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We provide sufficient conditions for the existence of classical solutions of fractional semilinear elliptic PDEs of index α ∈ (1,2) with polynomial gradient nonlinearities on d-dimensional balls, d ≥ 2. Our approach uses a tree-based probabilistic representation of solutions and their partial derivatives using α-stable branching processes, and allows us to take into account gradient nonlinearities not covered by deterministic finite difference methods so far. In comparison with the existing literature on the regularity of solutions, no polynomial order condition is imposed on gradient nonlinearities. Numerical illustrations demonstrate the accuracy of the method in dimension d=10, solving a challenge encountered with the use of deterministic finite difference methods in high-dimensional settings.
Czasopismo
Rocznik
Tom
Strony
211--235
Opis fizyczny
Bibliogr. 33 poz., wykr.
Twórcy
autor
- Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore 637371
autor
- Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore 637371
Bibliografia
- [1] A. Agarwal and J. Claisse, Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method, Stochastic Process. Appl. 130 (2020), 5006-5036.
- [2] D. Applebaum, L´evy Processes and Stochastic Calculus, 2nd ed., Cambridge Stud. Adv. Math.116, Cambridge Univ. Press, Cambridge, 2009.
- [3] G. Barles, E. Chasseigne, and C. Imbert, On the Dirichlet problem for second-order elliptic integrodifferential equations, Indiana Univ. Math. J. 57 (2008), 213-246.
- [4] G. Barles, E. Chasseigne, and C. Imbert, H¨older continuity of solutions of second-order non-linear elliptic integro-differential equations, J. Eur. Math. Soc. 13 (2011), 1-26.
- [5] G. Barles, E. Chasseigne, A. Ciomaga, and C. Imbert, Lipschitz regularity of solutions for mixed integro-differential equations, J. Differential Equations 252 (2012), 6012-6060.
- [6] P. Biler, C. Imbert, and G. Karch, The nonlocal porous medium equation: Barenblatt profiles and other weak solutions, Arch. Ration. Mech. Anal. 215 (2015), 497-529.
- [7] A. Biswas and E. Topp, Nonlocal ergodic control problem in Rd, Math. Ann. 390 (2024), 45-94.
- [8] K. Bogdan, T. Grzywny, and M. Ryznar, Heat kernel estimates for the fractional Laplacian with Dirichlet conditions, Ann. Probab. 38 (2010), 1901-1923.
- [9] K. Bogdan, T. Grzywny, and M. Ryznar, Barriers, exit time and survival probability for unimodal Lèvy processes, Probab. Theory Related Fields 162 (2015), 155-198.
- [10] K. Bogdan, T. Kulczycki, and A. Nowak, Gradient estimates for harmonic and q-harmonic functions of symmetric stable processes, Illinois J. Math. 46 (2002), 541-556.
- [11] J.-M. Bony, P. Courrège, and P. Priouret, Semi-groupes de Feller sur une variété `a bord compacte et problèmes aux limites intégro-différentiels du second ordre donnant lieu au principe du maximum, Ann. Inst. Fourier (Grenoble) 18 (1968), 369-521.
- [12] C. Bucur, Some observations on the Green function for the ball in the fractional Laplace framework, Comm. Pure Appl. Anal. 15 (2016), 657-699.
- [13] M. Felsinger, M. Kassmann, and P. Voigt, The Dirichlet problem for nonlocal operators, Math. Z. 279 (2015), 779-809.
- [14] R. K. Getoor, First passage times for symmetric stable processes in space, Trans. Amer. Math. Soc. 101 (1961), 75-90.
- [15] P. Henry-Labordère, N. Oudjane, X. Tan, N. Touzi, and X. Warin, Branching diffusion representation of semilinear PDEs and Monte Carlo approximation, Ann. Inst. H. Poincaré Probab. Statist. 55 (2019), 184-210.
- [16] Y. Huang and A. Oberman, Numerical methods for the fractional Laplacian: a finite difference-quadrature approach, SIAM J. Numer. Anal. 52 (2014), 3056-3084.
- [17] Y. Huang and A. Oberman, Finite difference methods for fractional Laplacians, arXiv:1611.00164 (2016).
- [18] N. Ikeda, M. Nagasawa, and S. Watanabe, Branching Markov processes I, II, III, J. Math. Kyoto Univ. 8 (1968), 233-278, 365-410; 9 (1969), 95-160.
- [19] H. Ishii, On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDEs, Comm. Pure Appl. Math. 42 (1989), 15-45.
- [20] D. Kriventsov, C1,α interior regularity for nonlinear nonlocal elliptic equations with roughkernels, Comm. Partial Differential Equations 38 (2013), 2081-2106.
- [21 M. Kwaśnicki, Ten equivalent definitions of the fractional Laplace operator, Fractional Calculus Appl. Anal. 20 (2017), 7-51.
- [22] J.A. López-Mimbela, A probabilistic approach to existence of global solutions of a system of nonlinear differential equations, in: Fourth Symposium on Probability Theory and StochasticProcesses (Guanajuato, 1996), Aportaciones Mat. Notas Investigación 12, Soc. Mat. Mexicana,México, 1996, 147-155.
- [23] C. Mou, Perron’s method for nonlocal fully nonlinear equations, Anal. PDE 10 (2017), 1227-1254.
- [24] M. Nagasawa and T. Sirao, Probabilistic treatment of the blowing up of solutions for a nonlinear integral equation, Trans. Amer. Math. Soc. 139 (1969), 301-310.
- [25] G. Penent and N. Privault, Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians, Stoch. Partial Differential Equations Anal. Comput. 10 (2022), 446-474.
- [26] G. Penent and N. Privault, Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls, Comm. Pure Appl. Anal. 22 (2023), 2646-2660.
- [27] X. Ros-Oton, Nonlocal elliptic equations in bounded domains: a survey, Publ. Mat. 60 (2016), 3-26.
- [28] X. Ros-Oton and J. Serra, The Dirichlet problem for the fractional Laplacian: Regularity up to the boundary, J. Math. Pures Appl. 101 (2014), 275-302.
- [29] J. Serra, Cσ+α regularity for concave nonlocal fully nonlinear elliptic equations with rough kernels, Calc. Var. Partial Differential Equations 54 (2015), 3571-3601.
- [30] R. Servadei and E. Valdinoci, Mountain pass solutions for non-local elliptic operators, J. Math. Anal. Appl. 389 (2012), 887-898.
- [31] R. Servadei and E. Valdinoci, Weak and viscosity solutions of the fractional Laplace equation, Publ. Mat. 58 (2014), 133-154.
- [32] A. V. Skorokhod, Branching diffusion processes, Teor. Veroyatnost. i Primenen. 9 (1964), 492- 497 (in Russian).
- [33] R. Weron, On the Chambers-Mallows-Stuck method for simulating skewed stable random variables, Statist. Probab. Lett. 28 (1996), 165-171.
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Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-a1d7ad20-0c30-4eb8-9160-1d194292954e
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