We consider solutions to some semilinear elliptic equations on complete noncompact Riemannian manifolds and study their classification as well as the effect of their presence on the underlying manifold. When the Ricci curvature is non-negative, we prove both the classification of positive solutions to the critical equation and the rigidity for the ambient manifold. The same results are obtained when we consider solutions to the Liouville equation on Riemannian surfaces. The results are obtained via a suitable P-function whose constancy implies the classification of both the solutions and the underlying manifold. The analysis carried out on the P-function also makes it possible to classify non-negative solutions for subcritical equations on manifolds enjoying a Sobolev inequality and satisfying an integrability condition on the negative part of the Ricci curvature. Some of our results are new even in the Euclidean case.
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.
We consider a possibly anisotropic integro-differential semilinear equation, run by a nondecreasing and nontrivial nonlinearity. We prove that if the solution grows at infinity less than the order of the operator, then it must be constant.
We will present some rigidity results for solutions to semilinear elliptic equations of the form $\Deltau = W'(u)$, where W is a quite general potential with a local minimum and a local maximum. We are particularly interested in Liouvlle-type theorems and symmetry results, which generalise some known facts about the Cahn-Hilliard equation.
In this paper, we present output feedback boundary stabilization for a class of semilinear parabolic PDEs with a boundary measurement and an actuation located at the same place. The method uses backstepping transformations, where the state and error systems are proved to be locally exponentially stable in the $\mathbb{H}^4$ norm. The stability of the transformed systems are obtained by constructing a strict Lyapunov function. A numerical example using the FitzHugh-Nagumo equation shows the proposed control law stabilizes the system into its equilibrium solution.
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle the problem has a unique solution and we provide its stochastic representation in terms of reflected backward stochastic differential equations. We prove also regularity properties and approximation results for solutions of the problem.
In this manuscript we consider semilinear PDEs, with a convex nonlinearity, in a sector-like domain. Using cylindrical coordinates $(r, θ, z)$, we investigate the shape of solutions whose derivative in $θ$ vanishes at the boundary. We prove that any solution with Morse index less than two must be either independent of $θ$ or strictly monotone with respect to $θ$. In the special case of a planar domain, the result holds in a circular sector as well as in an annular, and it can also be extended to a rectangular domain. The corresponding problem in higher dimensions is also considered, as well as…
We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented in [2]. The proof is based on in the stochastic characteristics method and a version of the commuting Lemma.
This paper deals with symmetry phenomena for solutions of the Dirichlet problem involving semilinear PDEs on Riemannian domains. We shall present a rather general framework where the symmetry problem can be formulated and provide some evidence that this framework is completely natural by pointing out some results for stable solutions. The case of manifolds with density, and corresponding weighted Laplacians, is inserted in the picture from the very beginning.
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.
This paper proves the existence of viscosity solutions of path dependent semilinear PDEs via Perron's method, i.e. via showing that the supremum of viscosity subsolutions is a viscosity solution. We use the notion of viscosity solutions introduced by Ekren, Keller, Touzi and Zhang, in whose work all smooth processes which are tangent in mean are considered as test functions. We also provide a comparison result for semicontinuous viscosity solutions, by using a regularization technique. As an interesting byproduct, we give a new short proof for the optimal stopping problem with semicontinuous o…
The classical Feynman-Kac identity builds a bridge between stochastic analysis and partial differential equations (PDEs) by providing stochastic representations for classical solutions of linear Kolmogorov PDEs. This opens the door for the derivation of sampling based Monte Carlo approximation methods, which can be meshfree and thereby stand a chance to approximate solutions of PDEs without suffering from the curse of dimensionality. In this article we extend the classical Feynman-Kac formula to certain semilinear Kolmogorov PDEs. More specifically, we identify suitable solutions of stochastic…
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution of the problem admits a stochastic representation in terms of reflected backward stochastic differential equations. We derive also some regularity properties of so- lutions and prove useful approximation results.
We obtain existence results for the solution u of nonlocal semilinear parabolic PDEs on $\mathbb{R}^d$ with polynomial nonlinearities in $(u, \nabla u)$, using a tree-based probabilistic representation. This probabilistic representation applies to the solution of the equation itself, as well as to its partial derivatives by associating one of d marks to the initial tree branch. Partial derivatives are dealt with by integration by parts and subordination of Brownian motion. Numerical illustrations are provided in examples for the fractional Laplacian in dimension up to 10, and for the fractiona…
We study bounded, monotone solutions of$Δu=W'(u)$ in the whole of$\R^n$, where$W$ is a double-well potential. We prove that under suitable assumptions on the limit interface and on the energy growth, $u$ is $1$D. In particular, differently from the previous literature, the solution is not assumed to have minimal properties and the cases studied lie outside the range of $Γ$-convergence methods. We think that this approach could be fruitful in concrete situations, where one can observe the phase separation at a large scale and whishes to deduce the values of the state parameter in the vicinity o…
We consider the semilinear heat equation with Sobolev subcritical power nonlinearity in dimension $N=2$, and $u(x,t)$ a solution which blows up in finite time $T$. Given a non isolated blow-up point $a$, we assume that the Taylor expansion of the solution near $(a,T)$ obeys some degenerate situation labeled by some even integer $m(a)\ge 4$. If we have a sequence $a_n \to a$ as $n\to \infty$, we show after a change of coordinates and the extraction of a subsequence that either $a_{n,1}-a_1 = o((a_{n,2}-a_2)^2)$ or $|a_{n,1}-a_1||a_{n,2}-a_2|^{-β} |\log|a_{n,2}-a_2||^{-α} \to L> 0$ for some $L>0…
We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end, we present an abstract implicit function approach with scaled spaces. We will apply this abstract approach to problems governed by semilinear PDEs. In that context, we prove an exponential turnpike result and show that perturbations of the extremal equation's dynamics, e.g., discretization errors decay exponentially in time. The latter can be used for very ef…
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…
The issue of symmetry and symmetry breaking is fundamental in all areas of science. Symmetry is often assimilated to order and beauty while symmetry breaking is the source of many interesting phenomena such as phase transitions, instabilities, segregation, self-organization, etc. In this contribution we review a series of sharp results of symmetry of nonnegative solutions of nonlinear elliptic differential equation associated with minimization problems on Euclidean spaces or manifolds. Nonnegative solutions of those equations are unique, a property that can also be interpreted as a rigidity re…
We obtain the classification of certain global bounded solutions for semilinear nonlocal equations of the type $$\triangle^s u=W'(u)$$ in $\mathbb{R}^n$,with $s \in (1/2 ,1),$ where $W$ is a double well potential.
In this paper we extend the results of \cite{S3} to the borderline case $s = \frac 12$. We obtain the classification of global bounded solutions with asymptotically flat level sets for semilinear nonlocal equations of the type $$Δ^{\frac 12} u=W'(u) \quad \text{in} \quad R^n,$$ where $W$ is a double well potential.
The asymptotic behavior of some semilinear parabolic PDEs is analyzed by means of a "mean value" property. This property allows us to determine, by means of appropriate {\em{a priori}} estimates, some exponential decay results for suitable global solutions. We also apply the method to investigate a well-known finite time blow-up result. An application is given to a one-dimensional semilinear parabolic PDE with boundary degeneracy. Our results shed further light onto the problem of determining initial data for which the corresponding solution is guaranteed to exponentially decay to zero or blow…
In the first part of the article we study Hamiltonian diffeomorphisms of $\mathbb{R}^{2n}$ which are generated by sub-quadratic Hamiltonians and prove a middle dimensional rigidity result for the image of coisotropic cylinders. The tools that we use are Viterbo's symplectic capacities and a series of inequalities coming from their relation with symplectic reduction. In the second part we consider the nonlinear string equation and treat it as an infinite-dimensional Hamiltonian system. In this context we are able to apply Kuksin's approximation by finite dimensional Hamiltonian flows and prove …
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.
We consider a vector-valued blow-up solution with values in $\mathbb{R}^m$ for the semilinear wave equation with power nonlinearity in one space dimension (this is a system of PDEs). We first characterize all the solutions of the associated stationary problem as an m-parameter family. Then, we show that the solution in self-similar variables approaches some particular stationary one in the energy norm, in the non-characteristic cases. Our analysis is not just a simple adaptation of the already handled real or complex case. In particular, there is a new structure of the set a stationary solutio…
For a long time it is well-known that high-dimensional linear parabolic partial differential equations (PDEs) can be approximated by Monte Carlo methods with a computational effort which grows polynomially both in the dimension and in the reciprocal of the prescribed accuracy. In other words, linear PDEs do not suffer from the curse of dimensionality. For general semilinear PDEs with Lipschitz coefficients, however, it remained an open question whether these suffer from the curse of dimensionality. In this paper we partially solve this open problem. More precisely, we prove in the case of semi…
From the work on the weak-null condition by Lindblad and Rodnianski, it is well-known that `bad' quadratic sourcing terms are allowed to appear in coupled semilinear wave equations in three spatial dimensions, provided that such terms appear as sources for `good' variables and that the good variables feed back into the system via `good' sourcing terms. Motivated by these ideas, in this paper we investigate the small data global existence and pointwise decay of solutions to two systems of coupled wave--Klein-Gordon equations in two spatial dimensions. In particular, we consider critical semilin…
We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $du_t- L_tu_tdt= N(u_t)dt + \sum_{i = 1}^dF_i(u_t)d\mathbf X^i_t$ where $(L_t)_{t\in[0,T]}$ is a time-dependent family of unbounded operators acting on some scale of Banach spaces, while $\mathbf X\equiv(X,\mathbb X)$ is a two-step (non-necessarily geometric) rough path of Hölder regularity $γ>1/3.$ Besides dealing with non-autonomous evolution equations, our results also allow for unbounded operations in the noise term (up to some critical loss of regularity …
Multilevel Picard approximations overcome the curse of dimensionality in the numerical approximation of general semilinear PDEs with gradient-dependent nonlinearities
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.
In this paper, we prove the small-time global null-controllability of forward (resp. backward) semilinear stochastic parabolic equations with globally Lipschitz nonlinearities in the drift and diffusion terms (resp. in the drift term). In particular, we solve the open question posed by S. Tang and X. Zhang, in 2009. We propose a new twist on a classical strategy for controlling linear stochastic systems. By employing a new refined Carleman estimate, we obtain a controllability result in a weighted space for a linear system with source terms. The main novelty here is that the Carleman parameter…
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 show that a wide range of overdetermined boundary problems for semilinear equations with position-dependent nonlinearities admits nontrivial solutions. The result holds true both on the Euclidean space and on compact Riemannian manifolds. As a byproduct of the proofs we also obtain some rigidity, or partial symmetry, results for solutions to overdetermined problems on Riemannian manifolds of nonconstant curvature.
We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hormander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operator $M_t$ can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection $Π$ on a subspace of sufficiently regular functions. Then the eigenfunctions of $M_t$ with small eigenvalues have only a very sma…
