Abstract
In this paper we study existence of solutions of nonlocal Dirichlet problems that include a coercive gradient term, whose scaling strictly dominates the one of the integro-differential operator. For such problems the stronger effect of the gradient term may give rise to solutions not attaining the boundary data or discontinuous solutions on the boundary. Our main result states that under suitable conditions over the right-hand side and boundary data, there is a (unique) Hölder continuous viscosity solution attaining the boundary data in the classical sense. This result is accomplished by the construction of suitable barriers which, as a byproduct, lead to regularity results up to the boundary for the solution.
Similar content being viewed by others
References
Alarcón, S., García-Melián, J., Quaas, A.: Existence and non-existence of solutions to elliptic equations with a general convection term. Proc. R. Soc. Edinburgh Sec A 144(2), 225–239 (2014)
Alvarez, O., Tourin, A.: Viscosity solutions of nonlinear integro-differential equations. Annales de L’I.H.P., section C 13(3):293–317 (1996)
Barles, G., Chasseigne, E., Imbert, C.: On the Dirichlet Problem for Second Order Elliptic Integro-Differential Equations Indiana U. Math, Journal (2008)
Barles, G., Da Lio, F.: On the generalized Dirichlet problem for viscous Hamilton-Jacobi Equations. J. Math. Pures et Appl. 83(1), 53–75 (2004)
Barles, G., Imbert, C.: Second-order elliptic integro-differential equations: viscosity solutions’ theory revisited. IHP Anal. Non Linéare 25(3), 567–585 (2008)
Barles, G., Koike, S., Ley, O. and Topp, E.: Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians. Calc. Var. Partial Differ. Eq. (2014). doi:10.1007/s00526-014-0794-x
Barles, G., Perthame, B.: Exit time problems in optimal control and vanishing viscosity method. SIAM J. Control Optim. 26, 1133–1148 (1988)
Barles, G., Topp, E.: Existence, uniqueness and asymptotic behavior for nonlocal parabolic problems with dominating gradient terms. SIAM J. Math. Anal. 48(2), 1512–1547 (2016)
Barrios, B., Del Pezzo, L., García-Melián, J., Quaas, A.: A priori bounds and existence of solutions for some nonlocal elliptic problems (Preprint)
Biswas, I.H.: On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework. SIAM J. Control Optim 50(4):1823–1858
Bogdan, K., Burdzy, K., Chen, Z.-Q.: Censored stable processes. Prob. Theory Rel. Fields 127(1), 89–152 (2003)
Buckdahn, R., Hu, Y., Li, J.: Stochastic representation for solutions of Isaacs type integralpartial differential equations. Stoch. Process. Appl. 121(12), 2715–2750 (2011)
Caffarelli, L., Silvestre, L.: Regularity theory for nonlocal integro-differential equations. Comm. Pure Appl. Math 62(5), 597–638 (2009)
Capuzzo-Dolcetta, I., Leoni, F., Porretta, A.: Hölder estimates for degenerate elliptic equations with coercive Hamiltonians. Trans. Am. Math. Soc. 362(9), 4511–4536 (2010)
Chasseigne, E.: The Dirichlet problem for some nonlocal diffusion equations. Differ. Integral Equ. 20(12), 1389–1404 (2007)
Crandall, M.G., Ishii, H., Lions, P.-L.: User’s guide to viscosity solutions of second order partial differential equations. Bull. Am. Math. Soc. (N.S.) 27(1), 1–67 (1992)
Da Lio, F.: Comparison Results for quasilinear equations in annular domains and applications. Commun. Partial Differ. Equ. 27(1 & 2), 283–323 (2002)
Di Neza, E., Palatucci, G., Valdinoci, E.: Hitchhiker’s guide to the fractional Sobolev spaces. Bull. Sci. Math. 136(5), 521–573 (2012)
Felmer, P., Quaas, A.: Fundamental solutions and Liouville type theorems for nonlinear integral operators. Adv. Math. 226(3), 2712–2738 (2011)
Felmer, P., Quaas, A.: Fundamental solutions for a class of Isaacs integral operators. Discrete Contin. Dyn. Syst. 30(2), 493508 (2011)
Felmer, P., Topp, E.: Uniform equicontinuity for a family of zero order operators approaching the fractional Laplacian. Commun. Partial Differ. Equ. 40(9), 1591–1618 (2015)
Fleming, W., Soner, H.: Controlled Markov processes and viscosity solutions applications of mathematics. Springer-Verlag, New York (1993)
Lasry, J.M., Lions, P.L.: Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. Math. Ann. 283, 583–630 (1989)
Gilbarg, D., Trudinger, N.S.: Elliptic partial differential equations of second order. Springer-Verlag, Berlin (2001)
Kawohl, B., Kutev, N.: A study on gradient blow up for viscosity solutions of fully nonlinear, uniformly elliptic equations. Act. Math. Scientia 32 B (1):15–40 (2012)
Quaas, A., Salort, A.: Principal eigenvalue of a integro-differential elliptic equation with a drift term, in preparation
Ros-Oton, X., Serra, J.: The Dirichlet problem for the fractional Laplacian: Regularity up to the boundary. Journal de Mathèmatiques Pures et Appliquées 101(3), 275–302 (2014)
Soner, H.M.: Optimal: control problems with state-space constraints. SIAM J. on Control and Optimization 24, Part I: pp 552–562 II, 1110–1122 (1986)
Tchamba, T.T.: Large time behavior of solutions of viscous hamilton-jacobi equations with superquadratic Hamiltonian. Asymptot. Anal. 66, 161–186 (2010)
Topp, E.: Existence and uniqueness for integro-differential equations with dominating drift terms. Commun. Partial Differ. Equ. 39(8), 1523–1554 (2014)
Acknowledgments
We would like to thank the referee for the careful reading of this manuscript, which lead to several improvements in the presentation of our results. G. Dávila was partially supported by Fondecyt Grant No. 11150880. A. Q. were partially supported by Fondecyt Grant No. 1151180, Programa Basal, CMM. U. de Chile and Millennium Nucleus Center for Analysis of PDE NC130017. E. T. was partially supported by Fondecyt Postdoctoral Grant No. 3150100 and Conicyt PIA Grant No. 79150056.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Dávila, G., Quaas, A. & Topp, E. Continuous viscosity solutions for nonlocal Dirichlet problems with coercive gradient terms. Math. Ann. 369, 1211–1236 (2017). https://doi.org/10.1007/s00208-016-1481-3
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00208-016-1481-3