Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334): Difference between revisions
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Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (English)
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23 November 2012
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The authors consider semilinear partial differential equation of the form \[ \partial_{t}u(t,x)={1\over 2}\sum\limits_{i=1}^{N}V_{i}^{2}u(t,x)+V_0u(t,x)+f\left(t,x,u(t,x),\left(Vu(t,x)\right)^{T}\right),\;(t,x)\in(0,\infty)\times R^{d}, \] with initial condition \(u(0,x)=h(x), x\in \mathbb R^{d}\), where \(Vu(t,x)=(V_1u(t,x),\ldots, V_{N}u(t,x))\), \(V_1,\ldots,V_{N}\) are first-order differential operators. The main results of the present paper are summarized in the following statement. Assume that vector fields \(\{V_{i},i=\overline{0,N}\}\) satisfy the UFG condition of order \(m\). Then, if \(h\) is of polynomial grows and continuous and if \(f\) satisfies additional conditions that are specified in the paper, the considered semilinear partial differential equation is uniquely solvable in a suitable space of classical solutions and the solution is differentiable in any direction \(V\in {\mathcal W}\). Moreover, if \(h\) is a Lipschitz continuous function, then, for any \(T>0\), there exists a constant \(C\) such that, for all \((t,x)\in (0,T]\times \mathbb R^{d}\), \(| V_{[\alpha_1]}\cdots V_{[\alpha_{n}]}u(t,x)|\leq Ct^{(1-\|\alpha\|)/2}\), \(n\leq K-m-1\), with \(\alpha=(\alpha_1,\ldots,\alpha_{n})\in [{\mathcal A}_0(m)]^{n}\). If \(h\) is a continuous function of polynomial growth, but not necessary Lipschitz, then there exists a constant \(C\) such that, for all \((t,x)\in (0,T]\times \mathbb R^{d}\), \(| V_{[\alpha_1]}\cdots V_{[\alpha_{n}]}u(t,x)|\leq Ct^{-\|\alpha\|/2}\), if \(n\leq 2\), or \(n=3\) and \(\min\{\| \alpha_{i}\|, i=1,2,3\}=1\). However, if \(3\leq n\leq K-m-1\), then for any \(\delta>0\), there exists a constant \(C(\delta)\) such that, for all \((t,x)\in (0,T]\times \mathbb R^{d}\), \[ | V_{[\alpha_1]}\cdots V_{[\alpha_{n}]}u(t,x)|\leq C(\delta)t^{-\|\alpha\|/2}\left[1+t^{-n/2+1+\min[1/\|\alpha_{(1)}\|,1/2+1/(2\| \alpha_{(2)}\|)]-\delta}\right], \] where \(\|\alpha_{(1)}\|\leq\|\alpha_{(2)}\|\) stand for the two smallest elements among \(\|\alpha_1\|,\ldots,\|\alpha_{n}\|\). If \(h\) is of polynomial growth and measurable only, the considered equation is uniquely solvable as well, but in a suitable space of generalized solutions. The solution admits generalized derivatives in any direction \(V\in{\mathcal W}\) and satisfies two last bounds almost-everywhere.
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probabilistic methods
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UFG condition
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backward stochastic differential equations
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Malliavin calculus
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