where Sènè stands for the set of n æ n real symmetric matrices, and æ is a bounded open set in IR n,typically with a suæciently regular boundary, mean

Size: px
Start display at page:

Download "where Sènè stands for the set of n æ n real symmetric matrices, and æ is a bounded open set in IR n,typically with a suæciently regular boundary, mean"

Transcription

1 GOOD AND VISCOSITY SOLUTIONS OF FULLY NONLINEAR ELLIPTIC EQUATIONS 1 ROBERT JENSEN 2 Department of Mathematical and Computer Sciences Loyola University Chicago, IL 60626, U.S.A. rrj@math.luc.edu MACIEJ KOCAN 3 Department of Mathemetics University of Cologne Cologne 50923, Germany ANDRZEJ SWIE, CH 4 School of Mathematics Georgia Institute of Technology Atlanta, GA 30332, U.S.A. swiech@math.gatech.edu Abstract. We introduce the notion of a ëgood" solution of a fully nonlinear uniformly elliptic equation. It is proven that ëgood" solutions are equivalent to L p -viscosity solutions of such equations. The main contribution of the paper is an explicit construction of elliptic equations with strong solutions that approximate any given fully nonlinear uniformly elliptic equation and its L p -viscosity solution. The results of the paper also extend some results about ëgood" solutions of linear equations. Section 1. Introduction è1:1è We are interested in nonlinear elliptic partial diæerential equations of the form G x; uèxè;duèxè;d 2 uèxè =0 for x 2 æ: Here G: æ æ IR æ IR n æsènè!ir; Mathematics Subject Classiæcation 35J60, 35J65, 35J25, 49L25 2 Supported by NSF grants DMS , DMS and DMS Supported by an Alexander von Humboldt Fellowship. 4 Supported by NSF grant DMS Part of this work was completed while this author was visiting the University of Cologne, supported by the TMR Network ëviscosity Solutions and their Applications". 1

2 where Sènè stands for the set of n æ n real symmetric matrices, and æ is a bounded open set in IR n,typically with a suæciently regular boundary, meaning here the uniform exterior cone condition. We will always assume that Gèx; r;p;xèiscontinuous in èr;p;xè with modulus of continuity independent of x 2 æ, and is jointly measurable in all variables èx; r;p;xè. We will typically require that G of è1.1è satisfy the following structure conditions: è1:2è jgèx; r; p; Xè,Gèx; r; q; Xèjæjp,qj; è1:3è P, èx, Y è Gèx; r;p;xè,gèx; r;p;yèp + èx,yè; for all x 2 æ, r 2 IR, p; q 2 IR n and X; Y 2Sènè. Here P æ are the Pucci extremal operators deæned as P + èxè =,trèx + è+ætrèx, è; P, èxè=,ætrèx + è+trèx, è; where trèxè is the trace of X; æ; and æ are positive constants which are æxed for all time; and given X 2Sènè, X + and X, are its positive and negative part èx = X +, X, è. Thus è1.3è amounts to uniform ellipticity of G, with ellipticity constants and æ. Sometimes we will allow G to be just degenerate elliptic, meaning that è1:4è Gèx; r; p; Xè Gèx; r; p; Y è whenever X, Y is nonnegative deænite. As for the dependence on r, wewill assume that è1:5è r 7! Gèx; r; p; Xè is uniformly continuous, uniformly for x 2 æ and bounded èr;p;xè. Typically we will also request that G be proper, i.e. that è1:6è r 7! Gèx; r; p; Xè is nondecreasing. We will frequently write è1.1è as è1:7è F èx; u; Du; D 2 uè=fèxè bysetting fèxè =,Gèx; 0; 0; 0è, F èx; r;p;xè=gèx; r;p;xè+fèxè, so that è1:8è F èx; 0; 0; 0è 0: In what follows we will move freely between è1.7è and è1.1è. As explained above, f is just a measurable function on æ. Regarding its behavior, we will require that è1:9è f 2 L p èæè; pép 0 ; 2

3 where p 0 é n is a constant such that the generalized maximum principle holds for p é p 0 èsee ë2ë, ë6ë, ë10ëè. Clearly, F of è1.7è will satisfy versions of è1.2è í è1.6è whenever G of è1.1è does, and vice versa. We recall next the deænitions of strong and L p -viscosity solutions of è1.7è. We refer the reader to ë2ë, ë5ë and ë10ë for the theory of L p -viscosity solutions and to ë1ë for an overview of recent results on fully nonlinear elliptic equations. A function u 2 W 2;p G èæè is a strong solution of è1.1è if è1.1è holds pointwise a.e., i.e. x; uèxè;duèxè;d 2 uèxè =0 for a.e. x 2 æ: A function u 2 Cèæè is an L p -viscosity subsolution èrespectively, supersolutionè of è1.1è if for every ëtest function" ' 2 W 2;p èæè and al maximum èrespectively, minimumè point ^x 2 æ of u, ' èrespectively, ess lim inf G x; uèxè;d'èxè;d 2 'èxè 0 x!^x ess lim sup G x!^x x; uèxè;d'èxè;d 2 'èxè 0:è A function u 2 Cèæè is an L p -viscosity solution of è1.1è if it is both an L p -viscosity subsolution and an L p -viscosity supersolution of è1.1è. In case of linear equations è1:10è, nx i;j=1 a ij èxèu xi x j èxè+ nx j=1 b j èxèu xj èxè+cèxèuèxè,fèxè=0 anotion of so-called good solution has been proposed in ë3ë. Namely, u 2 Cèæè is a good solution of è1.10è if there is a sequence u m of strong solutions of approximate problems, nx i;j=1 a m ij èxèum x i x j èxè+ nx j=1 b m j èxèum x j èxè+c m èxèu m èxè,f m èxè=0 such that u m! u in Cèæè. It was proved in ë8ë èsee also ë5ëè that the notions of good and L p -viscosity solutions of è1.10è coincide, at least in the case with b j 0, c 0 and f 2 L 1 èæè. We will say that the functions G 1 ;G 2 ; :::G m ; ::: satisfy structure conditions uniformly in m if è1.2è, è1.3è, è1.5è are satisæed uniformly in m with the same æxed ; æ;æ, and if jg m èx; 0; 0; 0; èjgèxè for some g 2 L p èæè. It was hinted in ë5ë how to extend the notion of a good solution to fully nonlinear equations. Here we make this precise. Deænition 1.1. We say that u 2 Cèæè is a good solution of è1.1è if there exist G m satisfying structure conditions uniformly in m and strong solutions u m of G m = 0 in æ, such that u m! u in Cèæè and G m converge to G in the following sense è1:11è G m èx; t; p; Xè! Gèx; t; p; Xè for a.e. x 2 æ and all èt; p; Xè 2 IRæIR n æsènè: 3

4 The requirement that the constants ; æ; æ be æxed for all equations comes from the fact that the constant p 0 in è1.9è depends on them and on diam èæè. The main result of this paper shows that the notions of L p -viscosity solution and good solution of è1.1è coincide, generalizing the results of ë8ë and ë5ë for linear equations to the general case of f 2 L p èæè and nonzero b j and c. This paper provides another tool for the analysis nonlinear elliptic partial diæerential equations with measurable spatial dependence. For example, using our main theorem, the results in ë3ë on uniqueness of good solutions translate immediately into corresponding results on uniqueness of L p -viscosity solutions. Section 2. Constructing strong solutions We are going to construct a strong solution of the Dirichlet problem è2:1è,æu + Gèx; u; Du; D 2 uè=0 in æ; u = è when G is bounded. This will turn out to be an important construction in proving that an L p -viscosity solution of è1.1è is a good solution of è1.1è as well. Proposition 2.1. Let G: æ æ IR æ IR n æsènè!irbemeasurable, bounded and satisfy è1.2è, è1.4è and è1.5è, let è 2 Cè@æè, and let æ satisfy uniform exterior cone condition. Then the Dirichlet problem è2.1è has a strong solution u 2 CèæèëW 2;p èæè for every pé1. For existence we do not require G to be proper the only essential ingredients are the boundedness and ellipticity of G and in fact we need this greater generality later. However, if G satisæes è1.6è, then the constructed strong solution is unique. Proof. We will solve è2.1è by the æxed point method. To this end, for any given v 2 Cèæè we will consider the Dirichlet problem è2:2è,æu + Gèx; vèxè; Du; D 2 uè=0 in æ; u = è Since the equation in è2.2è is independent of u, it follows from the general theory èsee ë4ë, Theorem 4.1è that è2.2è has an L p -viscosity solution èfor any ænite pè incèæè, which we are going to denote by Tv. By ë2ë, Proposition 3.5, Tv is twice pointwise diæerentiable a.e., thus gèxè =Gèx; vèxè;dètvèèxè;d 2 ètvèèxèè is well-deæned and g 2 L 1 èæè since G is bounded. It follows that Tv is a pointwise a.e. í and therefore L p -viscosity, see ë10ë, Corollary 1.6 í solution of the Dirichlet problem è2:3è,æu =,gèxè in æ; u = è However, è2.3è clearly has a unique strong solution, which must coincide with Tv, and it follows that Tv 2 W 2;p èæè for every ænite p. In particular, Tv is a unique strong solution of è2.2è. To ænish the proof it is now enough to show that the map T : Cèæè! Cèæè has a æxed point. This, however, is fairly obvious. For R suæciently large T is a compact mapping 4

5 from the closed ball of radius R in Cèæè to itself. Hence T has a æxed point and the proof is complete. We close this section with a direct construction of good solutions of è2:4è F èx; u; Du; D 2 uè=fèxè in æ; u = è under the assumptions: è 2 Cè@æè, æ satisæes uniform exterior cone condition, F is measurable and satisæes è1.2è, è1.3è, è1.5è, è1.6è, è1.8è, and è1.9è. Under the same conditions we know that è2.4è also has an L p -viscosity solution see Theorem 4.1 in ë4ë. The construction uses Proposition 2.1, illustrating èin a simpler contextè how it is applied in the following section. We will rewrite the diæerential equation in è2.4è as,æu + Gèx; u; Du; D 2 uè=0; where Gèx; r; p; Xè = trèxè + Fèx; r; p; Xè,fèxè. Clearly G is degenerate elliptic, i.e. it satisæes è1.4è. Without loss of generality we may replace è2.4è by è2:5è,æu + Gèx; u; Du; D 2 uè=0 in æ; u = è For m =1;2;::: consider truncating functions m : IR! IR given by è2:6è m èrè = 8 é :,m for ré,m, r for r 2 ë,m; më, m for rém. For every m we will consider an approximating Dirichlet problem è2:7è,æu + m Gèx; u; Du; D 2 uè =0 in æ; u = è Since m ègèx; r;p;xèè satisæes the conditions of Proposition 2.1 and G is proper, è2.7è has a unique strong solution u m 2 CèæèëW 2;p èæè for every pé1. The family of equations satisæes structure conditions uniformly in m and so by Proposition 4.2 in ë4ë the u m are precompact in Cèæè, and therefore passing to a subsequence if necessary we can assume that u m! u in Cèæè. The function u 2 Cèæè is a desired good solution since the approximations in è2.7è obviously converge to G in the sense of è1.11è. Section 3. Viscosity solutions are good solutions Consider the Dirichlet problem è3:1è F èx; Du; D 2 uè=fèxè in æ; u = è 5

6 We will prove that then every L p -viscosity solution of è3.1è is a good solution. The fact that good solutions are L p -viscosity solutions is obvious from the deænition of good solutions and the general theory convergence and stability of L p -viscosity solutions èsee ë2ë, Theorem 3.8è. Theorem 3.1. Let F be measurable and satisfy è1.2è, è1.3è, è1.8è, let f satisfy è1.9è, let è 2 Cè@æè, and æ satisfy uniform exterior cone condition. Then every L p -viscosity solution of è3.1è is a good solution in the sense of Deænition 1.1, i.e. there is a sequence of operators F m, independent of u, satisfying è1.2è, è1.3è and è1.8è, a sequence f m 2 L p èæè and a sequence u m 2 Cèæè ë W 2;p èæè of strong solutions of è3:2è F m èx; Du m ;D 2 u m è=f m èxè in æ such that è3:3è u m! u in Cèæè; F m converge to F in the sense of è1.11è: è3:4è F m èx; t; p; Xè! F èx; t; p; Xè for a.e. x 2 æ and all èt; p; Xè 2 IR æ IR n æsènè; and è3:5è f m! f in L p èæè and a.e. in æ: Observe that F in è3.1è is independent of u.the result holds with u dependence as well, assuming that F is proper; the proof is the same in all essential features as it is without u dependence. However, the introduction of u dependence introduces additional terms which just clutter up the proof and further obscure the fundamental ideas behind the proof. For these reasons we present the result without u dependence. Recall that Jensen in ë8ë èsee also ë5ëè proved that L n -viscosity solutions of linear equations è1.10è with f 2 L 1 èæè are good solutions. Our result generalizes this to general èsubject to structure conditionsè fully nonlinear equations and f 2 L p èæè;pép 0. Proof. STEP 0. Fix a countable, dense in IR n æsènè sequence èp i ;X i è 2 IR n æsènè, i =1;2;:::. STEP 1. Choose a sequnce ~ f m 2 Cèæè ë L 1 èæè such that Consider the Dirichlet problem æ m = kf, ~ f m k L p èæè! 0: è3:6è P, èd 2 wè, æjdwj = f, ~ f m in æ; w =0 By Corollary 3.10 in ë2ë, è3.6è has a unique strong solution w, and by the maximum principle kwk L 1 èæè Cæ m. Let u m = u, w. It follows that u m is an L p -viscosity solution of è3:7è F èx; Du m ;D 2 u m è ~ f m èxè in æ 6

7 and è3:8è ku, u m k L 1 èæè = kwk L 1 èæè Cæ m : Similarly, solving P + èd 2 wè+æjdwj = f, ~ f m in æ; w =0 and setting u m = u, w we conclude that u m is an L p -viscosity solution of è3:9è F èx; Du m ;D 2 u m è ~ f m èxè in æ and è3:10è ku, u m k L 1 èæè Cæ m : Also u m = u = è = u m STEP 2. Let æ m æ be a subdomain of æ with smooth boundary and such that è3:11è x 2 æ n æ m è 1 m : Next we are going to regularize u m and u m on æ m by means of the by-now standard process of sup-inf convolution, see ë9ë. An equivalent approximation procedure was used in ë8ë without bringing up the connection to sup-inf convolutions. This connection has been pointed out in ë5ë, and here we will follow the approach of ë5ë. Recall that for a given continuous function w: æ! IR, for æé0its sup-convolution w æ and its inf-convolution w æ are deæned as w æ èxè = sup y2æ wèyè, 1 2æ jx, yj2 ; w æ èxè = inf wèyè+ 1 jx,yj2 y2æ 2æ ; x2æ: Now for æ; æ é 0we consider w æ;æ = w æ+æ. It is well known that if æ; æ are suæciently æ small, then w æ;æ is C 1;1 on æ m, and w æ;æ converge to w as æ; æ è 0, see ë9ë. Moreover, this approximation procedure respects viscosity subsolutions, see ë5ë, Section 4. First we will consider èu m è æ;æ. Since ~ f m are bounded it follows from the results in ë8ë and ë5ë èin particular see Proposition 4.6 in ë5ëè that for every suæciently small æ one can choose a suitable æ = æèæè so that u + m =èu m è æ;æ 2 W 2;1 èæ m è and is a strong solution of a perturbed version of è3.7è, namely è3:12è F m x; Du + mèxè;d 2 u + mèxè f m èxè for a.e. x 2 æ m : Here è3:13è F m èx; p; Xè =FèT + m x; p; Xè and f mèxè = ~ f m èt + m xè 7

8 with T + m x = x + ædu+ m. While the equations considered in ë8ë and ë5ë were purely second order, the computations carried out there show that ærst order terms can be accommodated as well. Similarly, setting w æ;æ =èw æ+æ è æ,weconclude that u, m =èu m è æ;æ 2 W 2;1 èæ m è and è3:14è F m x; Du, mèxè;d 2 u, mèxè f m èxè for a.e. x 2 æ m ; where now è3:15è F m èx; p; Xè =FèT, m x; p; Xè and f m èxè = ~ f m èt, m xè with T, m x = x, ædu, m. Derivations of è3.12è and è3.14è use the fact that there is æ m é 0, independent ofæ, such that è3:16è DT æ m æ m I a.e. in æ m : See ë8ë and Section 4 of ë5ë for details. It follows from è3.16è that èt æ mè,1 map null sets into null sets, and therefore F m and F m are measurable. Moreover, by è3.16è the composition with T æ m is an approximate identity inl p èæ m è and therefore decreasing æ if necessary we can achieve that è3:17è kf m, ~ f m k L p èæ mè ; kf m, ~ f m k L p èæ mè 1 m and è3:18è Z æm æ æf èt æ m x; p i;x i è,fèx; p i ;X i è æ æ æ dx 1 m for i =1;2;:::;m: Further, without loss of generality we may also assume that è3:19è ku m, u + mk L 1 èæ mè ; ku m, u, mk L 1 èæ mè Cæ m: Finally, redeæning u, m = u, m, 3Cæ m and u + m = u + m +3Cæ m we obtain that è3.12è and è3.14è still hold, while by è3.8è, è3.10è and è3.19è è3:20è u, 5Cæ m u, m u, Cæ m ; u + Cæ m u + m u +5Cæ m on æ m : STEP 3. Before going any further with the construction of approximating equations, here we will establish some limiting properties of the approximations constructed in Step 2, which will be needed later in Step 6. From è3.18è, for every èp i ;X i è and æ 00 æ Z æ00 æ æf èt æ m x; p i;x i è,fèx; p i ;X i è æ æ æ dx! 0 as m!1: 8

9 By a diagonal argument we construct a subsequence m k and a null set N æ such that x 2 æ nn èfèt æ m k x; p i ;X i è!fèx; p i ;X i è as k!1; for all i; and using structure conditions è1.2è and è1.3è we can generalize this to è3:21è x 2 æ nn èfèt æ m k x; p; Xè! F èx; p; Xè as k!1; for all èp; Xè 2 IR n æsènè: STEP 4. Next choose a constant M m m so that for a.e. x 2 æ m è3:22è æ æ æf m èx; Du + mèxè;d 2 u + mèxèè + æu + mèxè æ æ æ ; æ ææf m èx; Du, m ;D2 u, mè+æu, mèxè æ æ æmm : Writing è3:23è G m èx; p; Xè =,trèxè+ Mm F m èx; p; Xè+trèXè ; it follows from è3.12è and è3.22è that è3:24è G m x; Du + mèxè;d 2 u + mèxè f m èxè for a.e. x 2 æ m : Similarly, è3:25è G m x; Du, mèxè;d 2 u, mèxè f m èxè for a.e. x 2 æ m ; where now è3:26è G m èx; p; Xè =,trèxè+ Mm èf m èx; p; Xè+trèXèè : The next step of the proof is similar to the proof of Theorem 3.30 in ë8ë. Let : æ m æir! ë0; 1ë be a continuous function such that è3:27è èx; tè =0 if u + mèxè t; èx; tè =1 if u, mèxè t: This can be done due to è3.20è. Deæne è3:28è H m èx; r;p;xè=èx; règ m èx; p; Xè+è1,èx; rèè G m èx; p; Xè =,trèxè+èx; rè Mm F m èx; p; Xè+trèXè +è1,èx; rèè Mm èf m èx; p; Xè+trèXèè ; è3:29è h m èx; rè =èx; rèf m èxè+è1,èx; rèè f m èxè and consider the Dirichlet problem è3:30è H m èx; v; Dv; D 2 vè=h m èx; vè in æ m ; v = u m : 9

10 All assumptions of Proposition 2.1 are satisæed and thus è3.30è has a strong solution v m 2 Cèæ m è ë W 2;p èæ mè. Now we deæne è3:31è G m èx; p; Xè =H m èx; v m èxè;p;xè; g m èxè=h m èx; v m èxèè; so that v m solves è3:32è G m x; Dv m èxè;d 2 v m èxè =g m èxè for a.e. x 2 æ m ; v m = u m : Observe that by construction è3:33è kg m k L 1 èæ mè k~ f m k L 1 èæè ; jtrèxè+g m èx; p; Xèj M m : Moreover, from è3.17è and è3.29è è3:34è kg m, ~ f m k L p èæ mè kf m, ~ f m k L p èæ mè + kf m, ~ f m k L p èæ mè 2 m : Next we claim that è3:35è v m u + m +8Cæ m on æ m : n o To show è3.35è consider æ + m = x 2 æ m : v m èxè éu + mèxè. Then èx; v m èxèè 0 on æ + m and therefore g m èxè = f m èxè and G m èx; p; Xè = G m èx; p; Xè for x 2 æ + m. It follows that v m is a strong solution of G m = f m on æ + m, and since by è3.25è u, m is a supersolution of the same equation, by the minimum principle inf u, æ + m, v m inf u, + m, v m m min + mn@æm by è3.20è, and using è3.20è again yields è3.35è. A symmetric argument shows that è3:36è v m u, m, 8Cæ m on æ m : Putting è3.35è, è3.36è and è3.20è together gives u, m, u + m ; inf u, m, è3:37è u, 13Cæ m v m u +13Cæ m on æ m : STEP 5. We will extend g m and G m to the whole æ according to è3:38è gm èxè for x 2 æ f m èxè = m, Gm èx; p; Xè for x 2 æ F 0 for x 2 æ n æ m, m èx; p; Xè = m,,trèxè for x 2 æ n æ m. 10

11 Recalling è3.33è, by Proposition 2.1 the Dirichlet problem è3:39è F m èx; Dw; D 2 wè=f m in æ; u = è has a unique strong solution u m 2 Cèæè ë W 2;p èæè for every pé1. Moreover, by Remark 4.3 in ë4ë there exists a modulus of continuity determined only by ; æ;n;p;æ;kf m k L p èæè ; the modulus of continuity of è, diam èæè and the parameters of the cone condition for æ èand therefore independent of mè such that è3:40è ju m èxè, èèyèj èjx,yjè for x 2 æ; y STEP 6. Denoting by u the modulus of continuity of u on æ we conclude from è3.11è and è3.40è that è3:41è ju m èxè, uèxèj è 1 m è+ uè 1 m è for x 2 æ n æ m: Since both u m and v m solve the same equation G m = g m in æ m while v m = u m, by the maximum principle and è3.41è and this, together with è3.37è, yields sup ju m, v m j sup ju m, uj èm 1è+ uèm 1è; x2æm x2@æm è3:42è sup ju m, uj èm 1è+ uèm 1è+13Cæ m: x2æm Using è3.41è again we conclude that and therefore è3.3è follows. From è3.34è sup ju m, uj è 1 m è+ uè 1 m è+13cæ m; x2æ kf m, fk L p èæè kfk L p èænæmè + kg m, ~ f m k L p èæ mè + kf, ~ f m k L p èæè kfk L p èænæmè + 2 m + æ m; which, together with è3.11è, establishes è3.5è along a subsequence. We will ænish the proof by showing that the convergence in è3.4è holds along a subsequence m k constructed in Step 3 í recall è3.21è. To this end, we will show that F mk converge to F pointwise a.e. in the sense that è3:43è x 2 ænn è F mk èx; p; Xè! F èx; p; Xè as k!1; for all èp; Xè 2 IR n æsènè: However, F m is just a convex combination of truncations of F m and F m deæned in è3.13è and è3.15è èrecall è3.38è, è3.31è, è3.28è, è3.26è and è3.23èè, and hence è3.43è follows easily from è3.21è. 11

12 References ë1ë L.A. Caæarelli and X. Cabre, Fully nonlinear elliptic equations, American Mathematical Society, Providence, 1995 ë2ë L. Caæarelli, M.G. Crandall, M. Kocan and A. Swie, ch, On viscosity solutions of fully nonlinear equations with measurable ingredients, Comm. Pure Appl. Math. 49 è1996è, 365í397 ë3ë M. C. Cerrutti, L. Escauriaza and E. B. Fabes, Uniqueness in the Dirichlet problem for some elliptic operators with discontinuous coeæcients, Ann. Mat. Pura Appl. 163 è1993è, 161í180 ë4ë M.G. Crandall, M. Kocan, P.L. Lions and A. Swie, ch, Existence results for boundary problems for uniformly elliptic and parabolic fully nonlinear equations, Electronic J. Diæerential Equations 24 è1999è, 1í20 ë5ë M.G. Crandall, M. Kocan, P. Soravia and A. Swie, ch, On the equivalence of various weak notions of solutions of elliptic PDE's with measurable ingredients, in ëprogress in elliptic and parabolic partial diæerential equations", èa. Alvino et al. eds.è, Pitman Research Notes in Math., vol. 50, 1996, 136í162 ë6ë L. Escauriaza, W 2;n a priori estimates for solutions to fully non-linear equations, Indiana Univ. Math. J. 42 è1993è, 413í423 ë7ë D. Gilbarg and N.S. Trudinger, Elliptic partial diæerential equations of second order, 2nd edition, Springer-Verlag, Berlin Heidelberg New York, 1983 ë8ë R. Jensen, Uniformly elliptic PDEs with bounded, measurable coeæcients, J. Fourier Anal. Appl. 2 è1996è, 237í259 ë9ë J.M. Lasry and P.L. Lions, A remark on regularization in Hilbert spaces, Israel J. Math. 55 è1986è, 257í266 ë10ë A. Swie, ch, W 1;p -interior estimates for solutions of fully nonlinear, uniformly elliptic equations, Adv. Diæerential Equat. 2 è1997è, 1005í

P.B. Stark. January 29, 1998

P.B. Stark. January 29, 1998 Statistics 210B, Spring 1998 Class Notes P.B. Stark stark@stat.berkeley.edu www.stat.berkeley.eduèçstarkèindex.html January 29, 1998 Second Set of Notes 1 More on Testing and Conædence Sets See Lehmann,

More information

also has x æ as a local imizer. Of course, æ is typically not known, but an algorithm can approximate æ as it approximates x æ èas the augmented Lagra

also has x æ as a local imizer. Of course, æ is typically not known, but an algorithm can approximate æ as it approximates x æ èas the augmented Lagra Introduction to sequential quadratic programg Mark S. Gockenbach Introduction Sequential quadratic programg èsqpè methods attempt to solve a nonlinear program directly rather than convert it to a sequence

More information

Parabolic Layers, II

Parabolic Layers, II Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers, II Paul A. Farrell, Pieter W. Hemker, and Grigori I. Shishkin Computer Science Program Technical Report Number

More information

322 HENDRA GUNAWAN AND MASHADI èivè kx; y + zk çkx; yk + kx; zk: The pair èx; kæ; ækè is then called a 2-normed space. A standard example of a 2-norme

322 HENDRA GUNAWAN AND MASHADI èivè kx; y + zk çkx; yk + kx; zk: The pair èx; kæ; ækè is then called a 2-normed space. A standard example of a 2-norme SOOCHOW JOURNAL OF MATHEMATICS Volume 27, No. 3, pp. 321-329, July 2001 ON FINITE DIMENSIONAL 2-NORMED SPACES BY HENDRA GUNAWAN AND MASHADI Abstract. In this note, we shall study ænite dimensional 2-normed

More information

Sébastien Chaumont a a Institut Élie Cartan, Université Henri Poincaré Nancy I, B. P. 239, Vandoeuvre-lès-Nancy Cedex, France. 1.

Sébastien Chaumont a a Institut Élie Cartan, Université Henri Poincaré Nancy I, B. P. 239, Vandoeuvre-lès-Nancy Cedex, France. 1. A strong comparison result for viscosity solutions to Hamilton-Jacobi-Bellman equations with Dirichlet condition on a non-smooth boundary and application to parabolic problems Sébastien Chaumont a a Institut

More information

Homogenization and error estimates of free boundary velocities in periodic media

Homogenization and error estimates of free boundary velocities in periodic media Homogenization and error estimates of free boundary velocities in periodic media Inwon C. Kim October 7, 2011 Abstract In this note I describe a recent result ([14]-[15]) on homogenization and error estimates

More information

LECTURE Review. In this lecture we shall study the errors and stability properties for numerical solutions of initial value.

LECTURE Review. In this lecture we shall study the errors and stability properties for numerical solutions of initial value. LECTURE 24 Error Analysis for Multi-step Methods 1. Review In this lecture we shall study the errors and stability properties for numerical solutions of initial value problems of the form è24.1è dx = fèt;

More information

If we remove the cyclotomic factors of fèxè, must the resulting polynomial be 1 or irreducible? This is in fact not the case. A simple example is give

If we remove the cyclotomic factors of fèxè, must the resulting polynomial be 1 or irreducible? This is in fact not the case. A simple example is give AN EXTENSION OF A THEOREM OF LJUNGGREN Michael Filaseta and Junior Solan* 1. Introduction E.S. Selmer ë5ë studied the irreducibility over the rationals of polynomials of the form x n + " 1 x m + " 2 where

More information

A GENERALIZATION OF THE FLAT CONE CONDITION FOR REGULARITY OF SOLUTIONS OF ELLIPTIC EQUATIONS

A GENERALIZATION OF THE FLAT CONE CONDITION FOR REGULARITY OF SOLUTIONS OF ELLIPTIC EQUATIONS PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 100, Number 2. June 1987 A GENERALIZATION OF THE FLAT CONE CONDITION FOR REGULARITY OF SOLUTIONS OF ELLIPTIC EQUATIONS GARY M. LIEBERMAN ABSTRACT.

More information

APPENDIX E., where the boundary values on the sector are given by = 0. n=1. a 00 n + 1 r a0 n, n2

APPENDIX E., where the boundary values on the sector are given by = 0. n=1. a 00 n + 1 r a0 n, n2 APPENDIX E Solutions to Problem Set 5. èproblem 4.5.4 in textè èaè Use a series expansion to nd èèr;è satisfying èe.è è rr + r è r + r 2 è =, r 2 cosèè in the sector éré3, 0 éé 2, where the boundary values

More information

VISCOSITY SOLUTIONS OF ELLIPTIC EQUATIONS

VISCOSITY SOLUTIONS OF ELLIPTIC EQUATIONS VISCOSITY SOLUTIONS OF ELLIPTIC EQUATIONS LUIS SILVESTRE These are the notes from the summer course given in the Second Chicago Summer School In Analysis, in June 2015. We introduce the notion of viscosity

More information

arxiv: v1 [math.ap] 18 Jan 2019

arxiv: v1 [math.ap] 18 Jan 2019 Boundary Pointwise C 1,α C 2,α Regularity for Fully Nonlinear Elliptic Equations arxiv:1901.06060v1 [math.ap] 18 Jan 2019 Yuanyuan Lian a, Kai Zhang a, a Department of Applied Mathematics, Northwestern

More information

Robustness for a Liouville type theorem in exterior domains

Robustness for a Liouville type theorem in exterior domains Robustness for a Liouville type theorem in exterior domains Juliette Bouhours 1 arxiv:1207.0329v3 [math.ap] 24 Oct 2014 1 UPMC Univ Paris 06, UMR 7598, Laboratoire Jacques-Louis Lions, F-75005, Paris,

More information

Solutions: Problem Set 4 Math 201B, Winter 2007

Solutions: Problem Set 4 Math 201B, Winter 2007 Solutions: Problem Set 4 Math 2B, Winter 27 Problem. (a Define f : by { x /2 if < x

More information

Example 1. Hamilton-Jacobi equation. In particular, the eikonal equation. for some n( x) > 0 in Ω. Here 1 / 2

Example 1. Hamilton-Jacobi equation. In particular, the eikonal equation. for some n( x) > 0 in Ω. Here 1 / 2 Oct. 1 0 Viscosity S olutions In this lecture we take a glimpse of the viscosity solution theory for linear and nonlinear PDEs. From our experience we know that even for linear equations, the existence

More information

THE HARDY LITTLEWOOD MAXIMAL FUNCTION OF A SOBOLEV FUNCTION. Juha Kinnunen. 1 f(y) dy, B(x, r) B(x,r)

THE HARDY LITTLEWOOD MAXIMAL FUNCTION OF A SOBOLEV FUNCTION. Juha Kinnunen. 1 f(y) dy, B(x, r) B(x,r) Appeared in Israel J. Math. 00 (997), 7 24 THE HARDY LITTLEWOOD MAXIMAL FUNCTION OF A SOBOLEV FUNCTION Juha Kinnunen Abstract. We prove that the Hardy Littlewood maximal operator is bounded in the Sobolev

More information

Global unbounded solutions of the Fujita equation in the intermediate range

Global unbounded solutions of the Fujita equation in the intermediate range Global unbounded solutions of the Fujita equation in the intermediate range Peter Poláčik School of Mathematics, University of Minnesota, Minneapolis, MN 55455, USA Eiji Yanagida Department of Mathematics,

More information

Asymptotic behavior of infinity harmonic functions near an isolated singularity

Asymptotic behavior of infinity harmonic functions near an isolated singularity Asymptotic behavior of infinity harmonic functions near an isolated singularity Ovidiu Savin, Changyou Wang, Yifeng Yu Abstract In this paper, we prove if n 2 x 0 is an isolated singularity of a nonegative

More information

SHARP BOUNDARY TRACE INEQUALITIES. 1. Introduction

SHARP BOUNDARY TRACE INEQUALITIES. 1. Introduction SHARP BOUNDARY TRACE INEQUALITIES GILES AUCHMUTY Abstract. This paper describes sharp inequalities for the trace of Sobolev functions on the boundary of a bounded region R N. The inequalities bound (semi-)norms

More information

Riemann integral and volume are generalized to unbounded functions and sets. is an admissible set, and its volume is a Riemann integral, 1l E,

Riemann integral and volume are generalized to unbounded functions and sets. is an admissible set, and its volume is a Riemann integral, 1l E, Tel Aviv University, 26 Analysis-III 9 9 Improper integral 9a Introduction....................... 9 9b Positive integrands................... 9c Special functions gamma and beta......... 4 9d Change of

More information

SUBELLIPTIC CORDES ESTIMATES

SUBELLIPTIC CORDES ESTIMATES PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 00, Number 0, Pages 000 000 S 000-9939XX0000-0 SUBELLIPTIC CORDES ESTIMATES Abstract. We prove Cordes type estimates for subelliptic linear partial

More information

W 1 æw 2 G + 0 e? u K y Figure 5.1: Control of uncertain system. For MIMO systems, the normbounded uncertainty description is generalized by assuming

W 1 æw 2 G + 0 e? u K y Figure 5.1: Control of uncertain system. For MIMO systems, the normbounded uncertainty description is generalized by assuming Chapter 5 Robust stability and the H1 norm An important application of the H1 control problem arises when studying robustness against model uncertainties. It turns out that the condition that a control

More information

A.V. SAVKIN AND I.R. PETERSEN uncertain systems in which the uncertainty satisæes a certain integral quadratic constraint; e.g., see ë5, 6, 7ë. The ad

A.V. SAVKIN AND I.R. PETERSEN uncertain systems in which the uncertainty satisæes a certain integral quadratic constraint; e.g., see ë5, 6, 7ë. The ad Journal of Mathematical Systems, Estimation, and Control Vol. 6, No. 3, 1996, pp. 1í14 cæ 1996 Birkhíauser-Boston Robust H 1 Control of Uncertain Systems with Structured Uncertainty æ Andrey V. Savkin

More information

SYMMETRY RESULTS FOR PERTURBED PROBLEMS AND RELATED QUESTIONS. Massimo Grosi Filomena Pacella S. L. Yadava. 1. Introduction

SYMMETRY RESULTS FOR PERTURBED PROBLEMS AND RELATED QUESTIONS. Massimo Grosi Filomena Pacella S. L. Yadava. 1. Introduction Topological Methods in Nonlinear Analysis Journal of the Juliusz Schauder Center Volume 21, 2003, 211 226 SYMMETRY RESULTS FOR PERTURBED PROBLEMS AND RELATED QUESTIONS Massimo Grosi Filomena Pacella S.

More information

REGULARITY OF POTENTIAL FUNCTIONS IN OPTIMAL TRANSPORTATION. Centre for Mathematics and Its Applications The Australian National University

REGULARITY OF POTENTIAL FUNCTIONS IN OPTIMAL TRANSPORTATION. Centre for Mathematics and Its Applications The Australian National University ON STRICT CONVEXITY AND C 1 REGULARITY OF POTENTIAL FUNCTIONS IN OPTIMAL TRANSPORTATION Neil Trudinger Xu-Jia Wang Centre for Mathematics and Its Applications The Australian National University Abstract.

More information

COINCIDENCE SETS IN THE OBSTACLE PROBLEM FOR THE p-harmonic OPERATOR

COINCIDENCE SETS IN THE OBSTACLE PROBLEM FOR THE p-harmonic OPERATOR PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 95, Number 3, November 1985 COINCIDENCE SETS IN THE OBSTACLE PROBLEM FOR THE p-harmonic OPERATOR SHIGERU SAKAGUCHI Abstract. We consider the obstacle

More information

HESSIAN MEASURES III. Centre for Mathematics and Its Applications Australian National University Canberra, ACT 0200 Australia

HESSIAN MEASURES III. Centre for Mathematics and Its Applications Australian National University Canberra, ACT 0200 Australia HESSIAN MEASURES III Neil S. Trudinger Xu-Jia Wang Centre for Mathematics and Its Applications Australian National University Canberra, ACT 0200 Australia 1 HESSIAN MEASURES III Neil S. Trudinger Xu-Jia

More information

A SIMPLE, DIRECT PROOF OF UNIQUENESS FOR SOLUTIONS OF THE HAMILTON-JACOBI EQUATIONS OF EIKONAL TYPE

A SIMPLE, DIRECT PROOF OF UNIQUENESS FOR SOLUTIONS OF THE HAMILTON-JACOBI EQUATIONS OF EIKONAL TYPE PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 100, Number 2, June 1987 A SIMPLE, DIRECT PROOF OF UNIQUENESS FOR SOLUTIONS OF THE HAMILTON-JACOBI EQUATIONS OF EIKONAL TYPE HITOSHI ISHII ABSTRACT.

More information

ON PARABOLIC HARNACK INEQUALITY

ON PARABOLIC HARNACK INEQUALITY ON PARABOLIC HARNACK INEQUALITY JIAXIN HU Abstract. We show that the parabolic Harnack inequality is equivalent to the near-diagonal lower bound of the Dirichlet heat kernel on any ball in a metric measure-energy

More information

Real Analysis Notes. Thomas Goller

Real Analysis Notes. Thomas Goller Real Analysis Notes Thomas Goller September 4, 2011 Contents 1 Abstract Measure Spaces 2 1.1 Basic Definitions........................... 2 1.2 Measurable Functions........................ 2 1.3 Integration..............................

More information

problem of detection naturally arises in technical diagnostics, where one is interested in detecting cracks, corrosion, or any other defect in a sampl

problem of detection naturally arises in technical diagnostics, where one is interested in detecting cracks, corrosion, or any other defect in a sampl In: Structural and Multidisciplinary Optimization, N. Olhoæ and G. I. N. Rozvany eds, Pergamon, 1995, 543í548. BOUNDS FOR DETECTABILITY OF MATERIAL'S DAMAGE BY NOISY ELECTRICAL MEASUREMENTS Elena CHERKAEVA

More information

ALEKSANDROV-TYPE ESTIMATES FOR A PARABOLIC MONGE-AMPÈRE EQUATION

ALEKSANDROV-TYPE ESTIMATES FOR A PARABOLIC MONGE-AMPÈRE EQUATION Electronic Journal of Differential Equations, Vol. 2005(2005), No. 11, pp. 1 8. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu (login: ftp) ALEKSANDROV-TYPE

More information

COMPARISON PRINCIPLES FOR CONSTRAINED SUBHARMONICS PH.D. COURSE - SPRING 2019 UNIVERSITÀ DI MILANO

COMPARISON PRINCIPLES FOR CONSTRAINED SUBHARMONICS PH.D. COURSE - SPRING 2019 UNIVERSITÀ DI MILANO COMPARISON PRINCIPLES FOR CONSTRAINED SUBHARMONICS PH.D. COURSE - SPRING 2019 UNIVERSITÀ DI MILANO KEVIN R. PAYNE 1. Introduction Constant coefficient differential inequalities and inclusions, constraint

More information

SOBOLEV S INEQUALITY FOR RIESZ POTENTIALS OF FUNCTIONS IN NON-DOUBLING MORREY SPACES

SOBOLEV S INEQUALITY FOR RIESZ POTENTIALS OF FUNCTIONS IN NON-DOUBLING MORREY SPACES Mizuta, Y., Shimomura, T. and Sobukawa, T. Osaka J. Math. 46 (2009), 255 27 SOOLEV S INEQUALITY FOR RIESZ POTENTIALS OF FUNCTIONS IN NON-DOULING MORREY SPACES YOSHIHIRO MIZUTA, TETSU SHIMOMURA and TAKUYA

More information

Regularity and nonexistence results for anisotropic quasilinear elliptic equations in convex domains

Regularity and nonexistence results for anisotropic quasilinear elliptic equations in convex domains Regularity and nonexistence results for anisotropic quasilinear elliptic equations in convex domains Ilaria FRAGALÀ Filippo GAZZOLA Dipartimento di Matematica del Politecnico - Piazza L. da Vinci - 20133

More information

Laplace s Equation. Chapter Mean Value Formulas

Laplace s Equation. Chapter Mean Value Formulas Chapter 1 Laplace s Equation Let be an open set in R n. A function u C 2 () is called harmonic in if it satisfies Laplace s equation n (1.1) u := D ii u = 0 in. i=1 A function u C 2 () is called subharmonic

More information

The Dirichlet s P rinciple. In this lecture we discuss an alternative formulation of the Dirichlet problem for the Laplace equation:

The Dirichlet s P rinciple. In this lecture we discuss an alternative formulation of the Dirichlet problem for the Laplace equation: Oct. 1 The Dirichlet s P rinciple In this lecture we discuss an alternative formulation of the Dirichlet problem for the Laplace equation: 1. Dirichlet s Principle. u = in, u = g on. ( 1 ) If we multiply

More information

THE FORM SUM AND THE FRIEDRICHS EXTENSION OF SCHRÖDINGER-TYPE OPERATORS ON RIEMANNIAN MANIFOLDS

THE FORM SUM AND THE FRIEDRICHS EXTENSION OF SCHRÖDINGER-TYPE OPERATORS ON RIEMANNIAN MANIFOLDS THE FORM SUM AND THE FRIEDRICHS EXTENSION OF SCHRÖDINGER-TYPE OPERATORS ON RIEMANNIAN MANIFOLDS OGNJEN MILATOVIC Abstract. We consider H V = M +V, where (M, g) is a Riemannian manifold (not necessarily

More information

PERTURBATION THEORY FOR NONLINEAR DIRICHLET PROBLEMS

PERTURBATION THEORY FOR NONLINEAR DIRICHLET PROBLEMS Annales Academiæ Scientiarum Fennicæ Mathematica Volumen 28, 2003, 207 222 PERTURBATION THEORY FOR NONLINEAR DIRICHLET PROBLEMS Fumi-Yuki Maeda and Takayori Ono Hiroshima Institute of Technology, Miyake,

More information

1/12/05: sec 3.1 and my article: How good is the Lebesgue measure?, Math. Intelligencer 11(2) (1989),

1/12/05: sec 3.1 and my article: How good is the Lebesgue measure?, Math. Intelligencer 11(2) (1989), Real Analysis 2, Math 651, Spring 2005 April 26, 2005 1 Real Analysis 2, Math 651, Spring 2005 Krzysztof Chris Ciesielski 1/12/05: sec 3.1 and my article: How good is the Lebesgue measure?, Math. Intelligencer

More information

arxiv: v1 [math.ap] 18 Jan 2019

arxiv: v1 [math.ap] 18 Jan 2019 manuscripta mathematica manuscript No. (will be inserted by the editor) Yongpan Huang Dongsheng Li Kai Zhang Pointwise Boundary Differentiability of Solutions of Elliptic Equations Received: date / Revised

More information

Math 328 Course Notes

Math 328 Course Notes Math 328 Course Notes Ian Robertson March 3, 2006 3 Properties of C[0, 1]: Sup-norm and Completeness In this chapter we are going to examine the vector space of all continuous functions defined on the

More information

3 Integration and Expectation

3 Integration and Expectation 3 Integration and Expectation 3.1 Construction of the Lebesgue Integral Let (, F, µ) be a measure space (not necessarily a probability space). Our objective will be to define the Lebesgue integral R fdµ

More information

MINIMAL GRAPHS PART I: EXISTENCE OF LIPSCHITZ WEAK SOLUTIONS TO THE DIRICHLET PROBLEM WITH C 2 BOUNDARY DATA

MINIMAL GRAPHS PART I: EXISTENCE OF LIPSCHITZ WEAK SOLUTIONS TO THE DIRICHLET PROBLEM WITH C 2 BOUNDARY DATA MINIMAL GRAPHS PART I: EXISTENCE OF LIPSCHITZ WEAK SOLUTIONS TO THE DIRICHLET PROBLEM WITH C 2 BOUNDARY DATA SPENCER HUGHES In these notes we prove that for any given smooth function on the boundary of

More information

NONTRIVIAL SOLUTIONS TO INTEGRAL AND DIFFERENTIAL EQUATIONS

NONTRIVIAL SOLUTIONS TO INTEGRAL AND DIFFERENTIAL EQUATIONS Fixed Point Theory, Volume 9, No. 1, 28, 3-16 http://www.math.ubbcluj.ro/ nodeacj/sfptcj.html NONTRIVIAL SOLUTIONS TO INTEGRAL AND DIFFERENTIAL EQUATIONS GIOVANNI ANELLO Department of Mathematics University

More information

Asymptotic Behavior of Infinity Harmonic Functions Near an Isolated Singularity

Asymptotic Behavior of Infinity Harmonic Functions Near an Isolated Singularity Savin, O., and C. Wang. (2008) Asymptotic Behavior of Infinity Harmonic Functions, International Mathematics Research Notices, Vol. 2008, Article ID rnm163, 23 pages. doi:10.1093/imrn/rnm163 Asymptotic

More information

REGULARITY FOR INFINITY HARMONIC FUNCTIONS IN TWO DIMENSIONS

REGULARITY FOR INFINITY HARMONIC FUNCTIONS IN TWO DIMENSIONS C,α REGULARITY FOR INFINITY HARMONIC FUNCTIONS IN TWO DIMENSIONS LAWRENCE C. EVANS AND OVIDIU SAVIN Abstract. We propose a new method for showing C,α regularity for solutions of the infinity Laplacian

More information

EULER MARUYAMA APPROXIMATION FOR SDES WITH JUMPS AND NON-LIPSCHITZ COEFFICIENTS

EULER MARUYAMA APPROXIMATION FOR SDES WITH JUMPS AND NON-LIPSCHITZ COEFFICIENTS Qiao, H. Osaka J. Math. 51 (14), 47 66 EULER MARUYAMA APPROXIMATION FOR SDES WITH JUMPS AND NON-LIPSCHITZ COEFFICIENTS HUIJIE QIAO (Received May 6, 11, revised May 1, 1) Abstract In this paper we show

More information

Journal of Universal Computer Science, vol. 3, no. 11 (1997), submitted: 8/8/97, accepted: 16/10/97, appeared: 28/11/97 Springer Pub. Co.

Journal of Universal Computer Science, vol. 3, no. 11 (1997), submitted: 8/8/97, accepted: 16/10/97, appeared: 28/11/97 Springer Pub. Co. Journal of Universal Computer Science, vol. 3, no. 11 (1997), 1250-1254 submitted: 8/8/97, accepted: 16/10/97, appeared: 28/11/97 Springer Pub. Co. Sequential Continuity of Linear Mappings in Constructive

More information

POINTWISE BOUNDS ON QUASIMODES OF SEMICLASSICAL SCHRÖDINGER OPERATORS IN DIMENSION TWO

POINTWISE BOUNDS ON QUASIMODES OF SEMICLASSICAL SCHRÖDINGER OPERATORS IN DIMENSION TWO POINTWISE BOUNDS ON QUASIMODES OF SEMICLASSICAL SCHRÖDINGER OPERATORS IN DIMENSION TWO HART F. SMITH AND MACIEJ ZWORSKI Abstract. We prove optimal pointwise bounds on quasimodes of semiclassical Schrödinger

More information

J. TSINIAS In the present paper we extend previous results on the same problem for interconnected nonlinear systems èsee ë1-18ë and references therein

J. TSINIAS In the present paper we extend previous results on the same problem for interconnected nonlinear systems èsee ë1-18ë and references therein Journal of Mathematical Systems, Estimation, and Control Vol. 6, No. 1, 1996, pp. 1í17 cæ 1996 Birkhíauser-Boston Versions of Sontag's Input to State Stability Condition and Output Feedback Global Stabilization

More information

A LOWER BOUND FOR THE GRADIENT OF -HARMONIC FUNCTIONS Edi Rosset. 1. Introduction. u xi u xj u xi x j

A LOWER BOUND FOR THE GRADIENT OF -HARMONIC FUNCTIONS Edi Rosset. 1. Introduction. u xi u xj u xi x j Electronic Journal of Differential Equations, Vol. 1996(1996) No. 0, pp. 1 7. ISSN 107-6691. URL: http://ejde.math.swt.edu (147.6.103.110) telnet (login: ejde), ftp, and gopher access: ejde.math.swt.edu

More information

Continuity of Bçezier patches. Jana Pçlnikovça, Jaroslav Plaçcek, Juraj ç Sofranko. Faculty of Mathematics and Physics. Comenius University

Continuity of Bçezier patches. Jana Pçlnikovça, Jaroslav Plaçcek, Juraj ç Sofranko. Faculty of Mathematics and Physics. Comenius University Continuity of Bezier patches Jana Plnikova, Jaroslav Placek, Juraj Sofranko Faculty of Mathematics and Physics Comenius University Bratislava Abstract The paper is concerned about the question of smooth

More information

K.L. BLACKMORE, R.C. WILLIAMSON, I.M.Y. MAREELS at inænity. As the error surface is deæned by an average over all of the training examples, it is diæc

K.L. BLACKMORE, R.C. WILLIAMSON, I.M.Y. MAREELS at inænity. As the error surface is deæned by an average over all of the training examples, it is diæc Journal of Mathematical Systems, Estimation, and Control Vol. 6, No. 2, 1996, pp. 1í18 cæ 1996 Birkhíauser-Boston Local Minima and Attractors at Inænity for Gradient Descent Learning Algorithms æ Kim L.

More information

Research Article Almost Periodic Viscosity Solutions of Nonlinear Parabolic Equations

Research Article Almost Periodic Viscosity Solutions of Nonlinear Parabolic Equations Hindawi Publishing Corporation Boundary Value Problems Volume 29, Article ID 873526, 15 pages doi:1.1155/29/873526 Research Article Almost Periodic Viscosity Solutions of Nonlinear Parabolic Equations

More information

Nonlinear aspects of Calderón-Zygmund theory

Nonlinear aspects of Calderón-Zygmund theory Ancona, June 7 2011 Overture: The standard CZ theory Consider the model case u = f in R n Overture: The standard CZ theory Consider the model case u = f in R n Then f L q implies D 2 u L q 1 < q < with

More information

A GENERAL CLASS OF FREE BOUNDARY PROBLEMS FOR FULLY NONLINEAR ELLIPTIC EQUATIONS

A GENERAL CLASS OF FREE BOUNDARY PROBLEMS FOR FULLY NONLINEAR ELLIPTIC EQUATIONS A GENERAL CLASS OF FREE BOUNDARY PROBLEMS FOR FULLY NONLINEAR ELLIPTIC EQUATIONS ALESSIO FIGALLI AND HENRIK SHAHGHOLIAN Abstract. In this paper we study the fully nonlinear free boundary problem { F (D

More information

A GENERAL CLASS OF FREE BOUNDARY PROBLEMS FOR FULLY NONLINEAR PARABOLIC EQUATIONS

A GENERAL CLASS OF FREE BOUNDARY PROBLEMS FOR FULLY NONLINEAR PARABOLIC EQUATIONS A GENERAL CLASS OF FREE BOUNDARY PROBLEMS FOR FULLY NONLINEAR PARABOLIC EQUATIONS ALESSIO FIGALLI AND HENRIK SHAHGHOLIAN Abstract. In this paper we consider the fully nonlinear parabolic free boundary

More information

582 A. Fedeli there exist U 2B x, V 2B y such that U ë V = ;, and let f : X!Pèçè bethe map dened by fèxè =B x for every x 2 X. Let A = ç ëfs; X; ç; ç;

582 A. Fedeli there exist U 2B x, V 2B y such that U ë V = ;, and let f : X!Pèçè bethe map dened by fèxè =B x for every x 2 X. Let A = ç ëfs; X; ç; ç; Comment.Math.Univ.Carolinae 39,3 è1998è581í585 581 On the cardinality of Hausdor spaces Alessandro Fedeli Abstract. The aim of this paper is to show, using the reection principle, three new cardinal inequalities.

More information

The Equivalence of Ergodicity and Weak Mixing for Infinitely Divisible Processes1

The Equivalence of Ergodicity and Weak Mixing for Infinitely Divisible Processes1 Journal of Theoretical Probability. Vol. 10, No. 1, 1997 The Equivalence of Ergodicity and Weak Mixing for Infinitely Divisible Processes1 Jan Rosinski2 and Tomasz Zak Received June 20, 1995: revised September

More information

Everywhere differentiability of infinity harmonic functions

Everywhere differentiability of infinity harmonic functions Everywhere differentiability of infinity harmonic functions Lawrence C. Evans and Charles K. Smart Department of Mathematics University of California, Berkeley Abstract We show that an infinity harmonic

More information

A New Invariance Property of Lyapunov Characteristic Directions S. Bharadwaj and K.D. Mease Mechanical and Aerospace Engineering University of Califor

A New Invariance Property of Lyapunov Characteristic Directions S. Bharadwaj and K.D. Mease Mechanical and Aerospace Engineering University of Califor A New Invariance Property of Lyapunov Characteristic Directions S. Bharadwaj and K.D. Mease Mechanical and Aerospace Engineering University of California, Irvine, California, 92697-3975 Email: sanjay@eng.uci.edu,

More information

Weak Convergence Methods for Energy Minimization

Weak Convergence Methods for Energy Minimization Weak Convergence Methods for Energy Minimization Bo Li Department of Mathematics University of California, San Diego E-mail: bli@math.ucsd.edu June 3, 2007 Introduction This compact set of notes present

More information

On the Optimal Insulation of Conductors 1

On the Optimal Insulation of Conductors 1 JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS: Vol. 100, No. 2, pp. 253-263, FEBRUARY 1999 On the Optimal Insulation of Conductors 1 S. J. COX, 2 B. KAWOHL, 3 AND P. X. UHLIG 4 Communicated by K. A.

More information

Published online: 29 Aug 2007.

Published online: 29 Aug 2007. This article was downloaded by: [Technische Universitat Chemnitz] On: 30 August 2014, At: 01:22 Publisher: Taylor & Francis Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered

More information

Stanford Mathematics Department Math 205A Lecture Supplement #4 Borel Regular & Radon Measures

Stanford Mathematics Department Math 205A Lecture Supplement #4 Borel Regular & Radon Measures 2 1 Borel Regular Measures We now state and prove an important regularity property of Borel regular outer measures: Stanford Mathematics Department Math 205A Lecture Supplement #4 Borel Regular & Radon

More information

Minimization problems on the Hardy-Sobolev inequality

Minimization problems on the Hardy-Sobolev inequality manuscript No. (will be inserted by the editor) Minimization problems on the Hardy-Sobolev inequality Masato Hashizume Received: date / Accepted: date Abstract We study minimization problems on Hardy-Sobolev

More information

Partial Differential Equations, 2nd Edition, L.C.Evans The Calculus of Variations

Partial Differential Equations, 2nd Edition, L.C.Evans The Calculus of Variations Partial Differential Equations, 2nd Edition, L.C.Evans Chapter 8 The Calculus of Variations Yung-Hsiang Huang 2018.03.25 Notation: denotes a bounded smooth, open subset of R n. All given functions are

More information

Nonlinear Diffusion in Irregular Domains

Nonlinear Diffusion in Irregular Domains Nonlinear Diffusion in Irregular Domains Ugur G. Abdulla Max-Planck Institute for Mathematics in the Sciences, Leipzig 0403, Germany We investigate the Dirichlet problem for the parablic equation u t =

More information

Regularity of solutions to fully nonlinear elliptic and parabolic free boundary problems

Regularity of solutions to fully nonlinear elliptic and parabolic free boundary problems Regularity of solutions to fully nonlinear elliptic and parabolic free boundary problems E. Indrei and A. Minne Abstract We consider fully nonlinear obstacle-type problems of the form ( F (D 2 u, x) =

More information

SPRING Final Exam. May 5, 1999

SPRING Final Exam. May 5, 1999 IE 230: PROBABILITY AND STATISTICS IN ENGINEERING SPRING 1999 Final Exam May 5, 1999 NAME: Show all your work. Make sure that any notation you use is clear and well deæned. For example, if you use a new

More information

A RIEMANN PROBLEM FOR THE ISENTROPIC GAS DYNAMICS EQUATIONS

A RIEMANN PROBLEM FOR THE ISENTROPIC GAS DYNAMICS EQUATIONS A RIEMANN PROBLEM FOR THE ISENTROPIC GAS DYNAMICS EQUATIONS KATARINA JEGDIĆ, BARBARA LEE KEYFITZ, AND SUN CICA ČANIĆ We study a Riemann problem for the two-dimensional isentropic gas dynamics equations

More information

AN EXAMPLE OF FUNCTIONAL WHICH IS WEAKLY LOWER SEMICONTINUOUS ON W 1,p FOR EVERY p > 2 BUT NOT ON H0

AN EXAMPLE OF FUNCTIONAL WHICH IS WEAKLY LOWER SEMICONTINUOUS ON W 1,p FOR EVERY p > 2 BUT NOT ON H0 AN EXAMPLE OF FUNCTIONAL WHICH IS WEAKLY LOWER SEMICONTINUOUS ON W,p FOR EVERY p > BUT NOT ON H FERNANDO FARRONI, RAFFAELLA GIOVA AND FRANÇOIS MURAT Abstract. In this note we give an example of functional

More information

REGULARITY RESULTS FOR THE EQUATION u 11 u 22 = Introduction

REGULARITY RESULTS FOR THE EQUATION u 11 u 22 = Introduction REGULARITY RESULTS FOR THE EQUATION u 11 u 22 = 1 CONNOR MOONEY AND OVIDIU SAVIN Abstract. We study the equation u 11 u 22 = 1 in R 2. Our results include an interior C 2 estimate, classical solvability

More information

Some lecture notes for Math 6050E: PDEs, Fall 2016

Some lecture notes for Math 6050E: PDEs, Fall 2016 Some lecture notes for Math 65E: PDEs, Fall 216 Tianling Jin December 1, 216 1 Variational methods We discuss an example of the use of variational methods in obtaining existence of solutions. Theorem 1.1.

More information

Contents: 1. Minimization. 2. The theorem of Lions-Stampacchia for variational inequalities. 3. Γ -Convergence. 4. Duality mapping.

Contents: 1. Minimization. 2. The theorem of Lions-Stampacchia for variational inequalities. 3. Γ -Convergence. 4. Duality mapping. Minimization Contents: 1. Minimization. 2. The theorem of Lions-Stampacchia for variational inequalities. 3. Γ -Convergence. 4. Duality mapping. 1 Minimization A Topological Result. Let S be a topological

More information

ON BOUNDEDNESS OF MAXIMAL FUNCTIONS IN SOBOLEV SPACES

ON BOUNDEDNESS OF MAXIMAL FUNCTIONS IN SOBOLEV SPACES Annales Academiæ Scientiarum Fennicæ Mathematica Volumen 29, 2004, 167 176 ON BOUNDEDNESS OF MAXIMAL FUNCTIONS IN SOBOLEV SPACES Piotr Haj lasz and Jani Onninen Warsaw University, Institute of Mathematics

More information

arxiv: v1 [math.ap] 25 Jul 2012

arxiv: v1 [math.ap] 25 Jul 2012 THE DIRICHLET PROBLEM FOR THE FRACTIONAL LAPLACIAN: REGULARITY UP TO THE BOUNDARY XAVIER ROS-OTON AND JOAQUIM SERRA arxiv:1207.5985v1 [math.ap] 25 Jul 2012 Abstract. We study the regularity up to the boundary

More information

The Maximum Principles and Symmetry results for Viscosity Solutions of Fully Nonlinear Equations

The Maximum Principles and Symmetry results for Viscosity Solutions of Fully Nonlinear Equations The Maximum Principles and Symmetry results for Viscosity Solutions of Fully Nonlinear Equations Guozhen Lu and Jiuyi Zhu Abstract. This paper is concerned about maximum principles and radial symmetry

More information

New York Journal of Mathematics. A Refinement of Ball s Theorem on Young Measures

New York Journal of Mathematics. A Refinement of Ball s Theorem on Young Measures New York Journal of Mathematics New York J. Math. 3 (1997) 48 53. A Refinement of Ball s Theorem on Young Measures Norbert Hungerbühler Abstract. For a sequence u j : R n R m generating the Young measure

More information

EXISTENCE OF SOLUTIONS TO THE CAHN-HILLIARD/ALLEN-CAHN EQUATION WITH DEGENERATE MOBILITY

EXISTENCE OF SOLUTIONS TO THE CAHN-HILLIARD/ALLEN-CAHN EQUATION WITH DEGENERATE MOBILITY Electronic Journal of Differential Equations, Vol. 216 216), No. 329, pp. 1 22. ISSN: 172-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu EXISTENCE OF SOLUTIONS TO THE CAHN-HILLIARD/ALLEN-CAHN

More information

Journal of Mathematical Analysis and Applications 258, Ž doi: jmaa , available online at http:

Journal of Mathematical Analysis and Applications 258, Ž doi: jmaa , available online at http: Journal of Mathematical Analysis and Applications 58, 35 Ž. doi:.6jmaa..7358, available online at http:www.idealibrary.com on On the Regularity of an Obstacle Control Problem ongwei Lou Institute of Mathematics,

More information

Brunn-Minkowski inequality for the 1-Riesz capacity and level set convexity for the 1/2-Laplacian

Brunn-Minkowski inequality for the 1-Riesz capacity and level set convexity for the 1/2-Laplacian Brunn-Minkowski inequality for the 1-Riesz capacity and level set convexity for the 1/2-Laplacian M. Novaga, B. Ruffini January 13, 2014 Abstract We prove that that the 1-Riesz capacity satisfies a Brunn-Minkowski

More information

On uniqueness in the inverse conductivity problem with local data

On uniqueness in the inverse conductivity problem with local data On uniqueness in the inverse conductivity problem with local data Victor Isakov June 21, 2006 1 Introduction The inverse condictivity problem with many boundary measurements consists of recovery of conductivity

More information

Sobolev Spaces. Chapter Hölder spaces

Sobolev Spaces. Chapter Hölder spaces Chapter 2 Sobolev Spaces Sobolev spaces turn out often to be the proper setting in which to apply ideas of functional analysis to get information concerning partial differential equations. Here, we collect

More information

Math 240 (Driver) Qual Exam (5/22/2017)

Math 240 (Driver) Qual Exam (5/22/2017) 1 Name: I.D. #: Math 240 (Driver) Qual Exam (5/22/2017) Instructions: Clearly explain and justify your answers. You may cite theorems from the text, notes, or class as long as they are not what the problem

More information

ON THE REGULARITY OF SAMPLE PATHS OF SUB-ELLIPTIC DIFFUSIONS ON MANIFOLDS

ON THE REGULARITY OF SAMPLE PATHS OF SUB-ELLIPTIC DIFFUSIONS ON MANIFOLDS Bendikov, A. and Saloff-Coste, L. Osaka J. Math. 4 (5), 677 7 ON THE REGULARITY OF SAMPLE PATHS OF SUB-ELLIPTIC DIFFUSIONS ON MANIFOLDS ALEXANDER BENDIKOV and LAURENT SALOFF-COSTE (Received March 4, 4)

More information

Regularity estimates for fully non linear elliptic equations which are asymptotically convex

Regularity estimates for fully non linear elliptic equations which are asymptotically convex Regularity estimates for fully non linear elliptic equations which are asymptotically convex Luis Silvestre and Eduardo V. Teixeira Abstract In this paper we deliver improved C 1,α regularity estimates

More information

SYMMETRY OF POSITIVE SOLUTIONS OF SOME NONLINEAR EQUATIONS. M. Grossi S. Kesavan F. Pacella M. Ramaswamy. 1. Introduction

SYMMETRY OF POSITIVE SOLUTIONS OF SOME NONLINEAR EQUATIONS. M. Grossi S. Kesavan F. Pacella M. Ramaswamy. 1. Introduction Topological Methods in Nonlinear Analysis Journal of the Juliusz Schauder Center Volume 12, 1998, 47 59 SYMMETRY OF POSITIVE SOLUTIONS OF SOME NONLINEAR EQUATIONS M. Grossi S. Kesavan F. Pacella M. Ramaswamy

More information

Global Solutions for a Nonlinear Wave Equation with the p-laplacian Operator

Global Solutions for a Nonlinear Wave Equation with the p-laplacian Operator Global Solutions for a Nonlinear Wave Equation with the p-laplacian Operator Hongjun Gao Institute of Applied Physics and Computational Mathematics 188 Beijing, China To Fu Ma Departamento de Matemática

More information

g 2 (x) (1/3)M 1 = (1/3)(2/3)M.

g 2 (x) (1/3)M 1 = (1/3)(2/3)M. COMPACTNESS If C R n is closed and bounded, then by B-W it is sequentially compact: any sequence of points in C has a subsequence converging to a point in C Conversely, any sequentially compact C R n is

More information

MATH MEASURE THEORY AND FOURIER ANALYSIS. Contents

MATH MEASURE THEORY AND FOURIER ANALYSIS. Contents MATH 3969 - MEASURE THEORY AND FOURIER ANALYSIS ANDREW TULLOCH Contents 1. Measure Theory 2 1.1. Properties of Measures 3 1.2. Constructing σ-algebras and measures 3 1.3. Properties of the Lebesgue measure

More information

Some notes on viscosity solutions

Some notes on viscosity solutions Some notes on viscosity solutions Jeff Calder October 11, 2018 1 2 Contents 1 Introduction 5 1.1 An example............................ 6 1.2 Motivation via dynamic programming............. 8 1.3 Motivation

More information

A metric space X is a non-empty set endowed with a metric ρ (x, y):

A metric space X is a non-empty set endowed with a metric ρ (x, y): Chapter 1 Preliminaries References: Troianiello, G.M., 1987, Elliptic differential equations and obstacle problems, Plenum Press, New York. Friedman, A., 1982, Variational principles and free-boundary

More information

EXISTENCE OF SOLUTIONS FOR CROSS CRITICAL EXPONENTIAL N-LAPLACIAN SYSTEMS

EXISTENCE OF SOLUTIONS FOR CROSS CRITICAL EXPONENTIAL N-LAPLACIAN SYSTEMS Electronic Journal of Differential Equations, Vol. 2014 (2014), o. 28, pp. 1 10. ISS: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu EXISTECE OF SOLUTIOS

More information

MEAN VALUE PROPERTY FOR p-harmonic FUNCTIONS

MEAN VALUE PROPERTY FOR p-harmonic FUNCTIONS PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 40, Number 7, July 0, Pages 453 463 S 000-9939(0)8-X Article electronically published on November, 0 MEAN VALUE PROPERTY FOR p-harmonic FUNCTIONS

More information

New Identities for Weak KAM Theory

New Identities for Weak KAM Theory New Identities for Weak KAM Theory Lawrence C. Evans Department of Mathematics University of California, Berkeley Abstract This paper records for the Hamiltonian H = p + W (x) some old and new identities

More information

On the weak Maximum Principle for fully nonlinear elliptic pde s in general unbounded domains Italo Capuzzo Dolcetta

On the weak Maximum Principle for fully nonlinear elliptic pde s in general unbounded domains Italo Capuzzo Dolcetta Lecture Notes of Seminario Interdisciplinare di Matematica Vol. 7(2008), pp. 8 92. On the weak Maximum Principle for fully nonlinear elliptic pde s in general unbounded domains Italo Capuzzo Dolcetta To

More information

The De Giorgi-Nash-Moser Estimates

The De Giorgi-Nash-Moser Estimates The De Giorgi-Nash-Moser Estimates We are going to discuss the the equation Lu D i (a ij (x)d j u) = 0 in B 4 R n. (1) The a ij, with i, j {1,..., n}, are functions on the ball B 4. Here and in the following

More information

Remarks on L p -viscosity solutions of fully nonlinear parabolic equations with unbounded ingredients

Remarks on L p -viscosity solutions of fully nonlinear parabolic equations with unbounded ingredients Remarks on L p -viscosity solutions of fully nonlinear parabolic equations with unbounded ingredients Shigeaki Koike Andrzej Świe ch Mathematical Institute School of Mathematics Tohoku University Georgia

More information