We deal with linear parabolic (in sense of Petrovskii) systems of order 2b with discontinuous principal coefficients. A'priori estimates in Sobolev and Sobolev--Morrey spaces are proved for the strong solutions by means of potential analysis and boundedness of certain singular integral operators with kernels of mixed homogeneity. As a byproduct, precise characterization of the Morrey, BMO and Hölder regularity is given for the solutions and their derivatives up to order 2b-1. Some counterexamples of recent publications announcing estimates similar to the obtained here are also given.
We obtain Calderón-Zygmund type estimates for parabolic equations with Orlicz growth, where nonlinearities involved in the equations may be discontinuous for the space and time variables. In addition, we consider parabolic systems with the Uhlenbeck structure.
We consider an oblique derivative problem in a wedge for nondivergence parabolic equations with discontinuous in $t$ coefficients. We obtain weighted coercive estimates of solutions in anisotropic Sobolev spaces.
In this paper, we review some results over the last 10-15 years on elliptic and parabolic equations with discontinuous coefficients. We begin with an approach given by N. V. Krylov to parabolic equations in the whole space with VMO$_x$ coefficients. We then discuss some subsequent development including elliptic and parabolic equations with coefficients which are allowed to be merely measurable in one or two space directions, weighted $L_p$ estimates with Muckenhoupt ($A_p$) weights, non-local elliptic and parabolic equations, as well as fully nonlinear elliptic and parabolic equations.
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 prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish also non-asymptotic, rapidly decreasing at infinity, upper and lower estimates for the fundamental solution. We extend the classical parametrix method provided by E.E. Levi.
We deal with the problem of determining a time varying inclusion within a thermal conductor. In particular we study the continuous dependance of the inclusion from the Dirichlet-to-Neumann map. Under a priori regularity assumptions on the unknown defect we establish logarithmic stability estimates.
We consider the Dirichlet problem in a wedge for parabolic equation whose coefficients are measurable function of t. We obtain coercive estimates in weighted $L_{p,q}$-spaces. The concept of "critical exponent" introduced in the paper plays here the crucial role. Various important properties of the critical exponent are proved. We give applications to the Dirichlet problem for linear and quasi-linear non-divergence parabolic equations with discontinuous in time coefficients in cylinders $Ω\times(0,T)$, where $Ω$ is a bounded domain with an edge or with a conical point.
We consider an oblique derivative problem for non-divergence parabolic equations with discontinuous in $t$ coefficients in a half-space. We obtain weighted coercive estimates of solutions in anisotropic Sobolev spaces. We also give an application of this result to linear parabolic equations in a bounded domain. In particular, if the boundary is of class ${\cal C}^{1,δ}$, $δ\in (0,1]$, then we present a coercive estimate of solutions in weighted anisotropic Sobolev spaces, where the weight is a power of the distance to the boundary.
This article studies the partial Hölder continuity of weak solutions to certain degenerate parabolic systems whose model is the differentiable parabolic $p(x,t)$-Laplacian system, \begin{equation*}\partial_t u-\operatorname{div}[μ(z)(1+|Du|^2)^{\frac{p(z)-2}{2}}Du]=0,\qquad p(z)\geq2.\end{equation*} Here, the exponential function $p(z)$ satisfies a logarithmic continuity condition. We show that if $μ(z)$ satisfies a certain VMO-type condition, then $u$ is locally Hölder continuous except for a measure zero set.
We prove in this short report the existence of a fundamental solution (F.S.) for the Cauchy initial boundary problem on the whole space for the parabolic differential equation having at origin the point of non-integrable unbounded discontinuity for coefficient before a first order derivative. We give also the non-asymptotic rapidly decreasing at infinity estimate for these function. We extend the classical parametrix method offered by E.E.Levi.
The global dynamics and regularity of parabolic-hyperbolic systems is an interesting topic in PDEs due to the coupling of competing dissipation and hyperbolic effects. This paper is concerned with the Cauchy problem of a parabolic-hyperbolic system derived from a chemotaxis model describing the dynamics of the initiation of tumor angiogenesis. It is shown that, as time tends to infinity, the Cauchy problem with large-amplitude discontinuous data admit global weak solutions which converge to a constant state (resp. a viscous shock wave) if the asymptotic states of initial values at far field ar…
We consider a parabolic PDE with Dirichlet boundary condition and monotone operator $A$ with non-standard growth controlled by an $N$-function depending on time and spatial variable. We do not assume continuity in time for the $N$-function. Using an additional regularization effect coming from the equation, we establish the existence of weak solutions and in the particular case of isotropic $N$-function, we also prove their uniqueness. This general result applies to equations studied in the literature like $p(t,x)$-Laplacian and double-phase problems.
We consider linear inhomogeneous non-autonomous parabolic problems associated to sesquilinear forms, with discontinuous dependence of time. We show that for these problems, the property of maximal parabolic regularity can be extrapolated to time integrability exponents $r\neq 2$. This allows us to prove maximal parabolic $L^r$-regularity for discontinuous non-autonomous second-order divergence form operators in very general geometric settings and to prove existence results for related quasilinear equations.
Li-Vogelius and Li-Nirenberg gave a gradient estimate for solutions of strongly elliptic equations and systems of divergence forms with piecewise smooth coefficients, respectively. The discontinuities of the coefficients are assumed to be given by manifolds of codimension 1, which we called them manifolds of discontinuities. Their gradient estimate is independent of the distances between manifolds of discontinuities. In this paper, we gave a parabolic version of their results. That is, we gave a gradient estimate for parabolic equations of divergence forms with piecewise smooth coefficients. T…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in particular on gradient flows in the space of probability measures equipped with the distance arising in the Monge-Kantorovich optimal transport problem. The associated internal energy functionals in general fail to be differentiable, therefore classical results do not apply directly in our setting. We study the combination of both linear and porous medium type d…
The paper considers parabolic equations in non-divergent form with discontinuous coefficients at higher derivatives. Their investigation is most complicated because, in general, in the case of discontinuous coefficients, the uniqueness of a solution for nonlinear parabolic or elliptic equations can fail, and there is no a priory estimate for partial derivatives of a solution. In this paper, existence and regularity results are obtained under some Cordes type restrictions on the coefficients. The results are applied to diffusion processes.
In the discrete setting of one-dimensional finite-differences we prove a Carleman estimate for a semi-discretization of the parabolic operator $\partial_t-\partial_x (c\partial_x)$ where the diffusion coefficient $c$ has a jump. As a consequence of this Carleman estimate, we deduce consistent null-controllability results for classes of semi-linear parabolic equations.
By using some deep tools from microlocal analysis, J. Le Rousseau and L. Robbiano (Invent. Math., 183 (2011), 245--336) established several Carleman estimates for parabolic operators with isotropic diffusion coefficients which have jumps at interfaces. In this paper, we revisit the same problem but for the general case of anisotropic diffusion coefficients. Our main tools are a pointwise estimate for parabolic operators and a suitable chosen weight function.
We will show that the same type of estimates known for the fundamental solutions for scalar parabolic equations with smooth enough coefficients hold for the first order derivatives of fundamental solution with respect to space variables of scalar parabolic equations of divergence form with discontinuous coefficients. The estimate is very important for many applications. For example, it is important for the inverse problem identifying inclusions inside a heat conductive medium from boundary measurements.
In this paper we study a rather wide class of quasilinear parabolic problems with nonlinear boundary condition and nonstandard growth terms. It includes the important case of equations with a $p(t,x)$-Laplacian. By means of the localization method and De Giorgi's iteration technique we derive global a priori bounds for weak solutions of such problems. Our results seem to be new even in the constant exponent case.
In this article we derive a priori error estimates for the $hp$-version of the mortar finite element method for parabolic initial-boundary value problems. Both semidiscrete and fully discrete methods are analysed in $L^2$- and $H^1$-norms. The superconvergence results for the solution of the semidiscrete problem are studied in an eqivalent negative norm, with an extra regularity assumption. Numerical experiments are conducted to validate the theoretical findings.
We prove a priori gradient bounds for classical solutions of the fully nonlinear parabolic equation $$u_{t}=F(D^2u,D u,u,x,t).$$ The domain is the torus {\mathbb{T}}^{d} of dimension $d\ge1$. Up to the price of technicalities, our work can be extended to the case of bounded domains or the case of the whole space ${\mathbb{R}}^d$. Several applications are given, including the standard porous medium equation.
We study linear and quasilinear Venttsel initial-boundary value problems for parabolic operators with discontinuous coefficients. On the basis of the a priori estimates obtained, strong solvability in composite Sobolev spaces is proved.
We prove boundedness of gradients of solutions to quasilinear parabolic system, the main part of which is a generalization to p-Laplacian and its right hand side's growth depending on gradient is not slower (and generally strictly faster) than p - 1. This result may be seen as a generalization to the classical notion of a controllable growth of right hand side, introduced by Campanato, over gradients of p-Laplacian-like systems. Energy estimates and nonlinear iteration procedure of a Moser type are cornerstones of the used method.
In this paper we study a parabolic version of the fractional obstacle problem, proving almost optimal regularity for the solution. This problem is motivated by an American option model proposed by Menton which introduces, into the theory of option evaluation, discontinuous paths in the dynamics of the stock's prices.
We show that elliptic second order operators $A$ of divergence type fulfill maximal parabolic regularity on distribution spaces, even if the underlying domain is highly non-smooth, the coefficients of $A$ are discontinuous and $A$ is complemented with mixed boundary conditions. Applications to quasilinear parabolic equations with non-smooth data are presented.
We prove the natural weighted Calderón and Zygmund estimates for solutions to elliptic and parabolic obstacle problems in nondivergence form with discontinuous coefficients and irregular obstacles. We also obtain Morrey regularity results for the Hessian of the solutions and Hölder continuity of the gradient of the solutions.
We establish partial regularity for vector-valued solutions to parabolic systems where the coefficients are possibly discontinuous with respect to (x,t). More precisely, we assume a VMO-condition with respect to the (x,t) and continuity with respect to u and prove Hölder continuity of the solutions outside of singular sets.
It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted. In the paper the definition of the generalized solution is given and the existence theorem is established in the classes of functions close to ones of bounded variation. The main feature of used a priori estimates is the fact that one needs to estimate only the diffusion flux, which allows to have in fact arbitrary local growth of the velocity gradient. The …
We consider the situation when an elliptic problem in a subdomain $Ω_1$ of an $n$-dimensional bounded domain $Ω$ is coupled via inhomogeneous canonical transmission conditions to a parabolic problem in $Ω\setminusΩ_1$. In particular, we can treat elliptic-parabolic equations in bounded domains with discontinuous coefficients. Using Fourier multiplier techniques, we prove an a priori estimate for strong solutions to the equations in $L^p$-Sobolev spaces.
The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly modeled by random coefficients. For flows in heterogeneous\textbackslash fractured\textbackslash porous media, the coefficients are modeled as discontinuous random fields, where the interfaces along the stochastic discontinuities represent transitions in the media. More precisely, the random coefficient is given by the sum of a (continuous) Gaussian random field a…
In this paper, we derive a priori estimates for the gradient and second order derivatives of solutions to a class of Hessian type fully nonlinear parabolic equations with the first initial-boundary value problem on Riemannian manifolds. These a priori estimates are derived under conditions which are nearly optimal. Especially, there are no geometric restrictions on the boundary of the Riemannian manifolds. And as an application, the existence of smooth solutions to the first initial-boundary value problem even for infinity time is obtained.
In this paper, we prove existence of \emph{very weak solutions} to nonhomogeneous quasilinear parabolic equations beyond the duality pairing. The main ingredients are a priori esitmates in suitable weighted spaces combined with the compactness argument developed in \cite{bulicek2018well}. In order to obtain the a priori estimates, we make use of the full Calderón-Zygmund machinery developed in the past few years and combine it with some sharp bounds for the subclass of Muckenhoupt weights considered in this paper.
We study linear and quasilinear Venttsel boundary value problems involving elliptic operators with discontinuous coefficients. On the base of the a priori estimates obtained, maximal regularity and strong solvability in Sobolev spaces are proved.
We prove the homogenization of fully nonlinear parabolic equations with periodic oscillating Dirichlet boundary conditions on certain general prescribed space-time domains. It was proved in [9,10] that for elliptic equations, the homogenized boundary data exists at boundary points with irrational normal directions, and it is generically discontinuous elsewhere. However for parabolic problems, on a flat moving part of the boundary, we prove the existence of continuous homogenized boundary data $\bar{g}$. We also show that, unlike the elliptic case, $\bar{g}$ can be discontinuous even if the ope…
The paper is a comprehensive study of the $L_p$ and the Schauder estimates for higher-order divergence type parabolic systems with discontinuous coefficients in the half space and cylindrical domains with conormal derivative boundary condition. For the $L_p$ estimates, we assume that the leading coefficients are only bounded measurable in the $t$ variable and $VMO$ with respect to $x$. We also prove the Schauder estimates in two situations: the coefficients are Hölder continuous only in the $x$ variable; the coefficients are Hölder continuous in both variables.
Duality analysis of interior penalty discontinuous Galerkin methods under minimal regularity and application to the a priori and a posteriori error analysis of Helmholtz problems
In this paper, we are concerned with the first initial boundary value problem for a class of fully nonlinear parabolic equations on Riemannian manifolds. As usual, the establishment of the a priori C^2 estimates is our main part. Based on these estimates, the existence of classical solutions is proved under conditions which are nearly optimal.
Weak solutions to parabolic integro-differential operators of order $α\in (α_0, 2)$ are studied. Local a priori estimates of Hölder norms and a weak Harnack inequality are proved. These results are robust with respect to $α\nearrow 2$. In this sense, the presentation is an extension of Moser's result in 1971.
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main result we establish for nonnegative weak supersolutions of such problems a weak Harnack inequality with optimal critical exponent. The proof relies on new a priori estimates for time fractional problems and uses Moser's iteration technique and an abstract lemma of Bombieri and Giusti, the latter allowing to avoid the rather technically involved approach via B…
A semilinear parabolic problem of second order with an unknown time-convolution kernel is considered. The missing kernel is recovered from an additional integral measurement. The existence, uniqueness and regularity of a weak solution is addressed. We design a numerical algorithm based on Rothe's method, derive a priori estimates and prove convergence of iterates towards the exact solution.
We consider the Hardy-Hénon parabolic equation $u_t-Δu =|x|^a |u|^{p-1}u$ with $p>1$ and $a\in {\mathbb R}$. We establish the space-time singularity and decay estimates, and Liouville-type theorems for radial and nonradial solutions. As applications, we study universal and a priori bound of global solutions as well as the blow-up estimates for the corresponding initial boundary value problem.
We prove $L^p$-parabolic a-priori estimates for $\partial_t u + \sum_{i,j=1}^d c_{ij}(t)\partial_{x_i x_j}^2 u = f $ on $R^{d+1}$ when the coefficients $c_{ij}$ are locally bounded functions on $R$. We slightly generalize the usual parabolicity assumption and show that still $L^p$-estimates hold for the second spatial derivatives of $u$. We also investigate the dependence of the constant appearing in such estimates from the parabolicity constant. Finally we extend our estimates to parabolic equations involving non-degenerate Ornstein-Uhlenbeck type operators.
In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps \downarrow 0} \int_{\{y\in \R^d: |y-x|>\eps\}} (u(y)-u(x)) J(x, y) dy, $$ where $A(x)=(a_{ij}(x))_{1\leq i, j\leq d}$ is a measurable $d\times d$ matrix-valued function on $\R^d$ that is uniform elliptic and bounded and $J$ is a symmetric measurable non-trivial non-negative kernel on $\R^d\times \R^d$ satisfying certain conditions. Corresponding to $\LL$ is a symmetr…
