Contrary to widespread perception, there is ever since 1994 a unified, general type independent theory for the existence of solutions for very large classes of nonlinear systems of PDEs. This solution method is based on the Dedekind order completion of suitable spaces of piece-wise smooth functions on the Euclidean domains of definition of the respective PDEs. The method can also deal with associated initial and/or boundary value problems. The solutions obtained can be assimilated with usual measurable functions or even with Hausdorff continuous functions on the respective Euclidean domains. It is important to note that the use of the order completion method does not require any monotonicity condition on the nonlinear systems of PDEs involved. One of the major advantages of the order completion method is that it eliminates the algebra based dichotomy "linear versus nonlinear" PDEs, treating both cases with equal ease. Furthermore, the order completion method does not introduce the dichotomy "monotonous versus non-monotonous" PDEs. None of the known functional analytic methods can exhibit such a performance, since in addition to topology, such methods are significantly based on algebra.
Nonlinear Sobolev-Burgers PDEs are considered. Their solutions are investigated. A technique of noncommutative line integration is utilized for their description. A new method of PDEs solution with the help of Cayley-Dickson algebras is developed in the article. Moreover, random operator valued measures are studied and applied to solutions of PDEs.
This paper is concerned with existence of a $C^α$ viscosity solution of a second order non-translation invariant integro-PDE. We first obtain a weak Harnack inequality for such integro-PDE. We then use the weak Harnack inequality to prove Hölder regularity and existence of solutions of the integro-PDEs.
Nonlinear PDEs, mean value properties, and stochastic differential games are intrinsically connected. In this short expository note, we will describe how the solutions to certain PDEs (of $p$-Laplacian type) can be interpreted as limits of values of a specific Tug-of-War game, when the step-size $ε$ determining the allowed length of move of a token, decreases to $0$.
In this paper, we introduce a weak maximum principle-based approach to input-to-state stability (ISS) analysis for certain nonlinear partial differential equations (PDEs) with boundary disturbances. Based on the weak maximum principle, a classical result on the maximum estimate of solutions to linear parabolic PDEs has been extended, which enables the ISS analysis for certain {}{nonlinear} parabolic PDEs with boundary disturbances. To illustrate the application of this method, we establish ISS estimates for a linear reaction-diffusion PDE and a generalized Ginzburg-Landau equation with {}{mixe…
A second-order PDE is derived from Euler's equaitons under certain assumptions. It is shown that this PDE admits shock and rarefaction waves, and that a single point gradient blow-up admits a unique similarity extension after blow-up that settles uniqueness/entropy issues for such equations.
An algebraic approach for factorizing nonlinear partial differential equations (PDEs) and systems of PDEs is provided. In the particular case of second order linear and nonlinear PDEs and systems of PDEs, necessary and sufficient conditions of factorization are given.
Various shock and rarefaction-type similarity solutions of the third-order nonlinear dispersion equation in 1D are constructed. Blow-up of some solutions are proved by different techniques.
Asymptotic properties of solutions of odd-order nonlinear dispersion equations are studied. The global in time similarity solutions, which lead to eigenfunctions of the rescaled ODEs, are constructed.
In this note, we review some of the recent developments in the well-posedness theory of nonlinear dispersive partial differential equations with random initial data.
The main topic of this note is a discussion of applicability conditions of the Nehari manifold method depending on the value of parameters of equations. As the main tool, we apply the nonlinear generalized Rayleigh quotient method.
We provide a representation formula for viscosity solutions to a class of nonlinear second order parabolic PDEs given as a sup--envelope function. This is done through a dynamic programming principle derived from Denis, Hu, Peng (2010). The formula can be seen as a nonlinear extension of the Feynman--Kac formula and is based on the backward stochastic differential equations theory.
We consider a parabolic-type PDE with a diffusion given by a fractional Laplacian operator and with a quadratic nonlinearity of the 'gradient' of the solution, convoluted with a singular term b. Our first result is the well-posedness for this problem: We show existence and uniqueness of a (local in time) mild solution. The main result is about blow-up of said solution, and in particular we find sufficient conditions on the initial datum and on the term b to ensure blow-up of the solution in finite time.
Some higher-order quasilinear parabolic, hyperbolic, and nonlinear dispersion equations are shown to admit various blow-up, extinction, and travelling wave solutions, which reduce to variational problems admitting countable families of compactly supported solutions.
Following \cite{B2}, we introduce a notion of para-products associated to a semi-group. We do not use Fourier transform arguments and the background manifold is doubling, endowed with a sub-laplacian structure. Our main result is a paralinearization theorem in a non-euclidean framework, with an application to the propagation of regularity for some nonlinear PDEs.
We prove nonlinear modulational instability for both periodic and localized perturbations of periodic traveling waves for several dispersive PDEs, including the KDV type equations (e.g. the Whitham equation, the generalized KDV equation, the Benjamin-Ono equation), the nonlinear Schrödinger equation and the BBM equation. First, the semigroup estimates required for the nonlinear proof are obtained by using the Hamiltonian structures of the linearized PDEs; Second, for KDV type equations the loss of derivative in the nonlinear term is overcome in two complementary cases: (1) for smooth nonlinear…
We present a general result of transverse nonlinear instability of 1-d solitary waves for Hamiltonian PDE's for both periodic or localized transverse perturbations. Our main structural assumption is that the linear part of the 1d model and the transverse perturbation "have the same sign". Our result applies to the generalized KP-I equation, the Nonlinear Schrödinger equation, the generalized Boussinesq system and the Zakharov-Kuznetsov equation and we hope that it may be useful in other contexts.
This paper is concerned with establishing global asymptotic stability results for a class of non-linear PDE which have some similarity to the PDE of the Lifschitz-Slyozov-Wagner model. The method of proof does not involve a Lyapounov function. It is shown that stability for the PDE is equivalent to stability for a differential delay equation. Stability for the delay equation is proven by exploiting certain maximal properties. These are established by using the methods of optimal control theory.
We study the doubly nonlinear PDE $$ |\partial_t u|^{p-2}\,\partial_t u-\textrm{div}(|\nabla u|^{p-2}\nabla u)=0. $$ This equation arises in the study of extremals of Poincaré inequalities in Sobolev spaces. We prove spatial Lipschitz continuity and Hölder continuity in time of order $(p-1)/p$ for viscosity solutions. As an application of our estimates, we obtain pointwise control of the large time behavior of solutions.
In this study we prove the existence-uniqueness of a coupled non-linear elliptic PDE system using Lax-Milgram theorem, Galerkin Method, Brouwer's fixed point theorem. Later we derive the finite element scheme for the numerical solution of the PDE system and also carry out the convergence analysis for the derived scheme. Further successfully apply the scheme to an application related to free convection phenomena.
It was shown in 1994, in Oberguggenberger & Rosinger, that very large classes of nonlinear PDEs have solutions which can be assimilated with usual measurable functions on the Euclidean domains of definition of the respective equations. In this paper the regularity of these solutions is significantly improved by showing that they can in fact be assimilated with Hausdorff continuous functions. The method of solution of PDEs is based on the Dedekind order completion of spaces of smooth functions which are defined on the domains of the given equations.
Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity solution theory. Associated boundary conditions are Dirichlet and Neumann, and they are considered in the strong sense and the viscosity sense, respectively. By a comparison principle and Perron's method, unique existence for the Cauchy-Dirichlet and Cauchy-Neumann problems are proved.
We study the continuity in weighted Fourier Lebesgue spaces for a class of pseudodifferential operators, whose symbol has finite Fourier Lebesgue regularity with respect to $x$ and satisfies a quasi-homogeneous decay of derivatives with respect to the $ξ$ variable. Applications to Fourier Lebesgue microlocal regularity of linear and nonlinear partial differential equations are given.
The purpose of these expository notes is to give a quick and elementary, yet rigorous, presentation of the rudiments of the theory of Viscosity Solutions for fully nonlinear 2nd order PDE, with applications to Calculus of Variations in the space $L^\infty$.
We consider degenerated nonlinear PDE of elliptic type: $$ - \mathrm{div}(a(|x|)|\nabla w(x)|^{p-2} \nabla w(x)) + h(|x|,w(x),\langle\nabla w(x),\frac{x}{|x|}\rangle)=ϕ(w(x)), $$ where $x$ belongs to the ball in $\bf{R}^n$. Using the argument based on Opial-type inequalities, we investigate qualitative properties of their radial solutions, like e.g. maximum principles, monotonicity, as well as nonexistence of the nontrivial solutions.
We consider the nonlinear Neumann problem for fully nonlinear elliptic PDEs on a quadrant. We establish a comparison theorem for viscosity sub and supersolutions of the nonlinear Neumann problem. The crucial argument in the proof of the comparison theorem is to build a $C^{1,1}$ test function which takes care of the nonlinear Neumann boundary condition. A similar problem has been treated on a general $n$-dimensional orthant by Biswas, Ishii, Subhamay, and Wang [SIAM J. Control Optim. 55 (2017), pp. 365--396], where the functions ($H_i$ in the main text) describing the boundary condition are re…
In several cases of nonlinear dispersive PDEs, the difference between the nonlinear and linear evolutions with the same initial data, i.e. the integral term in Duhamel's formula, exhibits improved regularity. This property is usually called nonlinear smoothing. We employ the method of infinite iterations of normal form reductions to obtain a very general theorem yielding existence of nonlinear smoothing for dispersive PDEs, contingent only on establishing two particular bounds. We then apply this theorem to show that the nonlinear smoothing property holds, depending on the regularity of the in…
We give a new proof of Bian-Guan's constant rank theorem for nonlinear elliptic equations. Our approach is to use a linear expression of the eigenvalues of the Hessian instead of quotients of elementary symmetric functions.
Three classes of higher-order nonlinear parabolic hyperbolic, and nonlinear dispersion equations are shown to admit exact blow-up or compacton solutions, which are induced by elliptic equations with non-Lipschitz nonlinearities. Variational techniques give countable families of various compactly supported solutions with oscllatory behaviour cloase to the interfaces. Overall, the whole set of such compact patterns reveals certain chaotic properties and contains solutions of arbitrary complexity.
This work studies stability and robustness of a nonlinear system given as an interconnection of an ODE and a parabolic PDE subjected to external disturbances entering through the boundary conditions of the parabolic equation. To this end we develop an approach for a construction of a suitable coercive Lyapunov function as one of the main results. Based on this Lyapunov function we establish the well-posedness of the considered system and establish conditions that guarantee the ISS property. ISS estimates are derived explicitly for the particular case of globally Lipschitz nonlinearities.
In 1994 we showed that very large classes of systems of nonlinear PDEs have solutions which can be assimilated with usual measurable functions on the Euclidean domains of definition of the respective equations. Recently, the regularity of such solutions has significantly been improved by showing that they can in fact be assimilated with Hausdorff continuous functions. The method of solution of PDEs is based on the Dedekind order completion of spaces of smooth functions which are defined on the domains of the given equations. In this way, the method does not use functional analytic approaches, …
In this article we investigate averaging properties of fully nonlinear PDEs in bounded domains with oscillatory Neumann boundary data. The oscillation is periodic and is present both in the operator and in the Neumann data. Our main result states that, when the domain does not have flat boundary parts and when the homogenized operator is rotation invariant, the solutions uniformly converge to the homogenized solution solving a Neumann boundary problem. Furthermore we show that the homogenized Neumann data is continuous with respect to the normal direction of the boundary.
In this article we prove the global existence of a unique strong solution to the initial boundary-value problem for a fourth-order exponential PDE. The equation we study was originally proposed to study the evolution of crystal surfaces, and was derived by applying a nonstandard scaling regime to a microscopic Markov jump process with Metropolis rates. Our investigation here finds that compared to the PDE's which use Arhenious rates, (and also have a fourth order exponential nonlinearity) the hyperbolic sine nonlinearity in our equation can offer much better control over the exponent term even…
We describe a variant of the dressing method giving alternative representation of multidimensional nonlinear PDE as a system of Integro-Differential Equations (IDEs) for spectral and dressing functions. In particular, it becomes single linear Partial Differential Equation (PDE) with potentials expressed through the field of the nonlinear PDE. The absence of linear overdetermined system associated with nonlinear PDE creates an obstacle to obtain evolution of the spectral data (or dressing functions): evolution is defined by nonlinear IDE (or PDE in particular case). As an example, we consider g…
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.
We introduce a notion of subunit vector field for fully nonlinear degenerate elliptic equations. We prove that an interior maximum of a viscosity subsolution of such an equation propagates along the trajectories of subunit vector fields. This implies strong maximum and minimum principles when the operator has a family of subunit vector fields satisfying the Hörmander condition. In particular these results hold for a large class of nonlinear subelliptic PDEs in Carnot groups. We prove also a strong comparison principle for degenerate elliptic equations that can be written in Hamilton-Jacobi-Bel…
In this article, we will prove the existence of infinitely many positive weak solutions to the following nonlocal elliptic PDE. \begin{align} (-Δ)^s u&= \fracλ{u^γ}+ f(x,u)~\text{in}~Ω,\nonumber u&=0~\text{in}~\mathbb{R}^N\setminusΩ,\nonumber \end{align} where $Ω$ is an open bounded domain in $\mathbb{R}^N$ with Lipschitz boundary, $N>2s$, $s\in (0,1)$, $γ\in (0,1)$. We will employ variational techniques to show the existence of infinitely many weak solutions of the above problem.
We approximate the homogenization of fully nonlinear, convex, uniformly elliptic Partial Differential Equations in the periodic setting, using a variational formula for the optimal invariant measure, which may be derived via Legendre-Fenchel duality. The variational formula expresses $\bar H$ as an average of the operator against the optimal invariant measure, generalizing the linear case. Several nontrivial analytic formulas for $\bar H$ are obtained. These formulas are compared to numerical simulations, using both PDE and variational methods. We also perform a numerical study of convergence …
The purpose of the present paper is to show few examples of nonlinear PDEs (mostly with strong geometric features) for which there is a hidden convex structure. This is not only a matter of curiosity. Once the convex structure is unrevealed, robust existence and uniqueness results can be unexpectedly obtained for very general data. Of course, as usual, regularity issues are left over as a hard post-process, but, at least, existence and uniqueness results are obtained in a large framework. The paper will address: THE MONGE-AMPERE EQUATION, THE EULER EQUATION, MULTIDIMENSIONAL HYPERBOLIC SCALAR …
In a recent paper (arXiv:1501.06164) the author has introduced a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows the interpretation of merely measurable maps as solutions. This approach is duality-free and builds on the probabilistic representation of limits of difference quotients via Young measures over certain compactifications of the "state space". Herein we establish a systematic regularisation scheme of this notion of solution which, by analogy, is the counterpart of the usual mollification by convolution of weak solutions and of t…
We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable blow-up criterion. The key idea is the use of the paradifferential operator calculus in order to reduce the fully nonlinear problem into an abstract quasilinear (stochastic) parabolic equation. This allows us to use some recent results on abstract quasilinear (stochastic) evolution equations in Banach spaces. To do so, we analyse the properties of the paradi…
We introduce a new theory of generalised solutions which applies to fully nonlinear PDE systems of any order and allows for merely measurable maps as solutions. This approach bypasses the standard problems arising by the application of Distributions to PDEs and is not based on either integration by parts or on the maximum principle. Instead, our starting point builds on the probabilistic representation of derivatives via limits of difference quotients in the Young measures over a toric compactification of the space of jets. After developing some basic theory, as a first application we consider…
It is shown that third-order 1D nonlinear dispersion equations admit single point gradient catastrophe, described by blow-up-type similarity solutions. After blow-up, the solutions admit shock wave-type self-similar extensions. Snce such extensions are not unique, this implies the principle nonuniqueness of shock-type solutions and also nonexistence of any entropy-type description of proper unique solutions. A difficult free-boundary setting, with extra conditions specified on shocks, are necessary to restore uniqueness in such problems.
It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff continuous functions. The usual Navier-Stokes equations, as well as their various modifications aiming at a realistic modelling are included as particular cases. The same holds for the critically important constitutive relations in various branches of Continuum Mechanics. The solution method does not involve functional analysis, nor various Sobolev or other spaces o…
