Convergence results for a class of nonlinear fractional heat equations (Q375494)

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Convergence results for a class of nonlinear fractional heat equations
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    Convergence results for a class of nonlinear fractional heat equations (English)
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    31 October 2013
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    In the present paper, the authors deal with the following class of heat equations \[ \begin{cases} u_t (t,x) - \mathcal{I}[u(t,\cdot)](x) = f(t,x), \qquad & (t,x) \in (0,T)\times \mathbb{R}^n,\\ u(0,x) = u_0(x), \qquad & x \in \mathbb{R}^n,\end{cases} \] where \(\mathcal{I}\) is a nonlocal nonlinear operator of Isaacs type, which is defined through a family of kernels, as, e.~g., \[ \mathcal{I}[u](x) = \inf_{\alpha} \sup_{\beta} \int_{\mathbb{R}^n} \big( u(x+z) + u(x-z) -2u(x)\big)K_{\alpha,\beta}(z) \, \text{d}z, \] with the kernels \(K_{\alpha, \beta}\) satisfying suitable uniform integrability assumptions at zero and infinity. The authors study convergence of solutions when the order of the operator~\(\mathcal{I}\) changes in various ways. In particular, they consider the case when zero order operators approach fractional operators through scaling, and the case when fractional operators of decreasing order approach zero order operators. These analyses are given in the framework of viscosity solutions. For this, stability properties and comparison principle play a key role in the involved proofs. The authors also investigate and explicitly give rate of convergence in cases when the solution of the limiting equation has appropriate regularity assumptions.
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    heat equations
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    Isaacs operator
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    Bellman operator
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    nonlocal equations
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    fractional operators
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