We develop an optimal regularity theory for $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form whose gradient growth is described through a Hamiltonian function with measurable and possibly unbounded coefficients. Our approach treats both superlinear and sublinear gradient regimes in a unified way.
We show $C^{0,α}$, $C^{0,\textrm{Log-Lip}}$, $C^{1,α}$, $ C^{1,\textrm{Log-Lip}}$ and $C^{2,α}$ regularity estimates, by displaying the growth allowed to the Hamiltonian in order to deal with an unbounded nonlinear gradient coefficient, whose integrability in turn gets worse as we approach the quadratic regime.
Moreover, we find proper compatibility conditions for which our regularity results depend intrinsically on the integrability of the underlying source term. As a byproduct of our methods, we prove a priori BMO estimates; sharp regularity to associated recession and flat profiles under relaxed convexity assumptions; improved regularity for a class of singular PDEs; and a Perron type result under unbounded ingredients.
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded under some polynomial-type growth conditions. Our main result applies to PDEs with convex superlinear terms but we also obtain some results in nonconvex cases. Applications to monotone systems of PDEs are given.
We develop the attractors theory for the semigroups with multidimensional time belonging to some closed cone in an Euclidean space and apply the obtained general results to partial differential equations (PDEs) in unbounded domains. The main attention is payed to elliptic boundary problems in general unbounded domains. In contrast to the previous works in this direction our theory does not require the underlying domain to be cylindrical or cone-like or to be shift semi-invariant with respect to some direction. In particular, the theory is applicable to the exterior domains.
We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish also non-asymptotic, rapidly decreasing at infinity, upper and lower estimates for the fundamental solution. We extend the classical parametrix method provided by E.E. Levi.
The global equi-continuity estimate on Lp-viscosity solutions of bilateral obstacle problems with unbounded ingredients is established when obstacles are merely continuous. The existence of Lp-viscosity solutions is established via an approximation of given data. The local Hölder continuity estimate on the first derivative of Lp-viscosity solutions is shown when the obstacles belong to C^{1,β}, and p>n.
The global equi-continuity estimate on $L^p$-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients is established when obstacles are merely continuous. The existence of $L^p$-viscosity solutions is established via an approximation of given data. The local Hölder continuity estimate on the space derivative of $L^p$-viscosity solutions is shown when the obstacles belong to $C^{1, β}$, and $p>n+2$.
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 Cauchy problem associated to parabolic systems of the form $D_t\boldsymbol{u}=\boldsymbol{\mathcal A}(t)\boldsymbol u$ in $C_b(\mathbb{R}^d;\mathbb{R}^m)$, the space of continuous and bounded functions $\boldsymbol{f}:\mathbb{R}^d\to\mathbb{R}^m$. Here $\boldsymbol{\mathcal A}(t)$ is a weakly coupled elliptic operator acting on vector-valued functions, having diffusion and drift coefficients which change from equation to equation. We prove existence and uniqueness of the evolution operator $\boldsymbol{G}(t,s)$ which governs the problem in $C_b(\mathbb{R}^d;\mathbb{R}^m)$ proving …
We provide in this work a semigroup approach to the study of singular PDEs, in the line of the paracontrolled approach developed recently by Gubinelli, Imkeller and Perkowski. Starting from a heat semigroup, we develop a functional calculus and introduce a paraproduct based on the semigroup, for which commutator estimates and Schauder estimates are proved, together with their paracontrolled extensions. This machinery allows us to investigate singular PDEs in potentially unbounded Riemannian manifolds under mild geometric conditions. As an illustration, we study the generalized parabolic Anders…
In this paper we present a weighted $L_p$-theory of second-order parabolic partial differential equations defined on $C^1$ domains. The leading coefficients are assumed to be measurable in time variable and have VMO (vanishing mean oscillation) or small BMO (bounded mean oscillation) with respect to space variables, and lower order coefficients are allowed to be unbounded and to blow up near the boundary. Our BMO condition is slightly relaxed than the others in the literature.
Maximum Principles on unbounded domains play a crucial rôle in several problems related to linear second-order PDEs of elliptic and parabolic type. In this paper we consider a class of sub-elliptic operators $\mathcal{L}$ in $\mathbb{R}^N$ and we establish some criteria for an unbounded open set to be a Maximum Principle set for $\mathcal{L}$. We extend some classical results related to the Laplacian (by Deny, Hayman and Kennedy) and to the sub-Laplacians on stratified Lie groups (by Bonfiglioli and the second-named author).
We consider a second-order parabolic equation in $\bR^{d+1}$ with possibly unbounded lower order coefficients. All coefficients are assumed to be only measurable in the time variable and locally Hölder continuous in the space variables. We show that global Schauder estimates hold even in this case. The proof introduces a new localization procedure. Our results show that the constant appearing in the classical Schauder estimates is in fact independent of the $L_{\infty}$-norms of the lower order coefficients. We also give a proof of uniqueness which is of independent interest even in the case o…
We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the Wasserstein space $\mathscr{P}_{2}(\mathbb{R}^{d})$ and apply the results for a large class of PDEs with time- dependent coefficients like confinement and interaction potentials and diffusion. Our results can be seen as an extension of those in Ambrosio-Gigli-Savaré (2005)[2] to the case of time-dependent functionals. For that matter, we need to consider some…
We develop a new, unified approach to the following two classical questions on elliptic PDE: the strong maximum principle for equations with non-Lipschitz nonlinearities, and the at most exponential decay of solutions in the whole space or exterior domains. Our results apply to divergence and nondivergence operators with locally unbounded lower-order coefficients, in a number of situations where all previous results required bounded ingredients. Our approach, which allows for relatively simple and short proofs, is based on a (weak) Harnack inequality with optimal dependence of the constants in…
We consider parabolic partial differential equations of Lotka-Volterra type, with a non-local nonlinear term. This models, at the population level, the darwinian evolution of a population; the Laplace term represents mutations and the nonlinear birth/death term represents competition leading to selection. Once rescaled with a small diffusion, we prove that the solutions converge to a moving Dirac mass. The velocity and weights cannot be obtained by a simple expression, e.g., an ordinary differential equation. We show that they are given by a constrained Hamilton-Jacobi equation. This extends s…
We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential Equations (PDE) with boundary or point control. Specific focus is placed on systems of coupled hyperbolic/parabolic PDE with an overall `predominant' hyperbolic character, such as, e.g., some models for thermoelastic or fluid-structure interactions. While unbounded control actions lead to Riccati equations with unbounded (operator) coefficients, unlike the parabo…
We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a time-dependent family of unbounded operators acting on some scale of Banach spaces, while $\mathbf X\equiv(X,\mathbb X)$ is a two-step (non-necessarily geometric) rough path of Hölder regularity $γ>1/3.$ Besides dealing with non-autonomous evolution equations, our results also allow for unbounded operations in the noise term (up to some critical loss of regularity …
The Cauchy problem for a scalar conservation laws admits a unique entropy solution when the data $u_0$ is a bounded measurable function (Kruzhkov). The semi-group $(S_t)_{t\ge0}$ is contracting in the $L^1$-distance. For the multi-dimensional Burgers equation, we show that $(S_t)_{t\ge0}$ extends uniquely as a continuous semi-group over $L^p(\mathbb{R}^n)$ whenever $1\le p<\infty$, and $u(t):=S_tu_0$ is actually an entropy solution to the Cauchy problem. When $p\le q\le \infty$ and $t>0$, $S_t$ actually maps $L^p(\mathbb{R}^n)$ into $L^q(\mathbb{R}^n)$. These results are based upon new dispers…
We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish integrability estimates under a fractional version of the Aronson-Serrin interpolated condition on the velocity field and Bessel regularity when the drift has low Lebesgue integrability with respect to the solution itself. Using these estimates, through the Evans' nonlinear adjoint method we prove new integral, sup-norm and Hölder estimates for weak and strong solutions…
The logarithmic representation of infinitesimal generators is generalized to the cases when the evolution operator is unbounded. The generalized result is applicable to the representation of infinitesimal generators of unbounded evolution operators, where unboundedness of evolution operator is an essential ingredient of nonlinear analysis. In conclusion a general framework for the identification between the infinitesimal generators with evolution operators is established. A mathematical framework for such an identification is indispensable to the rigorous treatment of nonlinear transforms: e.g…
These lecture notes grew out of a series of lectures given by the second named author in short courses in Toulouse, Matsumoto, and Darmstadt. The main aim is to explain some aspects of the theory of "Regularity structures" developed recently by Hairer in arXiv:1303.5113 . This theory gives a way to study well-posedness for a class of stochastic PDEs that could not be treated previously. Prominent examples include the KPZ equation as well as the dynamic $Φ^4_3$ model. Such equations can be expanded into formal perturbative expansions. Roughly speaking the theory of regularity structures provide…
The purpose of this paper is to study the existence of weak solutions for some classes of one-parameter subelliptic gradient-type systems involving a Sobolev-Hardy potential defined on an unbounded domain $Ω_ψ$ of the Heisenberg group $\mathbb{H}^n=\mathbb{C}^n\times \mathbb{R}$ ($n\geq 1$) whose geometrical profile is determined by two real positive functions $ψ_1$ and $ψ_2$ that are bounded on bounded sets. The treated problems have a variational structure and thanks to this, we are able to prove the existence of an open interval $Λ\subset (0,\infty)$ such that, for every parameter $λ\in Λ$,…
We consider a quasilinear elliptic equation involving a first order term, under zero Dirichlet boundary condition in half spaces. We prove that any positive solution is monotone increasing w.r.t. the direction orthogonal to the boundary. The main ingredient in the proof is a new comparison principle in unbounded domains. As a consequence of our analysis, we also obtain some new Liouville type theorems.
The boundedness of stable solutions to semilinear (or reaction-diffusion) elliptic PDEs has been studied since the 1970's. In dimensions 10 and higher, there exist stable energy solutions which are unbounded (or singular). This note describes, for non-expert readers, a recent work in collaboration with Figalli, Ros-Oton, and Serra, where we prove that stable solutions are smooth up to the optimal dimension 9. This answers to an open problem posed by Brezis in the mid-nineties concerning the regularity of extremal solutions to Gelfand-type problems. We also describe, briefly, a famous analogue …
In this paper we prove maximal $L^p$-regularity for a system of parabolic PDEs, where the elliptic operator $A$ has coefficients which depend on time in a measurable way and are continuous in the space variable. The proof is based on operator-theoretic methods and one of the main ingredients in the proof is the construction of an evolution family on weighted $L^q$-spaces.
In this paper, we consider the dual fractional parabolic problem in the right half space. We prove that the positive solutions are strictly increasing in $x_1$ direction without assuming the solutions be bounded. So far as we know, this is the first paper to explore the monotonicity of possibly unbounded solutions for the nonlocal parabolic problem involving both the fractional time derivative $\partial_t^α$ and the fractional Laplacian $(-Δ)^s$. To overcome the difficulties caused by the dual nonlocality in space-time and by the remarkably weak assumptions on solutions, we introduced several …
