In this paper we study the Cauchy problem for second order strictly hyperbolic operators when the coefficients of the principal part are not Lipschitz continuous, but only "Log-Lipschitz" with respect to all the variables. This class of equation is invariant under changes of variables and therefore suitable for a local analysis. In particular, we show local existence, local uniqueness and finite speed of propagation for the noncharacteristic Cauchy problem.
In this paper we give an explicit representation of the solutions of a characteristic Cauchy problem for a class of PDEs with singular coefficients. We give the explicit solutions in terms of the Gauss hypergeometric functions, which enable us to study the singularities and the analytic continuation. Our results are illustrated through some examples.
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton-Jacobi-Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the Value Function of the controlled equation and that the feedback law is verified.
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.
The present paper concerns the well-posedness of the Cauchy problem for microlocally symmetrizable hyperbolic systems whose coefficients and symmetrizer are log-Lipschitz continuous, uniformly in time and space variables. For the global in space problem we establish energy estimates with finite loss of derivatives, which is linearly increasing in time. This implies well-posedness in $H^\infty$, if the coefficients enjoy enough smoothness in $x$. From this result, by standard arguments (i.e. extension and convexification) we deduce also local existence and uniqueness. A huge part of the analysi…
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.
We consider the Cauchy problem for weakly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that in general one has to impose Levi conditions to get $C^\infty$ or Gevrey well-posedness even if the coefficients are smooth. We use moduli of continuity to describe the regularity of the coefficients with respect to time, weight sequences for the characterization of their regularity with respect to space and weight functions to define the solution spaces. Furthermore, we propose a generalized Levi condition that models…
We consider the strictly hyperbolic Cauchy problem \begin{align*} &D_t^m u - \sum\limits_{j = 0}^{m-1} \sum\limits_{|γ|+j = m} a_{m-j,\,γ}(t,\,x) D_x^γD_t^j u = 0, \newline &D_t^{k-1}u(0,\,x) = g_k(x),\,k = 1,\,\ldots,\,m, \end{align*} for $(t,\,x) \in [0,\,T]\times \mathbb{R}^n$ with coefficients belonging to the Zygmund class $C^s_\ast$ in $x$ and having a modulus of continuity below Lipschitz in $t$. Imposing additional conditions to control oscillations, we obtain a global (on $[0,\,T]$) $L^2$ energy estimate without loss of derivatives for $s \geq \{1+\varepsilon,\,\frac{2m_0}{2-m_0}\}$, …
We consider the inverse problem of determining the coefficients of a general second-order elliptic operator in two dimensions by measuring the corresponding Cauchy data on an arbitrary open subset of the boundary. We show that one can determine the coefficients of the operator up to natural obstructions such as conformal invariance, gauge transformations and diffeomorphism invariance. We use the main result to prove that the curl of the magnetic field and the electric potential are uniquely determined by measuring partial Cauchy data associated to the magnetic Schroedinger equation measured on…
On Cauchy Problems for Parabolic Equations with Rough Coefficients
School of Mathematical Sciences（复旦大学数学科学学院；黎曼几何与动力系统研究中心及当代应用数学上海市重点实验室）；LMNS and Shanghai Key Laboratory for Contemporary Applied Mathematics, Fudan University
We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion processes on the product of a unit circle and Euclidean space.
For the isotropic Lamé system, we prove in dimensions three or larger that both Lamé coefficients are uniquely recovered from partial Cauchy data on an arbitrary open subset of the boundary provided that the coefficient $μ$ is a priori close to a constant.
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
We discuss inverse problems to finding the time-dependent coefficient for the multidimensional Cauchy problems for both strictly hyperbolic equations and polyharmonic heat equations. We also extend our techniques to the general inverse Cauchy problems for evolution equations.
The goal of this paper is to establish a global well-posedness for a broad class of strictly hyperbolic Cauchy problems with coefficients in $C^2((0,T];C^\infty(\mathbb{R}^n))$ growing polynomially in $x$ and singular in $t$. The problems we study are of strictly hyperbolic type with respect to a generic weight and a metric on the phase space. The singular behavior is captured by the blow-up of the first and second $t$-derivatives of the coefficients which allows the coefficients to be either logarithmic-type or oscillatory-type near $t=0$. To arrive at an energy estimate, we perform a conjuga…
We consider the Cauchy problem for a $3$-evolution operator $P$ with $(t,x)$-depending coefficients and complex valued lower order terms. We assume the initial data to be Gevrey regular and to admit an exponential decay at infinity, that is, the data belong to some Gelfand-Shilov spaces of type $\mathscr{S}$. Under suitable assumptions on the decay at infinity of the imaginary parts of the coefficients of $P$ we prove the existence of a solution with the same Gevrey regularity of the data and we describe its behavior for $|x| \to\infty$.
We investigate the behavior of the solutions of a class of certain strictly hyperbolic equations defined on $[0,T]\times \R^n$ in relation to a class of metrics on the phase space. In particular, we study the global regularity and decay issues of the solution to an equation with coefficients polynomially bound in $x$ and with their $t$-derivative of order $\textnormal{O}(t^{-q}),$ where $q \in \big[1,\frac{3}{2}\big)$. For this purpose, an appropriate generalized symbol class based on the metric is defined and the associated Planck function is used to define an infinite order operator to perfo…
In this paper we study the Cauchy problem for overdetermined systems of linear partial differential operators with constant coefficients in some spaces of $ω$-ultradifferentiable functions in the sense of Braun, Meise and Taylor, for non-quasianalytic weight functions $ω$. We show that existence of solutions of the Cauchy problem is equivalent to the validity of a Phragmén-Lindelöf principle for entire and plurisubharmonic functions on some irreducible affine algebraic varieties.
We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $α\in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial variables. This equation describes the propagation of stress pulses in a viscoelastic medium. Its properties are intermediate between those of parabolic and hyperbolic equations. In this paper, we construct and investigate a fundamental solution of the Cauchy problem, prove existence and uniqueness theorems for such equations.
We investigate the behavior of the solutions of a class of certain strictly hyperbolic equations defined on $(0,T]\times \mathbb{R}^n$ in relation to a class of metrics on the phase space. In particular, we study the global regularity and decay issues of the solution to an equation with coefficients polynomially bound in $x$ with their $x$-derivatives and $t$-derivative of order ${O}(t^{-δ}),δ\in [0,1),$ and ${O}(t^{-1})$ respectively. This type of singular behavior allows coefficients to be either oscillatory or logarithmically bounded at $t=0$. We use the Planck function associated with the …
In this paper we study the well-posedness of the Cauchy problem for a wave equation with multiplicities and space-dependent irregular coefficients. As in \cite{GR:14} in order to give a meaningful notion of solution, we employ the notion of very weak solution, which construction is based on a parameter dependent regularisation of the coefficients via mollifiers. We prove that, even with distributional coefficients, a very weak solution exists for our Cauchy problem and it converges to the classical one when the coefficients are smooth. The dependence on the mollifiers of very weak solutions is…
In the paper, we consider the Cauchy problem for a fifth order pseudoparabolic equation that appears in studying the issues of fluid filtration in fissured media, the moisture transfer in soils and etc. The Cauchy problem with non-classic conditions not requiring the agreement conditions are studied for a discontinuous coefficient pseudoparabolic equation. The equivalence of these conditions with the Cauchy classic condition is substantiated in the case when the solution of the stated problem is sought in S.L.Sobolev anisotropic space.
In this article, we consider the compressible Navier-Stokes equation with density dependent viscosity coefficients and a term of capillarity introduced by Coquel et al in \cite{5CR}. This model includes at the same time the barotropic Navier-Stokes equations with variable viscosity coefficients, shallow-water system and the model of Rohde. We first study the well-posedness of the model in critical regularity spaces with respect to the scaling of the associated equations. In a functional setting as close as possibleto the physical energy spaces, we prove global existence of solutions close to a…
The goal of this paper is to study global well-posedness, cone of dependence and loss of regularity of the solutions to a class of strictly hyperbolic equations with coefficients displaying "mild" blow-up of sublogarithmic order - $|\ln t|^γ,γ\in(0,1).$ The problems we study are of strictly hyperbolic type with respect to a generic weight and a metric on the phase space. The coefficients are polynomially bound in $x$ with their $x$-derivatives and $t$-derivative of order $O(t^{-δ}),δ\in [0,1),$ and $O(t^{-1}|\ln t|^{γ-1}), γ\in(0,1),$ respectively. We employ the Planck function associated with…
The goal of this paper is to establish a global well-posedness, cone condition and loss of regularity for singular hyperbolic equations with coefficients in { $L^1((0,T];C^\infty(\mathbb{R}^n)) \cap C^1((0,T];C^\infty(\mathbb{R}^n))$} and Cauchy data in an appropriate Sobolev space tailored to a metric on the phase space. The coefficients are unbounded near the singular hyperplane $t=0$ and polynomially growing as $|x| \to \infty.$ The singular behavior is characterized by the blow-up rate of the coefficients and their first $t$-derivatives near $t=0.$ In order to study the interplay of the si…
For a homogeneous polynomial $p$ in $ξ\in {\bf R}^n$ with Gevrey coefficients, it is known that the Cauchy problem for any realization of $p$ is well-posed in the Gevrey class of order $s<2$ if the characteristic roots are real. In this note, we give examples showing the situation of the converse direction, in particular the optimality of the Gevrey order $s=2$.
We consider an inverse problem of determining coefficient matrices in an $N$-system of second-order elliptic equations in a bounded two dimensional domain by a set of Cauchy data on arbitrary subboundary. The main result of the article is as follows: If two systems of elliptic operators generate the same set of partial Cauchy data on an arbitrary subboundary, then the coefficient matrices of the first-order and zero-order terms satisfy the prescribed system of first-order partial differential equations. The main result implies the uniqueness of any two coefficient matrices provided that the on…
This paper is concerned with reconstruction issue of some typical inverse problems and consists of three parts. First a framework of the enclosure method for an inverse source problem governed by the Helmholtz equation at a fixed wave number in three dimensions is introduced. It is based on the nonvanishing of the coefficient of the leading profile of an oscillatory integral over a domain having a conical singularity. Second an explicit formula of the coefficient for a domain having a circular cone singularity and its implication under the framework are given. Third, an application under the f…
We study the Cauchy problem for Schrödinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy data, and on the spectral measure associated with the noise, such that the Cauchy problem admits a unique function-valued mild solution in the sense of Da Prato and Zabczyc.
This paper studies the Cauchy problem for variable coefficient weakly hyperbolic first order systems of partial differential operators. The hyperbolicity assumption is that for each $t, x$ the principal symbol is hyperbolic. No hypothesis is imposed on lower order terms. For coefficients and Cauchy data sufficiently Gevrey regular the Cauchy problem has a unique sufficiently Gevrey regular solution. We prove stability and error estimates for the spectral Crank-Nicholson scheme. Approximate solutions can be computed with accuracy $epsilon$ in the supremum norm with cost growing at most polynomi…
We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the $C_0$-semigroup (this is a standard assumption in the evolution equations theory, which guarantees the existence of the solution) and then find the representation (based on the family of translation operators) of the solution in terms of coefficients of the equation and initial condition. It is proved that if the coefficients of the equation are bounded, infinite…
Global Existence and Incompressible Limit of the Cauchy Problem for 2D Compressible Navier-Stokes Equations with Large Bulk Viscosity and Large Initial Data
University of Chinese Academy of Sciences（中国科学院大学）；Institute of Applied Mathematics, 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应用数学研究所）
The Cauchy problem for the Vlasov-Maxwell-Boltzmann equations (VMB) is considered. First the renormalized solution to the Vlasov equation with the Lorentz force is discussed and the difficulty on the partial differentiability of the coefficients is overcome. Then the weak stability of the renormalized solutions to the Cauchy problem of VMB is established using the compactness of velocity averages and a renormalized formulation. Furthermore, the large time behavior of the renormalized solutions to VMB is studied and it is proved that the density of particles tends to a local Maxwellian as the t…
We set-up and solve the Cauchy problem for Schrödinger-type differential operators with generalized functions as coefficients, in particular, allowing for distributional coefficients in the principal part. Equations involving such kind of operators appeared in models of deep earth seismology. We prove existence and uniqueness of Colombeau generalized solutions and analyze the relations with classical and distributional solutions. Furthermore, we provide a construction of generalized initial values that may serve as square roots of arbitrary probability measures.
We utilize undetermined coefficient method and an iterative method to construct the series solutions of the 3D Cauchy problem for a class of incompressible Navier-Stokes and Euler Equations. Then we can turn the Navier-Stokes Equations (Euler Equations) into the Cauchy problem for finitely (infinitely) many ordinary differential equations. We get the finite series solution of the Navier-Stokes Equations. By using some combinatorial identities techniques, we prove that the sum of the solutions to these ordinary differential equations is an infinite series solution of the Euler Equations in some…
We deal with the existence of weak solutions for a mixed Neumann-Robin-Cauchy problem. The existence results are based on global-in-time estimates of approximating solutions, and the passage to the limit exploits compactness techniques. We investigate explicit estimates for solutions of the parabolic equations with nonhomogeneous boundary conditions and distributional right hand sides. The parabolic equation is of divergence form with discontinuous coefficients. We consider a nonlinear condition on a part of the boundary that the power laws (and the Robin boundary condition) appear as particul…
We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz continuous coefficients in time, $H^s$ well-posed in the case of Log-Lipschitz continuous coefficients in time (with an, in general, finite loss of derivatives) and Gevrey well-posed in the case of Hölder continuous coefficients in time (with an, in general, infinite loss of derivatives). Here, we use moduli of continuity to describe the regularity of the coeff…
The study of the Dirac system and second-order elliptic equations with complex-valued coefficients on the plane leads to bicomplex Vekua equations. To the difference of complex pseudoanalytic (generalized analytic) functions the theory of bicomplex functions has not been developed. Such basic facts as the similarity principle or the Liouville theorem in general are no longer available due to the presence of zero divisors in the algebra of bicomplex numbers. We develop a theory of bicomplex pseudoanalytic formal powers analogous to the developed by Bers and obtain Cauchy's integral formula in t…
We consider the Cauchy problem for the damped wave equations with variable coefficients a(x) having power type nonlinearity |u|^p. We discuss the global existence of solutions for small initial data and investigate the relation between the range of a(x) and the order p.
We consider a Cauchy Dirichlet problem for a quasilinear second order parabolic equation with lower order term driven by a singular coefficient. We establish an existence result to such a problem and we describe the time behavior of the solution in the case of the infinite time horizon.
The purpose of this paper is to obtain an upper bound for the fundamental solution for parabolic Cauchy problem u'=Au, where A is a second order elliptic partial differential operator with unbounded coefficients such that its potential and the potential of the formal adjoint of the operator A are bounded from below.
