We study a class of non-divergence form elliptic and parabolic equations with singular first-order coefficients in an upper half space with the homogeneous Dirichlet boundary condition. In the simplest setting, the operators in the equations under consideration appear in the study of fractional heat and fractional Laplace equations. Intrinsic weighted Sobolev spaces are found in which the existence and uniqueness of strong solutions are proved under certain smallness conditions on the weighted mean oscillations of the coefficients in small parabolic cylinders. Our results are new even when the coefficients are constants and they cover the case where the weights may not be in the $A_p$-Muckenhoupt class.
We establish pointwise estimates for the Green function to the Dirichlet problem for parabolic equation with coefficients measurable in time variable. Using these estimate we obtain coercive estimates for this problem in anisotropic weighted Lebesgue spaces and prove the solvability theorems.
We study spectral stability estimates of elliptic operators in divergence form $-\textrm{div} [A(w) \nabla g(w)]$ with the Dirichlet boundary condition in non-Lipschitz domains $\widetildeΩ \subset \mathbb C$. The suggested method is based on connections of planar quasiconformal mappings with Sobolev spaces and its applications to the Poincaré inequalities.
We consider second order uniformly elliptic operators of divergence form in $\R^{d+1}$ whose coefficients are independent of one variable. Under the Lipschitz condition on the coefficients we characterize the domain of the Poisson operators and the Dirichlet-Neumann maps in the Sobolev space $H^s(\R^d)$ for each $s\in [0,1]$. Moreover, we also show a factorization formula for the elliptic operator in terms of the Poisson operator.
We consider the Dirichlet problem in a wedge for parabolic equation whose coefficients are measurable function of t. We obtain coercive estimates in weighted $L_{p,q}$-spaces. The concept of "critical exponent" introduced in the paper plays here the crucial role. Various important properties of the critical exponent are proved. We give applications to the Dirichlet problem for linear and quasi-linear non-divergence parabolic equations with discontinuous in time coefficients in cylinders $Ω\times(0,T)$, where $Ω$ is a bounded domain with an edge or with a conical point.
We establish Dahlberg's perturbation theorem for non-divergence form operators L = A\nabla^2. If L_0 and L_1 are two operators on a Lipschitz domain such that the L^p Dirichlet problem for the operator L_0 is solvable for some p in (1,\infty) and the coefficients of the two operators are sufficiently close in the sense of Carleson measure, then the L^p Dirichlet problem for the operator L_1 is solvable for the same p. This is an improvement of the A_{\infty} version of this result proved by Rios in "The L^p Diriclet problem and nondivergence harmonic measure" (Trans. AMS 355, 2 (2003)). As a c…
Given two elliptic operators L and M in nondivergence form, with coefficients A_L(x), A_M(x) and drift terms b_L(x), b_M(x), respectively, satisfying a Carleson measure disagreement condition in a Lipschitz domain Omega in R^{n+1}, then their harmonic measures are mutually absolutely continuous. As an application of this, a new approximation argument and known results we obtain necessary and sufficient conditions for a single operator L (in divergence or nondivergence form) to have regular harmonic measure with respect to Lebesgue measure. The results are sharp in all cases.
This paper studies a new gradient regularity in Lorentz spaces for solutions to a class of quasilinear divergence form elliptic equations with nonhomogeneous Dirichlet boundary conditions: \begin{align*} \begin{cases} div(A(x,\nabla u)) &= \ div(|F|^{p-2}F) \quad \text{in} \ \ Ω, \\ \hspace{1.2cm} u &=\ σ\qquad \qquad \qquad \text{on} \ \ \partial Ω. \end{cases} \end{align*} where $Ω\subset \mathbb{R}^n$ ($n \ge 2$), the nonlinearity $A$ is a monotone Carathéodory vector valued function defined on $W^{1,p}_0(Ω)$ for $p>1$ and the $p$-capacity uniform thickness condition is imposed on the compl…
We establish two commutator estimates for the Dirichlet-to-Neumann map associated with a second-order elliptic system in divergence form in Lipschitz domains. Our approach is based on Dahlberg's bilinear estimates.
We investigate the qualitative properties of solution to the Zaremba type problem in unbounded domain for the non-divergence elliptic equation with possible degeneration at infinity. The main result is Phragmén-Lindelöf type principle on growth/decay of a solution at infinity depending on both the structure of the Neumann portion of the boundary and the "thickness" of its Dirichlet portion. The result is formulated in terms of so-called $s$-capacity of the Dirichlet portion of the boundary, while the Neumann boundary should satisfy certain "admissibility" condition in the sequence of layers co…
We consider the boundary value problem associated to the divergence operator with vanishing Dirichlet boundary conditions and we prove the existence of classical solutions under slight assumptions on the regularity of the datum.
This paper is devoted to establishing global $W^{2, p}$ estimate for strong solutions to the Dirichlet problem of uniformly elliptic equations in the non-divergence form where the domain is a Lipschitz polyhedra.
We present a way of defining the Dirichlet-to-Neumann operator on general Hilbert spaces using a pair of operators for which each one's adjoint is formally the negative of the other. In particular, we define an abstract analogue of trace spaces and are able to give meaning to the Dirichlet-to-Neumann operator of divergence form operators perturbed by a bounded potential in cases where the boundary of the underlying domain does not allow for a well-defined trace. Moreover, a representation of the Dirichlet-to-Neumann operator as a first-order system of partial differential operators is provided…
We study the continuity/discontinuity of the effective boundary condition for periodic homogenization of oscillating Dirichlet data for nonlinear divergence form equations and linear systems. For linear systems we show continuity, for nonlinear equations we give an example of discontinuity.
We study spectral estimates of the divergence form uniform elliptic operators $-\textrm{div}[A(z) \nabla f(z)]$ with the Dirichlet boundary condition in bounded non-Lipschitz simply connected domains $Ω\subset \mathbb C$. The suggested method is based on the quasiconformal composition operators on Sobolev spaces with applications to the weighted Poincaré-Sobolev inequalities.
In this paper, we investigate the boundary behavior of solutions of divergence-form operators with an elliptic symmetric part and a $BMO$ anti-symmetric part. Our results will hold in non-tangentially accessible (NTA) domains; these general domains were introduced by Jerison and Kenig and include the class of Lipschitz domains. We establish the Hölder continuity of the solutions at the boundary, existence of elliptic measures $ω_L$ associated to such operators, and the well-posedness of the continuous Dirichlet problem as well as the $L^p(dω)$ Dirichlet problem in NTA domains. The equivalence …
We study the divergence form second-order elliptic equations with mixed Dirichlet-conormal boundary conditions. The unique $W^{1,p}$ solvability is obtained with $p$ being in the optimal range $(4/3,4)$. The leading coefficients are assumed to have small mean oscillations and the boundary of domain is Reifenberg flat. We also assume that the two boundary conditions are separated by some Reifenberg flat set of co-dimension $2$ on the boundary.
Boundary value problems for second-order elliptic equations in divergence form, whose nonlinearity is governed by a convex function of non-necessarily power type, are considered. The global boundedness of their solutions is established under boundary conditions of Dirichlet, or Neumann, or Robin type. A decisive role in the results is played by optimal forms of Orlicz-Sobolev embeddings and boundary trace embeddings, which allow for critical growths of the coefficients.
We study the Dirichlet problem in Lipschitz domains and with boundary data in Besov spaces, for divergence form strongly elliptic systems of arbitrary order, with bounded, complex-valued coefficients. Our main result gives a sharp condition on the local mean oscillations of the coefficients of the differential operator and the unit normal to the boundary (which is automatically satisfied if these functions belong to space VMO) guaranteeing that the solution operator associated with this problem is an isomorphism.
In this paper, exploiting variational methods, the existence of three weak solutions for a class of elliptic equations involving a general operator in divergence form and with Dirichlet boundary condition is investigated. Several special cases are analyzed. In conclusion, for completeness, a concrete example of an application is presented by finding the existence of three nontrivial weak solutions for an uniformly elliptic second-order problem on a bounded Euclidean domain.
Given a bounded domain in the Euclidean space satisfying the uniform outer cone condition, we show that a uniformly elliptic operator of second order with continuous second order coefficients generates a holomorphic semigroup on the space of all continuous functions vanishing at the boundary. In particular, Lipschitz domains are allowed. This result was so far known under considerable stronger regularity assumptions. Also the Dirichlet problem is considered for such operators.
In this paper, we study the nonhomogeneous Dirichlet problem concerning general semilinear elliptic equations in divergence form. We establish that the boundary Lipschitz regularity of solutions under some more weaker conditions on the coefficients, the boundary, the boundary function and the nonhomogeneous term. In particular, we assume that the nonhomogeneous term satisfies Dini continuity condition and Lipschitz Newtonian potential condition, which will be the optimal conditions to obtain the boundary Lipschitz regularity of solutions.
We consider the Dirichlet problem on general, possibly nonsmooth bounded domain, for elliptic linear equation with uniformly elliptic divergence form operator. We investigate carefully the relationship between weak, soft and the Perron-Wiener-Brelot solutions of the problem. To this end, we extend the usual notion of the trace operator to Sobolev space $H^1(D)$ with $D$ being an arbitrary bounded open subset of $\mathbb{R}^d$. In the second part of the paper, we prove some existence results for the Dirichlet problem for semilinear equations with measure data on the right-hand side and $L^1$-da…
We show the $L^r(\mathbb{R}^d, μ)$-uniqueness for any $r \in (1, 2]$ and the essential self-adjointness of a Dirichlet operator $Lf = Δf +\langle \frac{1}ρ\nabla ρ, \nabla f \rangle$, $f \in C_0^{\infty}(\mathbb{R}^d)$ with $d \geq 3$ and $μ=ρdx$. In particular, $\nabla ρ$ is allowed to be in $L^d_{loc}(\mathbb{R}^d, \mathbb{R}^d)$ or in $L^{2+\varepsilon}_{loc}(\mathbb{R}^d, \mathbb{R}^d)$ for some $\varepsilon>0$, while $ρ$ is required to be locally bounded below and above by strictly positive constants. The main tools in this paper are elliptic regularity results for divergence and non-dive…
Paper dedicated to qualitative study of the solution of the Zaremba type problem in Lipschitz domain with respect to the elliptic equation in non-divergent form. Main result is Landis type Growth Lemma in spherical layer for Mixed Boundary Value Problem in the class of "admissible domain". Based on the Growth Lemma Phragmén-Lindelöf theorem is proved at junction point of Dirichlet boundary and boundary over which derivative in non-tangential direction is defined.
We establish an estimate of the BMO-norm of a divergence-free vector field in ${\mathbb R}^3$ in terms of the operator norm of an associated paracommutator. The latter is essentially a $Ψ$DO, whose symbol depends linearly on the vector field. Together with the result of P.~Auscher and M.~Taylor concerning the converse estimate, this provides an equivalent norm in the space of divergence-free fields from BMO.
We consider a sequence of Dirichlet problems in varying domains (or, more generally, of relaxed Dirichlet problems involving measures in M_0) for second order linear elliptic operators in divergence form with varying matrices of coefficients. When the matrices H-converge to a matrix A^0, we prove that there exist a subsequence and a measure mu^0 in M_0 such that the limit problem is the relaxed Dirichlet problem corresponding to A^0 and mu^0. We also prove a corrector result which provides an explicit approximation of the solutions in the H^1-norm, and which is obtained by multiplying the corr…
We consider second order uniformly elliptic operators of divergence form in $\R^{d+1}$ whose coefficients are independent of one variable. For such a class of operators we establish a factorization into a product of first order operators related with Poisson operators and Dirichlet-Neumann maps. Consequently, we obtain a solution formula for the inhomogeneous elliptic boundary value problem in the half space, which is useful to show the existence of solutions in a wider class of inhomogeneous data. We also establish $L^2$ solvability of boundary value problems for a new class of the elliptic o…
We are mainly concerned with equations of the form $-Lu=f(x,u)+μ$, where $L$ is an operator associated with a quasi-regular possibly nonsymmetric Dirichlet form, $f$ satisfies the monotonicity condition and mild integrability conditions, and $μ$ is a bounded smooth measure. We prove general results on existence, uniqueness and regularity of probabilistic solutions, which are expressed in terms of solutions to backward stochastic differential equations. Applications include equations with nonsymmetric divergence form operators, with gradient perturbations of some pseudodifferential operators an…
We introduce a new constructive method for establishing lower bounds on convergence rates of periodic homogenization problems associated with divergence type elliptic operators. The construction is applied in two settings. First, we show that solutions to boundary layer problems for divergence type elliptic equations set in halfspaces and with infinitely smooth data, may converge to their corresponding boundary layer tails as slow as one wish depending on the position of the hyperplane. Second, we construct a Dirichlet problem for divergence type elliptic operators set in a bounded domain, and…
We establish a Dahlberg-type perturbation theorem for second order divergence form elliptic operators with complex coefficients. In our previous paper, we showed the following result: If ${\mathcal L}_0=\mbox{div} A^0(x)\nabla+B^0(x)\cdot\nabla$ is a $p$-elliptic operator satisfying certain Carleson condition on $\nabla A$ and $B$ then the $L^p$ Dirichlet problem for the operator ${\mathcal L}_0$ is solvable in the upper half-space ${\mathbb R}^n_+$. In this paper we prove that the $L^p$ solvability is stable under small perturbations of ${\mathcal L}_0$. That is if ${\mathcal L}_1$ is another…
In the first part of the paper we prove various results on regularity of Feynman-Kac functionals of Hunt processes associated with time dependent semi-Dirichlet forms. In the second part we study the Cauchy problem for semilinear parabolic equations with measure data involving operators associated with time-dependent forms. Model examples are non-symmetric divergence form operators and fractional laplacians with possibly variable exponents. We first introduce a definition of a solution resembling Stampacchia's definition in the sense of duality and then, using the results of the first part, we…
We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is possibly time varying, non-smooth, and satisfies the exterior measure condition.
The paper deals with the three-dimensional Dirichlet boundary value problem (BVP) for a second order strongly elliptic self-adjoint system of partial differential equations in the divergence form with variable coefficients and develops the integral potential method based on a localized parametrix. Using Green's representation formula and properties of the localized layer and volume potentials, we reduce the Dirichlet BVP to a system of localized boundary-domain integral equations (LBDIEs). The equivalence between the Dirichlet BVP and the corresponding LBDIE system is studied. We establish tha…
The present paper commences the study of higher order differential equations in composition form. Specifically, we consider the equation Lu=\Div B^*\nabla(a\Div A\nabla u)=0, where A and B are elliptic matrices with complex-valued bounded measurable coefficients and a is an accretive function. Elliptic operators of this type naturally arise, for instance, via a pull-back of the bilaplacian Δ^2 from a Lipschitz domain to the upper half-space. More generally, this form is preserved under a Lipschitz change of variables, contrary to the case of divergence-form fourth order differential equations.…
We study a prescribed mean curvature problem where we seek a surface whose mean curvature vector coincides with the normal component of a given vector field. We prove that the problem has a solution near a graphical minimal surface if the prescribed vector field is sufficiently small in a dimensionally sharp Sobolev norm.
In this paper, we prove an extrapolation result for complex coefficient divergence form operators that satisfy a strong ellipticity condition known as $p$-{\it ellipticity}. Specifically, let $Ω$ be a chord-arc domain in $\mathbb R^n$ and the operator $\mathcal L = \partial_{i}\left(A_{ij}(x)\partial_{j}\right) +B_{i}(x)\partial_{i} $ be elliptic, with $|B_i(x)| \le Kδ(x)^{-1}$ for a small $K$. Let $p_0 = \sup\{p>1: A \,\,\text{is}\,\, \text{$p$-elliptic}\}$. We establish that if the $L^q$ Dirichlet problem is solvable for $\mathcal L$ for some $1<q< \frac{p_0(n-1)}{(n-2)}$, then the $L^p$ Dir…
We consider the Dirichlet problems for second order linear elliptic equations in non-divergence and divergence forms on a bounded domain $Ω$ in $\mathbb{R}^n$, $n \ge 2$: $$ -\sum_{i,j=1}^n a^{ij}D_{ij} u + b \cdot D u + cu = f \;\;\text{ in $Ω$} \quad \text{and} \quad u=0 \;\;\text{ on $\partial Ω$} $$ and $$ - {\rm div} \left( A D u \right) + {\rm div}(ub) + cu = {\rm div} F \;\;\text{ in $Ω$} \quad \text{and} \quad u=0 \;\;\text{ on $\partial Ω$} , $$ where $A=[a^{ij}]$ is symmetric, uniformly elliptic, and of vanishing mean oscillation (VMO). The main purposes of this paper is to study uni…
We consider the Dirichlet-to-Neumann operator in strip-like and half-space domains with Lipschitz boundary. It is shown that the quadratic form generated by the Dirichlet-to-Neumann operator controls some sharp homogeneous fractional Sobolev norm. As an application, we prove that the global Lipschitz solutions constructed in \cite{DGN} for the one-phase Muskat problem decays exponentially in time in any Hölder norm $C^α$, $α\in (0, 1)$.
We establish a connection between the absolute continuity of elliptic measure associated to a second order divergence form operator with bounded measurable coefficients with the solvability of an endpoint $BMO$ Dirichlet problem. We show that these two notions are equivalent. As a consequence we obtain an end-point perturbation result, i.e., the solvability of the $BMO$ Dirichlet problem implies $L^p$ solvability for all $p>p_0$.
The solvability in Sobolev spaces is proved for divergence form second order elliptic equations in the whole space, a half space, and a bounded Lipschitz domain. For equations in the whole space or a half space, the leading coefficients $a^{ij}$ are assumed to be measurable in one direction and have small BMO semi-norms in the other directions. For equations in a bounded domain, additionally we assume that $a^{ij}$ have small BMO semi-norms in a neighborhood of the boundary of the domain. We give a unified approach of both the Dirichlet boundary problem and the conormal derivative problem. We …
We examine the stability issue in the inverse problem of determining a scalar potential appearing in the stationary Schr{ö}dinger equation in a bounded domain, from a partial elliptic Dirichlet-to-Neumann map. Namely, the Dirichlet data is imposed on the shadowed face of the boundary of the domain and the Neumann data is measured on its illuminated face. We establish a log log stability estimate for the L2-norm (resp. the H minus 1-norm) of bounded (resp. L2) potentials whose difference is lying in any Sobolev space of order positive order.
We study uniqueness of Dirichlet problems of second order divergence-form elliptic systems with transversally independent coefficients on the upper half-space in absence of regularity of solutions. To this end, we develop a substitute for the fundamental solution used to invert elliptic operators on the whole space by means of a representation via abstract single layer potentials. We also show that such layer potentials are uniquely determined.
