Harnack inequality and continuity of solutions to quasi-linear degenerate parabolic equations with coefficients from Kato-type classes

For a general class of divergence type quasi-linear degenerate parabolic equations with measurable coefficients and lower order terms from nonlinear Kato-type classes, we prove local boundedness and continuity of solutions, and the intrinsic Harnack inequality for positive solutions.     

Critical spaces for quasilinear parabolic evolution equations and applications

We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal $L_p$-regularity in time-weighted function spaces. It is shown that our notion of critical spaces coincides with the concept of scaling invariant spaces in case that the underlying partial differential equation enjoys a scaling invariance. Applications to the vorticity equations for the Navier–Stokes problem, convection–diffusion equations, the Nernst–Planck–Poisson equations in electro-chemistry, chemotaxis equations, the MHD equations, and some other well-known parabolic equations are given.     

Rate of convergence for one-dimensional quasilinear parabolic problem and its applications

Based on a comparison principle, we derive an exponential rate of convergence for solutions to the initial–boundary value problem for a class of quasilinear parabolic equations in one space dimension. We then apply the result to some models in population dynamics and image processing.     

Diffusive approximations for a class of nonlinear parabolic equations

We study a class of discrete velocity type approximations to nonlinear parabolic equations with source. After proving existence results and estimates on the solution to the relaxation system, we pass into the limit towards a weak solution, which is the unique entropy solution if the coefficients of the parabolic equation are constant.     

Continuity of attractors for a reaction-diffusion problem with nonlinear boundary conditions with respect to variations of the domain

In this work we show, for a class of dissipative semilinear parabolic problems, that the global compact attractor varies continuously with respect to parameters in the equations. Applications to a parabolic problem with nonlinear boundary conditions are also obtained.     

Aleksandrov–Bakelman–Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE

We prove generalized Aleksandrov–Bakelman–Pucci maximum principles for elliptic and parabolic integro-PDEs of Hamilton–Jacobi–Bellman–Isaacs types, whose PDE parts are either uniformly elliptic or uniformly parabolic. The proofs of these results are based on the classical Aleksandrov–Bakelman–Pucci maximum principles for the elliptic and parabolic PDEs and an iteration procedure using solutions of Pucci extremal equations. We also provide proofs of nonlocal versions of the classical Aleksandrov–Bakelman–Pucci maximum principles for elliptic and parabolic integro-PDEs.     

Large time behavior for some nonlinear degenerate parabolic equations

We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton–Jacobi–Bellman equations. Defining Σ as the set where the diffusion vanishes, i.e., where the equation is totally degenerate, we obtain the convergence when the equation is uniformly parabolic outside Σ and, on Σ, the Hamiltonian is either strictly convex or satisfies an assumption similar of the one introduced by Barles–Souganidis (2000) for first-order Hamilton–Jacobi equations. This latter assumption allows to deal with equations with nonconvex Hamiltonians. We can also release the uniform parabolic requirement outside Σ. As a consequence, we prove the convergence of some everywhere degenerate second-order equations.     

Quasilinear parabolic and elliptic equations with nonlinear boundary conditions

This paper is concerned with a class of quasilinear parabolic and elliptic equations in a bounded domain with both Dirichlet and nonlinear Neumann boundary conditions. The equation under consideration may be degenerate or singular depending on the property of the diffusion coefficient. The consideration of the class of equations is motivated by some heat-transfer problems where the heat capacity and thermal conductivity are both temperature dependent. The aim of the paper is to show the existence and uniqueness of a global time-dependent solution of the parabolic problem, existence of maximal and minimal steady-state solutions of the elliptic problem, including conditions for the uniqueness of a solution, and the asymptotic behavior of the time-dependent solution in relation to the steady-state solutions. Applications are given to some heat-transfer problems and an extended logistic reaction–diffusion equation.     

Regularity of solutions of initial-boundary value problems for parabolic equations in domains with conical points

The purpose of this paper is to establish the well-posedness and the regularity of solutions of the initial-boundary value problems for general higher order parabolic equations in infinite cylinders with the bases containing conical points.     

Global attractor for a non-autonomous integro-differential equation in materials with memory

The long-time behavior of an integro-differential parabolic equation of diffusion type with memory terms, expressed by convolution integrals involving infinite delays and by a forcing term with bounded delay, is investigated in this paper. The assumptions imposed on the coefficients are weak in the sense that uniqueness of solutions of the corresponding initial value problems cannot be guaranteed. Then, it is proved that the model generates a multivalued non-autonomous dynamical system which possesses a pullback attractor. First, the analysis is carried out with an abstract parabolic equation. Then, the theory is applied to the particular integro-differential equation which is the objective of this paper. The general results obtained in the paper are also valid for other types of parabolic equations with memory.     

Extension of Euler’s method to parabolic equations

Euler generalized d’Alembert’s solution to a wide class of linear hyperbolic equations with two independent variables. He introduced in 1769 the quantities that were rediscovered by Laplace in 1773 and became known as the Laplace invariants. The present paper is devoted to an extension of Euler’s method to linear parabolic equations with two independent variables. The new method allows one to derive an explicit formula for the general solution of a wide class of parabolic equations. In particular, the general solution of the Black–Scholes equation is obtained.     

Extremal equilibria for monotone semigroups in ordered spaces with application to evolutionary equations

We consider monotone semigroups in ordered spaces and give general results concerning the existence of extremal equilibria and global attractors. We then show some applications of the abstract scheme to various evolutionary problems, from ODEs and retarded functional differential equations to parabolic and hyperbolic PDEs. In particular, we exhibit the dynamical properties of semigroups defined by semilinear parabolic equations in RN with nonlinearities depending on the gradient of the solution. We consider as well systems of reaction-diffusion equations in RN and provide some results concerning extremal equilibria of the semigroups corresponding to damped wave problems in bounded domains or in RN. We further discuss some nonlocal and quasilinear problems, as well as the fourth order Cahn-Hilliard equation.     

Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

Degenerate parabolic equations of Kolmogorov type occur in many areas of analysis and applied mathematics. In their simplest form these equations were introduced by Kolmogorov in 1934 to describe the probability density of the positions and velocities of particles but the equations are also used as prototypes for evolution equations arising in the kinetic theory of gases. More recently equations of Kolmogorov type have also turned out to be relevant in option pricing in the setting of certain models for stochastic volatility and in the pricing of Asian options. The purpose of this paper is to numerically solve the Cauchy problem, for a general class of second order degenerate parabolic differential operators of Kolmogorov type with variable coefficients, using a posteriori error estimates and an algorithm for adaptive weak approximation of stochastic differential equations. Furthermore, we show how to apply these results in the context of mathematical finance and option pricing. The approach outlined in this paper circumvents many of the problems confronted by any deterministic approach based on, for example, a finite-difference discretization of the partial differential equation in itself. These problems are caused by the fact that the natural setting for degenerate parabolic differential operators of Kolmogorov type is that of a Lie group much more involved than the standard Euclidean Lie group of translations, the latter being relevant in the case of uniformly elliptic parabolic operators.     

Fine regularity for elliptic and parabolic anisotropic Robin problems with variable exponents

We investigate a class of quasi-linear elliptic and parabolic anisotropic problems with variable exponents over a general class of bounded non-smooth domains, which may include non-Lipschitz domains, such as domains with fractal boundary and rough domains. We obtain solvability and global regularity results for both the elliptic and parabolic Robin problem. Some a priori estimates, as well as fine properties for the corresponding nonlinear semigroups, are established. As a consequence, we generalize the global regularity theory for the Robin problem over non-smooth domains by extending it for the first time to the variable exponent case, and furthermore, to the anisotropic variable exponent case.     

Homeomorphism of solutions to backward SDEs and applications

In this paper we study the homeomorphic properties of the solutions to one dimensional backward stochastic differential equations under suitable assumptions, where the terminal values depend on a real parameter. Then, we apply them to the solutions for a class of second order quasilinear parabolic partial differential equations.     

Extremal solutions of quasilinear parabolic inclusions with generalized Clarke's gradient

In this paper we consider an initial boundary value problem for a parabolic inclusion whose multivalued nonlinearity is characterized by Clarke's generalized gradient of some locally Lipschitz function, and whose elliptic operator may be a general quasilinear operator of Leray-Lions type. Recently, extremality results have been obtained in case that the governing multivalued term is of special structure such as, multifunctions given by the usual subdifferential of convex functions or subgradients of so-called dc-functions. The main goal of this paper is to prove the existence of extremal solutions within a sector of appropriately defined upper and lower solutions for quasilinear parabolic inclusions with general Clarke's gradient. The main tools used in the proof are abstract results on nonlinear evolution equations, regularization, comparison, truncation, and special test function techniques as well as tools from nonsmooth analysis.     

Upper and lower solutions in quasilinear parabolic boundary value problems

The authors study a class of initial boundary value problems associated with parabolic quasilinear equations: by introducing special auxiliary functions, upper and lower solutions are obtained, which turn out to be sharp in the sense that they coincide with the solution in particular situations. To Larry Payne on the occasion of his 80th birthday. Received: February 3, 2004; revised: April 26, 2004 Partially supported by University of Cagliari     

Lorentz estimates for asymptotically regular fully nonlinear parabolic equations

We prove a global Lorentz estimate of the Hessian of strong solutions to the Cauchy–Dirichlet problem for a class of fully nonlinear parabolic equations with asymptotically regular nonlinearity over a bounded C^{1, 1} domain. Here, we mainly assume that the associated regular nonlinearity satisfies uniformly parabolicity and the ‐vanishing condition, and the approach of constructing a regular problem by an appropriate transformation is employed.     

Weighted estimates of solutions to second order parabolic equations

We evaluate the rate of decay for solutions to second order parabolic equations, which vanish on the boundary, while the right-hand side is allowed to be unbounded. Our approach is based on a special growth lemma, and it works for both divergence and non-divergence equations, in domains satisfying a general “exterior measure condition” (A). The result for elliptic case is published in Cho and Safonov (2007) [2].     

An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation

This work studies an inverse problem of determining the first-order coefficient of degenerate parabolic equations using the measurement data specified at a fixed internal point. Being different from other ordinary parameter identification problems in parabolic equations, in our mathematical model there exists degeneracy on the lateral boundaries of the domain, which may cause the corresponding boundary conditions to go missing. By the contraction mapping principle, the uniqueness of the solution for the inverse problem is proved. A numerical algorithm on the basis of the predictor-corrector method is designed to obtain the numerical solution and some typical numerical experiments are also performed in the paper. The numerical results show that the proposed method is stable and the unknown function is recovered very well. The results obtained in the paper are interesting and useful, and can be extended to other more general inverse coefficient problems of degenerate PDEs.