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 by a local degenerate/singular extension problem. We develop the method of sliding paraboloids in the Monge--Ampère geometry and prove the interior Harnack inequality and Hölder estimates for solutions to the extension problem when the coefficients $a^{ij}(x)$ are bounded, measurable functions. This in turn implies the interior Harnack inequality and Hölder estimates for solutions $u$ to the fractional problem.
We consider subelliptic equations in non divergence form of the type $Lu = \sum a_{ij} X_jX_iu=0$, where $X_j$ are the Grushin vector fields, and the matrix coefficient is uniformly elliptic. We obtain a scale invariant Harnack's inequality on the $X_j$'s CC balls for nonnegative solutions under the only assumption that the ratio between the maximum and minimum eigenvalues of the coefficient matrix is bounded. In the paper we first prove a weighted Aleksandrov Bakelman Pucci estimate, and then we show a critical density estimate, the double ball property and the power decay property. Once this…
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…
Harnack estimates for nondivergence kinetic equations
School of Mathematics and Statistics, Beijing Institute of Technology（北京理工大学数学与统计学院）；Faculty of Computational Mathematics and Cybernetics, Shenzhen MSU-BIT University（深圳北理莫斯科大学计算数学与泛函分析学院）
This paper is concerned with nonlinear elliptic equations in nondivergence form where the operator has a first order drift term which is not Lipschitz continuous. Under this condition the equations are nonhomogeneous and nonnegative solutions do not satisfy the classical Harnack's inequality. This paper presents a new type of generalization of the classical Harnack's inequality for such equations. As a corollary we obtain the optimal Harnack type of estimate for p(x)-harmonic functions which quantifies the strong minimum principle.
We obtain a new general extension theorem in Banach spaces for operators which are not required to be symmetric, and apply it to obtain Harnack estimates and a priori regularity for solutions of fractional powers of several second order differential operators. These include weighted elliptic and subellitptic operators in divergence form (nonnecessarily self-adjoint), and nondivergence form operators with rough coefficients. We utilize the reflection extension technique introduced by Caffarelli and Silvestre.
It is known that solutions to second order uniformly elliptic and parabolic equations, either in divergence or nondivergence (general) form, are Hölder continuous and satisfy the interior Harnack inequality. We show that even in the one-dimensional case ($x\in R^1$), these properties are not preserved for equations of mixed divergence-nondivergence structure: for elliptic equations. \begin{equation*} D_i(a^1_{ij}D_ju)+a^2_{ij}D_{ij}u=0, \end{equation*} and parabolic equations \begin{equation*} p\partial_t u=D_i(a_{ij}D_ju), \end{equation*} where $p=p(t,x)$ is a bounded strictly positive functi…
We prove a Harnack inequality for solutions to $L_A u = 0$ where the elliptic matrix $A$ is adapted to a convex function satisfying minimal geometric conditions. An application to Sobolev inequalities is included.
The fractional Laplacian can be obtained as a Dirichlet-to-Neumann map via an extension problem to the upper half space. In this paper we prove the same type of characterization for the fractional powers of second order partial differential operators in some class. We also get a Poisson formula and a system of Cauchy-Riemann equations for the extension. The method is applied to the fractional harmonic oscillator $H^σ=(-Δ+|x|^2)^σ$ to deduce a Harnack's inequality. A pointwise formula for $H^σf(x)$ and some maximum and comparison principles are derived.
The fractional nonlocal linearized Monge--Ampère equation is introduced. A Harnack inequality for nonnegative solutions to the Poisson problem on Monge--Ampère sections is proved.
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 give a direct analytic proof of the classical Boundary Harnack inequality for solutions to linear uniformly elliptic equations in either divergence or non-divergence form.
This paper will develop a Li-Yau-Hamilton type differential Harnack estimate for positive solutions to the Newell-Whitehead equation on $\mathbb{R}^n$. We then use our LYH-differential Harnack inequality to prove several properties about positive solutions to the equation, including deriving a classical Harnack inequality, and characterizing standing solutions and traveling wave solutions.
We establish a Harnack inequality of fractional Laplace equations without imposing sign condition on the coefficient of zero order term via the Moser's iteration and John-Nirenberg inequality.
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].
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 Harnack's inequality for bounded weak solutions to quasilinear second order elliptic equations with generalized Orlicz growth conditions. Our approach covers new cases of variable exponent and (p,q) growth conditions.
We prove an invariant Harnack's inequality for operators in non-divergence form structured on Heisenberg vector fields when the coefficient matrix is uniformly positive definite, continuous, and symplectic. The method consists in constructing appropriate barriers to obtain pointwise-to-measure estimates for supersolutions in small balls, and then invoking the axiomatic approach from [DGL08] to obtain Harnack's inequality.
This paper is concerned with semilinear equations in divergence form \[ \diver(A(x)Du) = f(u) \] where $f :\R \to [0,\infty)$ is nondecreasing. We prove a sharp Harnack type inequality for nonnegative solutions which is closely connected to the classical Keller-Osserman condition for the existence of entire solutions.
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 viscosity solutions to degenerate and singular elliptic equations of $p$-Laplacian type on Riemannian manifolds. The Krylov-Safonov type Harnack inequality for the $p$-Laplacian operators with $1<p<\infty$ is established on the manifolds with Ricci curvature bounded from below based on ABP type estimates. We also prove the Harnack inequality for nonlinear $p$-Laplacian type operators assuming that a nonlinear perturbation of Ricci curvature is bounded below.
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 consider a class of generalized nonlocal $p$-Laplacian equations. We find some proper structural conditions to establish a version of nonlocal Harnack inequalities of weak solutions to such nonlocal problems by using the expansion of positivity and energy estimates.
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.
We consider weak solutions to $$-Δ_pu+a(x,u)|\nabla u|^q=f(x,u),$$ with $p>1$, $q\geq\max\,\{p-1,1\}$. We exploit the Moser iteration technique to prove a Harnack comparison inequality for $C^1$ weak solutions. As a consequence we deduce a strong comparison principle.
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.
In this paper we prove an invariant Harnack inequality on Carnot-Carathéodory balls for fractional powers of sub-Laplacians in Carnot groups. The proof relies on an "abstract" formulation of a technique recently introduced by Caffarelli and Silvestre. In addition, we write explicitly the Poisson kernel for a class of degenerate subelliptic equations in product-type Carnot groups.
In this paper we firstly derive the weak elliptic Harnack inequality from the generalized capacity condition, the tail estimate of jump measure and the Poincaré inequality, for any regular Dirichlet form without killing part on a measure metric space, by using the lemma of growth and the John-Nirenberg inequality. We secondly show several equivalent characterizations of the weak elliptic Harnack inequality for any (not necessarily regular) Dirichlet form. We thirdly present some consequences of the weak elliptic Harnack inequality.
We study unbounded weak supersolutions of elliptic partial differential equations with generalized Orlicz (Musielak--Orlicz) growth. We show that they satisfy the weak Harnack inequality with optimal exponent provided that they belong to a suitable Lebesgue or Sobolev space. Furthermore, we establish the sharpness of our central assumptions.
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.
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 study local regularity properties for solutions of linear, non-uniformly elliptic equations. Assuming certain integrability conditions on the coefficient field, we prove local boundedness and Harnack inequality. The assumed integrability assumptions are essentially sharp and improve upon classical results by Trudinger [ARMA 1971]. We then apply the deterministic regularity results to the corrector equation in stochastic homogenization and establish sublinearity of the corrector.
In this paper we consider a class of prescribing curvature type equations on half Euclidean balls. Under suitable assumptions on the scalar curvature function and boundary mean curvature function we prove a min-max type inequality and the corresponding energy estimates.
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 consider weak solutions of degenerate second order partial differential equations of Kolmogorov-Fokker-Planck type with measurable coefficients in divergence form. We give a geometric statement of the Harnack inequality recently proven by Golse, Imbert, Mouhot and Vasseur. As a corollary we obtain a strong maximum principle.
We extend some classical results dealing with boundary Harnack inequatilities to a class of quasilinear elliptic equations and derive some new estimates for solutions of such equations with an isolated singularity on the boundary of a domain.
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…
We present some results on a fully nonlinear version of the Yamabe problem and a Harnack type inequality for general conformally invariant fully nonlinear second order elliptic equations.
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.
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…
This article deals with kinetic Fokker-Planck equations with essentially bounded coefficients. A weak Harnack inequality for non-negative super-solutions is derived by considering their Log-transform and following S. N. Kruzhkov (1963). Such a result rests on a new weak Poincar{é} inequality sharing similarities with the one introduced by W. Wang and L. Zhang in a series of works about ultraparabolic equations (2009, 2011, 2017). This functional inequality is combined with a classical covering argument recently adapted by L. Silvestre and the second author (2020) to kinetic equations.
