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Jørgen Endal

Publications and source records attributed to Jørgen Endal.

At least 19 recordsLinked to original sources

Convergence rates of particle approximation of forward-backward splitting algorithm for granular medium equations

We study the spatially homogeneous granular medium equation \[\partial_tμ=\rm{div}(μ\nabla V)+\rm{div}(μ(\nabla W \ast μ))+Δμ\,,\] within a large and natural class of the confinement potentials $V$ and interaction potentials $W$. The considered problem do not need to assume that $\nabla V$ or $\nabla W$ are globally Lipschitz. With the aim of providing particle approximation of solutions, we design efficient forward-backward splitting algorithms. Sharp convergence rates in terms of the Wasserstein distance are provided.

math.NA↗

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.

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Nonlocal degenerate parabolic hyperbolic equations on bounded domains. Part II: Existence

We study well-posedness of degenerate mixed-type parabolic-hyperbolic equations $$ \partial_tu+\textrm{div}\big(f(u)\big)=\mathcal{L}[b(u)] $$ on bounded domains with general Dirichlet boundary/exterior conditions. The nonlocal diffusion operator $\mathcal{L}$ is a symmetric L{é}vy operator (e.g. fractional Laplacians) and $b$ is nondecreasing and allowed to have degenerate regions ($b'=0$). In [N. Alibaud, J. Endal, E. R. Jakobsen, and O. Mæhlen. Nonlocal degenerate parabolic hyperbolic equations on bounded domains. \emph{Ann. Inst. H. Poincare Anal. Non Lineaire}, 2025. Published online first, DOI 10.4171/AIHPC/153], we introduced an entropy solution formulation for the problem and showed uniqueness of bounded entropy solutions under general assumptions. In this paper we complete the program by proving existence of such solutions. Starting from known results for scalar conservations laws, existence is proved first for bounded/zero order operators $\mathcal{L}$ by a fixed point argument, and then extended in steps to more general operators via approximations of $\mathcal{L}$. Lack of strong compactness of approximate solutions $u_n$ is overcome through nonlinear weak-$\star$ compactness and entropy-process solutions. Key ingredients are stability results for our formulation and \textit{strong} compactness of the term $b(u)$, both with respect to variations in $\mathcal{L}$. Strong compactness follows from energy estimates and novel arguments for transferring weak regularity from $\partial_t u_n$ to $\partial_t b(u_n)$. 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. Several results of independent interest are established, including a characterization of the L{é}vy operators $\mathcal{L}$ for which the corresponding energy/Sobolev-space compactly embeds into $L^2$.

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Langevin Monte Carlo Beyond Lipschitz Gradient Continuity

We present a significant advancement in the field of Langevin Monte Carlo (LMC) methods by introducing the Inexact Proximal Langevin Algorithm (IPLA). This novel algorithm broadens the scope of problems that LMC can effectively address while maintaining controlled computational costs. IPLA extends LMC's applicability to potentials that are convex, strongly convex in the tails, and exhibit polynomial growth, beyond the conventional $L$-smoothness assumption. Moreover, we extend LMC's applicability to super-quadratic potentials and offer improved convergence rates over existing algorithms. Additionally, we provide bounds on all moments of the Markov chain generated by IPLA, enhancing its analytical robustness.

stat.ML↗

Optimal stability results and nonlinear duality for $L^\infty$ entropy and $L^1$ viscosity solutions

We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0| φ_0 \mathrm{d}x\leq \int |u_0-v_0| G_t φ_0 \mathrm{d}x, \quad \forall φ_0 \geq 0, \forall u_0, \forall v_0, \qquad(\star)\end{equation} where $S_t$ is the entropy solution semigroup of the anisotropic degenerate parabolic equation \begin{equation*} \partial_t u+\mathrm{div} F(u) = \mathrm{div} (A(u) D u),\end{equation*} and where we look for the smallest semigroup $G_t$ satisfying ($\star$). This amounts to finding an optimal weighted $L^1$ contraction estimate for $S_t$. Our main result is that $G_t$ is the viscosity solution semigroup of the Hamilton-Jacobi-Bellman equation\begin{equation*} \partial_t φ= \mathrm{sup}_ξ\{F'(ξ) \cdot D φ+\mathrm{tr}(A(ξ) D^2φ)\}.\end{equation*} Since weighted $L^1$ contraction results are mainly used for possibly nonintegrable $L^\infty$ solutions $u$, the natural spaces behind this duality are $L^\infty$ for $S_t$ and $L^1$ for $G_t$. We therefore develop a corresponding $L^1$ theory for viscosity solutions $φ$. But $L^1$ itself is too large for well-posedness, and we rigorously identify the weakest $L^1$ type Banach setting where we can have it -- a subspace of $L^1$ called $L^\infty_{\mathrm{int}}$. A consequence of our results is a new domain of dependence like estimate for second order anisotropic degenerate parabolic PDEs. It is given in terms of a stochastic target problem and extends in a natural way recent results for first order hyperbolic PDEs by [N. Pogodaev, J. Differ. Equ., 2018].

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Large-time behaviour for anisotropic stable nonlocal diffusion problems with convection

We study the large-time behaviour of nonnegative solutions to the Cauchy problem for a nonlocal heat equation with a nonlinear convection term. The diffusion operator is the infinitesimal generator of a stable Lévy process, which may be highly anisotropic. The initial data are assumed to be bounded and integrable. The mass of the solution is conserved along the evolution, and the large-time behaviour is given by the source-type solution with this mass of a limit equation that depends on the relative strength of convection and diffusion. When diffusion is stronger than convection the original equation simplifies asymptotically to the purely diffusive nonlocal heat equation. When convection dominates, it does so only in the direction of convection, and the limit equation is still diffusive in the subspace orthogonal to this direction, with a diffusion operator that is a ``projection'' of the original one onto the subspace. The determination of this projection is one of the main issues of the paper. When convection and diffusion are of the same order the limit equation coincides with the original one. Most of our results are new even in the isotropic case in which the diffusion operator is the fractional Laplacian. We are able to cover both the cases of slow and fast convection, as long as the mass is preserved. Fast convection, which corresponds to convection nonlinearities that are not locally Lipschitz, but only locally Hölder, has not been considered before in the nonlocal diffusion setting.

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Heat equations with fast convection: source-type solutions and large-time behaviour

We study the existence and uniqueness of source-type solutions to the Cauchy problem for the heat equation with fast convection under certain tail control assumptions. We allow the solutions to change sign, but we will in fact show that they have the same sign as the initial data, which is a multiple of the Dirac delta. As an application, we obtain the large-time behaviour of nonnegative bounded solutions with integrable initial data to heat equations with fast convection, covering the case of several dimensions that remained open since the end of last century.

math.AP↗

Nonlocal nonlinear diffusion equations. Smoothing effects, Green functions, and functional inequalities

We establish boundedness estimates for solutions of generalized porous medium equations of the form $$ \partial_t u+(-\mathfrak{L})[u^m]=0\quad\quad\text{in $\mathbb{R}^N\times(0,T)$}, $$ where $m\geq1$ and $-\mathfrak{L}$ is a linear, symmetric, and nonnegative operator. The wide class of operators we consider includes, but is not limited to, Lévy operators. Our quantitative estimates take the form of precise $L^1$--$L^\infty$-smoothing effects and absolute bounds, and their proofs are based on the interplay between a dual formulation of the problem and estimates on the Green function of $-\mathfrak{L}$ and $I-\mathfrak{L}$. In the linear case $m=1$, it is well-known that the $L^1$--$L^\infty$-smoothing effect, or ultracontractivity, is equivalent to Nash inequalities. This is also equivalent to heat kernel estimates, which imply the Green function estimates that represent a key ingredient in our techniques. We establish a similar scenario in the nonlinear setting $m>1$. First, we can show that operators for which ultracontractivity holds, also provide $L^1$--$L^\infty$-smoothing effects in the nonlinear case. The converse implication is not true in general. A counterexample is given by $0$-order Lévy operators like $-\mathfrak{L}=I-J\ast$. They do not regularize when $m=1$, but we show that surprisingly enough they do so when $m>1$, due to the convex nonlinearity. This reveals a striking property of nonlinear equations: the nonlinearity allows for better regularizing properties, almost independently of the linear operator. Finally, we show that smoothing effects, both linear and nonlinear, imply families of inequalities of Gagliardo-Nirenberg-Sobolev type, and we explore equivalences both in the linear and nonlinear settings through the application of the Moser iteration.

math.AP↗

Evolution Driven by the Infinity Fractional Laplacian

We consider the evolution problem associated to the infinity fractional Laplacian introduced by Bjorland, Caffarelli and Figalli (2012) as the infinitesimal generator of a non-Brownian tug-of-war game. We first construct a class of viscosity solutions of the initial-value problem for bounded and uniformly continuous data. An important result is the equivalence of the nonlinear operator in higher dimensions with the one-dimensional fractional Laplacian when it is applied to radially symmetric and monotone functions. Thanks to this and a comparison theorem between classical and viscosity solutions, we are able to establish a global Harnack inequality that, in particular, explains the long-time behavior of the solutions.

math.AP↗

The one-phase fractional Stefan problem

We study the existence and properties of solutions and free boundaries of the one-phase Stefan problem with fractional diffusion posed in $\mathbb{R}^N$. In terms of the enthalpy $h(x,t)$, the evolution equation reads $\partial_t h+(-Δ)^sΦ(h) =0$, while the temperature is defined as $u:=Φ(h):=\max\{h-L,0\}$ for some constant $L>0$ called the latent heat, and $(-Δ)^s$ stands for the fractional Laplacian with exponent $s\in(0,1)$. We prove the existence of a continuous and bounded selfsimilar solution of the form $h(x,t)=H(x\,t^{-1/(2s)})$ which exhibits a free boundary at the change-of-phase level $h(x,t)=L$. This level is located at the line (called the free boundary) $x(t)=ξ_0 t^{1/(2s)}$ for some $ξ_0>0$. The construction is done in 1D, and its extension to $N$-dimensional space is shown. We also provide well-posedness and basic properties of very weak solutions for general bounded data $h_0$ in several dimensions. The temperatures $u$ of these solutions are continuous functions that have finite speed of propagation, with possible free boundaries. We obtain estimates on the growth in time of the support of $u$ for solutions with compactly supported initial temperatures. Besides, we show the property of conservation of positivity for $u$ so that the support never recedes. On the contrary, the enthalpy $h$ has infinite speed of propagation and we obtain precise estimates on the tail. The limits $L\to0^+$, $L\to +\infty$, $s\to0^+$ and $s\to 1^-$ are also explored, and we find interesting connections with well-studied diffusion problems. Finally, we propose convergent monotone finite-difference schemes and include numerical experiments aimed at illustrating some of the obtained theoretical results, as well as other interesting phenomena.

math.AP↗

On asymptotic expansions for the fractional infinity Laplacian

We propose two asymptotic expansions of two interrelated integral-type averages, in the context of the fractional $\infty$-Laplacian $Δ_\infty^s$ for $s\in (\frac{1}{2},1)$. This operator has been introduced and first studied in [Bjorland, C., Caffarelli, L. and Figalli, A., \textsl{Nonlocal Tug-of-War and the inifnity fractional Laplacian}, Comm. Pure Appl. Math., \textbf{65}, pp. 337--380, (2012)]. Our expansions are parametrised by the radius of the removed singularity $ε$, and allow for the identification of $Δ_\infty^sϕ(x)$ as the $ε^{2s}$-order coefficient of the deviation of the $ε$-average from the value $ϕ(x)$, in the limit $ε\to 0+$. The averages are well posed for functions $ϕ$ that are only Borel regular and bounded.

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Uniform tail estimates and $L^p(\mathbb{R}^N)$-convergence for finite-difference approximations of nonlinear diffusion equations

We obtain new equitightness and $C([0,T];L^p(\mathbb{R}^N))$-convergence results for finite-difference approximations of generalized porous medium equations of the form $$ \partial_tu-\mathfrak{L}[φ(u)]=g\qquad\text{in $\mathbb{R}^N\times(0,T)$}, $$ where $φ:\mathbb{R}\to\mathbb{R}$ is continuous and nondecreasing, and $\mathfrak{L}$ is a local or nonlocal diffusion operator. Our results include slow diffusions, strongly degenerate Stefan problems, and fast diffusions above a critical exponent. These results improve the previous $C([0,T];L_{\text{loc}}^p(\mathbb{R}^N))$-convergence obtained in a series of papers on the topic by the authors. To have equitightness and global $L^p(\mathbb{R}^N)$-convergence, some additional restrictions on $\mathfrak{L}$ and $φ$ are needed. Most commonly used symmetric operators $\mathfrak{L}$ are still included: the Laplacian, fractional Laplacians, and other generators of symmetric Lévy processes with some fractional moment. We also discuss extensions to nonlinear possibly strongly degenerate convection-diffusion equations.

math.AP↗

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.

math.AP↗

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.

math.AP↗

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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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.

math.NA↗

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.

math.AP↗

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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