The primary purpose of this paper is to study the Wiener-type regularity criteria for non-linear equations driven by integro-differential operators, whose model is the fractional $p-$Laplace equation. In doing so, with the help of tools from potential analysis, such as fractional relative Sobolev capacities, Wiener type integrals, Wolff potentials, $(α,p)-$barriers, and $(α,p)-$balayages, we first prove the characterizations of the fractional thinness and the Perron boundary regularity. Then, we establish a Wiener test and a generalized fractional Wiener criterion. Furthermore, we also prove the continuity of the fractional superharmonic function, the fractional resolutivity, a connection between $(α,p)-$potentials and $(α,p)-$Perron solutions, and the existence of a capacitary function for an arbitrary condenser.
This paper is concerned with higher Hölder regularity for viscosity solutions to non-translation invariant second order integro-PDEs, compared to \cite{mou2018}. We first obtain $C^{1,α}$ regularity estimates for fully nonlinear integro-PDEs. We then prove the Schauder estimates for solutions if the equation is convex.
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.
We prove that $C^{1,α}$ $s$-minimal surfaces are automatically $C^\infty$. For this, we develop a new bootstrap regularity theory for solutions of integro-differential equations of very general type, which we believe is of independent interest.
We consider fully nonlinear integro-differential equations governed by kernels that have different homogeneities in different directions. We prove a nonlocal version of the ABP estimate, a Harnack inequality and the interior $C^{1, γ}$ regularity, extending the results of [Caffarelli and Silvestre, CPAM 62, 2009] to the anisotropic case.
We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump Lèvy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior $C^{1,α}$ regularity for general fully nonlinear integro-differential equations. Our estimates remain uniform as the degree of the equation approaches two, so they can be seen as a natural extension of the regularity theory for elliptic partial differential equations.
We prove for some singular kernels $K(x,y)$ that viscosity solutions of the integro-differential equation $\int_{\mathbb{R}^n} \left[u(x+y)+u(x-y)-2u(x)\right]\,K(x,y)dy=f(x)$ locally belong to some Gevrey class if so does $f$. The fractional Laplacian equation is included in this framework as a special case.
In this paper we study integro-differential equations like the anisotropic fractional Laplacian. As in [Silvestre, Indiana University Mathematics Journal 55, 2006], we adapt the De Giorgi technique to achieve the $C^γ$-regularity for solutions of class $C^{2}$ and use the geometry found in [Caffarelli, Leitão, and Urbano, Math. Ann. 360, 2014] to get an ABP estimate, a Harnack inequality and the interior $C^{1, γ}$ regularity for viscosity solutions.
In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric, regularly varying kernels at zero. In particular, we obtain the uniform Harnack inequality and Hölder estimate of viscosity solutions to the nonlinear integro-differential equations associated with the kernels $K_{σ, β}$ satisfying $$ K_{σ,β}(y)\asymp \frac{ 2-σ}{|y|^{n+σ}}\left( \log\frac{2}{|y|^2}\right)^{β(2-σ)}\quad \mbox{near zero} $$ with respect to $σ\in…
Here we show a hidden regularity result for nonlinear wave equations with an integral term of convolution type and Dirichlet boundary conditions. Under general assumptions on the nonlinear term and on the integral kernel we are able to state results about global existence of strong and mild solutions without any further smallness on the initial data. Then we define the trace of the normal derivative of the solution showing a regularity result. In such a way we extend to integrodifferential equations with nonlinear term well-known results available in the literature for linear wave equations wi…
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators. Our main result establishes that, once free boundaries are $C^{1,α}$, then they are $C^\infty$. This completes the study of regular points, initiated in [5]. In order to achieve this, we need to establish optimal boundary regularity estimates for solutions to linear nonlocal equations in $C^{k,α}$ domains. These new estimates are the core of our paper, and extend previously known results by Grubb (for $k=\infty$) and by the second author and Serra (for $k=1$).
We investigate the regularity of the solutions for a class of degenerate/singular fully nonlinear nonlocal equations. In the degenerate scenario, we establish that there exists at least one viscosity solution of class $C_{loc}^{1, α}$, for some constant $α\in (0, 1)$. In addition, under suitable conditions on $σ$, we prove regularity estimates in Hölder spaces for any viscosity solution. We also examine the singular setting and prove Hölder regularity estimates for the gradient of the solutions.
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the …
In this paper we obtain regularity results for elliptic integro-differential equations driven by the stronger effect of coercive gradient terms. This feature allows us to construct suitable strict supersolutions from which we conclude Hölder estimates for bounded subsolutions. In many interesting situations, this gives way to a priori estimates for subsolutions. We apply this regularity results to obtain the ergodic asymptotic behavior of the associated evolution problem in the case of superlinear equations. One of the surprising features in our proof is that it avoids the key ingredient which…
In this paper, we consider fully nonlinear integro-differential equations with possibly nonsymmetric kernels. We are able to find different versions of Alexandroff-Backelman-Pucci estimate corresponding to the full class $\cS^{\fL_0}$ of uniformly elliptic nonlinear equations with $1<σ<2$ (subcritical case) and to their subclass $\cS^{\fL_0}_η$ with $0<σ\leq 1$. We show that $\cS^{\fL_0}_η$ still includes a large number of nonlinear operators as well as linear operators. And we show a Harnack inequality, Hölder regularity, and $C^{1,α}$-regularity of the solutions by obtaining decay estimates …
In this paper we are interested in integro-differential elliptic and parabolic equations involving nonlocal operators with order less than one, and a gradient term whose coercivity growth makes it the leading term in the equation. We obtain Lipschitz regularity results for the associated stationary Dirichlet problem in the case when the nonlocality of the operator is confined to the domain, feature which is known in the literature as censored nonlocality. As an application of this result, we obtain strong comparison principles which allow us to prove the well-posedness of both the stationary a…
We develop a regularity theory for integro-differential equations with kernels deforming in space like sections of a convex solution of a Monge-Ampère equation. We prove an ABP estimate and a Harnack inequality and derive Hölder and $C^{1,α}$ regularity results for solutions.
Perron's method and Wiener's criterion have entirely solved the Dirichlet problem for the Laplace equation. Since then, this approach has attracted the attention of many mathematicians for applying these ideas in the more general equations. So, in this paper, we extend the Perron method and the Wiener criterion to the $G(\cdot)$-Laplace equation.
We establish that the $C^{1,γ}$ regularity theory for translation invariant fractional order parabolic integro-differential equations (via Krylov-Safonov estimates) gives an improvement of regularity mechanism for solutions to a special case of a two-phase free boundary flow related to Hele-Shaw. The special case is due to both a graph assumption on the free boundary of the flow and an assumption that the free boundary is $C^{1,\text{Dini}}$ in space. The free boundary then must immediately become $C^{1,γ}$ for a universal $γ$ depending upon the Dini modulus of the gradient of the graph. These…
In this paper, we provide suitable adaptations of the "weak version of Bernstein method" introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed "uniformly el-liptic" (maybe in the nonlocal sense) but which do not satisfy the usual "growth condition" on the gradient term allowing to use (for example) the Ishii-Lions' method. We treat …
We obtain a sufficient condition for boundary regularity of quasiminimizers of the p-energy integral in terms of a Wiener type sum of power type. The exponent in the sum is independent of the dimension and is explicitly expressed in terms of p and the quasiminimizing constant. We also show by an example that the exponent is sharp in a certain sense.
We prove Hölder regularity results for a class of nonlinear elliptic integro-differential operators with integration kernels whose ellipticity bounds are strongly directionally dependent. These results extend those in [9] and are also uniform as the order of operators approaches 2.
We study the strong ill-posedness (norm inflation with infinite loss of regularity) for the nonlinear wave equation at every initial data in Wiener amalgam and Fourier amalgam spaces with negative regularity. In particular these spaces contain Fourier-Lebesgue, Sobolev and some modulation spaces. The equations are posed on $\mathbb R^d$ and on torus $\mathbb T^d$ and involve a smooth power nonlinearity. Our results are sharp with respect to well-posedness results of Bényi and Okoudjou (2009) and Cordero and Nicola (2009) in the Wiener amalgam and modulation space cases. In particular, we also …
We study the obstacle problem for integro-differential operators of order $2s$, with $s\in (0,1)$. Our main result establishes that the free boundary is $C^{1,γ}$ and $u\in C^{1,s}$ near all regular points. Namely, we prove the following dichotomy at all free boundary points $x_0\in\partial\{u=φ\}$: (i) either $u(x)-φ(x)=c\,d^{1+s}(x)+o(|x-x_0|^{1+s+α})$ for some $c>0$, (ii) or $u(x)-φ(x)=o(|x-x_0|^{1+s+α})$, where $d$ is the distance to the contact set $\{u=φ\}$. Moreover, we show that the set of free boundary points $x_0$ satisfying (i) is open, and that the free boundary is $C^{1,γ}$ and $u…
In this paper, we study the 3D Lamé system and establish its weighted positive definiteness for a certain range of elastic constants. By modifying the general theory developed in Maz'ya (2002), we then show, under the assumption of weighted positive definiteness, that the divergence of the classical Wiener integral for a boundary point guarantees the continuity of solutions to the Lamé system at this point.
We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order $2s$, with $s\in(0,1)$. We consider the class of nonlocal operators $\mathcal L_*\subset \mathcal L_0$, which consists of infinitesimal generators of stable Lévy processes belonging to the class $\mathcal L_0$ of Caffarelli-Silvestre. For fully nonlinear operators $I$ elliptic with respect to $\mathcal L_*$, we prove that solutions to $I u=f$ in $Ω$, $u=0$ in $\mathbb R^n\setminusΩ$, satisfy $u/d^s\in C^{s+γ}(\overlineΩ)$, where $d$ is the distance to $\partialΩ$ and $f…
We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump Lèvy processes. If the index of the operator $σ$ is in $ (1,2)$ (subcritical case), then we obtain a comparison principle, a nonlocal version of the Alexandroff-Backelman-Pucci estimate, a Harnack inequality, a Hölder regularity, and an interior $\rm C^{1,α}$-regularity for fully nonlinear integro-differential equations associated with such a class. Moreover, our estimates remain uniform as the index …
We consider Benjamin-Bona-Mahony (BBM) equation of the form $$ u_t+u_x+uu_x-u_{xxt}=0, \quad (x, t)\in \mathcal{M}\times \mathbb R $$ where $\mathcal{M}= \mathbb T$ or $\mathbb R.$ We establish norm inflation (NI) with infinite loss of regularity at general initial data in Fourier amalgam and Wiener amalgam spaces with negative regularity. This strengthen several known NI results at zero initial data in $H^s(\mathbb T)$ established by Bona-Dai (2017) and ill-posedness result established by Bona-Tzvetkov (2008) and Panthee (2011) in $H^s(\mathbb R).$ Our result is sharp with respect to local we…
We prove Hölder regularity for a general class of parabolic integro-differential equations, which (strictly) includes many previous results. We present a proof which avoids the use of a convex envelop as well as give a new covering argument which is better suited to the fractional order setting. Our main result involves a class of kernels which may contain a singular measure, may vanish at some points, and are not required to be symmetric. This new generality of integro-differential operators opens the door to further applications of the theory, including some regularization estimates for the …
This paper is concerned with Hölder regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain, either the equation is strictly elliptic in the classical fully non-linear sense, or (and this is the most original part of our work) the equation is strictly elliptic in a non-local non-linear sense we make precise. Next we impose some regularity and growth conditions on the equation. These results are concerned with a large class of integro-differential opera…
In this note we prove a Wiener criterion of regularity of boundary points for the Dirichlet problem related to $X$-elliptic operators in divergence form enjoying the doubling condition and the Poincaré inequality. As a step towards this result, we exhibit some other characterizations of regularity in terms of the capacitary potentials. Finally, we also show that a cone-type criterion holds true in our setting.
We study existence of principal eigenvalues of fully nonlinear integro-differential elliptic equations with a drift term via the Krein-Rutman theorem which based on regularity up to boundary of viscosity solutions. We also show the simplicity of the eigenfunctions in viscosity sense by a nonlocal version of ABP estimate.
In the present paper we establish the Wiener test for boundary regularity of the solutions to the polyharmonic operator. We introduce a new notion of polyharmonic capacity and demonstrate necessary and sufficient conditions on the capacity of the domain responsible for the regularity of a polyharmonic function near a boundary point. In the case of the Laplacian the test for regularity of a boundary point is the celebrated Wiener criterion of 1924. It was extended to the biharmonic case in dimension three by [Mayboroda, Maz'ya, Invent. Math. 2009]. As a preliminary stage of this work, in [Maybo…
We study the regularity for solutions of fully nonlinear integro differential equations with respect to nonsymmetric kernels. More precisely, we assume that our operator is elliptic with respect to a family of integro differential linear operators where the symmetric part of the kernels have a fixed homogeneity $σ$ and the skew symmetric part have strictly smaller homogeneity $τ$. We prove a weak ABP estimate and $C^{1,α}$ regularity. Our estimates remain uniform as we take $σ\to 2$ and $τ\to 1$ so that this extends the regularity theory for elliptic differential equations with dependence on t…
The aim of this article is to deepen the understanding of the derivation of $\mathrm{L}^p$-estimates of non-local operators. We review the $\mathrm{L}^p$-extrapolation theorem of Shen which builds on a real variable argument of Caffarelli and Peral and adapt this theorem to account for non-local weak reverse Hölder estimates. These non-local weak reverse Hölder estimates appear for example in the investigation of non-local elliptic integrodifferential operators. This originates from the fact that here only a non-local Caccioppoli inequality is valid, see Kuusi, Mingione, and Sire. As an applic…
In this paper, we show that the minimal solution of a backward stochastic differential equation gives a probabilistic representation of the minimal viscosity solution of an integro-partial differential equation both with a singular terminal condition. Singularity means that at the final time, the value of the solution can be equal to infinity. Different types of regularity of this viscosity solution are investigated: Sobolev, H{ö}lder or strong regularity.
We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward stochastic differential equation, both driven by a Brownian motion and a compensated Poisson random measure. More precisely, we prove that, under appropriate assumptions, the viscosity solution of such equations is jointly Lipschitz and jointly semiconcave in $(t,x)\inΔ\times\R^d$, for all compact time intervals $Δ$ excluding the terminal time. Our approach is base…
We investigate the obstacle problem for a class of nonlinear equations driven by nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional $p$-Laplacian operator with measurable coefficients. Amongst other results, we will prove both the existence and uniqueness of the solutions to the obstacle problem, and that these solutions inherit regularity properties, such as boundedness, continuity and Hölder continuity (up to the boundary), from the obstacle.
In this paper, we prove Wiener's criterion for parabolic equations with singular and degenerate coefficients. To be precise, we study the problem of the regularity of boundary points for the Dirichlet problem for degenerate parabolic equations, and give a geometric characterization of those boundary points that are regular.
This paper introduces a notion of regularity (or irregularity) of the point at infinity for the unbounded open subset of $\rr^{N}$ concerning second order uniformly elliptic equations with bounded and measurable coefficients, according as whether the A-harmonic measure of the point at infinity is zero (or positive). A necessary and sufficient condition for the existence of a unique bounded solution to the Dirichlet problem in an arbitrary open set of $\rr^{N}, N\ge 3$ is established in terms of the Wiener test for the regularity of the point at infinity. It coincides with the Wiener test for t…
We prove a $C^{1,α}$ interior regularity theorem for fully nonlinear uniformly elliptic integro-differential equations without assuming any regularity of the kernel. We then give some applications to linear theory and higher regularity of a special class of nonlinear operators.
In this paper we prove a nonlocal version of the Cordes-Niremberg estimates. We use it to extend our previous regularity results for fully nonlinear integro-differential equations to the variable coefficient case and several other settings where the equation can be thought of as a perturbation of the translation invariant case.
We deal with existence, uniqueness, and regularity for solutions of the boundary value problem $$ \begin{cases} {\mathcal L}^s u = μ&\quad \text{in $Ω$}, u(x)=0 \quad &\text{on} \ \ \mathbb{R}^N\backslashΩ, \end{cases} $$ where $Ω$ is a bounded domain of $\mathbb{R}^N$, $μ$ is a bounded radon measure on $Ω$, and ${\mathcal L}^s$ is a nonlocal operator of fractional order $s$ whose kernel $K$ is comparable with the one of the factional laplacian.
We establish interior and up to the boundary Hölder regularity estimates for weak solutions of the Dirichlet problem for the fractional $g-$Laplacian with bounded right hand side and $g$ convex. These are the first regularity results available in the literature for integro-differential equations in the context of fractional Orlicz-Sobolev spaces.
Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of Hölder spaces of functions whose regularity is defined by a radially O-regularly varying Lévy measure. Existence and uniqueness and the estimates of the solution are derived.
We continue the program initiated in a previous work, of applying integro-differential methods to Neumann Homogenization problems. We target the case of linear periodic equations with a singular drift, which includes (with some regularity assumptions) divergence equations with \emph{non-co-normal} oscillatory Neumann conditions. Our analysis focuses on an induced integro-differential homogenization problem on the boundary of the domain. Also, we use homogenization results for regular Dirichlet problems to build barriers for the oscillatory Neumann problem with the singular gradient term. We no…
Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in Hölder-type spaces defined by a scalable Lévy measure. Probabilistic representations are used to prove continuity of the operator. Existence and uniqueness of the solution are established and some regularity estimates are obtained.
We show how to apply harmonic spaces potential theory in the study of the Dirichlet problem for a general class of evolution hypoelliptic partial differential equations of second order. We construct Perron-Wiener solution and we provide a sufficient condition for the regularity of the boundary points. Our criterion extends and generalizes the classical parabolic-cone criterion for the Heat equation due to Effros and Kazdan.
We study the dispersive properties of the Schrödinger equation. Precisely, we look for estimates which give a control of the local regularity and decay at infinity {\it separately}. The Banach spaces that allow such a treatment are the Wiener amalgam spaces, and Strichartz-type estimates are proved in this framework. These estimates improve some of the classical ones in the case of large time.
We prove interior $H^{2s-\varepsilon}$ regularity for weak solutions of linear elliptic integro-differential equations close to the fractional $s$-Laplacian. The result is obtained via intermediate estimates in Nikol'skii spaces, which are in turn carried out by means of an appropriate modification of the classical translation method by Nirenberg.
Here we utilize operator--valued Lq-Lp Fourier multiplier theorems to establish lower bound estimates for large class of elliptic integro-differential equations in Rd. Moreover, we investigate separability properties of parabolic convolution operator equations that arise in heat conduction problems in materials with fading memory. Finally, we give some remarks on optimal regularity of elliptic differential equations and Cauchy problem for parabolic equations.
