|
On fully nonlinear elliptic and parabolic equations with VMO coefficients in domains
Authors:
Hongjie Dong, N. V. Krylov and Xu Li
Original publication:
Algebra i Analiz, tom 24 (2012), nomer 1.
Journal:
St. Petersburg Math. J. 24 (2013), 39-69
MSC (2010):
Primary 35K61, 35B65, 35R05
Posted:
November 15, 2012
Full-text PDF
Abstract |
References |
Similar Articles |
Additional Information
Abstract: The solvability in the Sobolev spaces , , of the terminal-boundary value problem is proved for a class of fully nonlinear parabolic equations, including parabolic Bellman's equations, in bounded cylindrical domains, in the case of VMO ``coefficients''. The solvability in , , of the corresponding elliptic boundary-value problem is also obtained.
- 1.
Marco
Bramanti and M.
Cristina Cerutti, 𝑊_{𝑝}^{1,2} solvability for the
Cauchy-Dirichlet problem for parabolic equations with VMO
coefficients, Comm. Partial Differential Equations 18
(1993), no. 9-10, 1735–1763. MR 1239929
(94j:35180), http://dx.doi.org/10.1080/03605309308820991
- 2.
Luis
A. Caffarelli, Interior a priori estimates for solutions of fully
nonlinear equations, Ann. of Math. (2) 130 (1989),
no. 1, 189–213. MR 1005611
(90i:35046), http://dx.doi.org/10.2307/1971480
- 3.
Luis
A. Caffarelli and Xavier
Cabré, Fully nonlinear elliptic equations, American
Mathematical Society Colloquium Publications, vol. 43, American
Mathematical Society, Providence, RI, 1995. MR 1351007
(96h:35046)
- 4.
Filippo
Chiarenza, Michele
Frasca, and Placido
Longo, Interior 𝑊^{2,𝑝} estimates for nondivergence
elliptic equations with discontinuous coefficients, Ricerche Mat.
40 (1991), no. 1, 149–168. MR 1191890
(93k:35051)
- 5.
Filippo
Chiarenza, Michele
Frasca, and Placido
Longo, 𝑊^{2,𝑝}-solvability of
the Dirichlet problem for nondivergence elliptic equations with VMO
coefficients, Trans. Amer. Math. Soc.
336 (1993), no. 2,
841–853. MR 1088476
(93f:35232), http://dx.doi.org/10.1090/S0002-9947-1993-1088476-1
- 6.
M.
G. Crandall, M.
Kocan, and A.
Święch, 𝐿^{𝑝}-theory for fully
nonlinear uniformly parabolic equations, Comm. Partial Differential
Equations 25 (2000), no. 11-12, 1997–2053. MR 1789919
(2003b:35093), http://dx.doi.org/10.1080/03605300008821576
- 7.
Hongjie
Dong and Doyoon
Kim, On the 𝐿_{𝑝}-solvability of higher order
parabolic and elliptic systems with BMO coefficients, Arch. Ration.
Mech. Anal. 199 (2011), no. 3, 889–941. MR 2771670
(2012h:35152), http://dx.doi.org/10.1007/s00205-010-0345-3
- 8.
Luis
Escauriaza, 𝑊^{2,𝑛} a priori estimates for
solutions to fully nonlinear equations, Indiana Univ. Math. J.
42 (1993), no. 2, 413–423. MR 1237053
(94h:35022), http://dx.doi.org/10.1512/iumj.1993.42.42019
- 9.
Doyoon
Kim and N.
V. Krylov, Elliptic differential equations with coefficients
measurable with respect to one variable and VMO with respect to the
others, SIAM J. Math. Anal. 39 (2007), no. 2,
489–506. MR 2338417
(2008j:35031), http://dx.doi.org/10.1137/050646913
- 10.
Doyoon
Kim and N.
V. Krylov, Parabolic equations with measurable coefficients,
Potential Anal. 26 (2007), no. 4, 345–361. MR 2300337
(2008f:35161), http://dx.doi.org/10.1007/s11118-007-9042-8
- 11.
N.
V. Krylov, Nelineinye ellipticheskie i parabolicheskie uravneniya
vtorogo poryadka, “Nauka”, Moscow, 1985 (Russian). MR 815513
(87h:35002)
N.
V. Krylov, Nonlinear elliptic and parabolic equations of the second
order, Mathematics and its Applications (Soviet Series), vol. 7,
D. Reidel Publishing Co., Dordrecht, 1987. Translated from the Russian by
P. L. Buzytsky [P. L. Buzytskiĭ]. MR 901759
(88d:35005)
- 12.
N.
V. Krylov, Parabolic and elliptic equations with VMO
coefficients, Comm. Partial Differential Equations 32
(2007), no. 1-3, 453–475. MR 2304157
(2008a:35125), http://dx.doi.org/10.1080/03605300600781626
- 13.
N.
V. Krylov, Parabolic equations with VMO coefficients in Sobolev
spaces with mixed norms, J. Funct. Anal. 250 (2007),
no. 2, 521–558. MR 2352490
(2008f:35164), http://dx.doi.org/10.1016/j.jfa.2007.04.003
- 14.
N.
V. Krylov, Lectures on elliptic and parabolic equations in Sobolev
spaces, Graduate Studies in Mathematics, vol. 96, American
Mathematical Society, Providence, RI, 2008. MR 2435520
(2009k:35001)
- 15.
Nicolai
V. Krylov, On Bellman’s equations with VMO coefficients,
Methods Appl. Anal. 17 (2010), no. 1, 105–121.
MR
2735102 (2011j:35062)
- 16.
N.
V. Krylov and M.
V. Safonov, A property of the solutions of parabolic equations with
measurable coefficients, Izv. Akad. Nauk SSSR Ser. Mat.
44 (1980), no. 1, 161–175, 239 (Russian). MR 563790
(83c:35059)
- 17.
O.
A. Ladyženskaja and N.
N. Ural′ceva, Lineinye i kvazilineinye uravneniya
ellipticheskogo tipa, Izdat. “Nauka”, Moscow, 1964
(Russian). MR
0211073 (35 #1955)
Olga
A. Ladyzhenskaya and Nina
N. Ural′tseva, Linear and quasilinear elliptic
equations, Translated from the Russian by Scripta Technica, Inc.
Translation editor: Leon Ehrenpreis, Academic Press, New York, 1968. MR 0244627
(39 #5941)
- 18.
O.
A. Ladyženskaja, V.
A. Solonnikov, and N.
N. Ural′ceva, Lineinye i kvazilineinye uravneniya
parabolicheskogo tipa, Izdat. “Nauka”, Moscow, 1967
(Russian). MR
0241821 (39 #3159a)
O.
A. Ladyženskaja, V.
A. Solonnikov, and N.
N. Ural′ceva, Linear and quasilinear equations of parabolic
type, Translated from the Russian by S. Smith. Translations of
Mathematical Monographs, Vol. 23, American Mathematical Society,
Providence, R.I., 1968 (Russian). MR 0241822
(39 #3159b)
- 19.
Gary
M. Lieberman, Regularized distance and its applications,
Pacific J. Math. 117 (1985), no. 2, 329–352. MR 779924
(87j:35101)
- 20.
Gary
M. Lieberman, Second order parabolic differential equations,
World Scientific Publishing Co. Inc., River Edge, NJ, 1996. MR 1465184
(98k:35003)
- 21.
Fang-Hua
Lin, Second derivative
𝐿^{𝑝}-estimates for elliptic equations of nondivergent
type, Proc. Amer. Math. Soc.
96 (1986), no. 3,
447–451. MR
822437 (88b:35058), http://dx.doi.org/10.1090/S0002-9939-1986-0822437-1
- 22.
Antonino
Maugeri, Dian
K. Palagachev, and Lubomira
G. Softova, Elliptic and parabolic equations with discontinuous
coefficients, Mathematical Research, vol. 109, Wiley-VCH Verlag
Berlin GmbH, Berlin, 2000. MR 2260015
(2007f:35001)
- 23.
M.
V. Safonov, Harnack’s inequality for elliptic equations and
Hölder property of their solutions, Zap. Nauchn. Sem. Leningrad.
Otdel. Mat. Inst. Steklov. (LOMI) 96 (1980),
272–287, 312 (Russian). Boundary value problems of mathematical
physics and related questions in the theory of functions, 12. MR 579490
(82b:35045)
- 24.
-, Nonlinear elliptic equations of second order, Lecture Notes Dip. Mat. Appl. ``G. Sansone'', Univ. Degli Studi Firenze, 1991.
- 25.
-, On the boundary value problems for fully nonlinear elliptic equations of second order, Math. Res. Report No. MRR 049-94, Austral. Nat. Univ., Canberra, 1994. "http://www.math.umn.edu/ safonov/NOTES/PDE_94/PDE.pdf"
- 26.
Neil
S. Trudinger, Fully nonlinear, uniformly elliptic
equations under natural structure conditions, Trans. Amer. Math. Soc. 278 (1983), no. 2, 751–769. MR 701522
(85b:35016), http://dx.doi.org/10.1090/S0002-9947-1983-0701522-0
- 27.
Lihe
Wang, On the regularity theory of fully
nonlinear parabolic equations, Bull. Amer.
Math. Soc. (N.S.) 22 (1990), no. 1, 107–114. MR 999619
(90g:35028), http://dx.doi.org/10.1090/S0273-0979-1990-15854-9
- 28.
Lihe
Wang, On the regularity theory of fully nonlinear parabolic
equations. I, Comm. Pure Appl. Math. 45 (1992),
no. 1, 27–76. MR 1135923
(92m:35126), http://dx.doi.org/10.1002/cpa.3160450103
- 29.
Niki
Winter, 𝑊^{2,𝑝} and
𝑊^{1,𝑝}-estimates at the boundary for solutions of fully
nonlinear, uniformly elliptic equations, Z. Anal. Anwend.
28 (2009), no. 2, 129–164. MR 2486925
(2010i:35102), http://dx.doi.org/10.4171/ZAA/1377
- 1.
- M. Bramanti and M. Cerutti,
solvability for the Cauchy-Dirichlet problem for parabolic equations with VMO coefficients, Comm. Partial Differential Equations 18 (1993), no. 9-10, 1735-1763. MR 1239929 (94j:35180)
- 2.
- L. A. Caffarelli, Interior a priori estimates for solutions of fully nonlinear equations, Ann. of Math. (2) 130 (1989), 189-213. MR 1005611 (90i:35046)
- 3.
- L. A. Caffarelli and X. Cabré, Fully nonlinear elliptic equations, Amer. Math. Soc. Colloq. Publ., vol. 43, Amer. Math. Soc., Providence, RI, 1995. MR 1351007 (96h:35046)
- 4.
- F. Chiarenza, M. Frasca, and P. Longo, Interior
estimates for nondivergence elliptic equations with discontinuous coefficients, Ricerche Mat. 40 (1991), no. 1, 149-168. MR 1191890 (93k:35051)
- 5.
- -,
-solvability of the Dirichlet problem for nondivergence elliptic equations with VMO coefficients, Trans. Amer. Math. Soc. 336 (1993), no. 2, 841-853. MR 1088476 (93f:35232)
- 6.
- M. G. Crandall, M. Kocan, and A. Świech,
-theory for fully nonlinear uniformly parabolic equations, Comm. Partial Differential Equations 25 (2000), no. 11-12, 1997-2053. MR 1789919 (2003b:35093)
- 7.
- Hongjie Dong and Doyoon Kim, On the
-solvability of higher order parabolic and elliptic systems with BMO coefficients, Arch. Rational Mech. Anal. 199 (2011), no. 3, 889-941. MR 2771670 (2012h:35152)
- 8.
- L. Escauriaza,
a priori estimates for solutions to fully non-linear equations, Indiana Univ. Math. J. 42 (1993), no. 2, 413-423. MR 1237053 (94h:35022)
- 9.
- Doyoon Kim and N. V. Krylov, Elliptic differential equations with coefficients measurable with respect to one variable and VMO with respect to the others, SIAM J. Math. Anal. 39 (2007), no. 2, 489-506. MR 2338417 (2008j:35031)
- 10.
- -, Parabolic equations with measurable coefficients, Potential Anal. 26 (2007), no. 4, 345-361. MR 2300337 (2008f:35161)
- 11.
- N. V. Krylov, Nonlinear elliptic and parabolic equations second order, Nauka, Moscow, 1985; English transl., Math. Appl. (Soviet Ser.), vol. 7, D. Reidel Publ. Co., Dordrecht, 1987. MR 0815513 (87h:35002); MR 0901759 (88d:35005)
- 12.
- -, Parabolic and elliptic equations with VMO coefficients, Comm. Partial Differential Equations 32 (2007), no. 1-3, 453-475. MR 2304157 (2008a:35125)
- 13.
- -, Parabolic equations with VMO coefficients in Sobolev spaces with mixed norms, J. Funct. Anal. 250 (2007), no. 2, 521-558. MR 2352490 (2008f:35164)
- 14.
- -, Lectures on elliptic and parabolic equations in Sobolev spaces, Grad. Stud. in Math., vol. 96, Amer. Math. Soc., Providence, RI, 2008. MR 2435520 (2009k:35001)
- 15.
- -, On Bellman's equations with VMO coefficients, Methods Appl. Anal. 17 (2010), no. 1, 105-121. MR 2735102 (2011j:35062)
- 16.
- N. V. Krylov and M. V. Safonov, A property of solutions of parabolic equations with measurable coefficients, Izv. Akad. Nauk SSSR Ser. Mat. 44 (1980), no. 1, 161-175; English transl., Math. USSR-Izv. 16 (1981), no. 1, 151-164. MR 0563790 (83c:35059)
- 17.
- O. A. Ladyzhenskaya and N. N. Ural'tseva, Linear and quasilinear elliptic equations, Nauka, Moscow, 1964; English transl., Acad. Press, New York-London, 1968. MR 0211073 (35:1955); MR 0244627 (39:5941)
- 18.
- O. A. Ladyzhenskaya, V. A. Solonnikov, and N. N. Ural'tseva, Linear and quasilinear parabolic equations, Nauka, Moscow, 1967; English transl., Transl. Math. Monogr., vol. 23, Amer. Math. Soc., Providence, RI, 1968. MR 0241821 (39:3159a); MR 0241822 (39:3159b)
- 19.
- G. M. Lieberman, Regularized distance and its applications, Pacific J. Math. 117 (1985), no. 2, 329-352. MR 0779924 (87j:35101)
- 20.
- -, Second order parabolic differential equations, World Sci. Publ. Co., Inc., River Edge, NJ, 1996. MR 1465184 (98k:35003)
- 21.
- Fang-Hua Lin, Second derivative Lp-estimates for elliptic equations of nondivergent type, Proc. Amer. Math. Soc. 96 (1986), no. 3, 447-451. MR 0822437 (88b:35058)
- 22.
- A. Maugeri, D. Palagachev, and L. Softova, Elliptic and parabolic equations with discontinuous coefficients, Math. Res., vol. 109, Wiley-VCH, Berlin, 2000. MR 2260015 (2007f:35001)
- 23.
- M. V. Safonov, Harnack's inequality for elliptic equations and Hölder property of their solutions, Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI) 96 (1980), 272-287; English transl., J. Soviet Math. 21 (1983), no. 5, 851-863. MR 0579490 (82b:35045)
- 24.
- -, Nonlinear elliptic equations of second order, Lecture Notes Dip. Mat. Appl. ``G. Sansone'', Univ. Degli Studi Firenze, 1991.
- 25.
- -, On the boundary value problems for fully nonlinear elliptic equations of second order, Math. Res. Report No. MRR 049-94, Austral. Nat. Univ., Canberra, 1994. "http://www.math.umn.edu/ safonov/NOTES/PDE_94/PDE.pdf"
- 26.
- N. S. Trudinger, Fully nonlinear, uniformly elliptic equations under natural structure conditions, Trans. Amer. Math. Soc. 278 (1983), no. 2, 751-769. MR 0701522 (85b:35016)
- 27.
- L. Wang, On the regularity theory of fully nonlinear parabolic equations, Bull. Amer. Math. Soc. (N.S.) 22 (1990), no. 1, 107-114. MR 0999619 (90g:35028)
- 28.
- -, On the regularity of fully nonlinear parabolic equations. I, Comm. Pure Appl. Math. 45 (1992), 27-76. MR 1135923 (92m:35126)
- 29.
- N. Winter,
and -estimates at the boundary for solutions of fully nonlinear, uniformly elliptic equations, Z. Anal. Anwend. 28 (2009), no. 2, 129-164. MR 2486925 (2010i:35102)
Similar Articles
Retrieve articles in St. Petersburg Mathematical Journal
with MSC (2010):
35K61,
35B65,
35R05
Retrieve articles in all journals
with MSC (2010):
35K61,
35B65,
35R05
Additional Information
Hongjie Dong
Affiliation:
Division of Applied Mathematics, Brown University, 182 George Street, Providence, Rhode Island 02912
Email:
hongjie{\textunderscore}dong@brown.edu
N. V. Krylov
Affiliation:
University of Minnesota, 127 Vincent Hall, Minneapolis, Minnesota 55455
Email:
krylov@math.umn.edu
Xu Li
Affiliation:
University of Minnesota, 127 Vincent Hall, Minneapolis, Minnesota 55455
Email:
lixxx489@umn.edu
DOI:
http://dx.doi.org/10.1090/S1061-0022-2012-01231-8
PII:
S 1061-0022(2012)01231-8
Keywords:
Vanishing mean oscillation,
fully nonlinear elliptic and parabolic equations,
Bellman’s equations
Received by editor(s):
December 12, 2010
Posted:
November 15, 2012
Additional Notes:
The first author was partially supported by NSF grant DMS-0800129. The second author was partially supported by NSF grant DMS-0653121.
Article copyright:
© Copyright 2012 American Mathematical Society
|