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 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 cond…
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）
For $n\geq 3$, we study the existence and asymptotic properties of the fundamental solution for elliptic operators in nondivergence form, ${\mathcal L}(x,\partial_x)=a_{ij}(x)\partial_i\partial_j+b_k(x)\partial_k$, where the $a_{ij}$ have modulus of continuity $ω(r)$ satisfying the square-Dini condition and the $b_k$ are allowed mild singularities of order $r^{-1}ω(r)$. A singular integral is introduced that controls the existence of the fundamental solution. We give examples that show the singular drift $b_k\partial_k$ may act as a perturbation that does not dramatically change the fundamenta…
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…
This paper is concerned with nonlinear elliptic equations in nondivergence form where the operator has a first order drift term which is not Lipschitz continuous. Under this condition the equations are nonhomogeneous and nonnegative solutions do not satisfy the classical Harnack's inequality. This paper presents a new type of generalization of the classical Harnack's inequality for such equations. As a corollary we obtain the optimal Harnack type of estimate for p(x)-harmonic functions which quantifies the strong minimum principle.
This paper deals with the eigenvalue problem for the operator $L=-Δ-x\cdot \nabla $ with Dirichlet boundary conditions. We are interested in proving the existence of a set minimizing any eigenvalue $λ_k$ of $L$ under a suitable measure constraint suggested by the structure of the operator. More precisely we prove that for any $c>0$ and $k\in \mathbb{N} $ the following minimization problem $$ \min\left\{λ_k(Ω): \> Ω\>\mbox{quasi-open} \>\mbox{set}, \> \int_Ωe^{|x|^2/2}dx\le c\right\} $$ has a solution.
We consider the Dirichlet and Neumann problems for second-order linear elliptic equations: \[ -\triangle u +\mathrm{div}(u\mathbf{b}) =f \quad\text{ and }\quad -\triangle v -\mathbf{b} \cdot \nabla v =g \] in a bounded Lipschitz domain $Ω$ in $\mathbb{R}^n$ $(n\geq 3)$, where $\mathbf{b}:Ω\rightarrow \mathbb{R}^n$ is a given vector field. Under the assumption that $\mathbf{b} \in L^{n}(Ω)^n$, we first establish existence and uniqueness of solutions in $L_α^{p}(Ω)$ for the Dirichlet and Neumann problems. Here $L_α^{p}(Ω)$ denotes the Sobolev space (or Bessel potential space) with the pair $(α,p…
Let $Ω$ be a bounded $C^{2,α}$ domain in $\R^n$ ($n\geq 1$, $0<α<1$), $Ω^{\ast}$ be the open Euclidean ball centered at 0 having the same Lebesgue measure as $Ω$, $τ\geq 0$ and $v\in L^{\infty}(Ω,\R^n)$ with $\left\Vert v\right\Vert\_{\infty}\leq τ$. If $λ\_{1}(Ω,τ)$ denotes the principal eigenvalue of the operator $-Δ+v\cdot\nabla$ in $Ω$ with Dirichlet boundary condition, we establish that $λ\_{1}(Ω,v)\geq λ\_{1}(Ω^{\ast},τe\_{r})$ where $e\_{r}(x)=x/| x|$. Moreover, equality holds only when, up to translation, $Ω=Ω^{\ast}$ and $v=τe\_{r}$. This result can be viewed as an isoperimetric inequ…
We prove nonlinear lower bounds and commutator estimates for the Dirichlet fractional Laplacian in bounded domains. The applications include bounds for linear drift-diffusion equations with nonlocal dissipation and global existence of weak solutions of critical surface quasi-geostrophic equations.
This paper introduces a family of transportation costs between non-negative measures. This family is used to obtain parabolic and reaction-diffusion equations with drift, subject to Dirichlet boundary condition, as the gradient flow of the entropy functional $\int_Ωρ\logρ+Vρ+1\hspace{1mm}dx$. In 2010, Alessio Figalli and Nicola Gigli introduced a transportation cost that can be used to obtain parabolic equations with drift subject to Dirichlet boundary condition. However, the drift and the boundary condition are coupled in their work. The costs in this paper allow the drift and the boundary co…
We propose a least squares Galerkin based gradient recovery to approximate Dirichlet problems for strong solutions of linear elliptic problems in nondivergence form and corresponding apriori and aposteriori error bounds. This approach is used to tackle fully nonlinear elliptic problems, e.g., Monge-Ampère, Hamilton-Jacobi-Bellman, using the smooth (vanilla) and the semismooth Newton linearization. We discuss numerical results, including adaptive methods based on the aposteriori error indicators.
We show the $L^r(\mathbb{R}^d, μ)$-uniqueness for any $r \in (1, 2]$ and the essential self-adjointness of a Dirichlet operator $Lf = Δf +\langle \frac{1}ρ\nabla ρ, \nabla f \rangle$, $f \in C_0^{\infty}(\mathbb{R}^d)$ with $d \geq 3$ and $μ=ρdx$. In particular, $\nabla ρ$ is allowed to be in $L^d_{loc}(\mathbb{R}^d, \mathbb{R}^d)$ or in $L^{2+\varepsilon}_{loc}(\mathbb{R}^d, \mathbb{R}^d)$ for some $\varepsilon>0$, while $ρ$ is required to be locally bounded below and above by strictly positive constants. The main tools in this paper are elliptic regularity results for divergence and non-dive…
We study the asymptotic behavior of solutions to the Dirichlet problem for Hamilton-Jacobi equations with large drift terms, where the drift terms are given by the Hamiltonian vector fields of Hamiltonian $H$. This is an attempt to understand the averaging effect for fully nonlinear degenerate elliptic equations. In this work, we restrict ourselves to the case of Hamilton-Jacobi equations. The second author has already established averaging results for Hamilton-Jacobi equations with convex Hamiltonians ($G$ below) under the classical formulation of the Dirichlet condition. Here we treat the Di…
This paper is concerned with eigenvalue problems for non-symmetric elliptic operators with large drifts in bounded domains under Dirichlet boundary conditions. We consider the minimal principal eigenvalue and the related principal eigenfunction in the class of drifts having a given, but large, pointwise upper bound. We show that, in the asymptotic limit of large drifts, the maximal points of the optimal principal eigenfunctions converge to the set of points maximizing the distance to the boundary of the domain. We also show the uniform asymptotic profile of these principal eigenfunctions and t…
In this paper we are interested on the well-posedness of Dirichlet problems associated to integro-differential elliptic operators of order $α< 1$ in a bounded smooth domain $Ω$ . The main difficulty arises because of losses of the boundary condition for sub and supersolutions due to the lower diffusive effect of the elliptic operator compared with the drift term. We consider the notion of viscosity solution with generalized boundary conditions, concluding strong comparison principles in $\barΩ$ under rather general assumptions over the drift term. As a consequence, existence and uniqueness of …
We investigate the weak solvability and properties of weak solutions to the Dirichlet problem for a scalar elliptic equation $-Δu + b^{(α)}\cdot \nabla u= f$ in a bounded domain $Ω\subset {\mathbb R^2}$ containing the origin, where $f \in W^{-1}_q(Ω) $ with $q>2$ and $b^{(α)}:=b-α\frac{x}{|x|^2}$, $b$ is a divergence-free vector field and $α\in {\mathbb R}$ is a parameter.
We prove the null controllability of a one dimensional degenerate parabolic equation with drift and a singular potential. We study the case the potential arises at the left end point and the weighted Dirichlet boundary control is located at this point. We get a spectral decomposition of a suitable operator, defined in a weighted Sobolev space, involving Bessel functions and their zeros, then we use the moment method by Fattorini and Russell to obtain an upper estimate of the cost of controllability. We also obtain a lower estimate of the cost of controllability by using a representation theore…
We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle systems, the zero range process and the Ginzburg-Landau dynamics, which we describe briefly. As an application, we prove linear inequalities between such an entropy-like functional and its entropy production functional for the boundary-driven porous medium equation in a bounded domain with positive Dirichlet conditions: this implies exponential rates of relaxa…
Wiener's criterion for the regularity of a boundary point with respect to the Dirichlet problem for the Laplace equation has been extended to various classes of elliptic and parabolic partial differential equations. They include linear divergence and nondivergence equations with discontinuous coefficients, equations with degenerate quadratic form, quasilinear and fully nonlinear equations, as well as equations on Riemannian manifolds, graphs, groups, and metric spaces. A common feature of these equations is that all of them are of second order, and Wiener type characterizations for higher orde…
We consider fully nonlinear uniformly elliptic equations with quadratic growth in the gradient, such as $$ -F(x,u,Du,D^2u) =λc(x)u+\langle M(x)D u, D u \rangle +h(x) $$ in a bounded domain with a Dirichlet boundary condition, here $λ\in\mathbb{R}$, $c,\, h \in L^p(Ω)$, $p>n\geq 1$, $c\gneqq 0$ and the matrix $M$ satisfies $0<μ_1 I\leq M\leq μ_2 I$. Recently this problem was studied in the "coercive" case $λc\le0$, where uniqueness of solutions can be expected, and it was conjectured that the solution set is more complex for noncoercive equations. This conjecture was verified in 2015 by Arcoya,…
The existence of global weak solutions to a coupled spin drift-diffusion and Maxwell-Landau-Lifshitz system is proved. The equations are considered in a two-dimensional magnetic layer structure and are supplemented with Dirichlet-Neumann boundary conditions. The spin drift-diffusion model for the charge density and spin density vector is the diffusion limit of a spinorial Boltzmann equation for a vanishing spin polarization constant. The Maxwell-Landau-Lifshitz system consists of the time-dependent Maxwell equations for the electric and magnetic fields and of the Landau-Lifshitz-Gilbert equati…
The large-time asymptotics of the density matrix solving a drift-diffusion-Poisson model for the spin-polarized electron transport in semiconductors is proved. The equations are analyzed in a bounded domain with initial and Dirichlet boundary conditions. If the relaxation time is sufficiently small and the boundary data is close to the equilibrium state, the density matrix converges exponentially fast to the spinless near-equilibrium steady state. The proof is based on a reformulation of the matrix-valued cross-diffusion equations using spin-up and spin-down densities as well as the perpendicu…
A system of drift-diffusion equations for the electron, hole, and oxygene vacancy densities in a semiconductor, coupled to the Poisson equation for the electric potential, is analyzed in a bounded domain with mixed Dirichlet-Neumann boundary conditions. This system describes the dynamics of charge carriers in a memristor device. Memristors can be seen as nonlinear resistors with memory, mimicking the conductance response of biological synapses. In the fast-relaxation limit, the system reduces to a drift-diffusion system for the oxygene vacancy density and electric potential, which is often use…
We prove $L^{p}$-uniqueness of Dirichlet operators for Gibbs measures on the path space $C(\mathbb R, \mathbb R^{d})$ associated with exponential type interactions in infinite volume by extending an SPDE approach presented in previous work by the last two named authors. We also give an SPDE characterization of the corresponding dynamics. In particular, we prove existence and uniqueness of a strong solution for the SPDE, though the self-interaction potential is not assumed to be differentiable, hence the drift is possibly discontinuous. As examples, to which our results apply, we mention the st…
We consider the following Dirichlet problems for elliptic equations with singular drift $\mathbf{b}$: \[ \text{(a) } -\operatorname{div}(A \nabla u)+\operatorname{div}(u\mathbf{b})=f,\quad \text{(b) } -\operatorname{div}(A^T \nabla v)-\mathbf{b} \cdot \nabla v =g \quad \text{in } Ω, \] where $Ω$ is a bounded Lipschitz domain in $\mathbb{R}^n$, $n\geq 2$. Assuming that $\mathbf{b}\in L^{n,\infty}(Ω)^n$ has non-negative weak divergence in $Ω$, we establish existence and uniqueness of weak solution in $W^{1,2+\varepsilon}_0(Ω)$ of the problem (b) when $A$ is bounded and uniformly elliptic. As an …
In this work we establish solvability and uniqueness for the $D_2$ Dirichlet problem and the $R_2$ Regularity problem for second order elliptic operators $L=-{\rm div}(A\nabla\cdot)+b\nabla\cdot$ in bounded Lipschitz domains, where $b$ is bounded, as well as their adjoint operators $L^t=-{\rm div}(A^t\nabla\cdot)-{\rm div}(b\,\cdot)$. The methods that we use are estimates on harmonic measure, and the method of layer potentials. The nature of our techniques applied to $D_2$ for $L$ and $R_2$ for $L^t$ leads us to impose a specific size condition on ${\rm div}b$ in order to obtain solvability. O…
In this paper, we investigate eigenvalues of the Dirichlet problem and the closed eigenvalue problem of drifting Laplacian on the complete metric measure spaces and establish the corresponding general formulas. By using those general formulas, we give some upper bounds of consecutive gap of the eigenvalues of the eigenvalue problems, which is sharp in the sense of the order of the eigenvalues. As some interesting applications, we study the eigenvalue of drifting Laplacian on Ricci solitons, self-shrinkers and product Riemannian manifolds. We give the explicit upper bounds of the gap of the con…
We add a divergence-free drift with increasing magnitude to the fractional Laplacian on a bounded smooth domain, and discuss the behavior of the principal eigenvalue for the Dirichlet problem. The eigenvalue remains bounded if and only if the drift has non-trivial first integrals in the domain of the quadratic form of the fractional Laplacian.
We consider Dirichlet problems for linear elliptic equations of second order in divergence form on a bounded or exterior smooth domain $Ω$ in $\mathbb{R}^n$, $n \ge 3$, with drifts $\mathbf{b}$ in the critical weak $L^n$-space $L^{n,\infty}(Ω; \mathbb{R}^n )$. First, assuming that the drift $\mathbf{b}$ has nonnegative weak divergence in $L^{n/2, \infty }(Ω)$, we establish existence and uniqueness of weak solutions in $W^{1,p}(Ω)$ or $D^{1,p}(Ω)$ for any $p$ with $n' = n/(n-1)< p < n$. By duality, a similar result also holds for the dual problem. Next, we prove $W^{1,n+\varepsilon}$ or $W^{2, …
We consider the Dirichlet problem for second-order linear elliptic equations in divergence form \begin{equation*} -\mathrm{div }(A\nabla u)+\mathbf{b} \cdot \nabla u+λu=f+\mathrm{div } \mathbf{F}\quad \text{in } Ω\quad\text{and}\quad u=0\quad \text{on } \partialΩ, \end{equation*} in bounded Lipschitz domain $Ω$ in $\mathbb{R}^2$, where $A:\mathbb{R}^2\rightarrow \mathbb{R}^{2^2}$, $\mathbf{b} : Ω\rightarrow \mathbb{R}^2$, and $λ\geq 0$ are given. If $2<p<\infty$ and $A$ has a small mean oscillation in small balls, $Ω$ has small Lipschitz constant, and $\mathrm{div } A,\,\mathbf{b} \in L^{2}(Ω;…
The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the remaining reflecting boundaries. Using layer potential techniques, we rigorously find high-order asymptotic expansions of such solutions. We explicitly show the nonlinear interaction of many small absorbing targets. Based on the asymptotic theory for eigenvalue problems developed in \cite{book}, we also construct high-order asymptotic formulas for eigenvalue…
