We study Poincaré problem for a linear uniformly parabolic operator $¶$ in a cylinder $Q=Ω\times (0,T).$ The boundary operator $\B$ is defined by an oblique derivative with respect to a tangential vector field $ł$ defined on the lateral boundary $S.$ The coefficients of $¶$ are supposed to be $VMO$ away from the set of tangency $E$ and to possess higher regularity in $x$ near to $E.$ A unique strong solvability result is obtained in $W^{2,1}_p(Q)$ for all $p\in (1,\infty).$
We study necessary conditions and sufficient conditions for the existence of local-in-time solutions of the Cauchy problem for superlinear fractional parabolic equations. Our conditions are sharp and clarify the relationship between the solvability of the Cauchy problem and the strength of the singularities of the initial measure.
In this paper we study the quasilinear nondiagonal parabolic type systems. We assume that the principal elliptic operator, which is part of the parabolic system, has a divergence structure. Under certain conditions it is proved the well-posedness of classical solutions, which exist globally in time.
We prove locally in time the existence of a smooth solution for multidimensional two-phase Stefan problem for degenerate parabolic equations of the porous medium type. We establish also natural Hölder class for the boundary conditions in the Cauchy-Dirichlet problem for a degenerate parabolic equation.
We consider a linear second order parabolic system with a third order dispersion term. This type of system arises when considering a nonlinear model equation describing the motion of a vortex filament with axial flow immersed in an incompressible and inviscid fluid. We prove the solvability of an initial-boundary value problem of the parabolic-dispersive system which allows application to the motion of a vortex filament. To do so, we propose a new regularization technique by adding a space-time derivative term.
We prove that the $A_\infty$ property of parabolic measure for operators in certain time-varying domains is equivalent to a Carleson measure property of bounded solutions. Kircheim, Kenig, Pipher, and T. Toro established this criterion on bounded solutions in the elliptic case, improving an earlier result of Dindos, Kenig and Pipher for solutions with data in BMO. The extension to the parabolic setting requires an approach to the key estimate that primarily exploits the maximum principle. For various classes of parabolic operators, this criterion makes it easier to establish the solvability of…
Let $(u,v)$ be a nonnegative solution to the semilinear parabolic system \[ \mbox{(P)} \qquad \cases{ \partial_t u=D_1Δu+v^p, & $x\in{\bf R}^N,\,\,\,t>0,$\\ \partial_t v=D_2Δv+u^q, & $x\in{\bf R}^N,\,\,\,t>0,$\\ (u(\cdot,0),v(\cdot,0))=(μ,ν), & $x\in{\bf R}^N,$ } \] where $D_1$, $D_2>0$, $0<p\le q$ with $pq>1$ and $(μ,ν)$ is a pair of nonnegative Radon measures or nonnegative measurable functions in ${\bf R}^N$. In this paper we study sufficient conditions on the initial data for the solvability of problem~(P) and clarify optimal singularities of the initial functions for the solvability.
We prove the solvability in Sobolev spaces for both divergence and non-divergence form higher order parabolic and elliptic systems in the whole space, on a half space, and on a bounded domain. The leading coefficients are assumed to be merely measurable in the time variable and have small mean oscillations with respect to the spatial variables in small balls or cylinders. For the proof, we develop a set of new techniques to produce mean oscillation estimates for systems on a half space.
We consider the Cauchy problem for the Hardy parabolic equation $\partial_t u-Δu=|x|^{-γ}u^p$ with initial data $u_0$ singular at some point $z$. Our main results show that, if $z\neq 0$, then the optimal strength of the singularity of $u_0$ at $z$ for the solvability of the equation is the same as that of the Fujita equation $\partial_t u-Δu=u^p$. Moreover, if $z=0$, then the optimal singularity for the Hardy parabolic equation is weaker than that of the Fujita equation. We also obtain analogous results for a fractional case $\partial_t u+(-Δ)^{θ/2} u=|x|^{-γ}u^p$ with $0<θ<2$.
We study the Euler-Poincaré equations that are the regularized Euler equations derived from the Euler-Poincaré framework. It is noteworthy to remark that the Euler-Poincaré equations are a generalization of two well-known regularizations, the vortex blob method and the Euler-$α$ equations. We show the global existence of a unique weak solution for the two-dimensional (2D) Euler-Poincaré equations with the initial vorticity in the space of Radon measure. This is a remarkable feature of these equations since the existence of weak solutions with the Radon measure initial vorticity has not been es…
A Characterization of Solvability of the Parabolic $L^p$ Dirichlet Problem on Lipschitz Graph Domains Via Carleson Measure Estimates of Bounded Solutions
Let $Ω\subset \rr^2$ be a bounded simply connected domain. We show that, for a fixed (every) $p\in (1,\fz),$ the divergence equation $\mathrm{div}\,\mathbf{v}=f$ is solvable in $W^{1,p}_0(Ω)^2$ for every $f\in L^p_0(Ω)$, if and only if $Ω$ is a John domain, if and only if the weighted Poincaré inequality $$\int_Ω|u(x)-u_Ω|^q\,dx\le C\int_Ω|\nabla u(x)|^q\dist(x,\partial Ω)^q\,dx$$ holds for some (every) $q\in [1,\fz)$. In higher dimensions similar results are proved under some additional assumptions on the domain in question.
Liouville theorem and sharp solvability for solutions of the parabolic Monge-Ampère equation with periodic data
School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems, Ministry of Education(北京师范大学数学科学学院,教育部数学与复杂系统重点实验室)
This paper deals with a parabolic partial differential equation that includes a non-linear nonlocal in time term. This term is the product of a so-called interaction potential and the solution of the problem. The interaction potential depends on a weighted integral of the solution over the entire time interval, where the problem is considered, and satisfies fairly general conditions. Namely, it is assumed to be a continuous bounded from below function that can behave arbitrarily at infinity. This fact implies that the interaction term is not a lower order term in the equation. The weak solvabi…
The existence of strong solutions to general class of strongly coupled parabolic systems will be discussed. These systems can be degenerate or singular as boundedness of theirs solutions are unavailable and not assummed. The results greatly improve those in a recent papers \cite{letrans,dleJFA,dleANS} as the systems can have quadratic growth in gradients. A unified proof for both cases is presented. Most importantly, the VMO assumption in \cite{dleJFA,dleANS} will be replaced by a much versatile one thanks to a new local weighted Gagliardo-Nirenberg involving BMO norms. Degenerate and singular…
Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric hyperbolic systems.
We derive weighted Sobolev-Poincaré type inequalities in function spaces concerned with parabolic partial differential equations. We consider general weights depending on both space and time variables belonging to a Muckenhoupt class, so-called the parabolic $A_p$-class, where only the parabolic cubes are involved in the definition.
In this work we investigate a boundary problem with non-local conditions for mixed parabolic-hyperbolic type equation with three lines of type-changing with Caputo fractional derivative in the parabolic part. We equivalently reduce considered problem to the system of second kind Volterra integral equations. In the parabolic part we use solution of the first boundary problem with appropriate Green's function and in hyperbolic parts we use corresponding solutions of the Cauchy problem.
We prove the solvability in Sobolev spaces $W^{1,2}_p$, $p>d+1$, of the terminal-boundary value problem for a class of fully nonlinear parabolic equations, including parabolic Bellman's equations, in bounded cylindrical domains with VMO ``coefficients''. The solvability in $W^{2}_p$, $p>d$, of the corresponding elliptic boundary-value problem is also obtained.
Solvability of the $L^p$ Dirichlet problem for the heat equation is equivalent to parabolic uniform rectifiability in the case of a parabolic Lipschitz graph
In this paper, we consider a doubly nonlinear parabolic equation $ \partial _t β(u) - \nabla \cdot α(x , \nabla u) \ni f$ with the homogeneous Dirichlet boundary condition in a bounded domain, where $β: \mathbb{R} \to 2 ^{ \mathbb{R} }$ is a maximal monotone graph satisfying $0 \in β(0)$ and $ \nabla \cdot α(x , \nabla u )$ stands for a generalized $p$-Laplacian. Existence of solution to the initial boundary value problem of this equation has been investigated in an enormous number of papers for the case where single-valuedness, coerciveness, or some growth condition is imposed on $β$. However…
The solvability in Sobolev spaces $W^{1,2}_p$ is proved for nondivergence form second order parabolic equations for $p>2$ close to 2. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space variables, and almost VMO (vanishing mean oscillation) with respect to the other coordinates. This implies the $W^{2}_p$-solvability for the same $p$ of nondivergence form elliptic equations with leading coefficients measurable in two coordinates and VMO in the others. Under slightly different assumptions, we also obtain the solvability results when $p=2$.
Let $(u,v)$ be a solution to a semilinear parabolic system \[ \mbox{(P)} \qquad \begin{cases} \partial_t u=D_1Δu+v^p\quad & \quad\mbox{in}\quad{\bf R}^N\times(0,T),\\ \partial_t v=D_2Δv+u^q\quad & \quad\mbox{in}\quad{\bf R}^N\times(0,T),\\ u,v\ge 0 & \quad\mbox{in}\quad{\bf R}^N\times(0,T),\\ (u(\cdot,0),v(\cdot,0))=(μ,ν) & \quad\mbox{in}\quad{\bf R}^N, \end{cases} \] where $N\ge 1$, $T>0$, $D_1>0$, $D_2>0$, $0<p\le q$ with $pq>1$ and $(μ,ν)$ is a pair of Radon measures or nonnegative measurable functions in ${\bf R}^N$. In this paper we study qualitative properties of the initial trace of the…
We consider parabolic operators of the form $$\partial_t+\mathcal{L},\ \mathcal{L}=-\mbox{div}\, A(X,t)\nabla,$$ in $\mathbb R_+^{n+2}:=\{(X,t)=(x,x_{n+1},t)\in \mathbb R^{n}\times \mathbb R\times \mathbb R:\ x_{n+1}>0\}$, $n\geq 1$. We assume that $A$ is a $(n+1)\times (n+1)$-dimensional matrix which is bounded, measurable, uniformly elliptic and complex, and we assume, in addition, that the entries of A are independent of the spatial coordinate $x_{n+1}$ as well as of the time coordinate $t$. For such operators we prove that the boundedness and invertibility of the corresponding layer potent…
This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0, \infty)\times {\bf R}^d $ with $d\geq 1$ has a unique random field solution, where $W(t, x)$ is a fractional Brownian sheet on $[0, \infty)\times {\bf R}^d$ and formally $\dot W =\frac{\partial^{d+1}}{\partial t \partial x_1 \cdots \partial x_d} W(t, x)$. When the noise $W(t, x)$ is white in time, our condition is both necessary and sufficient when the initial dat…
We establish the solvability of second order divergence type parabolic systems in Sobolev spaces. The leading coefficients are assumed to be only measurable in one spatial direction on each small parabolic cylinder with the spatial direction allowed to depend on the cylinder. In the other orthogonal directions and the time variable the coefficients have locally small mean oscillations. We also obtain the corresponding $W^1_p$-solvability of second order elliptic systems in divergence form. Our results are new even for scalar equations and the proofs simplify the methods used previously in [12]
We address the self-similar solvability of a singular parabolic problem and show that solutions to parabolic fully nonlinear equations are not expected to be $C^{2,1}$.
We consider well-posedness of the boundary value problem in presence of an inclusion with complex conductivity $k$. We first consider the transmission problem in $\mathbb{R}^d$ and characterize solvability of the problem in terms of the spectrum of the Neumann-Poincaré operator. We then deal with the boundary value problem and show that the solution is bounded in its $H^1$-norm uniformly in $k$ as long as $k$ is at some distance from a closed interval in the negative real axis. We then show with an estimate that the solution depends on $k$ in its $H^1$-norm Lipschitz continuously. We finally s…
A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces.
Consider the interior transmission problem arising in inverse boundary value problems for the diffusion equation with discontinuous diffusion coefficients. We prove the unique solvability of the interior transmission problem by constructing its Green function. First, we construct a local parametrix for the interior transmission problem near the boundary in the Laplace domain, by using the theory of pseudo-differential operators with a large parameter. Second, by carefully analyzing the analyticity of the local parametrix in the Laplace domain and estimating it there, a local parametrix for the…
We establish pointwise estimates for the Green function to the Dirichlet problem for parabolic equation with coefficients measurable in time variable. Using these estimate we obtain coercive estimates for this problem in anisotropic weighted Lebesgue spaces and prove the solvability theorems.
We study the local solvability of a class of operators with multiple characteristics. The class considered here complements and extends the one studied in [9], in that in this paper we consider some cases of operators with complex coefficients that were not present in [9]. The class of operators considered here ideally encompasses classes of degenerate parabolic and Schrödinger type operators. We will give local solvability theorems. In general, one has $L^2$ local solvability, but also cases of local solvability with better Sobolev regularity will be presented.
We establish $L_{q,p}$-estimates and solvability for mixed Dirichlet-conormal problems for parabolic equations in a cylindrical Reifenberg-flat domain with a rough time-dependent separation.
The mixed problem for the implicit degenerating nonlinear parabolic equation is considered, and the solvability and behavior of solutions of this problem are studied. Furthermore, some classes of function spaces and their relations with Sobolev spaces are investigated, embedding and compactness theorems for these spaces are proved
We prove the solvability of the parabolic $L^p$ Dirichlet boundary value problem for $1 < p \leq \infty$ for a PDE of the form $u_t = \mbox{div} (A \nabla u) + B \cdot \nabla u$ on time-varying domains where the coefficients $A= [a_{ij}(X, t)]$ and $B=[b_i]$ satisfy a certain natural small Carleson condition. This result brings the state of affairs in the parabolic setting up to the elliptic standard. Furthermore, we establish that if the coefficients of the operator $A,\,B$ satisfy a vanishing Carleson condition and the time-varying domain is of VMO type then the parabolic $L^p$ Dirichlet bou…
We establish the $L_p$-solvability for time fractional parabolic equations when coefficients are merely measurable in the time variable. In the spatial variables, the leading coefficients locally have small mean oscillations. Our results extend a recent result in [6] to a large extent.
We investigate the unique solvability of second order parabolic equations in non-divergence form in $W_p^{1,2}((0,T) \times \bR^d)$, $p \ge 2$. The leading coefficients are only measurable in either one spatial variable or time and one spatial variable. In addition, they are VMO (vanishing mean oscillation) with respect to the remaining variables.
In this paper, we study the solvability of a Cauchy- Dirichlet problem for nonlinear parabolic equation with non standard growths and nonlocal terms. We show the existence of weak solutions of the considered problem under more general conditions. In addition, we obtain some results on the behavior of the solution when the problem is homogeneous.
In the paper, we investigate a local boundary value problem with transmitting condition of the integral form for mixed parabolic-hyperbolic equation with non-characteristic line of type changing. Two theorems on strong solvability and the existence of eigenvalues of the considered problem have been proved.
We establish the existence of solutions of the Cauchy problem for a higher-order semilinear parabolic equation by introducing a new majorizing kernel. We also study necessary conditions on the initial data for the existence of local-in-time solutions and identify the strongest singularity of the initial data for the solvability of the Cauchy problem.
We establish $L^p$, $2\le p\le\infty$ solvability of the Dirichlet boundary value problem for a parabolic equation $u_t-\mbox{div}(A\nabla u)=0$ on time-varying domains with coefficient matrix $A=(a_{ij})$ that satisfy a small Carleson condition. The result is motivated by similar results for the elliptic equation $\mbox{div}(A\nabla u)=0$ that were established previously.
In this paper, we establish $L_p$ estimates and solvability for time fractional divergence form parabolic equations in the whole space when leading coefficients are merely measurable in one spatial variable and locally have small mean oscillations with respect to the other variables. The corresponding results for equations on a half space are also derived.
Second order parabolic equations in Sobolev spaces with mixed norms are studied. The leading coefficients (except $a^{11}$) are measurable in both time and one spatial variable, and VMO in the other spatial variables. The coefficient $a^{11}$ is measurable in time and VMO in the spatial variables. The unique solvability of equations in the whole space is applied to solving Dirichlet and oblique derivative problems for parabolic equations defined in a half-space.
In this work we introduce the obstacle-mass constraint problem for a multidimensional scalar hyperbolic conservation law. We prove existence of an entropy solution to this problem by a penalization/viscosity method. The mass constraint introduces a nonlocal Lagrange multiplier in the penalized equation, giving rise to a nonlocal parabolic problem. We determine conditions on the initial data and on the obstacle function which ensure global in time existence of solution. These are not smoothness conditions, but relate to the propagation of the support of the initial data.
We prove the $W^{1,2}_{p}$-solvability of second order parabolic equations in nondivergence form in the whole space for $p\in (1,\infty)$. The leading coefficients are assumed to be measurable in one spatial direction and have vanishing mean oscillation (VMO) in the orthogonal directions and the time variable in each small parabolic cylinder with the direction depending on the cylinder. This extends a recent result by Krylov [17] for elliptic equations and removes the restriction that $p>2$.
We prove the Lp,q-solvability of parabolic equations in divergence form with full lower-order terms. The coefficients and non-homogeneous terms belong to mixed Lebesgue spaces with the lowest integrability conditions. In particular, the coefficients for the lower-order terms are not necessarily bounded. We study both the Dirichlet and conormal derivative boundary value problems on irregular domains. We also prove embedding results for parabolic Sobolev spaces, the proof of which is of independent interest.