Viscosity solutions of fully nonlinear parabolic systems

In this paper, we discuss the viscosity solutions of the weakly coupled systems of fully nonlinear second-order degenerate parabolic equations and their Cauchy-Dirichlet problem. We prove the existence, uniqueness and continuity of viscosity solution by combining Perron's method with the technique of coupled solutions. The results here generalize those in Proc. London Math. Soc. 63 (1991) 212-240 and Comm. Partial Differential Equations 16 (1991) 1095-1128.     

On the definition of viscosity solutions for parabolic equations

In this short note we suggest a refinement for the definition of viscosity solutions for parabolic equations. The new version of the definition is equivalent to the usual one and it better adapts to the properties of parabolic equations. The basic idea is to determine the admissibility of a test function based on its behavior prior to the given moment of time and ignore what happens at times after that.

     

Singular solutions of Hessian fully nonlinear elliptic equations

We study Hessian fully nonlinear uniformly elliptic equations and show that the second derivatives of viscosity solutions of those equations (in 12 or more dimensions) can blow up in an interior point of the domain. We prove that the optimal interior regularity of such solutions is no more than C1+?, showing the optimality of the known interior regularity result. The same is proven for Isaacs equations. We prove the existence of non-smooth solutions to fully nonlinear Hessian uniformly elliptic equations in 11 dimensions. We study also the possible singularity of solutions of Hessian equations defined in a neighborhood of a point and prove that a homogeneous order 0<α<1 solution of a Hessian uniformly elliptic equation in a punctured ball should be radial.     

Gradient estimates for viscosity solutions of singular fully nonlinear elliptic equations

We establish Lipschitz regularity for solutions to a family of non-isotropic fully nonlinear partial differential equations of elliptic type. In general such a regularity is optimal. No sign constraint is imposed on the solution, thus limiting free boundaries may have two-phases. Our estimates are then employed in combination with fine regularizing techniques to prove existence of viscosity solutions to singular nonlinear PDEs.     

Estimates of solutions of initial-irregular oblique derivative problems for fully nonlinear parabolic equations

In this paper the initial-irregular oblique derivative problems for fully nonlinear parabolic equations of second order are proposed, and then some a priori estimates of solutions for the above problems are given.     

Classical solutions for a class of fully nonlinear degenerate parabolic equations

This paper is concerned with the existence and comparison principle of classical solutions for a class of fully nonlinear degenerate parabolic equations.     

Loss of boundary conditions for fully nonlinear parabolic equations with superquadratic gradient terms

We study whether the solutions of a fully nonlinear, uniformly parabolic equation with superquadratic growth in the gradient satisfy initial and homogeneous boundary conditions in the classical sense, a problem we refer to as the classical Dirichlet problem. Our main results are: the nonexistence of global-in-time solutions of this problem, depending on a specific largeness condition on the initial data, and the existence of local-in-time solutions for initial data $C^1$ up to the boundary. Global existence is know when boundary conditions are understood in the viscosity sense, what is known as the generalized Dirichlet problem. Therefore, our result implies loss of boundary conditions in finite time. Specifically, a solution satisfying homogeneous boundary conditions in the viscosity sense eventually becomes strictly positive at some point of the boundary.     

Fujita type exponent for fully nonlinear parabolic equations and existence results

In this paper, we prove that a class of parabolic equations involving a second order fully nonlinear uniformly elliptic operator has a Fujita type exponent. These exponents are related with an eigenvalue problem in all RN and play the same role in blow-up theorems as the classical p^?=1+2/N introduced by Fujita for the Laplacian. We also obtain some associated existence results.     

Global Lipschitz regularizing effects for linear and nonlinear parabolic equations

In this paper we prove global bounds on the spatial gradient of viscosity solutions to second order linear and nonlinear parabolic equations in (0,T)×R^N$(0,T)\times {\mathbb{R}}^N$. Our assumptions include the case that the coefficients be both unbounded and with very mild local regularity (possibly weaker than the Dini continuity), the estimates only depending on the parabolicity constant and on the modulus of continuity of coefficients (but not on their L^∞$L^{\infty }$-norm). Our proof provides the analytic counterpart to the probabilistic proof used in Priola and Wang (2006) [35] (J. Funct. Anal. 2006) to get this type of gradient estimates in the linear case. We actually extend such estimates to the case of possibly unbounded data and solutions as well as to the case of nonlinear operators including Bellman–Isaacs equations. We investigate both the classical regularizing effect (at time t>0$t>0$) and the possible conservation of Lipschitz regularity from t=0$t=0$, and similarly we prove global Hölder estimates under weaker assumptions on the coefficients. The estimates we prove for unbounded data and solutions seem to be new even in the classical case of linear equations with bounded and Hölder continuous coefficients. Applications to Liouville type theorems are also given in the paper. Finally, we compare in an appendix the analytic and the probabilistic approach discussing the analogy between the doubling variables method of viscosity solutions and the probabilistic coupling method.     

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.     

New concentration phenomena for a class of radial fully nonlinear equations

We study radial sign-changing solutions of a class of fully nonlinear elliptic Dirichlet problems in a ball, driven by the extremal Pucci's operators and with a power nonlinear term. We first determine a new critical exponent related to the existence or nonexistence of such solutions. Then we analyze the asymptotic behavior of the radial nodal solutions as the exponents approach the critical values, showing that new concentration phenomena occur. Finally we define a suitable weighted energy for these solutions and compute its limit value.     

Strong solutions of a class of fully nonlinear degenerate parabolic equations

This paper is concerned with the Cauchy problem of a class of fully nonlinear degenerate parabolic equations with reaction sources. After establishing the necessary local existence theorems of strong solutions, we investigate the blow‐up and global existence profile. Copyright © 2015 John Wiley & Sons, Ltd.     

Self-similar solutions of quasilinear parabolic equations with nonlinear gradient terms

This paper is devoted to study the classification of self-similar solutions to the m ≥ 1,p,q ＞ 0 and p + q ＞ m. For m = 1, it is shown that the very singular self-similar solution exists if and only if nq + (n + 1)p ＜ n + 2, and in case of existence, such solution is unique. For m ＞ 1, it is shown that very singular self-similar solutions exist if and only if 1 ＜ m ＜ 2 and nq + (n + 1)p ＜ 2 + mn, and such solutions have compact support if they exist. Moreover, the interface relation is obtained.     

Discontinuous viscosity solutions to dirichlet problems for hamilton-jacob1 equations with

We introduce a new formulation of Dirichlet problem for a class of first order, nonlinear equations containing the minimum time problem, whose solution is expected to be discontinuous. We prove existence, uniqueness and representation formulas for the solution in the sense of viscosity solutions. Our method relies on a new way of prescribing the boundary condition, the use of recent ideas of Barron-Jensen [8] and Barles [5] , and the derivation of a "backwards" dynamic programming principle. We use the same ideas to prove uniqueness for the usual Dicchlet type formulation, following Ishii [13] and Bales-Perthame [6], under additional regularity conditions on the domain.     

On viscosity solutions for nontotally parabolic fully nonlinear equations

It is shown how to prove global unique solvability of the first initial-boundary value problem in the class of continuous viscosity solutions for some classes of equations −u_t+F(u_x,u_xx)=g(x, t, u_x), where F(p, A) is elliptic only on some nonlinear subsets of values of the arguments (p, A). For this purpose we use the techniques developed in the theory of viscosity solutions for degenerate elliptic equations. Bibliography: 12 titles. Published inZapiski Nauchnykh Seminarov POMI, Vol. 233, 1996, pp. 112–130.     

Symmetry of large solutions of nonlinear elliptic equations in a ball

Let g be a locally Lipschitz continuous real-valued function which satisfies the Keller-Osserman condition and is convex at infinity, then any large solution of −Δu+g(u)=0 in a ball is radially symmetric.