of this inequality, we will show that positive solutions to this equation must blowup in finite time. We also use this inequality to partially answer a question of Hamilton, 2011.
We establish a one-parameter family of Harnack inequalities connecting the constrained trace Li-Yau differential Harnack inequality for a nonlinear parabolic equation to the constrained trace Chow-Hamilton Harnack inequality for this nonlinear equation with respect to evolving metrics related to Ricci flow on a 2-dimensional closed manifold. This result can be regarded as a nonlinear version of the previous work of Y. Zheng and the author (Arch. Math. 94 (2010), 591-600).
In this paper we establish a scale invariant Harnack inequality for the fractional powers of parabolic operators $(\partial_t - \mathscr{L})^s$, $0<s<1$, where $\mathscr{L}$ is the infinitesimal generator of a class of symmetric semigroups. As a by-product we also obtain a similar result for the nonlocal operators $(-\mathscr{L})^s$. Our focus is on non-Euclidean situations.
We settle the open question concerning the Harnack inequality for globally positive solutions to non-local in time diffusion equations by constructing a counter-example for dimensions $d\geβ$, where $β\in(0,2]$ is the order of the equation with respect to the spatial variable. The equation can be non-local both in time and in space but for the counter-example it is important that the equation has a fractional time derivative. In this case, the fundamental solution is singular at the origin for all times $t>0$ in dimensions $d\geβ$. This underlines the markedly different behavior of time-fracti…
We consider difference equations in balanced, i.i.d. environments which are not necessary elliptic. In this setting we prove a parabolic Harnack inequality (PHI) for non-negative solutions to the discrete heat equation satisfying a (rather mild) growth condition, and we identify the optimal Harnack constant for the PHI. We show by way of an example that a growth condition is necessary and that our growth condition is sharp. Along the way we also prove a parabolic oscillation inequality and a (weak) quantitative homogenization result, which we believe to be of independent interest.
We establish boundary estimates for non-negative solutions to the p-parabolic equation in the degenerate range $p>2$. Our main results include new parabolic intrinsic Harnack chains in cylindrical NTA-domains together with sharp boundary decay estimates. If the underlying domain is $C^{1,1}$-regular, we establish a relatively complete theory of the boundary behavior, including boundary Harnack principles and Hölder continuity of the ratios of two solutions, as well as fine properties of associated boundary measures. There is an intrinsic waiting time phenomena present which plays a fundamental…
In this paper, we establish stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces under general volume doubling condition. We obtain their stable equivalent characterizations in terms of the jumping kernels, variants of cutoff Sobolev inequalities, and Poincaré inequalities. In particular, we establish the connection between parabolic Harnack inequalities and two-sided heat kernel estimates, as well as with the Hölder regularity of parabolic functions for symmetric non-local Dirichlet forms.
We prove the doubling property of L-caloric measure corresponding to the second order parabolic equation in the whole space and in Lipschitz domains. For parabolic equations in the divergence form, a weaker form of the doubling property follows easily from a recent result, the backward Harnack inequality, and known estimates of Green's function. Our method works for both the divergence and nondivergence cases. Moreover, the backward Harnack inequality and estimates of Green's function are not needed in the course of proof.
We prove the Harnack inequality for general nonlocal elliptic equations with zero order terms. As an application we prove the existence of the principal eigenvalue in general domains. Furthermore, we study the eigenvalue problem associated to the existence of self-similar solutions to the parabolic problem and provide estimates on the decay rate.
We prove that ancient non-negative solutions to a fully anisotropic prototype evolution equation are constant if they satisfy a condition of finite speed of propagation and if they are both one-sided bounded, and bounded in space at a single time level. A similar statement is valid when the bound is given at a single space point. As a general paradigm, Hölder estimates provide the basics for rigidity. Finally, we show that recent intrinsic Harnack estimates can be improved to a Harnack inequality valid for non-intrinsic times. Locally, they are equivalent.
