We consider parabolic equations on bounded smooth open sets $\Om\subset \R^N$ ($N\ge 1$) with mixed Dirichlet type boundary-exterior conditions associated with the elliptic operator $\mathscr{L} \coloneqq - Δ+ (-Δ)^{s}$ ($0<s<1$). Firstly, we prove several well-posedness and regularity results of the associated elliptic and parabolic problems with smooth, and then with singular boundary-exterior data. Secondly, we show the existence of optimal solutions of associated optimal control problems, and we characterize the optimality conditions. This is the first time that such topics have been presented and studied in a unified fashion for mixed local-nonlocal PDEs with singular data.
The three concepts of exact, null and approximate controllabilities are analyzed from the exterior of the Moore--Gibson--Thompson equation associated with the fractional Laplace operator subject to the nonhomogeneous Dirichlet type exterior condition.
We consider the null controllability problem from the exterior for the one dimensional heat equation on the interval $(0,1)$ associated with the fractional Laplace operator $(-\partial_x^2)^s$, where $0<s<1$. We show that there is a control function which is localized in a non-empty open set $\mathcal{O}\subset \left(\mathbb{R}\setminus(0,1)\right)$, that is, at the exterior of the interval $(0,1)$, such that the system is null controllable at any time $T>0$ if and only if $\frac 12<s<1$.
In this note we study the boundary regularity of solutions to nonlocal Dirichlet problems of the form $Lu=0$ in $Ω$, $u=g$ in $\mathbb R^N\setminusΩ$, in non-smooth domains $Ω$. When $g$ is smooth enough, then it is easy to transform this problem into an homogeneous Dirichlet problem with a bounded right hand side, for which the boundary regularity is well understood. Here, we study the case in which $g\in C^{0,α}$, and establish the optimal Hölder regularity of $u$ up to the boundary. Our results extend previous results of Grubb for $C^\infty$ domains $Ω$.
This paper is concerned with the spatial propagation of nonlocal dispersal equations with bistable or multistable nonlinearity in exterior domains. We obtain the existence and uniqueness of an entire solution which behaves like a planar wave front as time goes to negative infinity. In particular, some disturbances on the profile of the entire solution happen as the entire solution comes to the interior domain. But the disturbances disappear as the entire solution is far away from the interior domain. Furthermore, we prove that the solution can gradually recover its planar wave profile and cont…
We consider a class of semilinear nonlocal problems with vanishing exterior condition and establish a Ambrosetti-Prodi type phenomenon when the nonlinear term satisfies certain conditions. Our technique makes use of the probabilistic tools and heat kernel estimates.
We study existence and multiplicity of positive radial solutions for a coupled elliptic system in exterior domains where the nonlinearities depend on the gradients and the boundary conditions are nonlocal. We use a non-standard cone to establish existence of solutions by means of fixed point index theory.
The Unified Transform provides a novel method for analyzing boundary value problems for linear and for integrable nonlinear PDEs. The numerical implementation of this method to linear elliptic PDEs formulated in the {\it interior} of a polygon has been investigated by several authors (see the article by Iserles, Smitheman, and one of the authors in this book). Here, we show that the Unified Transform also yields a novel numerical technique for computing the solution of linear elliptic PDEs in the {\it exterior} of a polygon. One of the advantages of this new technique is that it actually yield…
On a PDE-ODE-PDE model for two interacting cell populations under the influence of an acidic environment and with nonlocal intra- and interspecific growth limitation
In this paper we consider the existence of solution for the following class of fractional elliptic problem \begin{equation}\label{00} \left\{\begin{aligned} (-Δ)^su + u &= Q(x) |u|^{p-1}u\;\;\mbox{in}\;\;\R^N \setminus Ω\\ \mathcal{N}_su(x) &= 0\;\;\mbox{in}\;\;Ω, \end{aligned} \right. \end{equation} where $s\in (0,1)$, $N> 2s$, $Ω\subset \R^N$ is a bounded set with smooth boundary, $(-Δ)^s$ denotes the fractional Laplacian operator and $\mathcal{N}_s$ is the nonlocal operator that describes the Neumann boundary condition, which is given by $$ \mathcal{N}_su(x) = C_{N,s} \int_{\R^N \setminus Ω…
A nonlocal-to-local transfer principle for parabolic Calderón problems
National Cheng Kung University（国立成功大学）；National Yang Ming Chiao Tung University（国立阳明交通大学）；University of Washington（华盛顿大学）；Institute for Advanced Study, the Hong Kong University of Science and Technology（香港科技大学高等研究院）
We make a complete analysis of the controllability properties from the exterior of the (possible) strong damping wave equation with the fractional Laplace operator subject to the nonhomogeneous Dirichlet type exterior condition. In the first part, we show that if $0<s<1$, $Ω\subset\RR^N$ ($N\ge 1$) is a bounded Lipschitz domain and the parameter $δ> 0$, then there is no control function $g$ such that the following system \begin{equation*} \begin{cases} u_{tt} + (-Δ)^{s} u + δ(-Δ)^{s} u_{t}=0 & \mbox{ in }\; Ω\times(0,T),\\ u=gχ_{\mathcal O\times (0,T)} &\mbox{ in }\; (\Omc)\times (0,T) ,\\ u(\…
In this article, we will prove the existence of infinitely many positive weak solutions to the following nonlocal elliptic PDE. \begin{align} (-Δ)^s u&= \fracλ{u^γ}+ f(x,u)~\text{in}~Ω,\nonumber u&=0~\text{in}~\mathbb{R}^N\setminusΩ,\nonumber \end{align} where $Ω$ is an open bounded domain in $\mathbb{R}^N$ with Lipschitz boundary, $N>2s$, $s\in (0,1)$, $γ\in (0,1)$. We will employ variational techniques to show the existence of infinitely many weak solutions of the above problem.
We study the long time behavior of solutions to the nonlocal diffusion equation $\partial_t u=J*u-u$ in an exterior one-dimensional domain, with zero Dirichlet data on the complement. In the far field scale, $ξ_1\le|x|t^{-1/2}\leξ_2$, $ξ_1,ξ_2>0$, this behavior is given by a multiple of the dipole solution for the local heat equation with a diffusivity determined by $J$. However, the proportionality constant is not the same on $\mathbb{R}_+$ and $\mathbb{R}_-$: it is given by the asymptotic first momentum of the solution on the corresponding half line, which can be computed in terms of the ini…
The aim of this paper is to study a nonlocal problem with a mixed Dirichlet-Neumann exterior condition. We prove existence, nonexistence and multiplicity of positive energy solutions and describe the interaction between the concave-convex nonlinearity and the Dirichlet-Neumann data.
In this paper, we prove the existence of multiple solutions for a nonlinear nonlocal elliptic PDE involving a singularity which is given as \begin{eqnarray} (-Δ_p)^s u&=& \fracλ{u^γ}+u^q~\text{in}~Ω,\nonumber u&=&0~\text{in}~\mathbb{R}^N\setminusΩ,\nonumber u&>& 0~\text{in}~Ω\nonumber, \end{eqnarray} where $Ω$ is an open bounded domain in $\mathbb{R}^N$ with smooth boundary, $N>ps$, $s\in (0,1)$, $λ>0$, $0<γ<1$, $1<p<\infty$, $p-1<q\leq p_s^{*}=\frac{Np}{N-ps}$. We employ variational techniques to show the existence of multiple positive weak solutions of the above problem. We also prove that f…
In this paper, we present a general methodology for investigating the linear stability of localized solutions in PDEs and nonlocal equations on $\mathbb{R}^m$. More specifically, we control the spectrum of the Jacobian $D\mathbb{F}(\tilde{u})$ at a localized solution $\tilde{u}$, enclosing both the eigenvalues and the essential spectrum. Our approach is computer-assisted and is based on a controlled approximation of $D\mathbb{F}(\tilde{u})$ by its Fourier coefficients counterpart on a bounded domain $Ω_d = (-d,d)^m$. We first control the spectrum of the Fourier coefficients operator combining …
We investigate global uniqueness for an inverse problem for a nonlocal diffusion equation on domains that are bounded in one direction. The coefficients are assumed to be unknown and isotropic on the entire space. We first show that the partial exterior Dirichlet-to-Neumann map locally determines the diffusion coefficient in the exterior domain. In addition, we introduce a novel analysis of nonlocal Neumann derivatives to prove an interior determination result. Interior and exterior determination yield the desired global uniqueness theorem for the Calderón problem of nonlocal diffusion equatio…
We prove a comparison theorem for the averages of the solutions of two exterior parabolic problems, the second being the "symmetrization" of the first one, by using approximation of the Schwarz symmetrization by polarizations, as it was introduced in [4]. This comparison provides an alternative proof, based on PDEs, of the isoperimetric inequality for the Wiener sausage, which was proved in [14].
We study the long time behavior of bounded, integrable solutions to a nonlocal diffusion equation, $\partial _t u=J*u-u$, where $J$ is a smooth, radially symmetric kernel with support $B_d(0)\subset\mathbb{R}^2$. The problem is set in an exterior two-dimensional domain which excludes a hole $\mathcal{H}$, and with zero Dirichlet data on $\mathcal{H}$. In the far field scale, $ξ_1\le |x|t^{-1/2}\le ξ_2$ with $ξ_1,ξ_2>0$, the scaled function $\log t\, u(x,t)$ behaves as a multiple of the fundamental solution for the local heat equation with a certain diffusivity determined by $J$. The proportion…
We prove the existence of ground state solution to the following problem. \begin{align*} (-Δ)^{s}u+u&=λ|u|^{-γ-1}u+P(x)|u|^{p-1}u,~\text{in}~\mathbb{R}^N\setminusΩ\\ N_su(x)&=0,~\text{in}~Ω\end{align*} where $N\geq2$, $λ>0$, $0<s,γ<1$, $p\in(1,2_s^*-1)$ with $2_s^*=\frac{2N}{N-2s}$. % $0<s^-=\underset{(x,y)\inΩ\timesΩ}{\inf}\{s(x,y)\}\leq s(x,y)\leq s^+=\underset{(x,y)\inΩ\timesΩ}{\sup}\{s(x,y)\}<1$, $0<γ^-=\underset{x\inΩ}{\inf}\{γ(x)\}\leq γ(x)\leq γ^+=\underset{x\inΩ}{\sup}\{γ(x)\}<1$, $1-γ^-<1<p^-=\underset{x\inΩ}{\inf}\{p(x)\}\leq p(x)\leq p^+=\underset{x\inΩ}{\sup}\{p(x)\}<2_{s^-}^*=\und…
We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial integro-differential equation (PIDE), and provide the explicit form of the FBSDE solution. Moreover, we embed the associated PIDE into a suitable class of non-local quasilinear parabolic PDEs which allows us to extend the methodology of Ladyzhenskaya et al (1968) to non-local PDEs of this class. Namely, we obtain the existence and uniqueness of a classical solution to both the Cauchy problem and the initial-boundary…
We consider averages convergence as the time-horizon goes to infinity of optimal solutions of time-dependent optimal control problems to optimal solutions of the corresponding stationary optimal control problems. Control problems play a key role in engineering, economics and sciences. To be more precise, in climate sciences, often times, relevant problems are formulated in long time scales, so that, the problem of possible asymptotic behaviors when the time-horizon goes to infinity becomes natural. Assuming that the controlled dynamics under consideration are stabilizable towards a stationary …
We study the existence of positive supersolutions of nonlocal equations $(-Δ)^s u+ |\nabla u|^q=λf(u)$ in exterior domains where the datum $f$ can be comparade with $u^{p}$ near the origin. We prove that the existence or bounded supersolutions its depend of the values of $p$, $q$ and $s$.
In this paper, we study a certain class of nonlocal partial differential equations (PDEs). The equations arise from a key problem in network science, i.e., network generation from local interaction rules, which result in a change of the degree distribution as time progresses. The evolution of the generating function of this degree distribution can be described by a nonlocal PDE. To address this equation we will rigorously convert it into a local first order PDE. Then, we use theory of characteristics to prove solvability and regularity of the solution. Next, we investigate the existence of ste…
In this paper we study the existence and multiplicity of two distinct nontrivial weak solutions of the following equation in Nehari manifold. We have also proved that these solutions are in $L^{\infty}(Ω)$. \begin{align*} \begin{split} -Δ_{p(x,y)}^{s(x,y)}u &= β|u|^{α(x)-2}u+λf(x,u)\,\,\mbox{in}\,\,Ω,\\ u &= 0\,\, \mbox{in}\,\, \mathbb{R}^{N}\setminusΩ\end{split} \end{align*} Here, $λ, β> 0$ are parameters and $f(x,u)$ is a general nonlinear term satisfying certain conditions. The domain $Ω\subset\mathbb{R}^N (N\geq 2)$ is smooth and bounded. The relation between the exponents are assumed in t…
We consider several non-local models for traffic flow, including both microscopic ODE models and macroscopic PDE models. The ODE models describe the movement of individual cars, where each driver adjusts the speed according to the road condition over an interval in the front of the car. These models are known as the FtLs (Follow-the-Leaders) models. The corresponding PDE models, describing the evolution for the density of cars, are conservation laws with non-local flux functions. For both types of models, we study stationary traveling wave profiles and stationary discrete traveling wave profil…
The magnetization ripple is a microstructure formed by the magnetization in a thin-film ferromagnet. It is triggered by the random orientation of the grains in the poly-crystalline material. In an approximation of the micromagnetic model, which is sketched in this paper, this leads to a nonlocal (and strongly anisotropic) elliptic equation in two dimensions with white noise as a right hand side. However, like in singular Stochastic PDE, this right hand side is too rough for the non-linearity in the equation. In order to develop a small-date well-posedness theory, we take inspiration from the r…
The paper deals with the asymptotic behavior of solutions to a non-local diffusion equation, $u_t=J*u-u:=Lu$, in an exterior domain, $Ω$, which excludes one or several holes, and with zero Dirichlet data on $\mathbb{R}^N\setminusΩ$. When the space dimension is three or more this behavior is given by a multiple of the fundamental solution of the heat equation away from the holes. On the other hand, if the solution is scaled according to its decay factor, close to the holes it behaves like a function that is $L$-harmonic, $Lu=0$, in the exterior domain and vanishes in its complement. The height …
We investigate inverse problems in the determination of leading coefficients for nonlocal parabolic operators, by knowing the corresponding Cauchy data in the exterior space-time domain. The key contribution is that we reduce nonlocal parabolic inverse problems to the corresponding local inverse problems with the lateral boundary Cauchy data. In addition, we derive a new equation and offer a novel proof of the unique continuation property for this new equation. We also build both uniqueness and non-uniqueness results for both nonlocal isotropic and anisotropic parabolic Calderón problems, resp…
We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of the temporal and spatial variables $(s,y)$ and thus the problem could be considered as a flow of equations. The nonlocality comes from the dependence on the unknown function and its first- and second-order derivatives evaluated at not only the local point $(t,s,y)$ but also at the diagonal line of the time domain $(s,s,y)$. Such equations arise from time-in…
We use methods from exterior differential systems (EDS) to develop a geometric theory of scalar, first-order Lagrangian functionals and their associated Euler-Lagrange PDEs, subject to contact transformations. The first chapter contains an introduction of the classical Poincare-Cartan form in the context of EDS, followed by proofs of classical results, including a solution to the relevant inverse problem, Noether's theorem on symmetries and conservation laws, and several aspects of minimal hypersurfaces. In the second chapter, the equivalence problem for Poincare-Cartan forms is solved, giving…
We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution PDEs with constant coefficients in one space variable. The prototypical such PDE is the heat equation, for which problems of this form model physical phenomena in chemistry and for which we formulate and prove a full result. We also consider the third order case, which is much less studied and has been shown by the authors to have very different structural properties in general. The nonlocal conditions we consider can be reformulated as \emph{multipoint conditions}, and then an expl…
In this paper, we introduce an inverse problem of a Schrödinger type variable nonlocal elliptic operator $(-\nabla\cdot(A(x)\nabla))^{s}+q)$, for $0<s<1$. We determine the unknown bounded potential $q$ from the exterior partial measurements associated with the nonlocal Dirichlet-to-Neumann map for any dimension $n\geq2$. Our results generalize the recent initiative [16] of introducing and solving inverse problem for fractional Schrödinger operator $((-Δ)^{s}+q)$ for $0<s<1$. We also prove some regularity results of the direct problem corresponding to the variable coefficients fractional differ…
This work concerns with the existence of solutions for the following class of nonlocal elliptic problems \begin{equation*}\label{00} \left\{ \begin{array}{l} (-Δ)^{s}u + u = |u|^{p-2}u\;\;\mbox{in $Ω$},\\ u \geq 0 \quad \mbox{in} \quad Ω\quad \mbox{and} \quad u \not\equiv 0, \\ u=0 \quad \mathbb{R}^N \setminus Ω, \end{array} \right. \end{equation*} involving the fractional Laplacian operator $(-Δ)^{s}$, where $s\in (0,1)$, $N> 2s$, $Ω\subset \R^N$ is an exterior domain with (non-empty) smooth boundary $\partial Ω$ and $p\in (2, 2_{s}^{*})$. The main technical approach is based on variational a…
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…
The main goal of this article is to understand the trace properties of nonlocal minimal graphs in~$\R^3$, i.e. nonlocal minimal surfaces with a graphical structure. We establish that at any boundary points at which the trace from inside happens to coincide with the exterior datum, also the tangent planes of the traces necessarily coincide with those of the exterior datum. This very rigid geometric constraint is in sharp contrast with the case of the solutions of the linear equations driven by the fractional Laplacian, since we also show that, in this case, the fractional normal derivative can …
We study the inverse problem of determining the coefficients of the fractional power of a general second order elliptic operator given in the exterior of an open subset of the Euclidean space. We show the problem can be reduced into determining the coefficients from the boundary Cauchy data of the elliptic operator on the open set, the Calderón problem. As a corollary we establish several new results for nonlocal inverse problems by using the corresponding results for the local inverse problems. In particular the isotropic nonlocal Calderón problem can be resolved completely, assuming some reg…
We prove the existence of fast traveling pulse solutions in excitable media with non-local coupling. Existence results had been known, until now, in the case of local, diffusive coupling and in the case of a discrete medium, with finite-range, non-local coupling. Our approach replaces methods from geometric singular perturbation theory, that had been crucial in previous existence proofs, by a PDE oriented approach, relying on exponential weights, Fredholm theory, and commutator estimates.
In this paper we address the analytical investigation of a model for adhesive contact, which includes nonlocal sources of damage on the contact surface, such as the elongation. The resulting PDE system features various nonlinearities rendering the unilateral contact conditions, the physical constraints on the internal variables, as well as the integral contributions related to the nonlocal forces. For the associated initial-boundary value problem we obtain a global-in-time existence result by proving the existence of a local solution via a suitable approximation procedure and then by extending…
