We consider the Dirichlet problem Lu = 0 in D u = g on E = boundary of D for two second order elliptic operators L_k(u) = \sum_{i,j=1}^n a_k^{ij}(x) \partial_{ij} u(x), k=0,1, in a bounded Lipschitz domain D in R^n. The coefficients a_k^{ij} belong to the space of bounded mean oscillation BMO with a suitable small BMO modulus. We assume that L_0 is regular in L^p(E,ds) for some p, 1<p<\infty, that is, |Nu|_{L^p}< C |g|_{L^p} for all continuous boundary data g. Here ds is the surface measure on E and Nu is the nontangential maximal operator. The aim of this paper is to establish sufficient conditions on the difference of the coefficients a_1^{ij}(x)-a_0^{ij}(x) that will assure the perturbed operator L_1 to be regular in L^q(E,ds) for some q, 1<q<\infty.
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 non smooth general degenerate/singular parabolic equations in non divergence form with degeneracy and singularity occurring in the interior of the spatial domain, in presence of Dirichlet or Neumann boundary conditions. In particular, we consider well posedness of the problem and then we prove Carleman estimates for the associated adjoint problem.
We study optimal convergence rates in the periodic homogenization of linear elliptic equations of the form $-A(x/\varepsilon):D^2 u^{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We show that the optimal rate for the convergence of $u^{\varepsilon}$ to the solution of the corresponding homogenized problem in the $W^{1,p}$-norm is $\mathcal{O}(\varepsilon)$. We further obtain optimal gradient and Hessian bounds with correction terms taken into account in the $L^p$-norm. We then provide an explicit $c$-bad diffusion matrix and use it to perform various numerical experi…
We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and positively homogeneous. Examples of such operators include the Hamilon-Jacobi-Bellman operator and the Pucci extremal operators. In the case that the two principal half-eigenvalues are not equal, we show that the measures which achieve the minimum in this formula provide a partial characterization of the solvability of the corresponding Dirichlet problem at res…
Quantitative homogenization and large-scale regularity for nondivergence-form equations under a critical ellipticity moment
SKLMS, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
We establish Dahlberg's perturbation theorem for non-divergence form operators L = A\nabla^2. If L_0 and L_1 are two operators on a Lipschitz domain such that the L^p Dirichlet problem for the operator L_0 is solvable for some p in (1,\infty) and the coefficients of the two operators are sufficiently close in the sense of Carleson measure, then the L^p Dirichlet problem for the operator L_1 is solvable for the same p. This is an improvement of the A_{\infty} version of this result proved by Rios in "The L^p Diriclet problem and nondivergence harmonic measure" (Trans. AMS 355, 2 (2003)). As a c…
According to the Schwarz symmetry principle, every harmonic function vanishing on a real analytic curve has an odd continuation, while a harmonic function satisfying homogeneous Neumann condition has the even continuation. There are different generalizations of the Schwarz symmetry principle. Most of them are dealing with homogeneous conditions and the Dirichlet case. Using a technique of Dirichlet to Neumann and Robin to Neumann operators, we derive reflection formulae for nonhomogeneous Neumann and Robin conditions from a reflection formula subject to a nonhomogeneous Dirichlet condition.
It is shown that the Dirichlet problem for the slab $(a,b) \times \mathbb{R}^{d}$ with entire boundary data has an entire solution. The proof is based on a generalized Schwarz reflection principle. Moreover, it is shown that for a given entire harmonic function $g$ the inhomogeneous difference equation $h\left( t+1,y\right) -h\left(t,y\right) =g\left(t,y\right)$ has an entire harmonic solution $h$.
In this paper we study the Perron method for solving the p-harmonic Dirichlet problem on the topologist's comb. For functions which are bounded and continuous at the accessible points, we obtain invariance of the Perron solutions under arbitrary perturbations on the set of inaccessible points. We also obtain some results allowing for jumps and perturbations at a countable set of points.
We study the obstacle problem for unbounded sets in a proper metric measure space supporting a (p,p)-Poincare inequality. We prove that there exists a unique solution. We also prove that if the measure is doubling and the obstacle is continuous, then the solution is continuous, and moreover p-harmonic in the set where it does not touch the obstacle. This includes, as a special case, the solution of the Dirichlet problem for p-harmonic functions with Sobolev type boundary data.
Weakly harmonic maps from a domain $Ω$ (the upper half-space $\Rd$ or a bounded $C^{1,α}$ domain, $α\in (0,1]$) into a smooth closed manifold are studied. Prescribing small Dirichlet data in either of the classes $L^{\infty}(\partialΩ)$ or $BMO(\partialΩ)$, we establish solvability of the resulting boundary value problems by means of a nonvariational method. As a by-product, solutions are shown to be locally smooth, $C^{\infty}_{loc}$. Moreover, we show that boundary data can be chosen large in the underlying topologies if $Ω$ is smooth and bounded by perturbing strictly stable smooth harmonic…
We study the Dirichlet problem for p-harmonic functions on metric spaces with respect to arbitrary compactifications. A particular focus is on the Perron method, and as a new approach to the invariance problem we introduce Sobolev-Perron solutions. We obtain various resolutivity and invariance results, and also show that most functions that have earlier been proved to be resolutive are in fact Sobolev-resolutive. We also introduce (Sobolev)-Wiener solutions and harmonizability in this nonlinear context, and study their connections to (Sobolev)-Perron solutions, partly using Q-compactifications…
In the recent work [DFM1, DFM2] G. David, J. Feneuil, and the first author have launched a program devoted to an analogue of harmonic measure for lower-dimensional sets. A relevant class of partial differential equations, analogous to the class of elliptic PDEs in the classical context, is given by linear degenerate equations with the degeneracy suitably depending on the distance to the boundary. The present paper continues this line of research and focuses on the criteria of quantitative absolute continuity of the newly defined harmonic measure with respect to the Hausdorff measure, $ω\in A_\…
In this paper, we consider the Sub-Laplacian L which consists of sum of squares of smooth vector fields that satisfy Hormander's finite rank condition. We study the Dirichlet problem for this operator on domains that satisfy certain geometric conditions. For such domains, several key results are established. These results consist of 1) A reversed Holder inequality for the Poisson kernel 2) Harmonic measure (corresponding to L) and surface measure (as well as the H-Perimeter measure) are mutually absolutely continuous 3) A representation (hence solvability of the Dirichlet problem) for solution…
We study the Dirichlet problem for discrete harmonic functions in unbounded product domains on multidimensional lattices. First we prove some versions of the Phragmén-Lindelöf theorem and use Fourier series to obtain a discrete analog of the three-line theorem for the gradients of harmonic functions in a strip. Then we derive estimates for the discrete harmonic measure and use elementary spectral inequalities to obtain stability estimates for Dirichlet problem in cylinder domains.
R. M. Brown's theorem on mixed Dirichlet and Neumann boundary conditions is extended in two ways for the special case of polyhedral domains. A (1) more general partition of the boundary into Dirichlet and Neumann sets is used on (2) manifold boundaries that are not locally given as the graphs of functions. Examples are constructed to illustrate necessity and other implications of the geometric hypotheses.
We study the Dirichlet problem for harmonic maps between hyperbolic planes, under the assumption that the Euclidean harmonic extension of the boundary map is quasiconformal.
In this paper we study the dependence of the Hölder estimates on the geometry of a domain with holes for the Neumann problem. For this, we study the Hölder regularity of the solutions to the Dirichlet and Neumann problems in the disk (and in the exterior of the disk), from which we get a relation between harmonic extensions and harmonic functions with prescribed Neumann condition on the boundary of the disk (for both interior and exterior problems).
Let $Ω\subset\mathbb{R}^n$ be a bounded domain satisfying the uniform exterior cone condition. We establish existence and uniqueness of continuous solutions of the Dirichlet Problem associated to certain intrinsic nonlinear mean value properties in $Ω$. Furthermore we show that, when properly normalized, such functions converge to the $p$-harmonic solution of the Dirichlet problem in $Ω$, for $p\in[2,\infty)$. The proof of existence is constructive and the methods are entirely analytic, a fundamental tool being the construction of explicit, $p$-independent barrier functions in $Ω$.
The Perron method for solving the Dirichlet problem for $p$-harmonic functions is extended to unbounded open sets in the setting of a complete metric space with a doubling measure supporting a $p$-Poincaré inequality, $1<p<\infty$. The upper and lower ($p$-harmonic) Perron solutions are studied for $p$-parabolic open sets. It is shown that continuous functions and quasicontinuous Dirichlet functions are resolutive (i.e., that their upper and lower Perron solutions coincide) and that the Perron solution coincides with the $p$-harmonic extension. It is also shown that Perron solutions are invari…
We consider the Dirichlet problem in an ellipsoidal cylinder when the data function is entire. Under an additional assumption that the order of the data function is less than one, we show that there is a solution that extends as an entire harmonic function.
We study a mixed boundary value problem for the $p$-Laplace equation $Δ_p u=0$ in an open infinite circular half-cylinder with prescribed Dirichlet boundary data on a part of the boundary and zero Neumann boundary data on the rest. Existence of weak solutions to the mixed problem is proved both for Sobolev and for continuous data on the Dirichlet part of the boundary. We also obtain a boundary regularity result for the point at infinity in terms of a variational capacity adapted to the cylinder.
In this paper we study inverse boundary value problems with partial data for the bi-harmonic operator with first order perturbation. We consider two types of subsets of $\mathbb{R}^{n}(n\geq 3)$, one is an infinite slab, the other is a bounded domain. In the case of a slab, we show that, from Dirichlet and Neumann data given either on the different boundary hyperplanes of the slab or on the same boundary hyperplane, one can uniquely determine the magnetic potential and the electric potential. In the case of a bounded domain, we show the unique determination of the magnetic potential and the el…
In this paper we prove the existence of a solution to the Dirichlet problem for harmonic maps into a geodesic ball on which the squared distance function from the origin is strictly convex. This improves a celebrated theorem obtained by S. Hildebrandt, H. Kaul and K. Widman in 1977. In particular no curvature assumptions on the target are required. Our proof relies on a careful analysis of the Sobolev spaces of maps involved in the variational process, and on a deformation result which permits to glue a suitable Euclidean end to the geodesic ball.
Let $Ω\subset\mathbb R^{n+1}$ be an open set with $n$-AD-regular boundary. In this paper we prove that if the harmonic measure for $Ω$ satisfies the so-called weak-$A_\infty$ condition, then $Ω$ satisfies a suitable connectivity condition, namely the weak local John condition. Together with other previous results by Hofmann and Martell, this implies that the weak-$A_\infty$ condition for harmonic measure holds if and only if $\partialΩ$ is uniformly $n$-rectifiable and the weak local John condition is satisfied. This yields the first geometric characterization of the weak-$A_\infty$ condition …
We identify a class of non-local integro-differential operators $K$ in $\mathbb{R}$ with Dirichlet-to-Neumann maps in the half-plane $\mathbb{R} \times (0, \infty)$ for appropriate elliptic operators $L$. More precisely, we prove a bijective correspondence between Lévy operators $K$ with non-local kernels of the form $ν(y - x)$, where $ν(x)$ and $ν(-x)$ are completely monotone functions on $(0, \infty)$, and elliptic operators $L = a(y) \partial_{xx} + 2 b(y) \partial_{x y} + \partial_{yy}$. This extends a number of previous results in the area, where symmetric operators have been studied: the…
We prove the uniqueness of solutions to Dirichlet problem for p-harmonic maps with images in a small geodesic ball of the target manifold. As a consequence, we show that such maps have Hoelder continuous derivatives. This gives an extension of a result by S. Hildebrandt et al concerning harmonic maps.
In this paper we develop the Perron method for solving the Dirichlet problem for the analog of the p-Laplacian, i.e. for p-harmonic functions, with Mazurkiewicz boundary values. The setting considered here is that of metric spaces, where the boundary of the domain in question is replaced with the Mazurkiewicz boundary. Resolutivity for Sobolev and continuous functions, as well as invariance results for perturbations on small sets, are obtained. We use these results to improve the known resolutivity and invariance results for functions on the standard (metric) boundary. We also illustrate the r…
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.
Let $Ω\subset \mathbb{R}^{n+1}$ be an open set, not necessarily connected, with an $n$-dimensional uniformly rectifiable boundary. We show that $\partialΩ$ may be approximated in a "Big Pieces" sense by boundaries of chord-arc subdomains of $Ω$, and hence that harmonic measure for $Ω$ is weak-$A_\infty$ with respect to surface measure on $\partialΩ$, provided that $Ω$ satisfies a certain weak version of a local John condition. Under the further assumption that $Ω$ satisfies an interior Corkscrew condition, and combined with our previous work, and with recent work of Azzam, Mourgoglou and Tolsa…
In this article we prove that the singular set of Dirichlet-minimizing $Q$-valued functions is countably $(m-2)$-rectifiable and we give upper bounds for the $(m-2)$-dimensional Minkowski content of the set of singular points with multiplicity $Q$.
We characterize the set of positive harmonic functions with Dirichlet boundary conditions in unbounded domains which are union of several different chambers. We analyze the asymptotic behavior of the solutions in connection with the changes in the domain's geometry. Finally we classify all (possibly sign-changing) infinite energy solutions having minimal frequency at the infinite ends of the domain.
In this two papers we deal with the relative homotopy Dirichlet problem for p-harmonic maps from compact manifolds with boundary to manifolds of non-positive sectional curvature. Notably, we give a complete solution to the problem in case the target manifold is either compact and a new proof in case it is rotationally symmetric or two dimensional and simply connected. The proof of the compact case uses some ideas of White to define the relative d-homotopy type of Sobolev maps, and the regularity theory by Hardt and Lin. To deal with non-compact targets we introduce a periodization procedure wh…
In the present paper we study the solvability of the Dirichlet problem for second order divergence form elliptic operators with bounded measurable coefficients which are small perturbations of given operators in rough domains beyond the Lipschitz category. In our approach, the development of the theory of tent spaces on these domains is essential.
We present explicit formulas for solutions to nonhomogeneous boundary value problems involving any positive power of the Laplacian in the half-space. For non-integer powers the operator becomes nonlocal and this requires a suitable extension of Dirichlet-type boundary conditions. A key ingredient in our proofs is a point inversion transformation which preserves harmonicity and allows us to use known results for the ball. We include uniqueness statements, regularity estimates, and describe the growth or decay of solutions at infinity and at the boundary.
It is well-known that quantitative, scale invariant absolute continuity (more precisely, the weak-$A_\infty$ property) of harmonic measure with respect to surface measure, on the boundary of an open set $ Ω\subset \mathbb{R}^{n+1}$ with Ahlfors-David regular boundary, is equivalent to the solvability of the Dirichlet problem in $Ω$, with data in $L^p(\partialΩ)$ for some $p<\infty$. In this paper, we give a geometric characterization of the weak-$A_\infty$ property, of harmonic measure, and hence of solvability of the $L^p$ Dirichlet problem for some finite $p$. This characterization is obtain…
In this paper we study the Dirichlet problem for Laplace's equation in a domain $ω_{ε, η}$ perforated periodically with small holes in $\mathbb{R}^d$, where $ε$ represents the scale of the minimal distances between holes and $η$ the ratio between the scale of sizes of holes and $ε$. We establish $W^{1, p}$ estimates for solutions with bounding constants depending explicitly on $ε$ and $η$. The proof relies on a large-scale Lipschitz estimate for harmonic functions in perforated domains. The results are optimal for $d\ge 2$.
We consider the inverse problem of determining the Lamé parameters and the density of a three-dimensional elastic body from the local time-harmonic Dirichlet-to-Neumann map. We prove uniqueness and Lipschitz stability of this inverse problem when the Lamé parameters and the density are assumed to be piecewise constant on a given domain partition.
In this chapter of the book entitled, "Extending the Theory of Composites to Other Areas of Science" [edited by Graeme W. Milton, 2016] we derive the analyticity properties of the electromagnetic Dirichlet-to-Neumann map for the time-harmonic Maxwell's equations for passive linear multicomponent media. Moreover, we discuss the connection of this map to Herglotz functions for isotropic and anisotropic multicomponent composites.
We study the $p$-harmonic flow from the unit disk $D^2$ to the unit sphere $S^2$ under rotational symmetry. We show that the Dirichlet problem with constant boundary conditions is locally well-posed in the class of classical solutions and we also give a sufficient criterion, in terms of the boundary condition, for the derivative of the solutions to blow-up in finite time.
We study the double obstacle problem for p-harmonic functions on arbitrary bounded nonopen sets E in quite general metric spaces. The Dirichlet and single obstacle problems are included as special cases. We obtain Adams' criterion for the solubility of the single obstacle problem and establish connections with fine potential theory. We also study when the minimal p-weak upper gradient of a function remains minimal when restricted to a nonopen subset. Most of the results are new for open E (apart from those which are trivial in this case) and also on R^n.
The central theme in this paper is the Hopf-Laplace equation, which represents stationary solutions with respect to the inner variation of the Dirichlet integral. Among such solutions are harmonic maps. Nevertheless, minimization of the Dirichlet energy among homeomorphisms often leads to mappings which are neither harmonic nor homeomorphisms. We prove that such mappings are harmonic outside of a singular set with small image. On the singular set they are locally Lipschitz, but not necessarily differentiable.
We consider rotationally symmetric $p$-harmonic maps from the unit disk $D^2\subset\real^2$ to the unit sphere $S^2\subset\real^3$, subject to Dirichlet boundary conditions and with $1<p<\infty$. We show that the associated energy functional admits a unique minimizer which is of class $C^{\infty}$ in the interior and $C^1$ up to the boundary. We also show that there exist infinitely many global solutions to the associated Euler-Lagrange equation and we completely characterize them.
We provide closed formulas for (unique) solutions of nonhomogeneous Dirichlet problems on balls involving any positive power $s>0$ of the Laplacian. We are able to prescribe values outside the domain and boundary data of different orders using explicit Poisson-type kernels and a new notion of higher-order boundary operator, which recovers normal derivatives if $s$ is a natural number. Our results unify and generalize previous approaches in the study of polyharmonic operators and fractional Laplacians. As applications, we show a novel characterization of $s$-harmonic functions in terms of Marti…
