We consider the Cauchy problem for a system of fully nonlinear parabolic equations. In this paper, we shall show the existence of global-in-time solutions to the problem. Our condition to ensure the global existence is specific to the fully nonlinear parabolic system.
Hölder estimates for second derivatives are proved for solutions of fully nonlinear parabolic equations in two space variables. Related techniques extend the regularity theory for fully nonlinear parabolic equations in higher dimensions.
We address the self-similar solvability of a singular parabolic problem and show that solutions to parabolic fully nonlinear equations are not expected to be $C^{2,1}$.
We establish Hölder estimates for the time derivative of solutions of fully non-linear parabolic equations that does not necessarily have $C^{2,α}$ estimates.
We obtain up to a flat boundary regularity results in parabolic Hölder spaces for viscosity solutions of fully nonlinear parabolic equations with oblique boundary conditions.
We study the boundary behavior of viscosity nonnegative solutions of fully nonlinear parabolic Pucci extremal operators. We establish local and global comparison theorems in $C^{1,1} cylinders, along with a backward Harnack inequality.
In this paper, we prove $\mathcal{H}^{2+α}$ regularity for viscosity solutions to non-convex fully nonlinear parabolic equations near the boundary. This constitutes the parabolic counterpart of a similar $C^{2, α}$ regularity result due to Silvestre and Sirakov proved in [15] for solutions to non-convex fully nonlinear elliptic equations.
In this paper we prove the existence of smooth solutions to fully nonlinear and nonlocal parabolic equations with critical index. The proof relies on the apriori Hölder estimate for advection fractional-diffusion equation established by Silvestre \cite{Si2}.
We establish Hölder estimates for the time derivative of solutions of non-local parabolic equations under mild assumptions for the boundary data. As a consequence we are able to extend the Evans-Krylov estimate for rough kernels to parabolic equations.
In this paper, we consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. We are able to find parabolic versions of Alexandrov-Backelman-Pucci estimate with 0<σ<2. And we show a Harnack inequality, Hölder regularity, and C^{1,α}-regularity of the solutions by obtaining decay estimates of their level sets.
Spacetime convexity is a basic geometric property of the solutions of parabolic equations. In this paper, we study microscopic convexity properties of spacetime convex solutions of fully nonlinear parabolic partial differential equations and give a new simple proof of the constant rank theorem in \cite{CH13}.
We prove weighted and mixed-norm Sobolev estimates for fully nonlinear elliptic and parabolic equations in the whole space under a relaxed convexity condition with almost VMO dependence on space-time variables. The corresponding interior and boundary estimates are also obtained.
In this paper, we prove boundary pointwise $C^{k,α}$ regularity for any $k\geq 1$ for fully nonlinear parabolic equations. As an application, we give a direct and short proof of the higher regularity of the free boundaries in obstacle-type problems.
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 prove the solvability in Sobolev spaces $W^{1,2}_p$, $p>d+1$, of the terminal-boundary value problem for a class of fully nonlinear parabolic equations, including parabolic Bellman's equations, in bounded cylindrical domains with VMO ``coefficients''. The solvability in $W^{2}_p$, $p>d$, of the corresponding elliptic boundary-value problem is also obtained.
We prove $C^{1, α}$ regularity (in the parabolic sense) for the viscosity solution of a boundary obstacle problem with a fully nonlinear parabolic equation in the interior. Following the method which was first introduced for the harmonic case by L. Caffarelli in 1979, we extend the results of I. Athanasopoulos (1982) who studied the linear parabolic case and the results of E. Milakis and L. Silvestre (2008) who treated the fully nonlinear elliptic case.
In \cite{CMS}, Chen-Ma-Salani established the strict convexity of spacetime level sets of solutions to heat equation in convex rings, using the constant rank theorem and a deformation method. In this paper, we generalize the constant rank theorem in \cite{CMS} to fully nonlinear parabolic equations, that is, establish the corresponding microscopic spacetime convexity principles of spacetime level sets. In fact, the results hold for fully nonlinear parabolic equations under a general structural condition, including the $p$-Laplacian parabolic equations ($p >1$) and some mean curvature type para…
This note establishes an interior quantitative lower bound for nonnegative supersolutions of fully nonlinear uniformly parabolic equations. The result may be interpreted as a nonlinear, quantitative version of a growth lemma established by Krylov and Safonov for nonnegative supersolutions of linear uniformly parabolic equations in nondivergence form. Our approach is different, and follows from an application of the Fabes-Stroock estimate. The result is the parabolic analogue of an elliptic regularity estimate established by Caffarelli, Souganidis, and Wang in the stochastic homogenization of f…
We study homogenization for fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media from the qualitative and quantitative perspective. We show that under suitable hypotheses, solutions to fully nonlinear uniformly parabolic equations in spatio-temporal media homogenize almost surely. In addition, we obtain a rate of convergence for this homogenization in measure, assuming that the environment is strongly mixing with a prescribed rate. A general methodology to study the stochastic homogenization of uniformly elliptic equations was introduced by Caffarelli, Soug…
We establish the existence of solutions to the Cauchy problem for a large class of nonlinear parabolic equations including fractional semilinear parabolic equations, higher-order semilinear parabolic equations, and viscous Hamilton-Jacobi equations by using the majorant kernel introduced in [K. Ishige, T. Kawakami, and S. Okabe, Ann. Inst. H. Poincaré Anal. Non Linéaire 37 (2020), 1185--1209].
This paper establishes sharp local regularity estimates for viscosity solutions of fully nonlinear parabolic free boundary problems with singular absorption terms. The main difficulties are due to the blow-up of the source along the free boundary and the lack of a variational structure. The proof combines the power of the Ishii-Lions method with intrinsically parabolic oscillation estimates. The results are new, even for second-order linear operators in nondivergence form.
In this paper, we establish the existence of solutions to fractional semilinear parabolic equations in Besov-Morrey spaces for a large class of initial data including distributions other than Radon measures. We also obtain sufficient conditions for the existence of solutions to viscous Hamilton-Jacobi equations.
Aim of this paper is to extend the continuous dependence estimates proved in \cite{JK1} to quasi-monotone systems of fully nonlinear second-order parabolic equations. As by-product of these estimates, we get an Hölder estimate for bounded solutions of systems and a rate of convergence estimate for the vanishing viscosity approximation. In the second part of the paper we employ similar techniques to study the periodic homogenization of quasi-monotone systems of fully nonlinear second-order uniformly parabolic equations. Finally, some examples are discussed.
We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable blow-up criterion. The key idea is the use of the paradifferential operator calculus in order to reduce the fully nonlinear problem into an abstract quasilinear (stochastic) parabolic equation. This allows us to use some recent results on abstract quasilinear (stochastic) evolution equations in Banach spaces. To do so, we analyse the properties of the paradi…
We prove global existence and blow-up of solutions of initial-boundary value problem for nonlinear nonlocal parabolic equation with nonlinear nonlocal boundary condition. Obtained results depend on the behavior of variable coefficients for large values of time.
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.
This article presents a relationship between the sharp constant of the Sobolev inequality and the initial criterion to the global existence of degenerate parabolic-parabolic Keller-Segel system with the diffusion exponent $\frac{2n}{2+n}<m<2-\frac{2}{n}$. The global weak solution obtained in this article does not need any smallness assumption on the initial data. Furthermore, a uniform in time $L^{\infty}$ estimate of the weak solutions is obtained via the Moser iteration, where the constant in $L^p$ estimate for the gradient of the chemical concentration has been exactly formulated in order t…
This paper deals with a class of nonlinear anisotropic parabolic equations with degenerate coercivity. Using the anisotropic Gagliardo-Nirenberg-type inequality, we prove some existence and regularity results for the solutions under the framework of anisotropic Sobolev spaces, which generalize the previous results of [10,18,23].
We establish the existence of solutions of the Cauchy problem for a higher-order semilinear parabolic equation by introducing a new majorizing kernel. We also study necessary conditions on the initial data for the existence of local-in-time solutions and identify the strongest singularity of the initial data for the solvability of the Cauchy problem.
We obtain Schauder estimates for a class of concave fully nonlinear nonlocal parabolic equations of order $σ\in (0,2)$ with rough and non-symmetric kernels. As a application, we prove that the solution to a translation invariant equation with merely bounded data is $C^σ$ in $x$ variable and $Λ^1$ in $t$ variable, where $Λ^1$ is the Zygmund space.
In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally monotone.
Convergence to stationary solutions in fully nonlinear parabolic systems with general nonlinear boundary conditions is shown in situations where the set of stationary solutions creates a $C^2$-manifold of finite dimension which is normally stable. We apply the parabolic Hölder setting which allows to deal with nonlocal terms including highest order point evaluation. In this direction some theorems concerning the linearized systems is also extended. As an application of our main result we prove that the lens-shaped networks generated by circular arcs are stable under the surface diffusion flow.
In this paper, we study the solvability of a Cauchy- Dirichlet problem for nonlinear parabolic equation with non standard growths and nonlocal terms. We show the existence of weak solutions of the considered problem under more general conditions. In addition, we obtain some results on the behavior of the solution when the problem is homogeneous.
In the paper, we investigate a local boundary value problem with transmitting condition of the integral form for mixed parabolic-hyperbolic equation with non-characteristic line of type changing. Two theorems on strong solvability and the existence of eigenvalues of the considered problem have been proved.
We study the free boundary of solutions to the parabolic obstacle problem with fully nonlinear diffusion. We show that the free boundary splits into a regular and a singular part: near regular points the free boundary is $C^\infty$ in space and time. Furthermore, we prove that the set of singular points is locally covered by a Lipschitz manifold of dimension $n-1$ which is also $\varepsilon$-flat in space, for any $\varepsilon>0$.
We study fully nonlinear singularly perturbed parabolic equations and their limits. We show that solutions are uniformly Lipschitz continuous in space and Hölder continuous in time. For the limiting free boundary problem, we analyse the behaviour of solutions near the free boundary. We show, in particular, that, at each time level, the free boundary is a porous set and, consequently, is of Lebesgue measure zero. For rotationally invariant operators, we also derive the limiting free boundary condition.
We prove a priori gradient bounds for classical solutions of the fully nonlinear parabolic equation $$u_{t}=F(D^2u,D u,u,x,t).$$ The domain is the torus {\mathbb{T}}^{d} of dimension $d\ge1$. Up to the price of technicalities, our work can be extended to the case of bounded domains or the case of the whole space ${\mathbb{R}}^d$. Several applications are given, including the standard porous medium equation.
In this paper we consider a one-dimensional fully parabolic quasilinear Keller-Segel system with critical nonlinear diffusion. We show uniform-in-time boundedness of solutions, which means, that unlike in higher dimensions, there is no critical mass phenomenon in the case of critical diffusion. To this end we utilize estimates from a well-known Lyapunov functional and a recently introduced new Lyapunov-like functional in [3].
This paper is concerned with the blowup phenomenon of stochastic parabolic equations both on bounded domain and in the whole space. We introduce a new method to study the blowup phenomenon on bounded domain. Comparing with the existing results, we delete the assumption that the solutions to stochastic heat equations are non-negative. Then the blowup phenomenon in the whole space is obtained by using the properties of heat kernel. We obtain that the solutions will blow up in finite time for nontrivial initial data.
In this paper we study one dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. We establish global existence-uniqueness of classical solutions assuming that the initial-boundary data are sufficiently smooth and satisfy some compatibility conditions. Our approach is based on analysis of an equivalent system of nonlinear integral equations.
This paper is concerned with a general class of fully nonlinear parabolic equations with monotone nonlocal terms. We investigate the quasiconvexity preserving property of positive, spatially coercive viscosity solutions. We prove that if the initial value is quasiconvex, the viscosity solution to the Cauchy problem stays quasiconvex in space for all time. Our proof can be regarded as a limit version of that for power convexity preservation as the exponent tends to infinity. We also present several concrete examples to show applications of our result.
We prove global existence of nonnegative weak solutions to a degenerate parabolic system which models the interaction of two thin fluid films in a porous medium. Furthermore, we show that these weak solutions converge at an exponential rate towards flat equilibria.
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.
We establish the interior $C^{1,α}$-estimate for viscosity solutions of degenerate/singular fully nonlinear parabolic equations $$u_t = |Du|^γF(D^2u) + f.$$ For this purpose, we prove the well-posedness of the regularized Dirichlet problem \begin{equation*} \left\{ \begin{aligned} u_t&=(1+|Du|^2)^{γ/2}F(D^2u) &&\text{in $Q_1$} \newline u&=φ&&\text{on $\partial_p Q_1$}. \end{aligned}\right. \end{equation*} Our approach utilizes the Bernstein method with approximations in view of difference quotient.
The global existence of classical solutions to strongly coupled parabolic systems is shown to be equivalent to the availability of an iterative scheme producing a sequence of solutions with uniform continuity in the BMO norms. Amann's results on global existence of classical solutions still hold under much weaker condition that their BMO norms do not blow up in finite time. The proof makes use of some new global and local weighted Gagliardo-Nirenberg inequalities involving BMO norms.
We discuss the existence and uniqueness of the weak solution of the following quasilinear parabolic equation $u_t-Δ_{p(x)}u = f(x,u)$ in $ (0,T)\timesΩ$; $u = 0$ on $(0,T)\times\partialΩ$; $u(0,x)=u_0(x)$ in $Ω$; involving the $p(x)$-Laplacian operator. Next, we discuss the global behaviour of solutions and in particular some stabilization properties.
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 consider a general hyperbolic model of chemotaxis in the multidimensional case. For this system we show the global existence of smooth solutions to the Cauchy problem and we determine their asymptotic behavior. Since this model does not enter in the classical framework of dissipative problems, we analyze it combining the features of the hyperbolic and the parabolic parts and using detailed decay estimates of the Green function.
We study the local in time existence of a regular solution of a nonlinear parabolic backward-forward system arising from the theory of Mean-Field Games (briefly MFG). The proof is based on a contraction argument in a suitable space that takes account of the peculiar structure of the system, which involves also a coupling at the final horizon. We apply the result to obtain existence to very general MFG models, including also congestion problems.