Fractional obstacle problem and Semilinear equations: Difference between pages

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imported>Luis
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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 $\mathbb{R}^n$.  
An equation is called semilinear if it consists of the sum of a well understood linear term plus a lower order nonlinear term. For elliptic and parabolic equations, the two effective possibilities for the linear term is to be either the [[fractional Laplacian]] or the [[fractional heat equation]].


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"/>
Some equations which technically do not satisfy the definition above are still considered semilinear. For example evolution equations of the form
\[ u_t + (-\Delta)^s u + H(x,u,Du) = 0 \]
can be thought of as semilinear equations even if $s<1/2$.


==References==
== Some common semilinear equations ==
 
=== The most common elliptic equation in the world (provisional title) ===
Adding a zeroth order term to the right hand side to either the Laplace equation or the fractional Laplace equation is probably the theme for which the largest number of papers has been written on PDEs.
\[ (-\Delta)^s u = f(u). \]
If $f$ is $C^\infty$ and some initial regularity can be shown to the solution $u$ (like $L^p$), then the solution $u$ will also be $C^\infty$, which can be shown by a standard [[bootstrapping]].
 
Natural question to ask about this type of equations are about the existence of nontrivial global solutions that vanish at infinity, positivity of solutions, radial symmetry, etc...
 
=== Reaction diffusion equations ===
This general class refers to the equations we get by adding a zeroth order term to the right hand side of a heat equation. For the fractional case, it would look like
\[ u_t + (-\Delta)^s u = f(u). \]
 
The case $f(u) = u(1-u)$ corresponds to the Fisher equation. For this and other related models, it makes sense to study solutions restricted to $0 \leq u \leq 1$. The research centers around traveling waves, their stability, limits, etc... Solutions are trivially $C^\infty$ so there is no issue about regularity.
 
=== Burgers equation with fractional diffusion ===
It refers to the parabolic equation for a function on the real line $u:[0,+\infty) \times \R \to \R$,
\[ u_t + u \ u_x + (-\Delta)^s u = 0 \]
The equation is known to be well posed if $s \geq 1/2$ and to develop shocks if $s<1/2$ <ref name="KNS"/>. Still, if $s \in (0,1/2)$, the solution regularizes for large enough times<ref name="CCS"/><ref name="K"/>.
 
=== [[Surface quasi-geostrophic equation]] ===
It refers to the parabolic equation for a scalar function on the plane $\theta:[0,+\infty) \times \R^2 \to \R$,
\[ \theta_t + u \cdot \nabla \theta + (-\Delta)^s \theta = 0 \]
where $u = R^\perp \theta$ (and $R$ is the Riesz transform).
 
The equation is well posed if $s \geq 1/2$. The well posedness in the case $s < 1/2$ is a major open problem.
 
=== Conservation laws with fractional diffusion ===
(aka "fractal conservation laws")
It refers to parabolic equations of the form
\[ u_t + \mathrm{div } F(u) + (-\Delta)^s u = 0.\]
The Cauchy problem is known to be well posed classically if $s > 1/2$ <ref name="DI"/>. For $s<1/2$ there are viscosity solutions that are not $C^1$.
 
The critical case $s=1/2$ appears not to be written anywhere. However, it can be solved following the same method as for the Hamilton-Jacobi equations with fractional diffusion (below) <ref name="S"/> or the modulus of continuity approach <ref name="K"/>.
 
=== Hamilton-Jacobi equation with fractional diffusion ===
It refers to the parabolic equation
\[ u_t + H(\nabla u) + (-\Delta)^s u = 0.\]
 
The Cauchy problem is known to be well posed classically if $s \geq 1/2$ <ref name="S"/>. For $s<1/2$ there are viscosity solutions that are not $C^1$.
 
The subcritical case $s>1/2$ can be solved with classical [[bootstrapping]]. The critical case $s=1/2$ was solved using the regularity results for [[drift-diffusion equations]].
 
== References ==
{{reflist|refs=
{{reflist|refs=
<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>
<ref name="KNS">{{Citation | last1=Kiselev | first1=Alexander | last2=Nazarov | first2=Fedor | last3=Shterenberg | first3=Roman | title=Blow up and regularity for fractal Burgers equation | year=2008 | journal=Dynamics of Partial Differential Equations | issn=1548-159X | volume=5 | issue=3 | pages=211–240}}</ref>
<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=On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion | url=http://dx.doi.org/10.1016/j.aim.2010.09.007 | doi=10.1016/j.aim.2010.09.007 | year=2011 | journal=Advances in Mathematics | issn=0001-8708 | volume=226 | issue=2 | pages=2020–2039}}</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>
<ref name="CCS">{{Citation | last1=Chan | first1=Chi Hin | last2=Czubak | first2=Magdalena | last3=Silvestre | first3=Luis | title=Eventual regularization of the slightly supercritical fractional Burgers equation | url=http://dx.doi.org/10.3934/dcds.2010.27.847 | doi=10.3934/dcds.2010.27.847 | year=2010 | journal=Discrete and Continuous Dynamical Systems. Series A | issn=1078-0947 | volume=27 | issue=2 | pages=847–861}}</ref>
<ref name="K">{{Citation | last1=Kiselev | first1=A. | title=Regularity and blow up for active scalars | url=http://dx.doi.org/10.1051/mmnp/20105410 | doi=10.1051/mmnp/20105410 | year=2010 | journal=Mathematical Modelling of Natural Phenomena | issn=0973-5348 | volume=5 | issue=4 | pages=225–255}}</ref>
<ref name="DI">{{Citation | last1=Droniou | first1=Jérôme | last2=Imbert | first2=Cyril | title=Fractal first-order partial differential equations | url=http://dx.doi.org/10.1007/s00205-006-0429-2 | doi=10.1007/s00205-006-0429-2 | year=2006 | journal=Archive for Rational Mechanics and Analysis | issn=0003-9527 | volume=182 | issue=2 | pages=299–331}}</ref>
}}
}}

Revision as of 17:01, 31 May 2011

An equation is called semilinear if it consists of the sum of a well understood linear term plus a lower order nonlinear term. For elliptic and parabolic equations, the two effective possibilities for the linear term is to be either the fractional Laplacian or the fractional heat equation.

Some equations which technically do not satisfy the definition above are still considered semilinear. For example evolution equations of the form \[ u_t + (-\Delta)^s u + H(x,u,Du) = 0 \] can be thought of as semilinear equations even if $s<1/2$.

Some common semilinear equations

The most common elliptic equation in the world (provisional title)

Adding a zeroth order term to the right hand side to either the Laplace equation or the fractional Laplace equation is probably the theme for which the largest number of papers has been written on PDEs. \[ (-\Delta)^s u = f(u). \] If $f$ is $C^\infty$ and some initial regularity can be shown to the solution $u$ (like $L^p$), then the solution $u$ will also be $C^\infty$, which can be shown by a standard bootstrapping.

Natural question to ask about this type of equations are about the existence of nontrivial global solutions that vanish at infinity, positivity of solutions, radial symmetry, etc...

Reaction diffusion equations

This general class refers to the equations we get by adding a zeroth order term to the right hand side of a heat equation. For the fractional case, it would look like \[ u_t + (-\Delta)^s u = f(u). \]

The case $f(u) = u(1-u)$ corresponds to the Fisher equation. For this and other related models, it makes sense to study solutions restricted to $0 \leq u \leq 1$. The research centers around traveling waves, their stability, limits, etc... Solutions are trivially $C^\infty$ so there is no issue about regularity.

Burgers equation with fractional diffusion

It refers to the parabolic equation for a function on the real line $u:[0,+\infty) \times \R \to \R$, \[ u_t + u \ u_x + (-\Delta)^s u = 0 \] The equation is known to be well posed if $s \geq 1/2$ and to develop shocks if $s<1/2$ [1]. Still, if $s \in (0,1/2)$, the solution regularizes for large enough times[2][3].

Surface quasi-geostrophic equation

It refers to the parabolic equation for a scalar function on the plane $\theta:[0,+\infty) \times \R^2 \to \R$, \[ \theta_t + u \cdot \nabla \theta + (-\Delta)^s \theta = 0 \] where $u = R^\perp \theta$ (and $R$ is the Riesz transform).

The equation is well posed if $s \geq 1/2$. The well posedness in the case $s < 1/2$ is a major open problem.

Conservation laws with fractional diffusion

(aka "fractal conservation laws") It refers to parabolic equations of the form \[ u_t + \mathrm{div } F(u) + (-\Delta)^s u = 0.\] The Cauchy problem is known to be well posed classically if $s > 1/2$ [4]. For $s<1/2$ there are viscosity solutions that are not $C^1$.

The critical case $s=1/2$ appears not to be written anywhere. However, it can be solved following the same method as for the Hamilton-Jacobi equations with fractional diffusion (below) [5] or the modulus of continuity approach [3].

Hamilton-Jacobi equation with fractional diffusion

It refers to the parabolic equation \[ u_t + H(\nabla u) + (-\Delta)^s u = 0.\]

The Cauchy problem is known to be well posed classically if $s \geq 1/2$ [5]. For $s<1/2$ there are viscosity solutions that are not $C^1$.

The subcritical case $s>1/2$ can be solved with classical bootstrapping. The critical case $s=1/2$ was solved using the regularity results for drift-diffusion equations.

References

  1. Kiselev, Alexander; Nazarov, Fedor; Shterenberg, Roman (2008), "Blow up and regularity for fractal Burgers equation", Dynamics of Partial Differential Equations 5 (3): 211–240, ISSN 1548-159X 
  2. Chan, Chi Hin; Czubak, Magdalena; Silvestre, Luis (2010), "Eventual regularization of the slightly supercritical fractional Burgers equation", Discrete and Continuous Dynamical Systems. Series A 27 (2): 847–861, doi:10.3934/dcds.2010.27.847, ISSN 1078-0947, http://dx.doi.org/10.3934/dcds.2010.27.847 
  3. 3.0 3.1 Kiselev, A. (2010), "Regularity and blow up for active scalars", Mathematical Modelling of Natural Phenomena 5 (4): 225–255, doi:10.1051/mmnp/20105410, ISSN 0973-5348, http://dx.doi.org/10.1051/mmnp/20105410 
  4. Droniou, Jérôme; Imbert, Cyril (2006), "Fractal first-order partial differential equations", Archive for Rational Mechanics and Analysis 182 (2): 299–331, doi:10.1007/s00205-006-0429-2, ISSN 0003-9527, http://dx.doi.org/10.1007/s00205-006-0429-2 
  5. 5.0 5.1 Silvestre, Luis (2011), "On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion", Advances in Mathematics 226 (2): 2020–2039, doi:10.1016/j.aim.2010.09.007, ISSN 0001-8708, http://dx.doi.org/10.1016/j.aim.2010.09.007