Gradient estimates for elliptic systems with measurable coefficients in nonsmooth domains

We consider an elliptic system in divergence form with measurable coefficients in a nonsmooth bounded domain to find a minimal regularity requirement on the coefficients and a lower level of geometric assumption on the boundary of the domain for a global W ^1,p , 1 < p < ∞, regularity. It is proved that such a W ^1,p regularity is still available under the assumption that the coefficients are merely measurable in one variable and have small BMO semi-norms in the other variables while the domain can be locally approximated by a hyperplane, a so called δ-Reifenberg domain, which is beyond the Lipschitz category. This regularity easily extends to a certain Orlicz-Sobolev space.     

Construction of {\mathcal L}^{{p}}-strong Feller Processes via Dirichlet Forms and Applications to Elliptic Diffusions

We provide a general construction scheme for $\mathcal L^p$ -strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated semigroup and resolvent of kernels having the $\mathcal L^p$ -strong Feller property. They allow us to construct a process which solves the corresponding martingale problem for all starting points from a known set, namely the set where the regularity assumptions hold. We apply this result to construct elliptic diffusions having locally Lipschitz matrix coefficients and singular drifts on general open sets with absorption at the boundary. In this application elliptic regularity results imply the desired regularity assumptions.     

Finite element methods with numerical quadrature for elliptic problems with smooth interfaces

The purpose of this paper is to study the effect of the numerical quadrature on the finite element approximation to the exact solution of elliptic equations with discontinuous coefficients. Due to low global regularity of the solution, it seems difficult to achieve optimal order of convergence with classical finite element methods [Z. Chen, J. Zou, Finite element methods and their convergence for elliptic and parabolic interface problems, Numer. Math. 79 (1998) 175-202]. We derive error estimates in finite element method with quadrature for elliptic interface problems in a two-dimensional convex polygonal domain. Optimal order error estimates in L² and H¹ norms are shown to hold even if the regularity of the solution is low on the whole domain. Finally, numerical experiment for two dimensional test problem is presented in support of our theoretical findings.     

Maximal Regularity for Non-autonomous Equations with Measurable Dependence on Time

In this paper we study maximal L ^p -regularity for evolution equations with time-dependent operators A. We merely assume a measurable dependence on time. In the first part of the paper we present a new sufficient condition for the L ^p -boundedness of a class of vector-valued singular integrals which does not rely on Hörmander conditions in the time variable. This is then used to develop an abstract operator-theoretic approach to maximal regularity. The results are applied to the case of m-th order elliptic operators A with time and space-dependent coefficients. Here the highest order coefficients are assumed to be measurable in time and continuous in the space variables. This results in an L ^p (L ^q )-theory for such equations for \(p,q\in (1, \infty )\). In the final section we extend a well-posedness result for quasilinear equations to the time-dependent setting. Here we give an example of a nonlinear parabolic PDE to which the result can be applied.     

The Well-Posedness Issue in Sobolev Spaces for Hyperbolic Systems with Zygmund-Type Coefficients

In this paper we study the well-posedness of the Cauchy problem for first order hyperbolic systems with constant multiplicities and with low regularity coefficients depending just on the time variable. We consider Zygmund and log-Zygmund type assumptions, and we prove well-posedness in H^∞ respectively without loss and with finite loss of derivatives. The key to obtain the results is the construction of a suitable symmetrizer for our system, which allows us to recover energy estimates (with or without loss) for the hyperbolic operator under consideration. This can be achievied, in contrast with the classical case of systems with smooth (say Lipschitz) coefficients, by adding one step in the diagonalization process, and building the symmetrizer up to the second order.     

A family of orthonormal wavelet bases with dilation factor 4

In this paper, we study a method for the construction of orthonormal wavelet bases with dilation factor 4. More precisely, for any integer M>0, we construct an orthonormal scaling filter mM(ξ) that generates a mother scaling function ?M, associated with the dilation factor 4. The computation of the different coefficients of ²|mM(ξ)| is done by the use of a simple iterative method. Also, this work shows how this construction method provides us with a whole family of compactly supported orthonormal wavelet bases with arbitrary high regularity. A first estimate of α(M), the asymptotic regularity of ?M is given by α(M)∼0.25M. Examples are provided to illustrate the results of this work.     

Semiclassical second microlocal propagation of regularity and integrable systems

We develop a second-microlocal calculus of pseudodifferential operators in the semiclassical setting. These operators test for Lagrangian regularity of semiclassical families of distributions on a manifold X with respect to a Lagrangian submanifold of T ^* X. The construction of the calculus, closely analogous to one performed by Bony in the setting of homogeneous Lagrangians, proceeds via the consideration of a model case, that of the zero section of T ^*? ⁿ , and conjugation by appropriate Fourier integral operators. We prove a propagation theorem for the associated wavefront set analogous to Hörmander’s theorem for operators of real principal type. As an application, we consider the propagation of Lagrangian regularity on invariant tori for quasimodes (e.g., eigenfunctions) of an operator with completely integrable classical hamiltonian. We prove a secondary propagation result for second wavefront set which implies that even in the (extreme) case of Lagrangian tori with all frequencies rational, provided a nondegeneracy assumption holds, Lagrangian regularity either spreads to fill out a whole torus or holds nowhere locally on it.     

Optimal <Emphasis Type="Italic">W</Emphasis><Superscript>1,<Emphasis Type="Italic">p</Emphasis></Superscript> regularity theory for parabolic equations in divergence form

This work treats L^p regularity theory for weak solutions of parabolic equations in divergence form with discontinuous coefficients on nonsmooth domains. We essentially obtain an optimal condition on the coefficients under which the global W^1,p regularity theory holds. This work was supported by SNU foundation in 2005.     

Hölder continuity in time for SG hyperbolic systems

We investigate well posedness of the Cauchy problem for SG hyperbolic systems with non-smooth coefficients with respect to time. By assuming the coefficients to be Hölder continuous we show that this low regularity has a considerable influence on the behavior at infinity of the solution as well as on its regularity. This leads to well posedness in suitable Gelfand-Shilov classes of functions on Rn. A simple example shows the sharpness of our results.     

Almost classical solutions to the total variation flow

The paper examines the one-dimensional total variation flow equation with Dirichlet boundary conditions. Thanks to a new concept of “almost classical” solutions we are able to determine evolution of facets – flat regions of solutions. A key element of our approach is the natural regularity determined by the nonlinear elliptic operator, for which x ² is an example of an irregular function. Such a point of view allows us to construct solutions. We apply this idea to numerical simulations for typical initial data. Due to the nature of Dirichlet data, any monotone function is an equilibrium. We prove that each solution reaches such a steady state in finite time.     

Anisotropic elliptic equations with VMO coefficients

This paper presents the study of maximal regularity properties for anisotropic differential-operator equations with VMO (vanishing mean oscillation) coefficients. We prove that the corresponding differential operator is separable and is a generator of analytic semigroup in vector-valued L^p spaces. Moreover, discreetness of spectrum and completeness of root elements of this operator is obtained.     

2-microlocal analysis of martingales and stochastic integrals

Recently, a new approach in the fine analysis of sample paths of stochastic processes has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of continuous martingales and stochastic integrals. We proved that the almost sure 2-microlocal frontier of a martingale can be obtained through the local regularity of its quadratic variation. It allows to link the Hölder regularity of a stochastic integral to the regularity of the integrand and integrator processes. These results provide a methodology to predict the local regularity of diffusions from the fine analysis of its coefficients. We illustrate our work with examples of martingales with unusual complex regularity behaviour and square of Bessel processes.     

Orthogonal bandelet bases for geometric images approximation

This paper introduces orthogonal bandelet bases to approximate images having some geometrical regularity. These bandelet bases are computed by applying parametrized Alpert transform operators over an orthogonal wavelet basis. These bandeletization operators depend upon a multiscale geometric flow that is adapted to the image at each wavelet scale. This bandelet construction has a hierarchical structure over wavelet coefficients taking advantage of existing regularity among these coefficients. It is proved that C^α‐images having singularities along C^α‐curves are approximated in a best orthogonal bandelet basis with an optimal asymptotic error decay. Fast algorithms and compression applications are described. © 2008 Wiley Periodicals, Inc.     

L p -regularity for fourth order parabolic systems with measurable coefficients

We treat fourth order parabolic systems in divergence form with bounded measurable coefficients. We establish Hessian estimates for such parabolic systems by proving that the L ^p -regularity of the inhomogeneous terms exactly reflects in the regularity of the Hessian of the solutions for every ${p \in (1, \infty)}$ . The assumptions are that the coefficients are allowed to be merely measurable in one of spatial variables, but averaged in the other spatial variables and time variable.     

Pseudodifferential operators on Bochner spaces and an application

We consider pseudodifferential operators with operator valued symbols a(x,ξ) acting on a UMD Banach space X. Assuming some regularity of Hölder type in x and Mihlin type in ξ we prove L _p (? ⁿ ;X) boundedness of such operators. This result is then applied to the study of L _p -maximal regularity for nonautonomous parabolic evolution equations.     

Polynomial operators for spectral approximation of piecewise analytic functions

We propose the construction of a mixing filter for the detection of analytic singularities and an auto-adaptive spectral approximation of piecewise analytic functions, given either spectral or pseudo-spectral data, without knowing the location of the singularities beforehand. We define a polynomial frame with the following properties. At each point on the interval, the behavior of the coefficients in our frame expansion reflects the regularity of the function at that point. The corresponding approximation operators yield an exponentially decreasing rate of approximation in the vicinity of points of analyticity and a near best approximation on the whole interval. Unlike previously known results on the construction of localized polynomial kernels, we suggest a very simple idea to obtain exponentially localized kernels based on a general system of orthogonal polynomials, for which the Cesàro means of some order are uniformly bounded. The boundedness of these means is known in a number of cases, where no special function properties are known.     

Optimal Control of a Parabolic Equation with Dynamic Boundary Condition

We investigate a control problem for the heat equation. The goal is to find an optimal heat transfer coefficient in the dynamic boundary condition such that a desired temperature distribution at the boundary is adhered. To this end we consider a function space setting in which the heat flux across the boundary is forced to be an L ^p function with respect to the surface measure, which in turn implies higher regularity for the time derivative of temperature. We show that the corresponding elliptic operator generates a strongly continuous semigroup of contractions and apply the concept of maximal parabolic regularity. This allows to show the existence of an optimal control and the derivation of necessary and sufficient optimality conditions.     

Loss of regularity for p-evolution type models

The goal of the paper is to study the loss of regularity for special p-evolution type models with bounded coefficients in the principal part. The obtained loss of regularity is related in an optimal way to some unboundedness conditions for the derivatives of coefficients up to the second-order with respect to t.     

Nonlinear evolution equations and the Euler flow

A new theorem on abstract nonlinear equations of evolution is proved. As an application, the existence, uniqueness, regularity, and continuous dependence on the data are proved for the solution of the Euler equation for incompressible fluids in a bounded domain in R^m.     

Carleman Estimates for Second-Order Hyperbolic Equations

In the space of variables (x, t) ∈ ? ⁿ⁺¹, we consider a linear second-order hyperbolic equation with coefficients depending only on x. Given a domain D ? ? ⁿ⁺¹ whose projection to the x-space is a compact domain Ω, we consider the question of construction of a stability estimate for a solution to the Cauchy problem with data on the lateral boundary S of D. The well-known method for obtaining such estimates bases on the Carleman estimates with an exponential-type weight function exp(2τ?(x, t)) whose construction faces certain difficulties in case of hyperbolic equations with variable coefficients. We demonstrate that if D is symmetric with respect to the plane t = 0 then we can take ?(x, t) to be the function ?(x, t) = s ²(x, x ⁰) ? pt ², where s(x, x ⁰) is the distance between points x and x ⁰ in the Riemannian metric induced by the differential equation, p is some positive number less than 1, and the fixed point x ⁰ can either belong to the domain Ω or lie beyond it. As for the metric, we suppose that the sectional curvature of the corresponding Riemannian space is bounded above by some number k ₀ ≥ 0. In case of space of nonpositive curvature the parameter p can be taken arbitrarily close to 1; in this case as p → 1 the stability estimates lead to a uniqueness theorem which describes exactly the domain of the solution continuation through S. It turns out that, in case of space of bounded positive curvature, construction of a Carleman estimate is possible only if the product of k ₀ and sup _x∈Ω s ²(x, x ⁰) satisfies some smallness condition.