SearcharxivSearch

arXiv subjects

Espen Jakobsen

Publications and source records attributed to Espen Jakobsen.

5 recordsLinked to original sources

Nonlocal degenerate parabolic hyperbolic equations on bounded domains

We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations $$ \partial_tu+\text{div}\big(f(u)\big)=\mathcal{L}[b(u)] $$ on bounded domains with general Dirichlet boundary/exterior conditions. The nonlocal diffusion operator $\mathcal{L}$ can be any symmetric L{é}vy operator (e.g. fractional Laplacians) and $b$ is nondecreasing and allowed to have degenerate regions ($b'=0$). We propose an entropy solution formulation for the problem and show uniqueness of bounded entropy solutions under general assumptions. Existence of solutions is shown in a separate paper. The uniqueness proof is based on the Kružkov doubling of variables technique and incorporates several a priori results derived from our entropy formulation: an $L^\infty$-bound, an energy estimate, strong initial trace, weak boundary traces, and a \textit{nonlocal} boundary condition. Our work can be seen as both extending nonlocal theories from the whole space to domains and local theories on domains to the nonlocal case. Unlike local theories our formulation does not assume energy estimates. They are now a consequence of the formulation, but as opposed to previous nonlocal theories, they play an essential role in our arguments.

math.AP

On nonlocal quasilinear equations and their local limits

We introduce a new class of quasilinear nonlocal operators and study equations involving these operators. The operators are degenerate elliptic and may have arbitrary growth in the gradient. Included are new nonlocal versions of p-Laplace, $\infty$-Laplace, mean curvature of graph, and even strongly degenerate operators, in addition to some nonlocal quasilinear operators appearing in the existing literature. Our main results are comparison, uniqueness, and existence results for viscosity solutions of linear and fully nonlinear equations involving these operators. Because of the structure of our operators, especially the existence proof is highly non-trivial and non-standard. We also identify the conditions under which the nonlocal operators converge to local quasilinear operators, and show that the solutions of the corresponding nonlocal equations converge to the solutions of the local limit equations. Finally, we give a (formal) stochastic representation formula for the solutions and provide many examples.

math.AP

Optimal continuous dependence estimates for fractional degenerate parabolic equations

We derive continuous dependence estimates for weak entropy solutions of degenerate parabolic equations with nonlinear fractional diffusion. The diffusion term involves the fractional Laplace operator, $Δ^{α/2}$ for $α\in (0,2)$. Our results are quantitative and we exhibit an example for which they are optimal. We cover the dependence on the nonlinearities, and for the first time, the Lipschitz dependence on $α$ in the $BV$-framework. The former estimate (dependence on nonlinearity) is robust in the sense that it is stable in the limits $α\downarrow 0$ and $α\uparrow 2$. In the limit $α\uparrow 2$, $Δ^{α/2}$ converges to the usual Laplacian, and we show rigorously that we recover the optimal continuous dependence result of Cockburn and Gripenberg (J Differ Equ 151(2):231-251, 1999) for local degenerate parabolic equations (thus providing an alternative proof).

math.AP

On Neumann Type Problems for nonlocal Equations set in a half Space

We study Neumann type boundary value problems for nonlocal equations related to Lévy processes. Since these equations are nonlocal, Neumann type problems can be obtained in many ways, depending on the kind of reflection we impose on the outside jumps. To focus on the new phenomenas and ideas, we consider different models of reflection and rather general non-symmetric Lévy measures, but only simple linear equations in half-space domains. We derive the Neumann/reflection problems through a truncation procedure on the Lévy measure, and then we develop a viscosity solution theory which includes comparison, existence, and some regularity results. For problems involving fractional Laplacian type operators like e.g.$(-Δ)^{α/2}$, we prove that solutions of all our nonlocal Neumann problems converge as alpha goes to 2 to the solution of a classical Neumann problem. The reflection models we consider include cases where the underlying Lévy processes are reflected, projected, and/or censored upon exiting the domain.

math.AP

Continuous dependence results for Non-linear Neumann type boundary value problems

We obtain estimates on the continuous dependence on the coefficient for second order non-linear degenerate Neumann type boundary value problems. Our results extend previous work of Cockburn et.al., Jakobsen-Karlsen, and Gripenberg to problems with more general boundary conditions and domains. A new feature here is that we account for the dependence on the boundary conditions. As one application of our continuous dependence results, we derive for the first time the rate of convergence for the vanishing viscosity method for such problems. We also derive new explicit continuous dependence on the coefficients results for problems involving Bellman-Isaacs equations and certain quasilinear equation.

math.AP