Square function and heat flow estimates on domains

The first purpose of this note is to provide a proof of the usual square function estimate on L^p(Ω). It turns out to follow directly from a generic Mikhlin multiplier theorem obtained by Alexopoulos, and we provide a sketch of its proof in the Appendix for the reader’s convenience. We also relate such bounds to a weaker version of the square function estimate which is enough in most instances involving dispersive PDEs and relies on Gaussian bounds on the heat kernel (such bounds are the key to Alexopoulos’result as well). Moreover, we obtain several useful L^p(Ω;H) bounds for (the derivatives of) the heat flow with values in a given Hilbert space H.     

Analytical approximate solutions of Riesz fractional diffusion equation and Riesz fractional advection–dispersion equation involving nonlocal space fractional derivatives

In this paper, we consider the analytical solutions of fractional partial differential equations (PDEs) with Riesz space fractional derivatives on a finite domain. Here we considered two types of fractional PDEs with Riesz space fractional derivatives such as Riesz fractional diffusion equation (RFDE) and Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second‐order space derivative with the Riesz fractional derivative of order α∈(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first‐order and second‐order space derivatives with the Riesz fractional derivatives of order β∈(0,1] and of order α∈(1,2] respectively. Here the analytic solutions of both the RFDE and RFADE are derived by using modified homotopy analysis method with Fourier transform. Then, we analyze the results by numerical simulations, which demonstrate the simplicity and effectiveness of the present method. Here the space fractional derivatives are defined as Riesz fractional derivatives. Copyright © 2015 John Wiley & Sons, Ltd.     

Singularities in Gaussian scale space that are relevant for changes in its hierarchical structure

The Gaussian scale space for an n–dimensional image L( x ) is defined as its n+1 dimensional extension L( x , t) being the solution of ∂_tL=ΔL, L_t=0=L(x). A hierarchical structure in L( x , t) is derived by combining the critical curves (∇ x L( x ,t)=0) and special points on them, viz. catastrophe points (where detH=0, H being the Hessian matrix) and scale space saddles (where ΔL=0), with iso–intensity manifolds through the scale space saddles. Until now, this structure has only been used for topological segmentation. In order to perform image matching and retrieval tasks based on the hierarchical structure, one needs to know which transitions are allowed when the structure is changed under influence of one control parameter. In this way, the gradual change of one structure into another is described. In this work we describe such relevant possible transitions for the hierarchical structure. These transitions describe the creations and annihilations of catastrophe points and scale space saddles, as well as their interaction with iso–intensity manifolds. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Heat flow on Finsler manifolds

This paper studies the heat flow on Finsler manifolds. A Finsler manifold is a smooth manifold M equipped with a Minkowski norm F(x, ·) : T_xM → ?₊ on each tangent space. Mostly, we will require that this norm be strongly convex and smooth and that it depend smoothly on the base point x. The particular case of a Hilbert norm on each tangent space leads to the important subclasses of Riemannian manifolds where the heat flow is widely studied and well understood. We present two approaches to the heat flow on a Finsler manifold:

• as gradient flow on L²(M, m) for the energy
• as gradient flow on the reverse L²‐Wasserstein space ??₂(M) of probability measures on M for the relative entropy

Both approaches depend on the choice of a measure m on M and then lead to the same nonlinear evolution semigroup. We prove ??^{1, α} regularity for solutions to the (nonlinear) heat equation on the Finsler space (M, F, m). Typically solutions to the heat equation will not be ??². Moreover, we derive pointwise comparison results à la Cheeger‐Yau and integrated upper Gaussian estimates à la Davies. © 2008 Wiley Periodicals, Inc.     

Singular Perturbation of Kolmogorov Equation in Gauss–Sobolev Space

Abstract

This article is concerned with the Kolmogorov equation associated to a stochastic partial differential equation with an additive noise depending on a small parameter ε > 0. As ε vanishes, the parabolic equation degenerates into a first-order evolution equation. In a Gauss–Sobolev space setting, we prove that, as ε ↓ 0, the solution of the Cauchy problem for the Kolmogorov equation converges in L ²(μ, H) to that of the reduced evolution equation of first-order, where μ is a reference Gaussian measure on the Hilbert space H.     

Halbgruppen und semilineare Anfangs-Randwertprobleme

A semilinear parabolic initial-boundary-value problem of order 2m in a possibly unbounded domain Ωx(O,T), Ω?Rⁿ, is considered within the framework of the L_p-and C^α-theory. In the first case a proof is given of the existence of a “strict” solution of the corresponding evolution equation. In the second case one can guarantee a classical solution, provided the homogeneous linear parabolic equation has a unique classical solution. Only local solvability is considered. The nonlinearity is a Hölder-continuous function of the derivatives up to the order 2m-1 of the unknown solution. The principal tool is the semigroup-theory in L_p(Ω) as well as in C^α( \(\bar \Omega \) ). In the latter case the semigroup is not strongly continuous, but it has sufficiently good properties to use it for existence proofs of classical solutions.     

A Class of Index Transforms with General Kernels

This paper deals with a class of integral transforms of the non - convolution type involving sufficiently general kernels, which depend upon two essentially independent arguments. One of them, in various particular cases, is a parameter or index of the corresponding special functions. This class of integral transforms comprises the famous Kontorovich-Lebedev and Mehler-Fock transforms. We study here the mapping properties and give also inversion theorems of the general index transforms on the space L_p(?), p ≥ 1, that covers the respective measurable functions on the whole real axis with the norm It is shown that the images of the transforms belong to the space L_{ν, p}(?₊), νε ?, 1 ≤ p ≤ ∞ of functions normed by In particular, when v = 1/p we get the usual L_p(?₊) space. We also direct our attention to the case of the Hilbert space and give certain interesting examples of these transforms.     

Global wellposedness for a one-dimensional Chern–Simons–Dirac system in Lp

The global wellposedness in L^p(?) for the Chern–Simons–Dirac equation in the 1+1 space and time dimension is discussed. We consider two types of quadratic nonlinearity: the null case and the non-null case. We show the time global wellposedness for the Chern–Simon–Dirac equation in the framework of L^p(?), where 1≤p≤∞ for the null case. For the scaling critical case, p = 1, mass concentration phenomena of the solutions may occur in considering the time global solvability. We invoke the Delgado–Candy estimate which plays a crucial role in preventing concentration phenomena of the global solution. Our method is related to the original work of Candy (2011), who showed the time global wellposedness for the single Dirac equation with cubic nonlinearity in the critical space L²(?).     

Well-Posed Boundary Value Problems for Integrable Evolution Equations on a Finite Interval

We consider boundary value problems posed on an interval [0,L] for an arbitrary linear evolution equation in one space dimension with spatial derivatives of order n. We characterize a class of such problems that admit a unique solution and are well posed in this sense. Such well-posed boundary value problems are obtained by prescribing N conditions at x=0 and n–N conditions at x=L, where N depends on n and on the sign of the highest-degree coefficient _n in the dispersion relation of the equation. For the problems in this class, we give a spectrally decomposed integral representation of the solution; moreover, we show that these are the only problems that admit such a representation. These results can be used to establish the well-posedness, at least locally in time, of some physically relevant nonlinear evolution equations in one space dimension.     

Algebra properties for Sobolev spaces — applications to semilinear PDEs on manifolds

In this work, we aim to prove algebra properties for generalized Sobolev spaces W ^s,p ?? L ^?? on a Riemannian manifold (or more general homogeneous type space as graphs), where W ^s,p is of Bessel-type W ^s,p := (1+L)^?s/m (L ^p ) with an operator L generating a heat semigroup satisfying off-diagonal decays. We do not require any assumption on the gradient of the semigroup. Instead, we propose two different approaches (one by paraproducts associated to the heat semigroup and another one using functionals). We also study the action of nonlinearities on these spaces and give applications to semi-linear PDEs. These results are new on Riemannian manifolds (with a non-bounded geometry) and even in euclidean space for Sobolev spaces associated to second order uniformly elliptic operators in divergence form.     

Weak solutions to a stationary heat equation with nonlocal radiation boundary condition and right‐hand side in Lp (p⩾1)

Accurate modelling of heat transfer in high‐temperature situations requires accounting for the effect of heat radiation. In complex industrial applications involving dissipative heating, we hardly can expect from the mathematical theory that the heat sources will be in a better space than L¹. In this paper, we focus on a stationary heat equation with nonlocal boundary conditions and L^p right‐hand side, with p?1 being arbitrary. Thanks to new coercivity results, we are able to produce energy estimates that involve only the L^p norm of the heat sources and to prove the existence of weak solutions. Copyright © 2008 John Wiley & Sons, Ltd.     

Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function

This paper deals with the randomized heat equation defined on a general bounded interval [L₁, L₂] and with nonhomogeneous boundary conditions. The solution is a stochastic process that can be related, via changes of variable, with the solution stochastic process of the random heat equation defined on [0,1] with homogeneous boundary conditions. Results in the extant literature establish conditions under which the probability density function of the solution process to the random heat equation on [0,1] with homogeneous boundary conditions can be approximated. Via the changes of variable and the Random Variable Transformation technique, we set mild conditions under which the probability density function of the solution process to the random heat equation on a general bounded interval [L₁, L₂] and with nonhomogeneous boundary conditions can be approximated uniformly or pointwise. Furthermore, we provide sufficient conditions in order that the expectation and the variance of the solution stochastic process can be computed from the proposed approximations of the probability density function. Numerical examples are performed in the case that the initial condition process has a certain Karhunen‐Loève expansion, being Gaussian and non‐Gaussian.     

The Estimates for Sharp Maximal Functions of Multilinear Strongly Singular Integral Operators

In this paper, the author obtains that the multilinear operators of strongly singular integral operators and their dual operators are bounded from some L^p（R^n） to L^p（R^n） when the m-th order derivatives of A belong to L^p（R^n） for r large enough. By this result, the author gets the estimates for the Sharp maximal functions of the multilinear operators with the m-th order derivatives of A being Lipschitz functions. It follows that the multilinear operators are （L^p, L^p）-type operators for 1 〈 p 〈 ∞.     

On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces

For a separable metric space (X, d) L^p Wasserstein metrics between probability measures μ and v on X are defined by where the infimum is taken over all probability measures η on X × X with marginal distributions μ and v, respectively. After mentioning some basic properties of these metrics as well as explicit formulae for X = R a formula for the L² Wasserstein metric with X = Rⁿ will be cited from [5], [9], and [21] and proved for any two probability measures of a family of elliptically contoured distributions. Finally this result will be generalized for Gaussian measures to the case of a separable Hilbert space.     

A Generalized Analytic Operator-Valued Function Space Integral and a Related Integral Equation

We introduce a generalized Wiener measure associated with a Gaussian Markov process and define a generalized analytic operator-valued function space integral as a bounded linear operator from L _p into L _p^\prime (1<p ≤ 2) by the analytic continuation of the generalized Wiener integral. We prove the existence of the integral for certain functionals which involve some Borel measures. Also we show that the generalized analytic operator-valued function space integral satisfies an integral equation related to the generalized Schr?dinger equation. The resulting theorems extend the theory of operator-valued function space integrals substantially and previous theorems about these integrals are generalized by our results.     

A Generalized Analytic Operator-Valued Function Space Integral and a Related Integral Equation

We introduce a generalized Wiener measure associated with a Gaussian Markov process and define a generalized analytic operator-valued function space integral as a bounded linear operator from L _p into L _p^\prime (1<p ≤ 2) by the analytic continuation of the generalized Wiener integral. We prove the existence of the integral for certain functionals which involve some Borel measures. Also we show that the generalized analytic operator-valued function space integral satisfies an integral equation related to the generalized Schr?dinger equation. The resulting theorems extend the theory of operator-valued function space integrals substantially and previous theorems about these integrals are generalized by our results.     

Singular fractional differential equations

Fractional differential equations have received increasing attention during recent years since the behavior of many physical systems can be properly described using the fractional order system theory. By fractional analog for Duhamel principle we give the existence-uniqueness result for linear and nonlinear time fractional evolution equations with singularities in corresponding norm in extended Colombeau algebra of generalized functions. In order to find the explicit solutions we use integral representation of the solution obtained via Laplace and Fourier transforms in succession and their inverses. We deal with some nonlinear models with singularities appearing in viscoelasticity and in anomalous processes, extending the results in viscoelasticity, continuum random walk, seismology, continuum mechanics and many other branches of life and science. The main task is finding existence-uniqueness results like in the case of evolution equations with entire derivatives. By examining the fractional evolution equations it turns out that they lead to till now known results from the evolution equations with entire derivatives in limiting case. They give more, behavior of the solution when order of derivatives are inside the intervals of entire points. In this way we can follow the influence of the operators generated by entire derivative in many fractional time evolution PDEs especially with singular initial data, and non-Lipschitz's nonlinear term. Apart from evolution equations we prove also an existence-uniqueness result for an initial value problem with singularities for linear and nonlinear fractional elliptic equation of Helmholtz type and fractional order α, where 1 < Re(α) ≤ 2, with respect to the one variable from R ₊. As a framework, we employ also Colombeau algebra of generalized functions containing fractional derivatives and operations among them in order to deal with the fractional equations with singularities. We apply the same techniques to the fractional Laplace and Poisson equation linear and nonlinear ones. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Conditions for Correct Solvability of a Simplest Singular Boundary Value Problem

We consider a boundary value problem where f(x) ∈ L_p(R), p ∈ [1,∞] (L_∞(R) ≔ C(R) and 0 ≤ q(x) ∈ L^loc₁( R). Boundary value problem (0.1) is called correctly solvable in the given space L_p(R) if for any f(x) ∈ L_p(R) there is a unique solution y(x) ∞ L_p(R) and the following inequality holds with absolute constant c(p) ∈ (0,∞). We find criteria for correct solvability of the problem (0.1) in L_p(R).     

A kinetic model for polytropic gases with internal energy

We consider a mixture of N ideal, polytropic gases. Each species is described by a distribution function f_i(t, x, v, I) ≥ 0, 1 ≤ i ≤ N, defined on , and its evolution is governed by a Boltzmann-type equation. In order to recover the energy law of polytropic gases, the authors of [4] proposed a kinetic model in the framework of a weighted L¹ space. Another approach has been developed in [3] in the context of polyatomic gases. Following this previous lead, our model provides a L² framework in both variables v and I, to eventually perform a mathematical study of the diffusion asymptotics, as it was done in [2] for a model without energy exchange. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Weighted L p estimates for the area integral associated to self-adjoint operators

This article is concerned with some weighted norm inequalities for the so-called horizontal (i.e., involving time derivatives) area integrals associated to a non-negative self-adjoint operator satisfying a pointwise Gaussian estimate for its heat kernel, as well as the corresponding vertical (i.e., involving space derivatives) area integrals associated to a non-negative self-adjoint operator satisfying in addition a pointwise upper bounds for the gradient of the heat kernel. As applications, we obtain sharp estimates for the operator norm of the area integrals on ${L^p(\mathbb{R}^N)}$ as p becomes large, and the growth of the A _p constant on estimates of the area integrals on the weighted L ^p spaces.