We use some tools from nonlinear analysis to study two examples of singular stochastic elliptic PDEs that cannot be solved by the contraction principle or the Schauder fixed point theorem. Let $ξ$ stand for a spatial white noise on a closed Riemannian surface $S$. We prove the existence of a solution to the equation $$ (-Δ+ a)u = f(u) + ξu $$ with a potential $a\in L^p(S)$ and $p>1$, and $f$ subject to growth conditions. Under an additional parity condition on $f$ -- met for instance when $f(u) = u\vert u\vert^\ell$, with $\ell$ an even innteger, we further prove that this equation has infinitely many solutions, in stark contrast with all the well-posedness results that have been proved so far for singular stochastic PDEs under a small parameter assumption. This kind of results is obtained by seeing the equation as characterizing the critical points of an energy functional based on the Anderson operator $H=Δ+ ξ$ and by resorting to variants of the mountain pass theorem. There are however some interesting equations that cannot be characterized as the critical points of an energy functional. Such is the case of the singular Choquard-Pecard equation on $\mathbb{T}^2$ $$ (-Δ+ a)u = \big(w\star f(u)\big)g(u) + ξu $$ One can use Ghoussoub's machinery of self-dual functionals to prove the existence of a solution to that equation as the minimum of a self-dual strongly coercive functional under proper assumptions on the coefficients $a,w,f$ and $g$.
This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption formulated on some partial differential equation defined locally by freezing the path.
In this paper, we prove that there exists a unique weak solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is probabilistic. The theory of Dirichlet forms and backward stochastic differential equations with singular coefficients and infinite horizon plays a crucial role.
We are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$. We prove several comparison principles among viscosity solutions which may be unbounded under some polynomial-type growth conditions. Our main result applies to PDEs with convex superlinear terms but we also obtain some results in nonconvex cases. Applications to monotone systems of PDEs are given.
Stochastic PDEs are ubiquitous in mathematical modeling. Yet, many such equations are too singular to admit classical treatment. In this article we review some recent progress in defining, approximating and studying the properties of a few examples of such equations. We focus mainly on the dynamical Phi4 equation, KPZ equation and Parabolic Anderson Model, as well as touch on a few other equations which arise mainly in physics.
The goal of this paper is to investigate some rigidity properties of stable solutions of elliptic equations set on manifolds with boundary. We provide several types of results, according to the dimension of the manifold and the sign of its Ricci curvature.
In this paper, we establish $L^{\infty}$ and $L^{p}$ estimates for solutions of some polyharmonic elliptic equations via the Morse index. As far as we know, it seems to be the first time that such explicit estimates are obtained for polyharmonic problems.
We develop further in this work the high order paracontrolled calculus setting to deal with the analytic part of the study of quasilinear singular PDEs. A number of continuity results for some operators are proved for that purpose. Unlike the regularity structures approach of the subject by Gerencser and Hairer, and Otto, Sauer, Smith and Weber, or Furlan and Gubinelli' study of the two dimensional quasilinear parabolic Anderson model equation, we do not use parametrised families of models or paraproducts to set the scene. We use instead infinite dimensional paracontrolled structures that we i…
We give a new proof of Bian-Guan's constant rank theorem for nonlinear elliptic equations. Our approach is to use a linear expression of the eigenvalues of the Hessian instead of quotients of elementary symmetric functions.
We define multiple stochastic integrals with respect to càdlàg martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the discretization framework of Erhard and Hairer (2017), our results give a tool for proving convergence of interacting particle systems to stochastic PDEs using regularity structures. As examples, we prove convergence of martingale-driven discretizations of the $3$-dimensional stochastic quantization equation and the KPZ equation.
We prove regularity estimates for weak solutions to the Dirichlet problem for a divergence form elliptic operator. We give $L^p$ estimates for the second derivative for $p<2$. Our work generalizes results due to Miranda [28].
We provide in this work a semigroup approach to the study of singular PDEs, in the line of the paracontrolled approach developed recently by Gubinelli, Imkeller and Perkowski. Starting from a heat semigroup, we develop a functional calculus and introduce a paraproduct based on the semigroup, for which commutator estimates and Schauder estimates are proved, together with their paracontrolled extensions. This machinery allows us to investigate singular PDEs in potentially unbounded Riemannian manifolds under mild geometric conditions. As an illustration, we study the generalized parabolic Anders…
By exploiting an old idea first used by Pizzetti for the classical Laplacian, we introduce a notion of {\it asymptotic average solutions} making pointwise solvable every Poisson equation $\mathcal{L} u(x)=-f(x)$ with continuous data $f$, where $\mathcal{L}$ is a hypoelliptic linear partial differential operator with positive semidefinite characteristic form.
Existence and uniqueness is established for a large class of backward stochastic differential equations which contain singular terms of the form $\pm|z|^2/y$. The results are applied to investigate singular partial differential equations (PDEs) and to decision theory problems that cannot be studied using classical regular BSDEs. The application to PDEs concerns the existence of viscosity solutions to PDEs containing a singular term of the form $\pm|\nabla v|^2/v$ with rather weak assumptions on the regularity of the coefficients. Such PDEs with singularity in the value process appear in severa…
We introduce a notion of subunit vector field for fully nonlinear degenerate elliptic equations. We prove that an interior maximum of a viscosity subsolution of such an equation propagates along the trajectories of subunit vector fields. This implies strong maximum and minimum principles when the operator has a family of subunit vector fields satisfying the Hörmander condition. In particular these results hold for a large class of nonlinear subelliptic PDEs in Carnot groups. We prove also a strong comparison principle for degenerate elliptic equations that can be written in Hamilton-Jacobi-Bel…
In this paper we show that minima and stable solutions of a general energy functional of the form $$ \int_Ω F(\nabla u,\nabla v,u,v,x)dx $$ enjoy some monotonicity properties, under an assumption on the growth at infinity of the energy. Our results are quite general, and comprise some rigidity results which are known in the literature.
We study exponential decay rates of eigenfunctions of self-adjoint higher order elliptic operators on R^n. We are interested in decay rates as a function of direction. We show that the possible decay rates are to a large extent determined algebraically.
Very singular self-similar solutions of semilinear odd-order PDEs are studied on the basis of a Hermitian-type spectral theory for linear rescaled odd-order operators.
In this note, we address the following question: Why certain nonassociative algebra structures emerge in the regularity theory of elliptic type PDEs and also in constructing nonclassical and singular solutions? The aim of the paper is twofold. Firstly, to give a survey of diverse examples on nonregular solutions to elliptic PDEs with emphasis on recent results on nonclassical solutions to fully nonlinear equations. Secondly, to define an appropriate algebraic formalism which makes the analytic part of the construction of nonclassical solutions more transparent.
For a Jordan domain with sufficiently smooth boundaries, the solution to the Dirichlet problem for second order skew-symmetric strongly elliptic system with constant coefficients and regular enough boundary data is constructed in the form of a power series of a small parameter describing the perturbation of the given system from the Laplace one. The coefficients of this series are the functions that are determined sequentially as solutions to special Dirichlet problems for the usual Laplace and Poisson equations. The obtained series converges uniformly in the closure of the domain under consid…
We approximate the homogenization of fully nonlinear, convex, uniformly elliptic Partial Differential Equations in the periodic setting, using a variational formula for the optimal invariant measure, which may be derived via Legendre-Fenchel duality. The variational formula expresses $\bar H$ as an average of the operator against the optimal invariant measure, generalizing the linear case. Several nontrivial analytic formulas for $\bar H$ are obtained. These formulas are compared to numerical simulations, using both PDE and variational methods. We also perform a numerical study of convergence …
In this paper we study elliptic PDEs on compact Gromov-Hausdorff limit spaces of Riemannian manifolds with lower Ricci curvature bounds. In particular we establish continuities of geometric quantities, which include solutions of Poisson's equations, eigenvalues of Schrodinger operators, generalized Yamabe constants and eigenvalues of the Hodge Laplacian, with respect to the Gromov-Hausdorff topology. We apply these to the study of second-order differential calculus on such limit spaces.
We consider the nonlinear Neumann problem for fully nonlinear elliptic PDEs on a quadrant. We establish a comparison theorem for viscosity sub and supersolutions of the nonlinear Neumann problem. The crucial argument in the proof of the comparison theorem is to build a $C^{1,1}$ test function which takes care of the nonlinear Neumann boundary condition. A similar problem has been treated on a general $n$-dimensional orthant by Biswas, Ishii, Subhamay, and Wang [SIAM J. Control Optim. 55 (2017), pp. 365--396], where the functions ($H_i$ in the main text) describing the boundary condition are re…
We discuss stability of square root domains for uniformly elliptic partial differential operators $L_{a,Ω,Γ} = -\nabla\cdot a \nabla$ in $L^2(Ω)$, with mixed boundary conditions on $\partial Ω$, with respect to additive perturbations. We consider open, bounded, and connected sets $Ω\in \mathbb{R}^n$, $n \in \mathbb{N} \backslash\{1\}$, that satisfy the interior corkscrew condition and prove stability of square root domains of the operator $L_{a,Ω,Γ}$ with respect to additive potential perturbations $V \in L^p(Ω) + L^{\infty}(Ω)$, $p>n/2$. Special emphasis is put on the case of uniformly ellipt…
We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $Φ^4_3$ model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.
Extended decorations on naturally decorated trees were introduced in the work of Bruned, Hairer and Zambotti on algebraic renormalization of regularity structures to provide a convenient framework for the renormalization of systems of singular stochastic PDEs within that setting. This non-dynamical feature of the trees complicated the analysis of the dynamical counterpart of the renormalization process. We provide a new proof of the renormalized system by-passing the use of extended decorations and working for a large class of renormalization maps, with the BPHZ renormalization as a special ca…
Asymptotic properties of solutions of odd-order nonlinear dispersion equations are studied. The global in time similarity solutions, which lead to eigenfunctions of the rescaled ODEs, are constructed.
We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems like differential equations driven by fractional Brownian motion, a fractional Burgers type SPDE driven by space-time white noise, and a non-linear version of the parabolic Anderson model with a white noise potential.
We consider possibly degenerate and singular elliptic equations in a possibly anisotropic medium. We obtain monotonicity results for the energy density, rigidity results for the solutions and classification results for the singularity/degeneracy/anisotropy allowed. As far as we know, these results are new even in the case of non-singular and non-degenerate anisotropic equations.
We consider a second-order parabolic equation in $\bR^{d+1}$ with possibly unbounded lower order coefficients. All coefficients are assumed to be only measurable in the time variable and locally Hölder continuous in the space variables. We show that global Schauder estimates hold even in this case. The proof introduces a new localization procedure. Our results show that the constant appearing in the classical Schauder estimates is in fact independent of the $L_{\infty}$-norms of the lower order coefficients. We also give a proof of uniqueness which is of independent interest even in the case o…
We study ground state solutions for linear and nonlinear elliptic PDEs in $\mathbb{R}^n$ with (pseudo-)differential operators of arbitrary order. We prove a general symmetry result in the nonlinear case as well as a uniqueness result for ground states in the linear case. In particular, we can deal with problems (e.\,g. higher order PDEs) that cannot be tackled by usual methods such as maximum principles, moving planes, or Polya--Szegö inequalities. Instead, we use arguments based on the Fourier transform and we apply a rigidity result for the Hardy-Littlewood majorant problem in $\mathbb{R}^n$…
In this work, we study the Landis conjecture for second-order elliptic equations in the plane. Precisely, assume that $V\ge 0$ is a measurable real-valued function satisfying $\|V\|_{L^\infty({\mathbb R}^2)} \le 1$. Let $u$ be a real solution to $\mbox{div}(A \nabla u) - V u = 0$ in ${\mathbb R}^2$. Assume that $|u(z)| \le \exp(c_0 |z|)$ and $u(0) = 1$. Then, for any $R$ sufficiently large, \[ \inf_{|z_0| = R} \|u\|_{L^\infty(B_1(z_0))} \ge \exp(- C R \log R). \] In addition to equations with electric potentials, we also derive similar estimates for equations with magnetic potentials. The proo…
In this paper, we propose an existence result pertaining to a nontrivial solution to the problem \begin{align*} \Bigg\{\begin{split} & Δ^2_p u -Δ_p u + λV(x)|u|^{p-2}u = f(x,u)\,,\,x\in \mathbb{R}^N, & u \in W^{2,p}(\mathbb{R}^N), \end{split} \end{align*} where $λ>0$, $p>1, N>2p$ and $V\in C(\mathbb{R}^N, \mathbb{R}^+)$, $f\in C(\mathbb{R}^N \times \mathbb{R},\mathbb{R})$ with certain properties. We also investigate the concentration of solutions to the problem on the set $V^{-1}(0)$ as $λ\rightarrow \infty$.
We establish surprising improved Schauder regularity properties for solutions to the Leray-Lions divergence type equation in the plane. The results are achieved by studying the nonlinear Beltrami equation and making use of special new relations between these two equations. In particular, we show that solutions to an autonomous Beltrami equation enjoy a quantitative improved degree of Hölder regularity, higher than what is given by the classical exponent $1/K$.
We are interested in the shape of the homogenized operator $\overline F(Q)$ for PDEs which have the structure of a nonlinear Pucci operator. A typical operator is $H^{a_1,a_2}(Q,x) = a_1(x) λ_{\min}(Q) + a_2(x)λ_{\max}(Q)$. Linearization of the operator leads to a non-divergence form homogenization problem, which can be solved by averaging against the invariant measure. We estimate the error obtained by linearization based on semi-concavity estimates on the nonlinear operator. These estimates show that away from high curvature regions, the linearization can be accurate. Numerical results show …
We develop an optimal regularity theory for $L^p$-viscosity solutions of fully nonlinear uniformly elliptic equations in nondivergence form whose gradient growth is described through a Hamiltonian function with measurable and possibly unbounded coefficients. Our approach treats both superlinear and sublinear gradient regimes in a unified way. We show $C^{0,α}$, $C^{0,\textrm{Log-Lip}}$, $C^{1,α}$, $ C^{1,\textrm{Log-Lip}}$ and $C^{2,α}$ regularity estimates, by displaying the growth allowed to the Hamiltonian in order to deal with an unbounded nonlinear gradient coefficient, whose integrabilit…
Starting with an adjoint pair of operators, under suitable abstract versions of standard PDE hypotheses, we consider the Weyl M-function of extensions of the operators. The extensions are determined by abstract boundary conditions and we establish results on the relationship between the M-function as an analytic function of a spectral parameter and the spectrum of the extension. We also give an example where the M-function does not contain the whole spectral information of the resolvent, and show that the results can be applied to elliptic PDEs where the M-function corresponds to the Dirichlet…
