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* In oceanography, the temperature on the surface may diffuse though the atmosphere giving rise to the [[surface quasigeostrophic equation]].  * In oceanography, the temperature on the surface may diffuse though the atmosphere giving rise to the [[surface quasigeostrophic equation]].  
* Several stochastic models, in particular particle systems, can be used to derive nonlocal equations like the [[Nonlocal porous medium equation]], the [[HamiltonJacobi equation with fractional diffusion]], [[conservation laws with fractional diffusion]], etc...  * Several stochastic models, in particular particle systems, can be used to derive nonlocal equations like the [[Nonlocal porous medium equation]], the [[HamiltonJacobi equation with fractional diffusion]], [[conservation laws with fractional diffusion]], etc...  
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+  <div style="fontsize:150%; border:none; margin:0; padding:.1em; color:#000;"> Suggested first reads </div>  
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+  * [[Fractional Laplacian]]  
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+  * [[Linear integrodifferential operator]]  
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+  * [[Myths about nonlocal equations]]  
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+  * [[Surface quasigeostrophic equation]]  
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+  * [[Levy processes]]  
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+  * [[Obstacle problem]]  
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Revision as of 22:34, 5 February 2012

We also keep a list of open problems and of upcoming events.



Existence and uniqueness results
For a variety of nonlinear elliptic and parabolic equations, the existence of viscosity solutions can be obtained using Perron's method. The uniqueness of solutions is a consequence of the comparison principle.
There are some equations for which this general framework does not work, for example the surface quasigeostrophic equation. One could say that the underlying reason is that the equation is not purely parabolic, but it has one hyperbolic term.
Regularity results
The regularity tools used for nonlocal equations vary depending on the type of equation.
Nonlinear equations
The starting point to study the regularity of solutions to a nonlinear elliptic or parabolic equation are the Holder estimates which hold under very weak assumptions and rough coefficients. They are related to the Harnack inequality.
For some fully nonlinear integrodifferential equation with continuous coefficients, we can prove $C^{1,\alpha}$ estimates.
Under certain hypothesis, the nonlocal Bellman equation from optimal stochastic control has classical solutions due to the nonlocal version of EvansKrylov theorem.
Semilinear equations
There are several interesting models that are semilinear equations. Those equations consists of either the fractional Laplacian or fractional heat equation plus a nonlinear term.
There are challenging regularity questions especially when the Laplacian interacts with gradient terms in Driftdiffusion equations. A simple method that has been successful in proving the well posedness of some semilinear equations with drift terms in the critical case (when both terms have the same scaling properties) is the conserved modulus of continuity approach, often called "nonlocal maximum principle method".