Regularity theory and extension problem for fractional nonlocal parabolic equations and the master equation

DOI10.1137/16M1104317MaRDI QIDQ5369064zbMATH OpenOpenAlexWikidataFDO

Authors Pablo Raúl Stinga, José Luis Torrea

Publication date 12 October 2017

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.01945

zbMATH Keywords

Almgren frequency formulaextension problemfractional heat operatorHarnack inequalityHölder regularitymaster equationnonlocal space-time equationparabolic language of semigroups

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Smoothness and regularity of solutions to PDEs (35B65) Integro-partial differential equations (35R09) Fractional partial differential equations (35R11) Integro-differential operators (47G20) Heat and other parabolic equation methods for PDEs on manifolds (58J35)

Abstract: We develop the regularity theory for solutions to space-time nonlocal equations driven by fractional powers of the heat operator ${\displaystyle }$(partial_t-Delta)^su(t,x)=f(t,x),quadhbox{for}~0<s<1.${\displaystyle }$ This nonlocal equation of order $s$ in time and $2s$ in space arises in Nonlinear Elasticity, Semipermeable Membranes, Continuous Time Random Walks and Mathematical Biology. It plays for space-time nonlocal equations like the generalized master equation the same role as the fractional Laplacian for nonlocal in space equations. We obtain a pointwise integro-differential formula for $(partia{l}_t-Delta{)}^{s}u(t,x)$ and parabolic maximum principles. A novel extension problem to characterize this nonlocal equation with a local degenerate parabolic equation is proved. We show parabolic interior and boundary Harnack inequalities, and an Almgrem-type monotonicity formula. H"older and Schauder estimates for the space-time Poisson problem are deduced using a new characterization of parabolic H"older spaces. Our methods involve the extit{parabolic language of semigroups} and the Cauchy Integral Theorem, which are original to define the fractional powers of $partia{l}_t-Delta$. Though we mainly focus in the equation $(partia{l}_t-Delta{)}^{s}u=f$, applications of our ideas to variable coefficients, discrete Laplacians and Riemannian manifolds are stressed out.

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