Maximum principles and the method of moving planes for the uniformly elliptic nonlocal Bellman operator and applications (Q2663151)

The authors deals with the uniformly elliptic Bellman integro-differential operator \( F_s\), \(s\in (0,1)\), defined by \[ F_s u(x):=\inf_{\theta I\leq A\leq \Theta I} \frac{1}{2}\int_{\mathbb{R}^n}\frac{u(x+y)+u(x-y)-2u(y)}{|A^{-1}y|^{n+2s}}dy, \] where \(0<\theta\leq \Theta\), \(I\) is the identity matrix, and \(A\leq B\) means that \(B-A\) is a nonnegative definite square matrix. The operator \(F_s\) is well defined in the space \(C^{1,1}_{\text{loc}}\cap \mathcal{L}^s(\mathbb{R}^n)\), where \[ \mathcal{L}^s(\mathbb{R}^n):=\left\{u:\mathbb{R}^n\rightarrow \mathbb{R}: \int_{\mathbb{R}^n}\frac{|u(x)|}{1+|x|^{n+2s}}dx<+\infty\right\}. \] The authors first establish some maximum principles for antisymmetric functions \(w\) satisfying \(F_s w(x)-c(x)w(x)\leq 0\) in bounded or unbounded domain, and then they derive a Liouville-type theorem in \(\mathbb{R}^n\) for functions \(u\in C^{1,1}_{\text{loc}}\cap \mathcal{L}^s(\mathbb{R}^n)\) satisfying \(F_s u(x)=0\), as well as a monotonicity theorem for the solutions of the equation \(-F_s u=f(u)\) in \(\mathbb{R}^n\). Moreover, using the above maximum principles, the authors are able to develop a moving plane method for \(F_s\) to study monotonicity and symmetry properties of solutions of the Dirichlet problem \(-F_s u=f(x,u,\nabla u)\) in \(\Omega\), \(u>0\) in \(\Omega\), \(u\equiv 0\) in \(\mathbb{R}^n\setminus \Omega\), where \(\Omega \subset \mathbb{R}^n\) is a domain, \(\Omega=\mathbb{R}^n\), or \(\Omega\) is a coercive epigraph. Finally, the authors establish further maximum principles for \(F_s\) in unbounded open sets which allow them to apply the sliding method and the moving plane method for \(F_s\) to prove some monotonicity and uniqueness results, as well as asymptotic properties for solutions to equation \(-F_s u=f(u)\) in an epigraph.