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.
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…
In this paper we obtain a Harnack type inequality for solutions to elliptic equations in divergence form with non-standard $p(x)-$type growth. A model equation is the inhomogeneous $p(x)-$laplacian. Namely, \[ Δ_{p(x)}u:=\mbox{div}\big(|\nabla u|^{p(x)-2}\nabla u\big)=f(x)\quad\mbox{in}\quadΩ\] for which we prove Harnack inequality when $f\in L^{q_0}(Ω)$ if $\max\{1,\frac N{p_{min}}\}<q_0\le \infty$. The constant in Harnack inequality depends on $u$ only through $\||u|^{p(x)}\|_{L^1(Ω)}^{p_{max}-p_{min}}$. Dependence of the constant on $u$ is known to be necessary in the case of variable $p(x)…
We continue to study regularity results for weak solutions of the large class of second order degenerate quasilinear equations of the form \begin{eqnarray} \text{div}\big(A(x,u,\nabla u)\big) = B(x,u,\nabla u)\text{ for }x\inΩ\nonumber \end{eqnarray} as considered in our previous paper giving local boundedness of weak solutions. Here we derive a version of Harnack's inequality as well as local Hölder continuity for weak solutions. The possible degeneracy of an equation in the class is expressed in terms of a nonnegative definite quadratic form associated with its principal part. No smoothness …
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be scaling-critical. We derive local supremum estimates with a stochastic adaptation of De Giorgi's iteration and establish a weak Harnack inequality for the solutions. The latter is then used to obtain pointwise almost sure continuity.
In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for positive harmonic functions. These inequalities are scaling invariant with respect to a metric on the state space which, having an associated Green function, may be adapted to the special situation. In many cases, this also implies continuity of harmonic functions and Hölder continuity of bounded harmonic functions. The results apply to large classes of Lévy (and s…
In 1957, De Giorgi [3] proved the Hölder continuity for elliptic equations in divergence form and Moser [7] gave a new proof in 1960. Next year, Moser [8] obtained the Harnack inequality. In this note, we point out that the Harnack inequality was hidden in [3].
In this paper we study interior potential-theoretic properties of purely discontinuous Markov processes in proper open subsets $D\subset \mathbb{R}^d$. The jump kernels of the processes may be degenerate at the boundary in the sense that they may vanish or blow up at the boundary. Under certain natural conditions on the jump kernel, we show that the scale invariant Harnack inequality holds for any proper open subset $D\subset \mathbb{R}^d$ and prove some interior regularity of harmonic functions. We also prove a Dynkin-type formula and several other interior results.
We prove invariant Harnack inequalities for certain classes of non-divergence form equations of Kolmogorov type. The operators we consider exhibit invariance properties with respect to a homogeneous Lie group structure. The coefficient matrix is assumed either to satisfy a Cordes-Landis condition on the eigenvalues, or to admit a uniform modulus of continuity.
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 prove continuity and Harnack's inequality for bounded solutions to the equation $$ {\rm div}\big(|\nabla u|^{p(x)-2}\,\nabla u \big)=0, \quad p(x)= p + L\frac{\log\log\frac{1}{|x-x_{0}|}}{\log\frac{1}{|x-x_{0}|}},\quad L > 0, $$ under the precise non-logarithmic condition on the function $p(x)$.
We study the qualitative properties of functions belonging to the corresponding De Giorgi classes \begin{equation*} \int\limits_{B_{r(1-σ)}(x_{0})}\,\varPhi(x, |\nabla(u-k)_{\pm}|)\,dx \leqslant γ\,\int\limits_{B_{r}(x_{0})}\,\varPhi\bigg(x, \frac{(u-k)_{\pm}}{σr}\bigg)\,dx, \end{equation*} where $σ$, $r \in (0,1)$, $k\in \mathbb{R}$ and the function $\varPhi$ satisfies the non-logarithmic condition \begin{equation*} \bigg(r^{-n}\int\limits_{B_{r}(x_{0})}[\varPhi\big(x,\frac{v}{r}\big)]^{s}\,dx\bigg)^{\frac{1}{s}}\bigg(r^{-n}\int\limits_{B_{r}(x_{0})}[\varPhi\big(x,\frac{v}{r}\big)]^{-t}\,dx\b…
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 …
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.
In this paper, we obtain boundary Harnack estimates and comparison theorem for nonnegative solutions to the linearized Monge-Ampère equations under natural assumptions on the domain, Monge-Ampère measures and boundary data. Our results are boundary versions of Caffarelli and Gutiérrez's interior Harnack inequality for the linearized Monge-Ampère equations. As an application, we obtain sharp upper bound and global $L^p$-integrability for the Green's function of the linearized Monge-Ampère operator.
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main result we establish for nonnegative weak supersolutions of such problems a weak Harnack inequality with optimal critical exponent. The proof relies on new a priori estimates for time fractional problems and uses Moser's iteration technique and an abstract lemma of Bombieri and Giusti, the latter allowing to avoid the rather technically involved approach via B…
We study a priori estimates for a class of non-negative local weak solution to the weighted fast diffusion equation $u_t = |x|^γ \nabla\cdot (|x|^{-β} \nabla u^m)$, with $0 < m <1$ posed on cylinders of $(0,T)\times{\mathbb R}^N$. The weights $|x|^γ$ and $|x|^{-β}$, with $γ< N$ and $γ-2 < β\leq γ(N-2)/N$ can be both degenerate and singular and need not belong to the class $\mathcal{A}_2$, a typical assumption for this kind of problems. This range of parameters is optimal for the validity of a class of Caffarelli-Kohn-Nirenberg inequalities, which play the role of the standard Sobolev inequalit…
We give a proof of the Hölder continuity of weak solutions of certain degenerate doubly nonlinear parabolic equations in measure spaces. We only assume the measure to be a doubling non-trivial Borel measure which supports a Poincaré inequality. The proof discriminates between large scales, for which a Harnack inequality is used, and small scales, that require intrinsic scaling methods.
We complete the study of the regularity for Trudinger's equation by proving that weak solutions are Hölder continuous also in the singular case. The setting is that of a measure space with a doubling non-trivial Borel measure supporting a Poincaré inequality. The proof uses the Harnack inequality and intrinsic scaling.
We consider hypoelliptic equations of kinetic Fokker-Planck type, also known as Kolmogorov or ultraparabolic equations, with rough coefficients in the drift-diffusion operator. We give novel short quantitative proofs of the De Giorgi intermediate-value Lemma as well as weak Harnack and Harnack inequalities. This implies H{ö}lder continuity with quantitative estimates. The paper is self-contained.
We give a proof of Lipschitz continuity of p-harmonious functions, that are tug-of-war game analogies of ordinary p-harmonic functions. This result is used to obtain a new proof of Harnack's inequality for p-harmonic functions in the case $p>2$ that avoids classical techniques like Moser iteration, but instead relies on suitable choices of strategies for the stochastic tug-of-war game.
We consider nonnegative solutions $u:Ω\longrightarrow \mathbb{R}$ of second order hypoelliptic equations \begin{equation*} \mathscr{L} u(x) =\sum_{i,j=1}^n \partial_{x_i} \left(a_{ij}(x)\partial_{x_j} u(x) \right) + \sum_{i=1}^n b_i(x) \partial_{x_i} u(x) =0, \end{equation*} where $Ω$ is a bounded open subset of $\mathbb{R}^{n}$ and $x$ denotes the point of $Ω$. For any fixed $x_0 \in Ω$, we prove a Harnack inequality of this type $$\sup_K u \le C_K u(x_0)\qquad \forall \ u \ \mbox{ s.t. } \ \mathscr{L} u=0, u\geq 0,$$ where $K$ is any compact subset of the interior of the $\mathscr{L}$-propag…
This paper concerns the boundary behavior of solutions of certain fully nonlinear equations with a general drift term. We elaborate on the non-homogeneous generalized Harnack inequality proved by the second author in (Julin, ARMA -15), to prove a generalized Carleson estimate. We also prove boundary Hölder continuity and a boundary Harnack type inequality.
We show interior Hölder continuity for a class of quasi-linear degenerate reaction-diffusion equations. The diffusion coefficient in the equation has a porous medium type degeneracy and its primitive has a singularity. The reaction term is locally bounded except in zero. The class of equations we analyse is motivated by a model that describes the growth of biofilms. Our method is based on the original proof of interior Hölder continuity for the porous medium equation. We do not restrict ourselves to solutions that are limits in the weak topology of a sequence of approximate continuous solution…
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 the fractional powers $L^s=(-a^{ij}(x)\partial_{ij})^s$, $0 < s < 1$, of nondivergence form elliptic operators $L=-a^{ij}(x)\partial_{ij}$ in bounded domains $Ω\subset\mathbb{R}^n$, under minimal regularity assumptions on the coefficients $a^{ij}(x)$ and on the boundary $\partialΩ$. We show that these fractional operators appear in several applications such as fractional Monge--Ampère equations, elasticity, and finance. The solution $u$ to the nonlocal Poisson problem $$\begin{cases} (-a^{ij}(x) \partial_{ij})^su = f&\hbox{in}~Ω\\ u=0&\hbox{on}~\partialΩ\end{cases}$$ is characterized…
We show that for a uniformly elliptic divergence form operator $L$, defined in an open set $Ω$ with Ahlfors-David regular boundary, BMO-solvability implies scale invariant quantitative absolute continuity (the weak-$A_\infty$ property) of elliptic-harmonic measure with respect to surface measure on $\partial Ω$. We do not impose any connectivity hypothesis, qualitative or quantitative; in particular, we do not assume the Harnack Chain condition, even within individual connected components of $Ω$. In this generality, our results are new even for the Laplacian. Moreover, we obtain a converse, un…
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…
We investigate the Monge-Ampère equation subject to zero boundary value and with a positive right-hand side unction assumed to be continuous or essentially bounded. Interior estimates of the solution's first and second derivatives are obtained in terms of moduli of continuity. We explicate how the estimates depend on various quantities but have them independent of the solution's modulus of convexity. Our main theorem has many useful consequences. One of them is the nonlinear dependence between the Hölder seminorms of the solution and of the right-side function, which confirms the results of Fi…
For second-order elliptic or parabolic equations with subcritical or critical drifts, it is well-known that the Harnack inequality holds and their bounded weak solutions are Hölder continuous. We construct time-independent supercritical drifts in $L^{n-λ}(\mathbb{R}^n)$ with arbitrarily small $λ>0$ such that the Harnack inequality and the Hölder continuity fail in both the elliptic and the parabolic cases, thus confirming a conjecture by Seregin, Silvestre, Sverak and Zlatos. These results are sharp, and they also apply to a toy model of the axi-symmetric Navier-Stokes equations in space dimen…
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…
Formalization of De Giorgi--Nash--Moser Theory in Lean
CNRS & Laboratoire Jacques-Louis Lions, Sorbonne Université（法国国家科学研究中心与雅克-路易·利翁斯实验室，索邦大学）；Courant Institute, School of Mathematics, Computing, and Data Science, New York University（纽约大学柯朗数学科学与计算学院）
In his big regularity paper, Almgren has proven the regularity theorem for mass-minimizing integral currents. One key step in his paper is to derive the regularity of Dirichlet-minimizing $\mathbf{Q}_{Q}(\mathbb{R}^{n})$-valued functions in the Sobolev space $\mathcal{Y}_{2}(Ω, \mathbf{Q}_{Q} (\mathbb{R}^{n}))$, where the domain $Ω$ is open in $\mathbb{R}^{m}$. In this article, we introduce the class of weakly stationary-harmonic $\mathbf{Q}_{Q} (\mathbb{R}^n)$-valued functions. These functions are the critical points of Dirichlet integral under smooth domain-variations and range-variations. W…
We prove interior Harnack's inequalities for solutions of fractional nonlocal equations. Our examples include fractional powers of divergence form elliptic operators with potentials, operators arising in classical orthogonal expansions and the radial Laplacian. To get the results we use an analytic method based on a generalization of the Caffarelli--Silvestre extension problem, the Harnack's inequality for degenerate Schrödinger operators proved by C. E. Gutiérrez, and a transference method. In this manner we apply local PDE techniques to nonlocal operators. On the way a maximum principle and …
We show that if $Ω\subset \mathbb{R}^{n+1}$, $n\geq 1$, is a uniform domain (aka 1-sided NTA domain), i.e., a domain which enjoys interior Corkscrew and Harnack Chain conditions, then uniform rectifiability of the boundary of $Ω$ implies the existence of exterior Corkscrew points at all scales, so that in fact, $Ω$ is a chord-arc domain, i.e., a domain with an Ahlfors-David regular boundary which satisfies both interior and exterior Corkscrew conditions, and an interior Harnack Chain condition. We discuss some implications of this result, for theorems of F. and M. Riesz type, and for certain f…
We consider a combination of local and nonlocal $p$-Laplace equations and discuss several regularity properties of weak solutions. More precisely, we establish local boundedness of weak subsolutions, local Hölder continuity of weak solutions, Harnack inequality for weak solutions and weak Harnack inequality for weak supersolutions. We also discuss lower semicontinuity of weak supersolutions as well as upper semicontinuity of weak subsolutions. Our approach is purely analytic and it is based on the De Giorgi-Nash-Moser theory, the expansion of positivity and estimates involving a tail term. The…
In this paper, we establish pointwise estimates for supersolutions of quasilinear elliptic equations with structural conditions involving a generalized Orlicz growth in terms of a Wolff type potential. As a consequence, under the extra assumption, we obtain that the supersolutions satisfy a Harnack inequality and local Hölder continuity.
We study master equations of the form $$(\partial_t+L)^su=f\quad\hbox{in}~\mathbb{R}\timesΩ$$ where $L$ is a divergence form elliptic operator and $Ω\subseteq\mathbb{R}^n$. These are nonlocal equations of order $2s$ in space and $s$ in time that take into account the values of $u$ everywhere in $Ω$ and for past times. We show parabolic interior and boundary Harnack inequalities and local parabolic Hölder continuity of solutions. To this end, we prove a characterization of fractional powers of parabolic operators $\partial_t+L$ with a degenerate parabolic extension problem.
We show local Hölder continuity of quasiminimizers of functionals with non-standard (Musielak--Orlicz) growth. Compared with previous results, we cover more general minimizing functionals and need fewer assumptions. We prove Harnack's inequality and a Morrey type estimate for quasiminimizers. Combining this with Ekeland's variational principle, we obtain local Hölder continuity for $ω$-minimizers.
