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.
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 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 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 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.
We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form $\operatorname{div} γ(\nabla \cdot)$, where $γ$ is a maximal monotone graph in $\mathbb{R}^n \times \mathbb{R}^n$ obtained as the subdifferential of a convex function satisfying very mild assumptions on its behavior at infinity. The well-posedness result complements the corresponding one in our recent work arXiv:1612.08260 where, under the additional assumption that $γ$ is single-valued, a solution with better integrability and regularity prop…
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…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap L^{\infty}([0,T] \times \R^{d})$ and the divergence is the locally integrable. In the second result we show that the smoothing acts as a selection criterion when the drift is in $L^{2}([0,T] \times \R^{d})\cap L^{\infty}([0,T] \times \R^{d})$ without any condition on the divergence.
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 consider the problem of constructing weak solutions to the Itô and to the Stratonovich stochastic differential equations having critical-order singularities in the drift and critical-order discontinuities in the dispersion matrix.
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 dimen…
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 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…
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 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…
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 consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term $B$ and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper extends our previous paper (Da Prato, Flandoli, Priola and M. Rockner, Annals of Prob., published online in 2012) which generalized Veretennikov's fundamental result to infinite dimensions assuming boundedness of the drift term. As in our previous paper pathwise uniqueness holds for a large class, but not for every initial condition. We also include an applica…
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.
We add a divergence-free drift with increasing magnitude to the fractional Laplacian on a bounded smooth domain, and discuss the behavior of the principal eigenvalue for the Dirichlet problem. The eigenvalue remains bounded if and only if the drift has non-trivial first integrals in the domain of the quadratic form of the fractional Laplacian.
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)
Let $Ω$ be an arbitrary bounded domain of $\R^n$. We study the right invertibility of the divergence on $Ω$ in weighted Lebesgue and Sobolev spaces on $Ω$, and rely this invertibility to a geometric characterization of $Ω$ and to weighted Poincaré inequalities on $Ω$. We recover, in particular, well-known results on the right invertibility of the divergence in Sobolev spaces when $Ω$ is Lipschitz or, more generally, when $Ω$ is a John domain, and focus on the case of $s$-John domains.
We provide a vast class of counterexamples to the chain rule for the divergence of bounded vector fields in three space dimensions. Our convex integration approach allows us to produce renormalization defects of various kinds, which in a sense quantify the breakdown of the chain rule. For instance, we can construct defects which are absolutely continuous with respect to Lebesgue measure, or defects which are not even measures.
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 $γ\leq1$, …
We introduce a family of pairings between a bounded divergence-measure vector field and a function $u$ of bounded variation, depending on the choice of the pointwise representative of $u$. We prove that these pairings inherit from the standard one, introduced in [6,10], all the main properties and features (e.g. coarea, Leibniz and Gauss--Green formulas). We also characterize the pairings making the corresponding functionals semicontinuous with respect to the strict convergence in $BV$. We remark that the standard pairing in general does not share this property.
We construct a strong Feller process associated with $-Δ+ σ\cdot \nabla$, with drift $σ$ in a wide class of measures (weakly form-bounded measures, e.g. combining weak $L^d$ and Kato class measure singularities), by exploiting a quantitative dependence of the smoothness of the domain of an operator realization of $-Δ+ σ\cdot \nabla$ generating a holomorphic $C_0$-semigroup on $L^p(\mathbb R^d)$, $p>d-1$, on the value of the form-bound of $σ$. Our method admits extension to other types of perturbations of $-Δ$ or $(-Δ)^{\fracα{2}}$, e.g. to yield new $L^p$-regularity results for Schrödinger ope…
$BV$-Estimates for Non-Linear Parabolic PDE with Linear Drift
Institut de recherche XLIM-DMI, UMR-CNRS 6172, Faculté des Sciences et Techniques, Université de Limoges(利摩日大学科学技术学院XLIM-DMI研究中心);Laboratoire de Mathématique Informatique et modélisation des Systèmes Complèxes, EST Essaouira, Cadi Ayyad University Marrakesh(卡迪·阿亚德大学马拉喀什ESSAOUIRA信息数学与复杂系统建模实验室)