A Dirichlet problem for nonlocal degenerate elliptic operators with internal nonlinearity
The author studies a collection of fully nonlinear integro-differential operators \[ I[u,x ]=\int_{\mathbb{R}^n}\, \frac{F(u(x+y) + u(x-y) -2 u(x))}{|y|^{n+\sigma}} \, dy \tag{\(\ast\)} \] for \(F: \mathbb{R} \to \mathbb{R}\). These operators relate to diffusion processes with nonlocal effects where the generator takes the form \(I[u,x] = \inf_{\alpha} \sup_{\beta} L_{\alpha \beta} u(x)\) for \[ L_{\alpha \beta} u(x) = C \int_{\mathbb{R}^n}\, (u(x+y) +u(x-y) - 2u(x)) K_{\alpha \beta}(x,y) \, dy \;. \] Here \(K_{\alpha \beta}(x,y)\) generalizes the coefficient matrix of second order operators to allow for inhomogeneity and anisotropy. It is comparable to \(\frac{1}{|y|^{n+\sigma}}\) which corresponds to the fractional Laplacian \(\Delta^{\frac{\sigma}{2}}\). The Dirichlet problem corresponding to \((\ast)\) is \[ \begin{cases} \int_{\mathbb{R}^n}\, \frac{F(u(x+y) + u(x-y) -2 u(x))}{|y|^{n+\sigma}} \, dy = g(x,u- \phi) & \text{ in } \mathbb{R}^n ,\\ u(x)- \phi(x) \to 0 & \text{ as } x \to \infty. \end{cases}\tag{\(\ast\ast\)} \] \textit{L. Caffarelli} and \textit{L. Silvestre} defined a notion of viscosity solution for \((\ast\ast)\) in [Commun. Pure Appl. Math. 62, No. 5, 597--638 (2009; Zbl 1170.45006)]. The author shows that for \[ \begin{cases} \int_{\mathbb{R}^n}\, \frac{F(v(x+y) + v(x-y) -2 v(x))}{|y|^{n+\sigma}} \, dy \geq g(x,v- \phi) & \text{ in } \mathbb{R}^n ,\\ v(x)- \phi(x) \to 0 & \text{ as } x \to \infty, \end{cases} \] and \[ \begin{cases} \int_{\mathbb{R}^n}\, \frac{F(w(x+y) + w(x-y) -2 w(x))}{|y|^{n+\sigma}} \, dy \leq g(x,w- \phi) & \text{ in } \mathbb{R}^n, \\ w(x)- \phi(x) \to 0 & \text{ as } x \to \infty, \end{cases} \] the comparison \(v \leq w\) holds in \(\mathbb{R}^n\). Combined with translation invariance of the operator, the author deduces an a priori estimate \[ [u ]_{C^{\frac{2-\sigma}{2}}} \leq C(1 + \|u - \phi\|_{L^{\infty}}) \] on solutions to \((\ast\ast)\). F. Charro and L. Caffarelli defined a notion of close to a cone at infinity. Assuming that \(\phi\) is close to a cone at infinity, the a priori estimate yields existence of a solution to \((\ast\ast)\) under the assumption that either \(F\) is concave or \(g(x,y)\) is superlinear in \(y\). Further assumptions on the regularity of \(F\) show agreement with classical solutions.
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