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 dimension $3$.
Kinetic Fokker--Planck Equations with Drifts in a Supercritical Range
School of Mathematics and Statistics, Wuhan University（武汉大学数学与统计学院）；Department of Mathematics Sciences, Graduate School of Science, Kyoto University（京都大学理学研究科数学科学系）；School of Mathematical Sciences, University of Science and Technology of China（中国科学技术大学数学科学学院）
We study the global existence of solutions to a one-dimensional drift-diffusion equation with logistic term, generalizing the classical parabolic-elliptic Keller-Segel aggregation equation arising in mathematical biology. In particular, we prove that there exists a global weak solution, if the order of the fractional diffusion $α\in (1-c_1, 2]$, where $c_1>0$ is an explicit constant depending on the physical parameters present in the problem (chemosensitivity and strength of logistic damping). Furthermore, in the range $1-c_2<α\leq 2$ with $0<c_2<c_1$, the solution is globally smooth. Let us e…
We study the heat kernel of the supercritical fractional diffusion equation with the drift in the critical Hölder space. We show that such a drift can have point irregularities strong enough to make the heat kernel vanish at a point for all $t>0$.
We consider the linear stationary equation defined by the fractional Laplacian with drift. In the supercritical case, that is the case when the dominant term is given by the drift instead of the diffusion component, we prove local regularity of solutions in Sobolev spaces em- ploying tools from the theory of pseudo-differential operators. The regularity of solutions in the supercritical case is as expected in the subcritical case, when the diffusion is at least as strong as the drift component, and the operator defined by the fractional Laplacian with drift can be viewed as an elliptic operato…
In this paper we address the regularity issues of drift-diffusion equation with nonlocal diffusion, where the diffusion operator is in the realm of stable-type Lévy operator and the velocity field is defined from the considered quantity by a zero-order pseudo-differential operator. Through using the method of nonlocal maximum principle in a unified way, we prove the eventual regularity result in the supercritical type cases and the global regularity at some logarithmically supercritical cases. The feature of these results is that the time after which the solution is smoothly regular in the sup…
On the Schauder Estimates for Non-local Equations with Drift: The Supercritical Case
College of Mathematics and Physics, Beijing University of Chemical Technology（北京化工大学数学与物理学院）；State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, CAS（中国科学院数学与系统科学研究院数学科学重点实验室）
In this paper we establish the uniqueness of a solution to a stationary convection-diffusion equation in divergence form with an exponentially summable generalized divergence-free drift.
We prove a local energy identity for a class of distributional solutions, in $L_{2,\infty} \cap W^{1,0}_2$, of parabolic equations with divergence-free drift.
We consider a degenerate wave equation with drift in presence of a leading operator which is not in divergence form. We provide some conditions for the boundary controllability of the associated Cauchy problem.
Consider the following McKean-Vlasov SDE: $$ d X_t=\sqrt{2}d W_t+\int_{{\mathbb R}^d}K(t,X_t-y)μ_{X_t}(dy)d t,\ \ X_0=x, $$ where $μ_{X_t}$ stands for the distribution of $X_t$ and $K(t,x): {\mathbb R}_+\times{\mathbb R}^d\to{\mathbb R}^d$ is a time-dependent divergence free vector field. Under the assumption $K\in L^q_t(\widetilde L_x^p)$ with $\frac dp+\frac2q<2$, where $\widetilde L^p_x$ stands for the localized $L^p$-space, we show the existence of weak solutions to the above SDE. As an application, we provide a new proof for the existence of weak solutions to 2D-Navier-Stokes equations wi…
We examine the equation given by \begin{equation} \label{eq_abstract} -Δu + a(x) \cdot \nabla u = u^p \qquad \mbox{in $ \IR^N$,} \end{equation} where $p>1$ and $ a(x)$ is a smooth vector field satisfying some decay conditions. We show that for $ p < p_c$, the Joseph-Lundgren exponent, that there is no positive stable solution of (\ref{eq_abstract}) provided one imposes a smallness condition on $a$ along with a divergence free condition. In the other direction we show that for $ N \ge 4$ and $ p > \frac{N-1}{N-3}$ there exists a positive solution of (\ref{eq_abstract}) provided $a$ satisfies a …
We investigate weighted Sobolev regularity of weak solutions of non-homogeneous parabolic equations with singular divergence-free drifts. Assuming that the drifts satisfy some mild regularity conditions, we establish local weighted $L^p$-estimates for the gradients of weak solutions. Our results improve the classical one to the borderline case by replacing the $L^\infty$-assumption on solutions by solutions in the John-Nirenberg \textup{BMO} space. The results are also generalized to parabolic equations in divergence form with small oscillation elliptic symmetric coefficients and therefore imp…
Let $α\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(α)}_t,\ \ X_0=x,$$where $L^{(α)}$ is a $d$-dimensional rotationally invariant $α$-stable process, $b:{\mathbb R}_+\times{\mathbb R}^d\to{\mathbb R}^d$ and $a:{\mathbb R}_+\times{\mathbb R}^d\to{\mathbb R}^d\otimes{\mathbb R}^d$ are H{ö}lder continuous functions in space, with respective order $β,γ\in (0,1)$ such that $(β\wedge γ)+α>1$, uniformly in $t$. Here $b$ may be unbounded.When $a$ is bounded and uniformly elliptic, we show that the unique solution $X…
We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we prove that the solution becomes immediately differentiable with Holder continuous derivatives. Therefore, the solutions to the equation are classical.
This paper investigates quantitative estimates in elliptic homogenization of non-divergence form with unbounded drift and an interface, which continues the study of the previous work by Hairer and Manson [Ann. Probab. 39(2011) 648-682], where they investigated the limiting long time/large scale behavior of such a process under diffusive rescaling. We determine the effective equation and obtain the size estimates of the gradient of Green functions as well as the optimal (in general) convergence rates. The proof relies on transferring the non-divergence form into the divergence-form with the coe…
We are interested in some properties related to the solutions of non-local diffusion equations with divergence free drift. Existence, maximum principle and a positivity principle are proved. In order to study Holder regularity, we apply a method that relies in the Holder-Hardy spaces duality and in the molecular characterisation of local Hardy spaces. In these equations, the diffusion is given by Lévy-type operators with an associated Lévy measure satisfying some upper and lower bounds.
We investigate the validity and failure of Liouville theorems and Harnack inequalities for parabolic and elliptic operators with low regularity coefficients. We are particularly interested in operators of the form $\partial_t - Δ+b\cdot\nabla$ and $-Δ+b\cdot\nabla$ with a divergence-free drift $b$. We prove the Liouville theorem and Harnack inequality when $b\in L_\infty(BMO^{-1})$ resp. $b\in BMO^{-1}$ and provide a counterexample to such results demonstrating sharpness of our conditions on the drift. Our results generalize to divergence-form operators with an elliptic symmetric part and a BM…
We present sharp conditions on divergence-free drifts in Lebesgue spaces for the passive scalar advection-diffusion equation \[ \partial_t θ- Δθ+ b \cdot \nabla θ= 0 \] to satisfy local boundedness, a single-scale Harnack inequality, and upper bounds on fundamental solutions. We demonstrate these properties for drifts $b$ belonging to $L^q_t L^p_x$, where $\frac{2}{q} + \frac{n}{p} < 2$, or $L^p_x L^q_t$, where $\frac{3}{q} + \frac{n-1}{p} < 2$. For steady drifts, the condition reduces to $b \in L^{\frac{n-1}{2}+}$. The space $L^1_t L^\infty_x$ of drifts with `bounded total speed' is a borderl…
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.
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…
We investigate the differentiability issue of the drift-diffusion equation with nonlocal Lévy-type diffusion at either supercritical or critical type cases. Under the suitable conditions on the drift velocity and the forcing term in terms of the spatial Hölder regularity, we prove that the vanishing viscosity solution is differentiable with some Hölder continuous derivatives for any positive time.
We discuss the local properties of weak solutions to the equation $-Δu + b\cdot\nabla u=0$. The corresponding theory is well-known in the case $b\in L_n$, where $n$ is the dimension of the space. Our main interest is focused on the case $b\in L_2$. In this case the structure assumption $\operatorname{div} b=0$ turns out to be crucial.
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 $Ω\subset \mathbb{R}^{n+1}$. We prove a variant of Aleksandrov-Bakelman-Pucci-Krylov-Tso estimate with $L^{p}$ norm of the inhomogeneous term for some number $p<n+1$. Based on it, we derive the growth theorems and the interior Harnack inequality. In this paper, we will only assume the drift $b$ is in certain Morrey spaces defined below which are critical under the parabolic scaling but not…
This work focuses on drift-diffusion equations with fractional dissipation $(-Δ)^α$ in the regime $α\in (1/2,1)$. Our main result is an a priori Hölder estimate on smooth solutions to the Cauchy problem, starting from initial data with finite energy. We prove that for some $β\in (0,1)$, the $C^β$ norm of the solution depends only on the size of the drift in critical spaces of the form $L^{q}_{t}(BMO^{-γ}_{x})$ with $q>2$ and $γ\in (0,2α-1]$, along with the $L^{2}_{x}$ norm of the initial datum. The proof uses the Caffarelli/Vasseur variant of De Giorgi's method for non-local equations.
We consider degenerate porous medium equations with a divergence type of drift terms. We establish the existence of $L^{q}$-weak solutions (satisfying energy estimates or even further with moment and speed estimates in Wasserstein spaces), in case the drift term belongs to a sub-scaling (including scaling invariant) class depending on $q$ and $m$ caused by the nonlinear structure of diffusion, which is a major difference compared to that of a linear case. It is noticeable that the classes of drift terms become wider if the drift term is divergence-free. Similar conditions of gradients of drift…
We develop regularity theory for elliptic Kolmogorov operator with divergence-free drift in a large class (or, more generally, drift having singular divergence). A key step in our proofs is "Caccioppoli's iterations", used in addition to the classical De Giorgi's iterations and Moser's method.
The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the solutions converge to the fractional heat kernel with algebraic rate. The proof is based on the entropy method and leads to a decay rate in the $L^1(\mathbb{R}^d)$ norm. The technique is applied to other semilinear equations with fractional dissipation.
In this paper, we study an elliptic operator in divergence-form but not necessary symmetric. In particular, our results can be applied to elliptic operator $L=νΔ+u(x,t)\cdot\nabla$, where $u(\cdot,t)$ is a time-dependent vector field in $\mathbb{R}^{n}$, which is divergence-free in distribution sense, i.e. $\nabla\cdot u=0$. Suppose $u\in L_{t}^{\infty}(\textrm{BMO}_{x}^{-1})$. We show the existence of the fundamental solution $\varGamma(x,t;ξ,τ)$ of the parabolic operator $L-\partial_{t}$, and show that $\varGamma$ satisfies the Aronson estimate with a constant depending only on the dimension…
We prove well-posedness for a class of second-order SPDEs with multiplicative Wiener noise and doubly nonlinear drift in divergence form involving maximal monotone graphs defined everywhere, on which neither growth nor continuity assumptions are imposed.
We provide a simple proof of quenched stochastic homogenization for random environments with a mean zero, divergence-free drift under the assumption that the drift admits a stationary $L^d$-integrable stream matrix in $d\geq 3$ or an $L^{2+δ}$-integrable stream matrix in $d=2$. In addition, we prove that the environment almost surely satisfies a large-scale Hölder regularity estimate and first-order Liouville principle.
We consider the Dirichlet problem for second-order linear elliptic equations in divergence form \begin{equation*} -\mathrm{div }(A\nabla u)+\mathbf{b} \cdot \nabla u+λu=f+\mathrm{div } \mathbf{F}\quad \text{in } Ω\quad\text{and}\quad u=0\quad \text{on } \partialΩ, \end{equation*} in bounded Lipschitz domain $Ω$ in $\mathbb{R}^2$, where $A:\mathbb{R}^2\rightarrow \mathbb{R}^{2^2}$, $\mathbf{b} : Ω\rightarrow \mathbb{R}^2$, and $λ\geq 0$ are given. If $2<p<\infty$ and $A$ has a small mean oscillation in small balls, $Ω$ has small Lipschitz constant, and $\mathrm{div } A,\,\mathbf{b} \in L^{2}(Ω;…
We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial ergodicity, the drift is only partially absorbed into the skew-symmetric part of the flux through the use of an appropriately defined stream matrix. This leaves a time-dependent, spatially-homogenous transport which, for mildly decorrelating fields, converges to a Brownian noise with deterministic covariance in the homogenization limit. The results apply to uni…
We construct fundamental solutions of second-order parabolic systems of divergence form with bounded and measurable leading coefficients and divergence free first-order coefficients in the class of $BMO^{-1}_x$, under the assumption that weak solutions of the system satisfy a certain local boundedness estimate. We also establish Gaussian upper bound for such fundamental solutions under the same conditions.
In this note, we propose a discrete model to study one-dimensional transport equations with non-local drift and supercritical dissipation. The inspiration for our model is the equation $$ θ_t + (Hθ) θ_x +(-Δ)^αθ=0 $$ where $H$ is the Hilbert transform. For our discrete model, we present blow-up results that are analogous to the known results for the above equation. In addition, we will prove regularity for our discrete model which suggests supercritical regularity in the range $1/4<α<1/2$ in the continuous setting.
We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on the growth of the nonlinearity in the drift, which, in particular, is allowed to grow faster than polynomially, existing techniques are not applicable. A well-posedness result is obtained through a combination of a priori estimates on regularized equations, interpreted both as stochastic equations as well as deterministic equations with random coefficients, an…
In this paper we study the fundamental solution $\varGamma(t,x;τ,ξ)$ of the parabolic operator $L_{t}=\partial_{t}-Δ+b(t,x)\cdot\nabla$, where for every $t$, $b(t,\cdot)$ is a divergence-free vector field, and we consider the case that $b$ belongs to the Lebesgue space $L^{l}\left(0,T;L^{q}\left(\mathbb{R}^{n}\right)\right)$. The regularity of weak solutions to the parabolic equation $L_{t}u=0$ depends critically on the value of the parabolic exponent $γ=\frac{2}{l}+\frac{n}{q}$. Without the divergence-free condition on $b$, the regularity of weak solutions has been established when $γ\leq1$, …
Let $d \geq 3$. We consider the global Cauchy problem for the generalised Navier-Stokes system \partial_t u + (u \cdot \nabla) u &= - D^2 u - \nabla p \nabla \cdot u &= 0 u(0,x) &= u_0(x) for $u: \R^+ \times \R^d \to \R^d$ and $p: \R^+ \times \R^d \to \R$, where $u_0: \R^d \to \R^d$ is smooth and divergence free, and $D$ is a Fourier multiplier whose symbol $m: \R^d \to \R^+$ is non-negative; the case $m(ξ) = |ξ|$ is essentially Navier-Stokes. It is folklore (see e.g. \cite{kp}) that one has global regularity in the critical and subcritical hyperdissipation regimes $m(ξ) = |ξ|^α$ for $α\geq \f…
In this note, we study the behaviour of Lebesgue norms $\|v(\cdot,t)\|_p$ of solutions $v$ to the Cauchy problem for the Stokes system with drift $u$, which is supposed to be a divergence free smooth vector valued function satisfying a scale invariant condition.
We show that there exist solutions of drift-diffusion equations in two dimensions with divergence-free super-critical drifts, that become discontinuous in finite time. We consider classical as well as fractional diffusion. However, in the case of classical diffusion and time-independent drifts we prove that solutions satisfy a modulus of continuity depending only on the local $L^1$ norm of the drift, which is a super-critical quantity.
The first goal of our paper is to give a new type of regularity criterion for solutions $u$ to Navier-Stokes equation in terms of some supercritical function space condition $u \in L^{\infty}(L^{α,*})$ (with $\frac{3}{4}(17^{\frac{1}{2}} -1)< α< 3 $) and some exponential control on the growth rate of $\dv (\frac{u}{|u|})$ along the streamlines of u. This regularity criterion greatly improves the previous one in \cite{smoothnesscriteria}. The proof leading to the regularity criterion of our paper basically follows the one in \cite{smoothnesscriteria}. However, we also point out that totally new…
