Global Lipschitz regularizing effects for linear and nonlinear parabolic equations (Q2351139): Difference between revisions

In the interesting paper under review, the authors derive global bounds for the spatial gradient of viscosity solutions to second-order linear and nonlinear parabolic equations in \((0,T)\times \mathbb{R}^N.\) The hypotheses include the case of unbounded coefficients with very mild local regularity (possibly weaker than Dini continuity), and the estimates obtained depend only on the parabolicity constant and on the modulus of continuity of the coefficients, but not on their \(L^\infty\)-norms. The approach adopted provides an analytic counterpart to the probabilistic proof used by \textit{E. Priola} and \textit{F.-Y. Wang} [J. Funct. Anal. 236, No. 1, 244--264 (2006; Zbl 1110.47035)] to get this type of gradient estimates in the linear case. The paper actually extends such estimates to the case of possibly unbounded data and solutions as well as to the case of nonlinear operators including Bellman-Isaacs equations. The authors investigate both the classical regularizing effect (at time \(t>0\)) and the possible conservation of Lipschitz regularity from \(t=0,\) and similarly prove global Hölder estimates under weaker assumptions on the coefficients. The estimates obtained for unbounded data and solutions are new even in the classical case of linear equations with bounded and Hölder continuous coefficients. Applications to Liouville-type theorems are also given. Finally, the authors compare in an appendix the analytic and the probabilistic approach, discussing the analogy between the doubling of variables method of viscosity solutions and the probabilistic coupling method.