In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.
A viscosity approach is introduced for the Dirichlet problem associated to complex Hessian type equations on domains in $\C^n$. The arguments are modelled on the theory of viscosity solutions for real Hessian type equations developed by Trudinger. As consequence we solve the Dirichlet problem for the Hessian quotient and special Lagrangian equations. We also establish basic regularity results for the solutions.
In this paper, we consider a version of parabolic complex Monge-Ampere equations, and use a PDE approach similar to Phong et al to establish $L^{\infty}$ and Hölder estimates. We also generalize the $L^{\infty}$ estimates to parabolic Hessian equations.
In this paper, we consider the entire solutions to the parabolic $2$-Hessian equations of the form $-u_tσ_2(D^2 u)=1$ in $\mathbb{R}^n\times (-\infty,0]$. We prove some rigidity theorems for the parabolic $2$-Hessian equations in $\mathbb{R}^n\times (-\infty,0]$ by establishing Pogorelov type estimates for $2$-convex-monotone solutions of the parabolic $2$-Hessian equations.
In this paper we prove the existence of nonsmooth viscosity solutions for Dirichlet problems involving elementary symmetric functions of the eigenvalues of the complex Hessian.
The author extends previous results to general classes of equations under weaker assumptions obtained in 2016 by Bao, Dong and Jiao concerning the study of the regularity of solutions for the first initial-boundary value problem for parabolic Hessian equations on Riemannian manifolds.
In this paper, we establish the second order estimates of solutions to the first initial-boundary value problem for general Hessian type fully nonlinear parabolic equations on Riemannian manifolds. The techniques used in this article can work for a wide range of fully nonlinear PDEs under very general conditions.
We study fully nonlinear parabolic equations in nondivergence form with oblique boundary conditions. An optimal and global Calderón-Zygmund estimate is obtained by proving that the Hessian of the viscosity solution to the oblique boundary problem is as integrable as the nonhomogeneous term in $L^{p}$ spaces under minimal regularity requirement on the nonlinear operator, the boundary data and the boundary of the domain.
We study viscosity solutions to complex hessian equations. In the local case, we consider $Ω$ a bounded domain in $\mathbb{C}^n,$ $β$ the standard Kähler form in $\mathcal{C}^n$ and $1\leq m\leq n.$ Under some suitable conditions on $F, g$, we prove that the equation $(dd^c φ)^m\wedgeβ^{n-m}=F(x,φ)β^n,\ \f=g$ on $\pO$ admits a unique viscosity solution modulo the existence of subsolution and supersolution. If moreover, the datum are Hölder continuous then so is the solution. In the global case, let $(X,ω)$ be a compact hermitian homogeneous manifold where $ω$ is an invariant hermitian metric (…
In this paper, we are concerned with the first initial boundary value problem for a class of fully nonlinear parabolic equations on Riemannian manifolds. As usual, the establishment of the a priori C^2 estimates is our main part. Based on these estimates, the existence of classical solutions is proved under conditions which are nearly optimal.
We consider Pogorelov type estimates and Liouville type theorems to parabolic $k$-Hessian equations of the form $-u_t σ_k (D^2u) =1$ in $\mathbb{R}^n\times (-\infty, 0]$. We derive that any \textbf{$k+1$-convex-monotone} solution to $-u_t σ_k (D^2u) =1$ when $u(x,0)$ satisfies a quadratic growth and $0<m_1\le -u_t\le m_2$ must be a linear function of $t$ plus a quadratic polynomial of $x$.
In this paper, we derive a priori estimates for the gradient and second order derivatives of solutions to a class of Hessian type fully nonlinear parabolic equations with the first initial-boundary value problem on Riemannian manifolds. These a priori estimates are derived under conditions which are nearly optimal. Especially, there are no geometric restrictions on the boundary of the Riemannian manifolds. And as an application, the existence of smooth solutions to the first initial-boundary value problem even for infinity time is obtained.
In this paper, we establish the gradient and Pogorelov estimates for $k$-convex-monotone solutions to parabolic $k$-Hessian equations of the form $-u_tσ_k(λ(D^2u))=ψ(x,t,u)$. We also apply such estimates to obtain a Liouville type result, which states that any $k$-convex-monotone and $C^{4,2}$ solution $u$ to $-u_tσ_k(λ(D^2u))=1$ in $\mathbb{R}^n\times(-\infty,0]$ must be a linear function of $t$ plus a quadratic polynomial of $x$, under some growth assumptions on $u$.
This article is devoted to the study of several estimations for a positive solution to a nonlinear weighted parabolic equation on a weighted Riemannian manifold. We therefore derive new Li-Yau type and Hamilton type gradient estimates yielding several consequences. We also derive Hessian estimate and some corollaries for the same equation. Among the applications of our estimates discussed here are Harnack type inequalities, Liouville type theorems and a local time reversed Harnack inequality.
In this paper, we study the Dirichlet problem of Hessian quotient equations in exterior domains. By estimating the eigenvalues of the solution, the necessary and sufficient conditions on existence of radial solutions are obtained. Applying the solutions of ODE, the viscosity subsolutions and supersolutions are constructed and then the existence of viscosity solutions for exterior problems is established by the Perron's method.
We consider a partial differential equation that arises in the coarse-grained description of epitaxial growth processes. This is a parabolic equation whose evolution is governed by the competition between the determinant of the Hessian matrix of the solution and the biharmonic operator. This model might present a gradient flow structure depending on the boundary conditions. We first extend previous results on the existence of stationary solutions to this model for Dirichlet boundary conditions. For the evolution problem we prove local existence of solutions for arbitrary data and global existe…
We prove the long-time existence and convergence of solutions to a general class of parabolic equations, not necessarily concave in the Hessian of the unknown function, on a compact Hermitian manifold. The limiting function is identified as the solution of an elliptic complex Monge-Ampère equation.
We prove that convex viscosity solutions to the quadratic Hessian inequality $σ_2(D^2u) \geq 1$ are strictly $2$-convex. As a consequence we obtain short proofs of smoothness and interior $C^2$ estimates for convex viscosity solutions to $σ_2(D^2u) = 1$, which were proven using different methods in recent works of Guan-Qiu \cite{GQ}, McGonagle-Song-Yuan \cite{MSY} and Shankar-Yuan \cite{SY2}.
We study the long-time existence and convergence of general parabolic complex Monge-Ampere type equations whose second order operator is not necessarily convex or concave in the Hessian matrix of the unknown solution.
This paper is concerned with the Minkowski convolution of viscosity solutions of fully nonlinear parabolic equations. We adopt this convolution to compare viscosity solutions of initial-boundary value problems in different domains. As a consequence, we can for instance obtain parabolic power concavity of solutions to a general class of parabolic equations. Our results apply to the Pucci operator, the normalized $q$-Laplacians with $1<q\leq\infty$, the Finsler Laplacian and more general quasilinear operators.
We present a new stability result for viscosity solutions of fully nonlinear parabolic equations which allows to pass to the limit when one has only weak convergence in time of the nonlinearities.
We study Phragmén-Lindelöf properties of viscosity solutions to a class of doubly nonlinear parabolic equations in $\mathbb{R}^n\times (0,T)$. We also include an application to some doubly nonlinear equations.
We study the smoothness of the upper and lower value functions of stochastic differential games in the framework of time-homogeneous (possibly degenerate) diffusion processes in a domain, under the assumption that the diffusion, drift and discount coefficients are all independent of the spatial variables. Under suitable conditions (see Assumptions 2.1 and 2.2), we obtain the optimal local Lipschitz continuity of the value functions, provided that the running and terminal payoffs are globally Lipschitz. As applications, we obtain the stochastic representation and optimal interior $C^{0,1}$-regu…
We study one-dimensional very singular parabolic equations with periodic boundary conditions and initial data in $BV$, which is the energy space. We show existence of solutions in this energy space and then we prove that they are viscosity solutions in the sense of Giga-Giga.
We study asymptotic decay rates of viscosity solutions to some doubly nonlinear parabolic equations, including Trudinger's equation. We also prove a Phragmén-Lindelöf type result and show its optimality.
The paper concerns singular solutions of nonlinear elliptic equations, which include removable singularities for viscosity solutions, a strengthening of the Hopf Lemma including parabolic equations, Strong maximum principle and Hopf Lemma for viscosity solutions including also parabolic equations.
The global equi-continuity estimate on $L^p$-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients is established when obstacles are merely continuous. The existence of $L^p$-viscosity solutions is established via an approximation of given data. The local Hölder continuity estimate on the space derivative of $L^p$-viscosity solutions is shown when the obstacles belong to $C^{1, β}$, and $p>n+2$.
In this article we present several results concerning uniqueness of $C$-viscosity and $L_{p}$-viscosity solutions for fully nonlinear parabolic equations. In case of the Isaacs equations we allow lower order terms to have just measurable bounded coefficients. Higher-order coefficients are assumed to be Hölder continuous in $x$ with exponent slightly less than $1/2$. This case is treated by using stability of maximal and minimal $L_{p}$-viscosity solutions.
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…
We study the relationship of viscosity and weak solutions to the equation \[ \smash{\partial_{t}u-Δ_{p}u=f(Du)} \] where $p>1$ and $f\in C(\mathbb{R}^{N})$ satisfies suitable assumptions. Our main result is that bounded viscosity supersolutions coincide with bounded lower semicontinuous weak supersolutions. Moreover, we prove the lower semicontinuity of weak supersolutions when $p\geq2$.
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDE problem involving sublinear operators. This is done through a dynamic programming principle derived from [8]. The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
We study Phragmén-Lindelöf properties for viscosity solutions to a class of nonlinear parabolic equations of the type $H(Du, D^2u+Z(u)Du\otimes Du)+χ(t)|Du|^σ-u_t=0$ under a certain boundedness condition on $H$. We also state results for positive solutions to a class of doubly nonlinear equation $H(Du, D^2u)-f(u)u_t=0$.
We investigate the $C^{1+α}$-regularity of solutions of parabolic equations $\partial_{t}v+H(v,Dv,D^{2}v,t,x)=0$. Our main result says that under rather general assumptions there exist $C$-viscosity and $L_{p}$-viscosity solutions which are in $C^{1+α}_{loc}$. We allow $H$ to be just measurable in $t$ and for its principal part to have sufficiently small discontinuities as a function of~$x$. No Lipschitz continuity of $H$ with respect to $v,Dv$ is required.
In this work we consider viscosity solutions to second order parabolic PDEs $u_{t}+F(t,x,u,du,d^{2}u)=0$ defined on compact Riemannian manifolds with boundary conditions. We prove comparison, uniqueness and existence results for the solutions. Under the assumption that the manifold $M$ has nonnegative sectional curvature, we get the finest results. If one additionally requires $F$ to depend on $d^{2}u$ in a uniformly continuous manner, the assumptions on curvature can be thrown away.
We show how a theorem about the solvability in $W^{1,2}_{\infty}$ of special parabolic Isaacs equations can be used to obtain the existence and uniqueness of viscosity solutions of general uniformly nondegenerate parabolic Isaacs equations. We apply it also to establish the $C^{1+χ}$ regularity of viscosity solutions and show that finite-difference approximations have an algebraic rate of convergence. The main coefficients of the Isaacs equations are supposed to be in $C^γ$ with respect to the spatial variables with $γ$ slightly less than $1/2$.
We study a version of the strong minimum principle, and large time asymptotics of positive viscosity solutions to classes of doubly nonlinear parabolic equations of the form $$ H(Du,D^2u)-u^{k-1}u_t=0,\;\;k\geq 1,\quad\mbox{in $Ω\times [0,T)$},$$ where $Ω\subset \mathbb{R}^n$ is a bounded domain and $0<T\leq \infty$. The spatial operator $H$ is homogeneous with power $k$.
We establish sharp $W^{2,p}$ regularity estimates for viscosity solutions of fully nonlinear elliptic equations under minimal, asymptotic assumptions on the governing operator $F$. By means of geometric tangential methods, we show that if the {\it recession} of the operator $F$ -- formally given by $F^*(M):=\infty^{-1} F(\infty M)$ -- is convex, then any viscosity solution to the original equation $F(D^2u) = f(x)$ is locally of class $W^{2,p}$, provided $f\in L^p$, $p>d$, with appropriate universal estimates. Our result extends to operators with variable coefficients and in this setting they a…
For fully nonlinear $k$-Hessian operators on bounded strictly $(k-1)$-convex domains $Ω$ in ${\mathbb R}^N$, a characterization of the principal eigenvalue associated to a $k$-convex and negative principal eigenfunction will be given as the supremum over values of a spectral parameter for which admissible viscosity supersolutions obey a minimum principle. The admissibility condition is phrased in terms of the natural closed convex cone $Σ_k$ in the space of symmetric N by N matrices, which is an elliptic set in the sense of Krylov [Trans. AMS, 1995] and which corresponds to using $k$-convex fu…
We introduce the notion of δ-viscosity solutions for fully nonlinear uniformly parabolic PDE on bounded domains. We prove that δ-viscosity solutions are uniformly close to the actual viscosity solution. As a consequence we obtain an error estimate for implicit monotone finite difference approximations of uniformly parabolic PDE.
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.
Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle allows to consider dependence on the gradient witha quadratic growth and also on complex zeroth-order terms. The result it applies in particular to a differential model for pricing Mortgage-Backed Securities.
In this work, we show existence and uniqueness of positive solutions of $H(Du, D^2u)+χ(t)|Du|^Γ-f(u)u_t=$ in $Ω\times(0, T)$ and $u=h$ on its parabolic boundary. The operator $H$ satisfies certain homogeneity conditions, $Γ>0$ and depends on the degree of homogeneity of $H$, $f>0$, increasing and meets a concavity condition. We also consider the case $f\equiv 1$ and prove existence of solutions without sign restrictions.
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely solvable in the viscosity sense. Moreover, some spectral properties of the elliptic operator are investigated, proving existence and simplicity of the first eigenvalue. Eventually, parabolic solutions are proven to converge to the corresponding limiting elliptic solution in the long-time limit.
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical superprocesses. The aim of this paper is to show that mild solutions are also solutions in a viscosity sense. This result is motivated by the fact that mild solutions can provide value functions and optimal strategies for problems of stochastic optimal control. Since unique mild solutions exist under weak conditions, we obtain as a corollary a general existence re…
We prove a comparison result for viscosity solutions of (possibly degenerate) parabolic fully nonlinear path-dependent PDEs. In contrast with the previous result in Ekren, Touzi & Zhang, our conditions are easier to check and allow for the degenerate case, thus including first order path-dependent PDEs. Our argument follows the regularization method as introduced by Jensen, Lions & Souganidis in the corresponding finite-dimensional PDE setting. The present argument significantly simplifies the comparison proof in Ekren, Touzi & Zhang, but requires an $L^p-$type of continuity (with respect to t…
We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on classical techniques for uniformly parabolic quasilinear equations and on the Lipschitz estimates proved in [S.N. Armstrong and H.V. Tran, Viscosity solutions of general viscous Hamilton-Jacobi equations, Math. Ann., 361 (2015)], as well as on viscosity solution arguments.