arXiv subjects

Félix del Teso

Publications and source records attributed to Félix del Teso.

At least 37 records · Page 2Linked to original sources

arXiv2020

The Liouville theorem and linear operators satisfying the maximum principle

A result by Courrège says that linear translation invariant operators satisfy the maximum principle if and only if they are of the form $\mathcal{L}=\mathcal{L}^{σ,b}+\mathcal{L}^μ$ where $$ \mathcal{L}^{σ,b}[u](x)=\text{tr}(σσ^{\texttt{T}} D^2u(x))+b\cdot Du(x) $$ and $$ \mathcal{L}^μ[u](x)=\int \big(u(x+z)-u-z\cdot Du(x) \mathbf{1}_{|z| \leq 1}\big) \,\mathrm{d} μ(z). $$ This class of operators coincides with the infinitesimal generators of Lévy processes in probability theory. In this paper we give a complete characterization of the translation invariant operators of this form that satisfy the Liouville theorem: Bounded solutions $u$ of $\mathcal{L}[u]=0$ in $\mathbb{R}^d$ are constant. The Liouville property is obtained as a consequence of a periodicity result that completely characterizes bounded distributional solutions of $\mathcal{L}[u]=0$ in $\mathbb{R}^d$. The proofs combine arguments from PDE and group theories. They are simple and short.

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arXiv2020

Estimates on translations and Taylor expansions in fractional Sobolev spaces

In this paper we study how the (normalised) Gagliardo semi-norms $[u]_{W^{s,p} (\mathbb{R}^n)}$ control translations. In particular, we prove that $\| u(\cdot + y) - u \|_{L^p (\mathbb{R}^n)} \le C [ u ] _{W^{s,p} (\mathbb{R}^n)} |y|^s$ for $n\geq1$, $s \in [0,1]$ and $p \in [1,+\infty]$, where $C$ depends only on $n$. We then obtain a corresponding higher-order version of this result: we get fractional rates of the error term in the Taylor expansion. We also present relevant implications of our two results. First, we obtain a direct proof of several compact embedding of $W^{s,p}(\mathbb{R}^n)$ where the Fréchet-Kolmogorov Theorem is applied with known rates. We also derive fractional rates of convergence of the convolution of a function with suitable mollifiers. Thirdly, we obtain fractional rates of convergence of finite-difference discretizations for $W^{s,p} (\mathbb{R}^n))$.

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arXiv2020

Convergence of dynamic programming principles for the $p$-Laplacian

We provide a unified strategy to show that solutions of dynamic programming principles associated to the $p$-Laplacian converge to the solution of the corresponding Dirichlet problem. Our approach includes all previously known cases for continuous and discrete dynamic programming principles, provides new results, and gives a convergence proof free of probability arguments.

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arXiv2020

On the two-phase fractional Stefan problem

The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing the main properties of the classical problem that are of interest for us. Then we introduce the fractional Stefan problem and develop the basic theory. After that we center our attention on selfsimilar solutions, their properties and consequences. We first discuss the results of the one-phase fractional Stefan problem which have recently been studied by the authors. Finally, we address the theory of the two-phase fractional Stefan problem which contains the main original contributions of this paper. Rigorous numerical studies support our results and claims.

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arXiv2019

Numerical approximations for fractional elliptic equations via the method of semigroups

We provide a novel approach to the numerical solution of the family of nonlocal elliptic equations $(-Δ)^su=f$ in $Ω$, subject to some homogeneous boundary conditions $\mathcal{B}(u)=0$ on $\partial Ω$, where $s\in(0,1)$, $Ω\subset \mathbb{R}^n$ is a bounded domain, and $(-Δ)^s$ is the spectral fractional Laplacian associated to $\mathcal{B}$ on $\partial Ω$. We use the solution representation $(-Δ)^{-s}f$ together with its singular integral expression given by the method of semigroups. By combining finite element discretizations for the heat semigroup with monotone quadratures for the singular integral we obtain accurate numerical solutions. Roughly speaking, given a datum $f$ in a suitable fractional Sobolev space of order $r\geq 0$ and the discretization parameter $h>0$, our numerical scheme converges as $O(h^{r+2s})$, providing super quadratic convergence rates up to $O(h^4)$ for sufficiently regular data, or simply $O(h^{2s})$ for merely $f\in L^2(Ω)$. We also extend the proposed framework to the case of nonhomogeneous boundary conditions and support our results with some illustrative numerical tests.

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arXiv2019

Robust numerical methods for nonlocal (and local) equations of porous medium type. Part I: Theory

We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{σ,μ}[φ(u)]=f \quad\quad\text{in}\quad\quad \mathbb{R}^N\times(0,T), $$ where $\mathfrak{L}^{σ,μ}$ is a general symmetric diffusion operator of Lévy type and $φ$ is merely continuous and non-decreasing. We then use this theory to prove convergence for many different numerical schemes. In the nonlocal case most of the results are completely new. Our theory covers strongly degenerate Stefan problems, the full range of porous medium equations, and for the first time for nonlocal problems, also fast diffusion equations. Examples of diffusion operators $\mathfrak{L}^{σ,μ}$ are the (fractional) Laplacians $Δ$ and $-(-Δ)^{\frac\alpha2}$ for $α\in(0,2)$, discrete operators, and combinations. The observation that monotone finite difference operators are nonlocal Lévy operators, allows us to give a unified and compact {\em nonlocal} theory for both local and nonlocal, linear and nonlinear diffusion equations. The theory includes stability, compactness, and convergence of the methods under minimal assumptions -- including assumptions that lead to very irregular solutions. As a byproduct, we prove the new and general existence result announced in \cite{DTEnJa17b}. We also present some numerical tests, but extensive testing is deferred to the companion paper \cite{DTEnJa18b} along with a more detailed discussion of the numerical methods included in our theory.

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arXiv2019

Existence of weak solutions for a general porous medium equation with nonlocal pressure

We study the general nonlinear diffusion equation $u_t=\nabla\cdot (u^{m-1}\nabla (-Δ)^{-s}u)$ that describes a flow through a porous medium which is driven by a nonlocal pressure. We consider constant parameters $m>1$ and $0 1$ by developing a new approximation method that allows to treat the range $m\ge 3$ that could not be covered by previous works. We also extend the class of initial data to include any non-negative measure $μ$ with finite mass. In passing from bounded initial data to measure data we make strong use of an $L^1$-$L^\infty$ smoothing effect and other functional estimates. Finite speed of propagation is established for all $m\ge 2$, and this property implies the existence of free boundaries. The authors had already proved that finite propagation does not hold for $m<2$.

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arXiv2018

Robust numerical methods for nonlocal (and local) equations of porous medium type. Part II: Schemes and experiments

We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[φ(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$ where $\mathfrak{L}$ is a general symmetric Lévy type diffusion operator. Included are both local and nonlocal problems with e.g. $\mathfrak{L}=Δ$ or $\mathfrak{L}=-(-Δ)^{\frac\alpha2}$, $α\in(0,2)$, and porous medium, fast diffusion, and Stefan type nonlinearities $φ$. By robust methods we mean that they converge even for nonsmooth solutions and under very weak assumptions on the data. We show that they are $L^p$-stable for $p\in[1,\infty]$, compact, and convergent in $C([0,T];L_{\text{loc}}^p(\mathbb{R}^N))$ for $p\in[1,\infty)$. The first part of this project is given in \cite{DTEnJa18a} and contains the unified and easy to use theoretical framework. This paper is devoted to schemes and testing. We study many different problems and many different concrete discretizations, proving that the results of \cite{DTEnJa18a} apply and testing the schemes numerically. Our examples include fractional diffusions of different orders, and Stefan problems, porous medium, and fast diffusion nonlinearities. Most of the convergence results and many schemes are completely new for nonlocal versions of the equation, including results on high order methods, the powers of the discrete Laplacian method, and discretizations of fast diffusions. Some of the results and schemes are new even for linear and local problems.

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arXiv2018

Characterization of nonlocal diffusion operators satisfying the Liouville theorem. Irrational numbers and subgroups of $\mathbb{R}^d$

We investigate the characterization of generators $\mathcal{L}$ of Lévy processes satisfying the Liouville theorem: Bounded functions $u$ solving $\mathcal{L}[u]=0$ are constant. These operators are degenerate elliptic of the form $\mathcal{L}=\mathcal{L}^{σ,b}+\mathcal{L}^μ$ for some local part $\mathcal{L}^{σ,b}[u]=\text{tr}(σσ^{\texttt{T}} D^2u)+b \cdot Du$ and nonlocal part $$ \mathcal{L}^μ[u](x)=\int \big(u(x+z)-u(x)-z \cdot Du(x) \mathbf{1}_{|z| \leq 1}\big) \, \text{d} μ(z), $$ where $μ\geq 0$ is a so-called Lévy measure possibly unbounded for small $z$. In this paper, we focus on the pure nonlocal case $σ=0$ and $b=0$, where we assume in addition that $μ$ is symmetric which corresponds to self-adjoint pure jump Lévy operators $\mathcal{L}=\mathcal{L}^μ$. The case of general Lévy operators $\mathcal{L}=\mathcal{L}^{σ,b}+\mathcal{L}^μ$ will be considered in the forthcoming paper \cite{AlDTEnJa18}. In our setting, we show that $\mathcal{L}^μ[u]=0$ if and only if $u$ is periodic wrt the subgroup generated by the support of $μ$. Therefore, the Liouville property holds if and only if this subgroup is dense, and in space dimension $d=1$ there is an equivalent condition in terms of irrational numbers. In dimension $d \geq 1$, we have a clearer view of the operators \textit{not} satisfying the Liouville theorem whose general form is precisely identified. The proofs are based on arguments of propagation of maximum.

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arXiv2018

Discretizations of the spectral fractional Laplacian on general domains with Dirichlet, Neumann, and Robin boundary conditions

In this work, we propose novel discretizations of the spectral fractional Laplacian on bounded domains based on the integral formulation of the operator via the heat-semigroup formalism. Specifically, we combine suitable quadrature formulas of the integral with a finite element method for the approximation of the solution of the corresponding heat equation. We derive two families of discretizations with order of convergence depending on the regularity of the domain and the function on which the spectral fractional Laplacian is acting. Our method does not require the computation of the eigenpairs of the Laplacian on the considered domain, can be implemented on possibly irregular bounded domains, and can naturally handle different types of boundary constraints. Various numerical simulations are provided to illustrate performance of the proposed method and support our theoretical results.

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arXiv2018

Porous medium equation with nonlocal pressure

We provide a rather complete description of the results obtained so far on the nonlinear diffusion equation $u_t=\nabla\cdot (u^{m-1}\nabla (-Δ)^{-s}u)$, which describes a flow through a porous medium driven by a nonlocal pressure. We consider constant parameters $m>1$ and $0 2$, and the asymptotic behavior of solutions when $N=1$. The cases $m = 1$ and $m = 2$ were rather well known.

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arXiv2017

On distributional solutions of local and nonlocal problems of porous medium type

We present a theory of well-posedness and a priori estimates for bounded distributional (or very weak) solutions of $$\partial_tu-\mathfrak{L}^{σ,μ}[φ(u)]=g(x,t)\quad\quad\text{in}\quad\quad \mathbb{R}^N\times(0,T),$$ where $φ$ is merely continuous and nondecreasing and $\mathfrak{L}^{σ,μ}$ is the generator of a general symmetric Lévy process. This means that $\mathfrak{L}^{σ,μ}$ can have both local and nonlocal parts like e.g. $\mathfrak{L}^{σ,μ}=Δ-(-Δ)^{\frac12}$. New uniqueness results for bounded distributional solutions of this problem and the corresponding elliptic equation are presented and proven. A key role is played by a new Liouville type result for $\mathfrak{L}^{σ,μ}$. Existence and a priori estimates are deduced from a numerical approximation, and energy type estimates are also obtained.

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arXiv2017

On the well-posedness of solutions with finite energy for nonlocal equations of porous medium type

We study well-posedness and equivalence of different notions of solutions with finite energy for nonlocal porous medium type equations of the form $$\partial_tu-Aφ(u)=0.$$ These equations are possibly degenerate nonlinear diffusion equations with a general nondecreasing continuous nonlinearity $φ$ and the largest class of linear symmetric nonlocal diffusion operators $A$ considered so far. The operators are defined from a bilinear energy form $\mathcal{E}$ and may be degenerate and have some $x$-dependence. The fractional Laplacian, symmetric finite differences, and any generator of symmetric pure jump Lévy processes are included. The main results are (i) an Ole\uınik type uniqueness result for energy solutions; (ii) an existence (and uniqueness) result for distributional solutions with finite energy; and (iii) equivalence between the two notions of solution, and as a consequence, new well-posedness results for both notions of solutions. We also obtain quantitative energy and related $L^p$-estimates for distributional solutions. Our uniqueness results are given for a class of functions defined from test functions by completion in a certain topology. We study rigorously several cases where this space coincides with standard function spaces. In particular, for operators comparable to fractional Laplacians, we show that this space is a parabolic homogeneous fractional Sobolev space.

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arXiv2016

Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type

We study the uniqueness, existence, and properties of bounded distributional solutions of the initial value problem problem for the anomalous diffusion equation $\partial_tu-\mathcal{L}^μ[φ(u)]=0$. Here $\mathcal{L}^μ$ can be any nonlocal symmetric degenerate elliptic operator including the fractional Laplacian and numerical discretizations of this operator. The function $φ:\mathbb{R} \to \mathbb{R}$ is only assumed to be continuous and nondecreasing. The class of equations include nonlocal (generalized) porous medium equations, fast diffusion equations, and Stefan problems. In addition to very general uniqueness and existence results, we obtain $L^1$-contraction and a priori estimates. We also study local limits, continuous dependence, and properties and convergence of a numerical approximation of our equations.

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arXiv2016

An extension problem related to inverse fractional operators

It is well known from the work of Caffarelli and Silvestre that the fractional Laplacian $(-Δ_x)^{\fracσ{2}}$ for $σ\in (0,2)$ can be obtained as a Dirichlet-to-Neumann map through an extension problem to the upper half space. In this paper we emphasize that the inverse fractional Laplacian $(-Δ_x)^{-\fracσ{2}}$ has a similar property: it can be obtained as a Neumann-to-Dirichlet map via an extension problem to the upper half space. We also show an explicit formula for the solution of the extension problem. Moreover, we deal with powers of a more general class of second order differential operators defined in open subsets of $\mathbb{R}^N$ using the results of Stinga and Torrea. From this characterization we show possible applications among which we mention the numerical analysis of a wide class of nonlinear and nonlocal equations.

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arXiv2015

Finite and infinite speed of propagation for porous medium equations with nonlocal pressure

We study a porous medium equation with fractional potential pressure: $$ \partial_t u= \nabla \cdot (u^{m-1} \nabla p), \quad p=(-Δ)^{-s}u, $$ for $m>1$, $0 0$. The initial data $u(x,0)$ is assumed to be a bounded function with compact support or fast decay at infinity. We establish existence of a class of weak solutions for which we determine whether the property of compact support is conserved in time depending on the parameter $m$, starting from the result of finite propagation known for $m=2$. We find that when $m\in [1,2)$ the problem has infinite speed of propagation, while for $m\in [2,3)$ it has finite speed of propagation. In other words $m=2$ is critical exponent regarding propagation.

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arXiv2014

Transformations of Self-Similar Solutions for porous medium equations of fractional type

We consider four different models of nonlinear diffusion equations involving fractional Laplacians and study the existence and properties of classes of self-similar solutions. Such solutions are an important tool in developing the general theory. We introduce a number of transformations that allow us to map complete classes of solutions of one equation into those of another one, thus providing us with a number of new solutions, as well as interesting connections. Special attention is paid to the property of finite propagation.

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arXiv2013

Finite and infinite speed of propagation for porous medium equations with fractional pressure

We study a porous medium equation with fractional potential pressure: $$ \partial_t u= \nabla \cdot (u^{m-1} \nabla p), \quad p=(-Δ)^{-s}u, $$ for $m>1$, $0 0$. The initial data $u(x,0)$ is assumed to be a bounded function with compact support or fast decay at infinity. We establish existence of a class of weak solutions for which we determine whether, depending on the parameter $m$, the property of compact support is conserved in time or not, starting from the result of finite propagation known for $m=2$. We find that when $m\in [1,2)$ the problem has infinite speed of propagation, while for $m\in [2,\infty)$ it has finite speed of propagation. Comparison is made with other nonlinear diffusion models where the results are widely different.

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