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Holder continuity of the solutions can sometimes be proved only from ellipticity assumptions on the equation, without depending on smoothness of the coefficients. This allows great flexibility in terms of applications of the result. The corresponding result for elliptic equations of second order is the [[Krylov-Safonov]] theorem in the non-divergence form, or the [[De Giorgi-Nash-Moser]] theorem in the divergence form.
= Open problems for general integro-differential equations =
== H\"older estimates for singular integro-differential equations ==


The holder estimates are closely related to the [[Harnack inequality]].
Consider an integro-differential equation of the form
\[ \int_{\R^d} \left(u(x+y) - u(x) \right) \mathrm{d} \mu_x(y) = 0 \qquad \text{for all } x \in B_1.\]
(An extra gradient correction term may be necessary if the measure $\mu_x$ is too singular at the origin)


There are integro-differential versions of both [[De Giorgi-Nash-Moser]] theorem and [[Krylov-Safonov]] theorem. The former uses variational techniques and is stated in terms of Dirichlet forms. The latter is based on comparison principles.
[[Hölder estimates]] are known to hold under certain 'ellipticity' assumptions for the measures $\mu_x(y)$. In many cases, we consider the absolutely continuous version $\mathrm{d} \mu_x(y) = K(x,y) \mathrm{d}y$ and write the assumptions in terms of the kernel $K$. One would expect that the estimates should hold every time the measures $\mu_x$ satisfy.
\[ \int_{B_{2R} \setminus B_R} (x \cdot e)^2 \mathrm{d} \mu_x(y) \approx R^{2-\alpha}, \]
for all radius $R>0$ and $x \in B_1$. This is the sharp assumption for stable operators that are independent of $x$ <ref name="ros2014regularity" />.


A Holder estimate says that a solution to an [[integro-differential equation]] $L_x u(x) = f(x)$ in $B_1$, is $C^\alpha$ in $B_{1/2}$ for some $\alpha>0$ (small). It is '''very important''' to allow for a very rough dependence of $L_x$ with respect to $x$, since the result then applies to the linearization of fully nonlinear equations without any extra a priori estimate. On the other hand, the linearization of a fully nonlinear equation (for example the [[Isaacs equation]]) would inherit the initial assumptions regarding for the kernels with respect to $y$. Therefore, smoothness (or even structural) assumptions for the kernels with respect to $y$ can be made keeping such result useful.
[[Hölder estimates]] are not known to hold under such generality. For the current methods, singular measures $\mu_x$ (without an absolutely continuous part) are out of reach. A new idea is needed in order to solve this problem.


In the non variational setting the integro-differential operators $L_x$ will be assumed to belong to some family, but no continuity is assumed for its dependence with respect to $x$. Typically, $L_x u(x)$ has the form
Note that a key part of this problem is that the measures $\mu_x$ should not have any regularity assumption respect to $x$.
$$ L_x u(x) = \int_{\R^n} (u(x+y) - u(x) - y \cdot \nabla u(x) \, \chi_{B_1}(y)) K(x,y) \, dy$$
Since [[integro-differential equations]] allow for a great flexibility of equations, there are several variations on the result: different assumptions on the kernels, mixed local terms, evolution equations, etc. The linear equation with rough coefficients is equivalent to the function $u$ satisfying two inequalities for the [[extremal operators]] corresponding to the family of operators $L$, which stresses the nonlinear character of the estimates.


Some estimates blow up as the order of the equation converges to two, and others pass to the limit. In the latter case the estimates are a true generalization of either [[De Giorgi-Nash-Moser]] or [[Krylov-Safonov]]
== An integral ABP estimate ==


== Estimates which blow up as the order goes to two ==
The nonlocal version of the [[Alexadroff-Bakelman-Pucci estimate]] holds either for a right hand side in $L^\infty$ <ref name="CS"/> (in which the integral right hand side is approximated by a discrete sum) or under very restrictive assumptions on the kernels <ref name="GS"/>. Would the following result be true?


=== Non variational case ===
Assume $u_n \leq 0$ outside $B_1$ and for all $x \in B_1$,
\[ \int_{\R^n} (u(x+y)-u(x)) K(x,y) \mathrm d y \geq \chi_{A_n}(x). \]
Where $\chi_{A_n}$ stands for the characteristic function of the sets $A_n$. Assume that the kernels $K$ satisfy symmetry and a uniform ellipticity condition
\begin{align*}
K(x,y) &= K(x,-y) \\
\lambda |y|^{-n-s} \leq K(x,y) &\leq \Lambda |y|^{-n-s} \qquad \text{for some } 0<\lambda<\Lambda \text{ and } s \in (0,2).
\end{align*}
If $|A_n|\to 0$ as $n \to +\infty$, is it true that $\sup u_n^+ \to 0$ as well?


The Holder estimates were first obtained using probabilistic techniques <ref name="BL"/> <ref name="BK"/> , and then using purely analytic methods <ref name="S"/>. The assumptions are that for each $x$ the kernel $K(x,.)$ belongs to a family satisfying certain set of assumptions. No regularity of any kind is assumed for $K$ with respect to $x$. The assumption for the family of operators are
This type of estimate is currently known only under strong structural hypothesis on the kernels $K$.<ref name="GS"/>
# '''Scaling''': If $L$ belongs to the family, then so does its scaled version $L_r u(x) = C_{r,L} L [u(x/r)] (x)$ for any $r<1$ and some $C_{r,L}<1$ which could depend on $L$, but $C_{r,L} \to 0$ as $r \to 0$ uniformly in $L$.
# '''Nondegeneracy''': If $K$ is the kernel associated to $L$, $\frac{\int_{\R^n} \min(y^2,y^\alpha) K(y) \, dy} {\inf_{B_1} K} \leq C_1$ for some $C_1$ and $\alpha>0$ independent of $K$.


The right hand side $f$ is assumed to belong to $L^\infty$.
== Holder estimates for parabolic equations with variable order ==


A particular cases in which this result applies is the uniformly elliptic case.
[[Holder estimates]] are known for elliptic and parabolic integro-differential equations with rough kernels. For elliptic equations, these estimates are available even when the order of the equation changes from point to point <ref name="BK"/> <ref name="S" />. Such estimate is not available for parabolic equations and it is not clear whether it holds.
$$\frac{\lambda}{|y|^{n+s(x)}} \leq K(x,y) \leq \frac{\Lambda}{|y|^{n+s(x)}}.$$
where $s$ is bounded below and above: $0 < s_0 \leq s(x) \leq s_1 < 2$, but no continuity of $s$ respect to $x$ is required.
The kernel $K$ is assumed to be symmetric with respect to $y$: $K(x,y)=K(x,-y)$. However this assumption can be overcome in the following two situations.
* For $s<1$, the symmetry assumption can be removed if the equation does not contain the drift correction term: $\int_{\R^n} (u(x+y) - u(x)) K(x,y) \, dy = f(x)$ in $B_1$.
* For $s>1$, the symmetry assumption can be removed if the drift correction term is global: $\int_{\R^n} (u(x+y) - u(x) - y \cdot \nabla u(x)) K(x,y) \, dy = f(x)$ in $B_1$.


The reason for the symmetry assumption, or the modification of the drift correction term, is that in the original formulation the term $y \cdot \nabla u(x) \, \chi_{B_1}(y)$ is not scale invariant.
More precisely, we would like to study a parabolic equation of the form
\[ u_t(t,x) = \int_{\R^n} (u(t,x+y) - u(t,x)) K(t,x,y) dy.\]
Here $K$ is symmetric (i.e. $K(t,x,y) = K(t,x,-y)$) and satisfies the bounds
\[ \frac \lambda {|y|^{n+s(t,x)}} \leq K(t,x,y) \leq \frac \Lambda {|y|^{n+s(t,x)}}.\]
The order of the equation $s(t,x) \in (0,1)$ changes from point to point and it should stay strictly away from zero. It would also make sense to study other families of [[linear integro-differential operators]]. Does a parabolic [[Holder estimate]] hold in this case?


=== Variational case ===
== A [[comparison principle]] for $x$-dependent nonlocal equations which are '''not''' in the Levy-Ito form ==
Consider two continuous functions $u$ and $v$ such that
\begin{align*}
u(x) &\leq v(x) \qquad \text{for all $x$ outside some set } \Omega,\\
F(x,\{I_\alpha u(x)\}) &\geq F(x,\{I_\alpha v(x)\})\qquad \text{for all $x \in \Omega$}.
\end{align*}
Is it true that $u \leq v$ in $\Omega$ as well?


A [[Dirichlet forms]] is a quadratic functional of the form
It is natural to expect this result to hold if $F$ is continuous respect to $x$ and the [[linear integro-differential operators]] $I_\alpha$ satisfy some nondegeneracy condition and continuity respect to $x$, e.g.
$$ J(u) = \iint_{\R^n \times \R^n} |u(x)-u(y)|^2 K(x,y) \, dx \, dy $$.
\begin{align*}
I[u] = \int (u(x+z) - u(x) - Du(x)\cdot z 1_{B}(z))\mu_x(dz)
\end{align*}
where $(\mu_x)_x$ is a family of L\'evy measures, H\"older continous with respect to $x$?


Minimizers of Dirichlet forms are a nonlocal version of minimizers of integral functionals as in [[De Giorgi-Nash-Moser]] theorem.
Currently the comparison principle is only known if the kernels are continuous when written in the Levy-Ito form.<ref name="BI"/>


The symmetry assumption $K(x,y)=K(y,x)$ is natural since the skew-symmetric part of $K$ would be ignored by the quadratic functional.
== Holder estimates for drift-diffusion equations (sharp assumptions for $b$ in the case $s>1/2$) ==


It is known that the gradient flow of a Dirichlet form (parabolic version of the result) becomes instantaneously Holder continuous <ref name="CCV"/>. The method of the proof builds an integro-differential version of the parabolic De Giorgi technique that was developed for the study of critical [[surface quasi-geostrophic equation]].  
Consider a [[drift-diffusion equation]] of the form
\[ u_t + b \cdot \nabla u + (-\Delta)^s u = 0.\]


At some point in the original proof of De Giorgi, it is used that the characteristic functions of a set of positive measure do not belong to $H^1$. Moreover, a quantitative estimate is required about the measure of ''intermediate'' level sets for $H^1$ functions. In the integro-differential context, the required statement to carry out the proof would be the same with the $H^{s/2}$ norm. This required statement is not true for $s$ small, and would even require a non trivial proof for $s$ close to $2$. The difficulty is bypassed though an argument that takes advantage of the nonlocal character of the equation, and hence the estimate blows up as the order approaches two.
The solution $u$ is known to become Holder continuous under a variety of assumptions on the vector field $b$. If we assume that $\mathrm{div}\, b = 0$, we may expect that the required assumptions are slightly more flexible. Indeed, if $s=1/2$, the solution $u$ becomes Holder for positive time if $b \in L^\infty(BMO)$ <ref name="CV"/>. On the other hand, if $s=1$, the solution $u$ becomes Holder continuous for positive time if $b \in L^\infty(BMO^{-1})$ (if $b$ is the sum of derivatives of $BMO$ functions) <ref name="FV"/> <ref name="SSSZ"/>. A natural conjecture would be that the same result applies for $s \in (1/2,1)$ if $b \in L^\infty(BMO^{2s-1})$ (meaning that $(-\Delta)^{1-2s} b \in L^\infty(BMO)$).


== Estimates which pass to the second order limit ==
The case $s < 1/2$ is completely understood and the assumption $\mathrm{div}\, b =0$ is not even necessary. For $s \in (1/2,1)$, only some perturbative results seem to be known under stronger assumptions. It is conceivable that the approach of Caffarelli and Vasseur <ref name="CV"/> can be worked out assuming that $b \in L^\infty(L^p)$ for a critical power $p$.


=== Non variational case ===
= Open problems for some specific nonlocal equations =  


An integro-differential generalization of [[Krylov-Safonov]] theorem is available <ref name="CS"/>. The assumption on the kernels are
== Well posedness of the supercritical [[surface quasi-geostrophic equation]] and related problems ==
# '''Symmetry''': $K(x,y) = K(x,-y)$.
Let $\theta_0 : \R^2 \to \R$ be a smooth function either with compact support or periodic. Let $s \in (0,1/2)$. Is there a global classical solution $\theta :\R^2 \to \R$ for the SQG equation?
# '''Uniform ellipticity''': $\frac{(2-s)\lambda}{|y|^{n+s}} \leq K(x,y) \leq \frac{(2-s) \Lambda}{|y|^{n+s}}$ for some fixed value $s \in (0,2)$.
\begin{align*}
\theta(x,0) &= \theta_0(x) \\
\theta_t + u \cdot \nabla \theta &= 0 \qquad \text{in } \R^2 \times (0,+\infty)
\end{align*}
where $u = R^\perp \theta$ and $R$ stands for the Riesz transform.


The right hand side $f$ is assumed to be in $L^\infty$. The constants in the Holder estimate do not blow up as $s \to 2$.
This is a very difficult open problem. It is believed that a solution would be a major step towards the understanding of Navier-Stokes equation. In the supercritical regime $s\in (0,1/2)$, the effect if the drift term is larger than the diffusion in small scales. Therefore, it seems unlikely that a proof of well posedness could be achieved with the methods currently known and listed in this wiki.


=== Variational case ===
Note that if the relation between $u$ and $\theta$ was changed by $u = R\theta$, then the equation is ill posed. This suggests that the divergence free nature of $u$ must play an important role, unlike the critical and subcritical cases $s \geq 1/2$.


In the stationary case, it is known that minimizers of Dirichlet forms are Holder continuous by adapting Moser's proof of [[De Giorgi-Nash-Moser]] to the nonlocal setting <ref name="K"/>.
There are difficult open problems related to simpler active scalar equations as well. The ''Hilbert flow problem'' refers to the equation
\[ \theta_t + H\theta \, \theta_x + (-\Delta)^s \theta = 0.\]
Here $\theta(t,x)$ is a function of $t \in [0,\infty)$ and $x \in \R$. The equation is known to be well posed for $s \geq 1/2$ and it is known to develop singularities in finite time when $s < 1/4$. For $s$ in the interval $s \in [1/4,1/2)$, it is not known whether singularities in finite time may occur.<ref name="cordobacordoba2005" /><ref name="li2011one" /><ref name="silvestre2014transport" />
 
== Regularity of [[nonlocal minimal surfaces]] ==
 
A nonlocal minimal surface that is sufficiently flat is known to be smooth <ref name="CRS"/>. The possibility of singularities in the general case reduces to the analysis of a possible existence of nonlocal minimal cones. The problem can be stated as follows.
 
For any $s \in (0,1)$, and any natural number $n$, is there any set $A \in \R^n$, other than a half space, such that
# $A$ is a cone: $\lambda A = A$ for any $\lambda > 0$.
# If $B$ is any set in $\R^n$ which coincides with $A$ outside of a compact set $C$, then the following inequality holds
\[ \int_C \int_{C} \frac{|\chi_A(x) - \chi_A(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y + 2 \int_C \int_{\R^n \setminus C} \frac{|\chi_A(x) - \chi_A(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y \leq \int_C \int_{C} \frac{|\chi_B(x) - \chi_B(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y + 2\int_C \int_{\R^n \setminus C} \frac{|\chi_B(x) - \chi_B(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y. \]
 
When $s$ is sufficiently close to one, such set does not exist if $n < 8$.
 
== Optimal regularity for the [[obstacle problem]] for a general integro-differential operator ==
 
Let $u$ be the solution to the [[obstacle problem for the fractional laplacian]],
\begin{align*}
u &\geq \varphi \qquad \text{in } \R^n, \\
(-\Delta)^{s/2} u &\geq 0 \qquad \text{in } \R^n, \\
(-\Delta)^{s/2} u &= 0 \qquad \text{in } \{u>\varphi\}, \\
\end{align*}
where $\varphi$ is a smooth compactly supported function. It is known that $u \in C^{1,s/2}$ (where $s$ coincides with the order of the fractional Laplacian). This regularity is optimal in the sense that one can construct solutions that are not in $C^{1,s/2+\varepsilon}$ for any $\varepsilon>0$. One can consider the same problem replacing the fractional Laplacian by any other nonlocal operator. In fact, this problem corresponds to the [[optimal stopping problem]] in stochastic control, with applications to mathematical finance. The fractional Laplacian is just the particular case when the [[Levy  process]] involved is $\alpha$-stable and radially symmetric. The optimal regularity for the general problem is currently an open problem. Even in the linear case with constant coefficients this is nontrivial. If $u$ is a solution of
\begin{align*}
u &\geq \varphi \qquad \text{in } \R^n, \\
L u &\leq 0 \qquad \text{in } \R^n, \\
L u &= 0 \qquad \text{in } \{u>\varphi\}, \\
\end{align*}
where $L$ is a [[linear integro-differential operator]], then what is the optimal regularity we can obtain for $u$?
 
The optimal regularity would naturally depend on some assumptions on the linear operator $L$. If $L$ is a purely integro-differential with a kernel $K$ satisfying the usual ellipticity conditions
\begin{align*}
K(y) &= K(-y) \\
\frac{\lambda(2-s)}{ |y|^{n+s}} \leq K(y) &\leq \frac{\Lambda(2-s)}{ |y|^{n+s}} \qquad \text{for some } 0<\lambda<\Lambda \text{ and } s \in (0,2),
\end{align*}
it is natural to expect the solution $u$ to be $C^s$, but this regularity is not optimal. Is the optimal regularity going to be $C^{1,s/2}$ as in the fractional Laplacian case? Most probably some extra assumption on the kernel will be needed.
 
A solution to this problem would be very interesting if it provides an optimal regularity result for a natural family of kernels. If the assumption is something hard to check (like for example that there exists an extension problem whose Dirichlet to Neumann map is $L$), then the result may not be that interesting.
 
UPDATE: This problem has been recently solved by Caffarelli, Ros-Oton, and Serra <ref name="CRS16" />.
 
== Complete understanding of free boundary points in the [[fractional obstacle problem]] ==
 
Some free boundary points of the [[fractional obstacle problem]] are classified as regular and the free boundary is known to be smooth around them <ref name="CSS"/>. Other points on the free boundary are classified as singular, and for $s=\frac12$ they are shown to be contained in a lower dimensional differentiable surface, and therefore to be rare <ref name="GP"/>. However, there may be other points on the free boundary that do not fall under those two categories. Two questions need to be answered.\
# Can there be any point on the free boundary that is neither regular nor singular? It is easy to produce examples in the [[thin obstacle problem]], using the [[extension technique]]. However, it is not clear if such examples can be made in the original formulation of the [[fractional obstacle problem]] because of the decay at infinity requirement.
# In case that a point of a third category exist, is the free boundary smooth around these points in the ''third category''?


== References ==
== References ==
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<ref name="li2011one">{{Citation | last1=Li | first1= Dong | last2=Rodrigo | first2= José L | title=On a one-dimensional nonlocal flux with fractional dissipation | journal=SIAM Journal on Mathematical Analysis | year=2011 | volume=43 | pages=507--526}}</ref>
<ref name="cordobacordoba2005">{{Citation | last1=Córdoba | first1= Antonio | last2=Córdoba | first2= Diego | last3=Fontelos | first3= Marco A. | title=Formation of singularities for a transport equation with nonlocal velocity | url=http://dx.doi.org/10.4007/annals.2005.162.1377 | journal=Ann. of Math. (2) | issn=0003-486X | year=2005 | volume=162 | pages=1377--1389 | doi=10.4007/annals.2005.162.1377}}</ref>
<ref name="ros2014regularity">{{Citation | last1=Ros-Oton | first1= Xavier | last2=Serra | first2= Joaquim | title=Regularity theory for general stable operators | journal=arXiv preprint arXiv:1412.3892}}</ref>
}}
}}

Revision as of 14:03, 25 January 2016

Open problems for general integro-differential equations

H\"older estimates for singular integro-differential equations

Consider an integro-differential equation of the form \[ \int_{\R^d} \left(u(x+y) - u(x) \right) \mathrm{d} \mu_x(y) = 0 \qquad \text{for all } x \in B_1.\] (An extra gradient correction term may be necessary if the measure $\mu_x$ is too singular at the origin)

Hölder estimates are known to hold under certain 'ellipticity' assumptions for the measures $\mu_x(y)$. In many cases, we consider the absolutely continuous version $\mathrm{d} \mu_x(y) = K(x,y) \mathrm{d}y$ and write the assumptions in terms of the kernel $K$. One would expect that the estimates should hold every time the measures $\mu_x$ satisfy. \[ \int_{B_{2R} \setminus B_R} (x \cdot e)^2 \mathrm{d} \mu_x(y) \approx R^{2-\alpha}, \] for all radius $R>0$ and $x \in B_1$. This is the sharp assumption for stable operators that are independent of $x$ [1].

Hölder estimates are not known to hold under such generality. For the current methods, singular measures $\mu_x$ (without an absolutely continuous part) are out of reach. A new idea is needed in order to solve this problem.

Note that a key part of this problem is that the measures $\mu_x$ should not have any regularity assumption respect to $x$.

An integral ABP estimate

The nonlocal version of the Alexadroff-Bakelman-Pucci estimate holds either for a right hand side in $L^\infty$ [2] (in which the integral right hand side is approximated by a discrete sum) or under very restrictive assumptions on the kernels [3]. Would the following result be true?

Assume $u_n \leq 0$ outside $B_1$ and for all $x \in B_1$, \[ \int_{\R^n} (u(x+y)-u(x)) K(x,y) \mathrm d y \geq \chi_{A_n}(x). \] Where $\chi_{A_n}$ stands for the characteristic function of the sets $A_n$. Assume that the kernels $K$ satisfy symmetry and a uniform ellipticity condition \begin{align*} K(x,y) &= K(x,-y) \\ \lambda |y|^{-n-s} \leq K(x,y) &\leq \Lambda |y|^{-n-s} \qquad \text{for some } 0<\lambda<\Lambda \text{ and } s \in (0,2). \end{align*} If $|A_n|\to 0$ as $n \to +\infty$, is it true that $\sup u_n^+ \to 0$ as well?

This type of estimate is currently known only under strong structural hypothesis on the kernels $K$.[3]

Holder estimates for parabolic equations with variable order

Holder estimates are known for elliptic and parabolic integro-differential equations with rough kernels. For elliptic equations, these estimates are available even when the order of the equation changes from point to point [4] [5]. Such estimate is not available for parabolic equations and it is not clear whether it holds.

More precisely, we would like to study a parabolic equation of the form \[ u_t(t,x) = \int_{\R^n} (u(t,x+y) - u(t,x)) K(t,x,y) dy.\] Here $K$ is symmetric (i.e. $K(t,x,y) = K(t,x,-y)$) and satisfies the bounds \[ \frac \lambda {|y|^{n+s(t,x)}} \leq K(t,x,y) \leq \frac \Lambda {|y|^{n+s(t,x)}}.\] The order of the equation $s(t,x) \in (0,1)$ changes from point to point and it should stay strictly away from zero. It would also make sense to study other families of linear integro-differential operators. Does a parabolic Holder estimate hold in this case?

A comparison principle for $x$-dependent nonlocal equations which are not in the Levy-Ito form

Consider two continuous functions $u$ and $v$ such that \begin{align*} u(x) &\leq v(x) \qquad \text{for all $x$ outside some set } \Omega,\\ F(x,\{I_\alpha u(x)\}) &\geq F(x,\{I_\alpha v(x)\})\qquad \text{for all $x \in \Omega$}. \end{align*} Is it true that $u \leq v$ in $\Omega$ as well?

It is natural to expect this result to hold if $F$ is continuous respect to $x$ and the linear integro-differential operators $I_\alpha$ satisfy some nondegeneracy condition and continuity respect to $x$, e.g. \begin{align*} I[u] = \int (u(x+z) - u(x) - Du(x)\cdot z 1_{B}(z))\mu_x(dz) \end{align*} where $(\mu_x)_x$ is a family of L\'evy measures, H\"older continous with respect to $x$?

Currently the comparison principle is only known if the kernels are continuous when written in the Levy-Ito form.[6]

Holder estimates for drift-diffusion equations (sharp assumptions for $b$ in the case $s>1/2$)

Consider a drift-diffusion equation of the form \[ u_t + b \cdot \nabla u + (-\Delta)^s u = 0.\]

The solution $u$ is known to become Holder continuous under a variety of assumptions on the vector field $b$. If we assume that $\mathrm{div}\, b = 0$, we may expect that the required assumptions are slightly more flexible. Indeed, if $s=1/2$, the solution $u$ becomes Holder for positive time if $b \in L^\infty(BMO)$ [7]. On the other hand, if $s=1$, the solution $u$ becomes Holder continuous for positive time if $b \in L^\infty(BMO^{-1})$ (if $b$ is the sum of derivatives of $BMO$ functions) [8] [9]. A natural conjecture would be that the same result applies for $s \in (1/2,1)$ if $b \in L^\infty(BMO^{2s-1})$ (meaning that $(-\Delta)^{1-2s} b \in L^\infty(BMO)$).

The case $s < 1/2$ is completely understood and the assumption $\mathrm{div}\, b =0$ is not even necessary. For $s \in (1/2,1)$, only some perturbative results seem to be known under stronger assumptions. It is conceivable that the approach of Caffarelli and Vasseur [7] can be worked out assuming that $b \in L^\infty(L^p)$ for a critical power $p$.

Open problems for some specific nonlocal equations

Well posedness of the supercritical surface quasi-geostrophic equation and related problems

Let $\theta_0 : \R^2 \to \R$ be a smooth function either with compact support or periodic. Let $s \in (0,1/2)$. Is there a global classical solution $\theta :\R^2 \to \R$ for the SQG equation? \begin{align*} \theta(x,0) &= \theta_0(x) \\ \theta_t + u \cdot \nabla \theta &= 0 \qquad \text{in } \R^2 \times (0,+\infty) \end{align*} where $u = R^\perp \theta$ and $R$ stands for the Riesz transform.

This is a very difficult open problem. It is believed that a solution would be a major step towards the understanding of Navier-Stokes equation. In the supercritical regime $s\in (0,1/2)$, the effect if the drift term is larger than the diffusion in small scales. Therefore, it seems unlikely that a proof of well posedness could be achieved with the methods currently known and listed in this wiki.

Note that if the relation between $u$ and $\theta$ was changed by $u = R\theta$, then the equation is ill posed. This suggests that the divergence free nature of $u$ must play an important role, unlike the critical and subcritical cases $s \geq 1/2$.

There are difficult open problems related to simpler active scalar equations as well. The Hilbert flow problem refers to the equation \[ \theta_t + H\theta \, \theta_x + (-\Delta)^s \theta = 0.\] Here $\theta(t,x)$ is a function of $t \in [0,\infty)$ and $x \in \R$. The equation is known to be well posed for $s \geq 1/2$ and it is known to develop singularities in finite time when $s < 1/4$. For $s$ in the interval $s \in [1/4,1/2)$, it is not known whether singularities in finite time may occur.[10][11][12]

Regularity of nonlocal minimal surfaces

A nonlocal minimal surface that is sufficiently flat is known to be smooth [13]. The possibility of singularities in the general case reduces to the analysis of a possible existence of nonlocal minimal cones. The problem can be stated as follows.

For any $s \in (0,1)$, and any natural number $n$, is there any set $A \in \R^n$, other than a half space, such that

  1. $A$ is a cone: $\lambda A = A$ for any $\lambda > 0$.
  2. If $B$ is any set in $\R^n$ which coincides with $A$ outside of a compact set $C$, then the following inequality holds

\[ \int_C \int_{C} \frac{|\chi_A(x) - \chi_A(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y + 2 \int_C \int_{\R^n \setminus C} \frac{|\chi_A(x) - \chi_A(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y \leq \int_C \int_{C} \frac{|\chi_B(x) - \chi_B(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y + 2\int_C \int_{\R^n \setminus C} \frac{|\chi_B(x) - \chi_B(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y. \]

When $s$ is sufficiently close to one, such set does not exist if $n < 8$.

Optimal regularity for the obstacle problem for a general integro-differential operator

Let $u$ be the solution to the obstacle problem for the fractional laplacian, \begin{align*} u &\geq \varphi \qquad \text{in } \R^n, \\ (-\Delta)^{s/2} u &\geq 0 \qquad \text{in } \R^n, \\ (-\Delta)^{s/2} u &= 0 \qquad \text{in } \{u>\varphi\}, \\ \end{align*} where $\varphi$ is a smooth compactly supported function. It is known that $u \in C^{1,s/2}$ (where $s$ coincides with the order of the fractional Laplacian). This regularity is optimal in the sense that one can construct solutions that are not in $C^{1,s/2+\varepsilon}$ for any $\varepsilon>0$. One can consider the same problem replacing the fractional Laplacian by any other nonlocal operator. In fact, this problem corresponds to the optimal stopping problem in stochastic control, with applications to mathematical finance. The fractional Laplacian is just the particular case when the Levy process involved is $\alpha$-stable and radially symmetric. The optimal regularity for the general problem is currently an open problem. Even in the linear case with constant coefficients this is nontrivial. If $u$ is a solution of \begin{align*} u &\geq \varphi \qquad \text{in } \R^n, \\ L u &\leq 0 \qquad \text{in } \R^n, \\ L u &= 0 \qquad \text{in } \{u>\varphi\}, \\ \end{align*} where $L$ is a linear integro-differential operator, then what is the optimal regularity we can obtain for $u$?

The optimal regularity would naturally depend on some assumptions on the linear operator $L$. If $L$ is a purely integro-differential with a kernel $K$ satisfying the usual ellipticity conditions \begin{align*} K(y) &= K(-y) \\ \frac{\lambda(2-s)}{ |y|^{n+s}} \leq K(y) &\leq \frac{\Lambda(2-s)}{ |y|^{n+s}} \qquad \text{for some } 0<\lambda<\Lambda \text{ and } s \in (0,2), \end{align*} it is natural to expect the solution $u$ to be $C^s$, but this regularity is not optimal. Is the optimal regularity going to be $C^{1,s/2}$ as in the fractional Laplacian case? Most probably some extra assumption on the kernel will be needed.

A solution to this problem would be very interesting if it provides an optimal regularity result for a natural family of kernels. If the assumption is something hard to check (like for example that there exists an extension problem whose Dirichlet to Neumann map is $L$), then the result may not be that interesting.

UPDATE: This problem has been recently solved by Caffarelli, Ros-Oton, and Serra [14].

Complete understanding of free boundary points in the fractional obstacle problem

Some free boundary points of the fractional obstacle problem are classified as regular and the free boundary is known to be smooth around them [15]. Other points on the free boundary are classified as singular, and for $s=\frac12$ they are shown to be contained in a lower dimensional differentiable surface, and therefore to be rare [16]. However, there may be other points on the free boundary that do not fall under those two categories. Two questions need to be answered.\

  1. Can there be any point on the free boundary that is neither regular nor singular? It is easy to produce examples in the thin obstacle problem, using the extension technique. However, it is not clear if such examples can be made in the original formulation of the fractional obstacle problem because of the decay at infinity requirement.
  2. In case that a point of a third category exist, is the free boundary smooth around these points in the third category?

References

  1. Ros-Oton, Xavier; Serra, Joaquim, "Regularity theory for general stable operators", arXiv preprint arXiv:1412.3892 
  2. Caffarelli, Luis; Silvestre, Luis (2009), "Regularity theory for fully nonlinear integro-differential equations", Communications on Pure and Applied Mathematics 62 (5): 597–638, doi:10.1002/cpa.20274, ISSN 0010-3640, http://dx.doi.org/10.1002/cpa.20274 
  3. 3.0 3.1 Guillen, N.; Schwab, R. (2010), "Aleksandrov-Bakelman-Pucci Type Estimates For Integro-Differential Equations", Arxiv preprint arXiv:1101.0279  Cite error: Invalid <ref> tag; name "GS" defined multiple times with different content
  4. Bass, Richard F.; Kassmann, Moritz (2005), [http://dx.doi.org/10.1080/03605300500257677 "Hölder continuity of harmonic functions with respect to operators of variable order"], Communications in Partial Differential Equations 30 (7): 1249–1259, doi:10.1080/03605300500257677, ISSN 0360-5302, http://dx.doi.org/10.1080/03605300500257677 
  5. Silvestre, Luis (2006), [http://dx.doi.org/10.1512/iumj.2006.55.2706 "Hölder estimates for solutions of integro-differential equations like the fractional Laplace"], Indiana University Mathematics Journal 55 (3): 1155–1174, doi:10.1512/iumj.2006.55.2706, ISSN 0022-2518, http://dx.doi.org/10.1512/iumj.2006.55.2706 
  6. Barles, Guy; Imbert, Cyril (2008), "Second-order elliptic integro-differential equations: viscosity solutions' theory revisited", Annales de l'Institut Henri Poincaré. Analyse Non Linéaire 25 (3): 567–585, doi:10.1016/j.anihpc.2007.02.007, ISSN 0294-1449, http://dx.doi.org/10.1016/j.anihpc.2007.02.007 
  7. 7.0 7.1 Caffarelli, Luis A.; Vasseur, Alexis (2010), "Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation", Annals of Mathematics. Second Series 171 (3): 1903–1930, doi:10.4007/annals.2010.171.1903, ISSN 0003-486X, http://dx.doi.org/10.4007/annals.2010.171.1903 
  8. Friedlander, S.; Vicol, V. (2011), "Global well-posedness for an advection-diffusion equation arising in magneto-geostrophic dynamics", Annales de l'Institut Henri Poincare (C) Non Linear Analysis 
  9. Seregin, G.; Silvestre, Luis; Sverak, V.; Zlatos, A. (2010), "On divergence-free drifts", Arxiv preprint arXiv:1010.6025 
  10. Córdoba, Antonio; Córdoba, Diego; Fontelos, Marco A. (2005), "Formation of singularities for a transport equation with nonlocal velocity", Ann. of Math. (2) 162: 1377--1389, doi:10.4007/annals.2005.162.1377, ISSN 0003-486X, http://dx.doi.org/10.4007/annals.2005.162.1377 
  11. Li, Dong; Rodrigo, José L (2011), "On a one-dimensional nonlocal flux with fractional dissipation", SIAM Journal on Mathematical Analysis 43: 507--526 
  12. Silvestre, Luis; Vicol, Vlad, "On a transport equation with nonlocal drift", arXiv preprint arXiv:1408.1056 
  13. Caffarelli, Luis A.; Roquejoffre, Jean Michel; Savin, Ovidiu (2010), "Nonlocal Minimal Surfaces", Communications on Pure and Applied Mathematics 63 (9): 1111–1144, doi:10.1002/cpa.20331, ISSN 0003-486X, http://onlinelibrary.wiley.com/doi/10.1002/cpa.20331/abstract 
  14. Caffarelli, Luis A.; Ros-Oton, Xavier; Serra, Joaquim (2016), "Obstacle problems for integro-differential operators: Regularity of solutions and free boundaries", preprint arXiv (2016) 
  15. Caffarelli, Luis A.; Salsa, Sandro; Silvestre, Luis (2008), "Regularity estimates for the solution and the free boundary of the obstacle problem for the fractional Laplacian", Inventiones Mathematicae 171 (2): 425–461, doi:10.1007/s00222-007-0086-6, ISSN 0020-9910, http://dx.doi.org/10.1007/s00222-007-0086-6 
  16. Petrosyan, A.; Garofalo, N. (2009), "Some new monotonicity formulas and the singular set in the lower dimensional obstacle problem", Inventiones Mathematicae (Berlin, New York: Springer-Verlag) 177 (2): 415–461, ISSN 0020-9910