Fractional obstacle problem and List of equations: Difference between pages

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The obstacle problem is to seek a $s$-superharmonic function $u$ which lies above some smooth obstacle function $\phi$ in the interior of some domain $\Omega \subset \mathbb{R}^n$. Where $u > \phi$, $u$ is $s$-harmonic. The function satisfies Dirichlet conditions on $\mathbb{R}^n \setminus \Omega$, or one can require $|u|\rightarrow 0$ as $|x|\rightarrow \infty$ if $\Omega$ is, say, all of $\mathbb{R}^n$. The problem can be formulated as a variational problem as well, either through the extension or directly through a Dirichlet-like nonlocal energy on $\mathbb{R}^n$.  
This is a list of nonlocal equations that appear in this wiki.


Solutions to the problem have optimal regularity in Holder class $C^{1,s}$. There is no native nondegeneracy to the problem, and so nondegeneracy conditions have to be imposed. About nonsingular free boundary points, the free boundary is a $C^{1,\alpha}$ surface of dimension $n-1$. The nature of a free boundary point is classified by the [[Almgren frequency formula]].<ref name="S"/><ref name="CSS"/><ref name="CS"/>
== Linear equations ==
=== Stationary linear equations from Levy processes ===
\[ Lu = 0 \]
where $L$ is a [[linear integro-differential operator]].


==References==
=== parabolic linear equations from Levy processes ===
{{reflist|refs=
\[ u_t = Lu \]
<ref name="CSS">{{Citation | last1=Caffarelli | first1=Luis | last2=Salsa | first2=Sandro | last3=Silvestre | first3=Luis | title=Regularity estimates for the solution and the free boundary of the obstacle problem for the fractional Laplacian | url=http://dx.doi.org/10.1007/s00222-007-0086-6 | doi=10.1007/s00222-007-0086-6 | year=2008 | journal=[[Inventiones Mathematicae]] | issn=0020-9910 | volume=171 | issue=2 | pages=425–461}}</ref>
where $L$ is a [[linear integro-differential operator]].
<ref name="CS">{{Citation | last1=Caffarelli | first1=Luis | last2=Silvestre | first2=Luis | title=An extension problem related to the fractional Laplacian | url=http://dx.doi.org.ezproxy.lib.utexas.edu/10.1080/03605300600987306 | doi=10.1080/03605300600987306 | year=2007 | journal=Communications in Partial Differential Equations | issn=0360-5302 | volume=32 | issue=7 | pages=1245–1260}}</ref>
 
<ref name="S">{{Citation | last1=Silvestre | first1=Luis | title=Regularity of the obstacle problem for a fractional power of the Laplace operator | url=http://dx.doi.org/10.1002/cpa.20153 | doi=10.1002/cpa.20153 | year=2007 | journal=[[Communications on Pure and Applied Mathematics]] | issn=0010-3640 | volume=60 | issue=1 | pages=67–112}}</ref>
=== [[Drift-diffusion equations]] ===  
}}
\[ u_t  + b \cdot \nabla u + (-\Delta)^s u = 0,\]
where $b$ is a given vector field.
 
== [[Semilinear equations]] ==
=== Stationary equations with zeroth order nonlinearity ===
\[ (-\Delta)^s u = f(u). \]
=== Reaction diffusion equations ===
\[ u_t + (-\Delta)^s u = f(u). \]
=== Burgers equation with fractional diffusion ===
\[ u_t + u \ u_x + (-\Delta)^s u = 0 \]
=== [[Surface quasi-geostrophic equation]] ===
\[ \theta_t + u \cdot \nabla \theta + (-\Delta)^s \theta = 0 \]
=== Conservation laws with fractional diffusion ===
\[ u_t + \mathrm{div } F(u) + (-\Delta)^s u = 0.\]
=== Hamilton-Jacobi equation with fractional diffusion ===
\[ u_t + H(\nabla u) + (-\Delta)^s u = 0.\]
=== [[Keller-Segel equation]] ===
\[u_t + \mathrm{div} \left( u \, \nabla (-\Delta)^{-1} u \right) - \Delta u = 0.\]
 
== Quasilinear or [[fully nonlinear integro-differential equations]] ==
=== [[Bellman equation]] ===
\[ \sup_{a \in \mathcal{A}} \, L_a u(x) = f(x), \]
where $L_a$ is some family of linear integro-differential operators indexed by an arbitrary set $\mathcal{A}$.
=== [[Isaacs equation]] ===
\[ \sup_{a \in \mathcal{A}} \ \inf_{b \in \mathcal{B}} \ L_{ab} u(x) = f(x), \]
where $L_{ab}$ is some family of linear integro-differential operators with two indices $a \in \mathcal A$ and $b \in \mathcal B$.
=== [[obstacle problem]] ===
For an elliptic operator $L$ and a function $\varphi$ (the obstacle), $u$ satisfies
\begin{align}
u &\geq \varphi \qquad \text{everywhere in the domain } D,\\
Lu &\leq 0 \qquad \text{everywhere in the domain } D,\\
Lu &= 0 \qquad \text{wherever } u > \varphi.
\end{align}
 
=== [[Nonlocal minimal surfaces ]] ===
The set $E$ satisfies.
\[ \int_{\mathbb{R}^n} \frac{\chi_E(y)-\chi_{E^c}(y)}{|x-y|^{n+s}}dy=0 \;\;\forall\; x \in \partial E.\]
=== [[Nonlocal porous medium equation]] ===
\[ u_t = \mathrm{div} \left ( u \nabla (-\Delta)^{-s} u \right).\]
Or
\[ u_t +(-\Delta)^{s}(u^m) = 0. \]
 
== Inviscid equations ==
=== [[Surface quasi-geostrophic equation|Inviscid SQG]]===
\[ \theta_t + u \cdot \nabla \theta = 0,\]
where $u = \nabla^\perp (-\Delta)^{-1/2} \theta$.
 
=== [[Active scalar equation]] (from fluid mechanics) ===
\[ \theta_t + u \cdot \nabla \theta = 0,\]
where $u = \nabla^\perp K \ast \theta$.
 
=== [[Aggregation equation]] ===
 
\[ \theta_t + \mathrm{div}(\theta \ u) = 0,\]
where $u = \nabla K \ast \theta$.

Revision as of 19:20, 4 March 2012

This is a list of nonlocal equations that appear in this wiki.

Linear equations

Stationary linear equations from Levy processes

\[ Lu = 0 \] where $L$ is a linear integro-differential operator.

parabolic linear equations from Levy processes

\[ u_t = Lu \] where $L$ is a linear integro-differential operator.

Drift-diffusion equations

\[ u_t + b \cdot \nabla u + (-\Delta)^s u = 0,\] where $b$ is a given vector field.

Semilinear equations

Stationary equations with zeroth order nonlinearity

\[ (-\Delta)^s u = f(u). \]

Reaction diffusion equations

\[ u_t + (-\Delta)^s u = f(u). \]

Burgers equation with fractional diffusion

\[ u_t + u \ u_x + (-\Delta)^s u = 0 \]

Surface quasi-geostrophic equation

\[ \theta_t + u \cdot \nabla \theta + (-\Delta)^s \theta = 0 \]

Conservation laws with fractional diffusion

\[ u_t + \mathrm{div } F(u) + (-\Delta)^s u = 0.\]

Hamilton-Jacobi equation with fractional diffusion

\[ u_t + H(\nabla u) + (-\Delta)^s u = 0.\]

Keller-Segel equation

\[u_t + \mathrm{div} \left( u \, \nabla (-\Delta)^{-1} u \right) - \Delta u = 0.\]

Quasilinear or fully nonlinear integro-differential equations

Bellman equation

\[ \sup_{a \in \mathcal{A}} \, L_a u(x) = f(x), \] where $L_a$ is some family of linear integro-differential operators indexed by an arbitrary set $\mathcal{A}$.

Isaacs equation

\[ \sup_{a \in \mathcal{A}} \ \inf_{b \in \mathcal{B}} \ L_{ab} u(x) = f(x), \] where $L_{ab}$ is some family of linear integro-differential operators with two indices $a \in \mathcal A$ and $b \in \mathcal B$.

obstacle problem

For an elliptic operator $L$ and a function $\varphi$ (the obstacle), $u$ satisfies \begin{align} u &\geq \varphi \qquad \text{everywhere in the domain } D,\\ Lu &\leq 0 \qquad \text{everywhere in the domain } D,\\ Lu &= 0 \qquad \text{wherever } u > \varphi. \end{align}

Nonlocal minimal surfaces

The set $E$ satisfies. \[ \int_{\mathbb{R}^n} \frac{\chi_E(y)-\chi_{E^c}(y)}{|x-y|^{n+s}}dy=0 \;\;\forall\; x \in \partial E.\]

Nonlocal porous medium equation

\[ u_t = \mathrm{div} \left ( u \nabla (-\Delta)^{-s} u \right).\] Or \[ u_t +(-\Delta)^{s}(u^m) = 0. \]

Inviscid equations

Inviscid SQG

\[ \theta_t + u \cdot \nabla \theta = 0,\] where $u = \nabla^\perp (-\Delta)^{-1/2} \theta$.

Active scalar equation (from fluid mechanics)

\[ \theta_t + u \cdot \nabla \theta = 0,\] where $u = \nabla^\perp K \ast \theta$.

Aggregation equation

\[ \theta_t + \mathrm{div}(\theta \ u) = 0,\] where $u = \nabla K \ast \theta$.