Optimal stability results and nonlinear duality for $L^\infty$ entropy and $L^1$ viscosity solutions
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| Format: | Preprint |
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2018
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| _version_ | 1866910411145609216 |
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| author | Alibaud, Nathaël Endal, Jørgen Jakobsen, Espen Robstad |
| author_facet | Alibaud, Nathaël Endal, Jørgen Jakobsen, Espen Robstad |
| contents | We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0| φ_0 \mathrm{d}x\leq \int |u_0-v_0| G_t φ_0 \mathrm{d}x, \quad \forall φ_0 \geq 0, \forall u_0, \forall v_0, \qquad(\star)\end{equation} where $S_t$ is the entropy solution semigroup of the anisotropic degenerate parabolic equation \begin{equation*} \partial_t u+\mathrm{div} F(u) = \mathrm{div} (A(u) D u),\end{equation*} and where we look for the smallest semigroup $G_t$ satisfying ($\star$). This amounts to finding an optimal weighted $L^1$ contraction estimate for $S_t$. Our main result is that $G_t$ is the viscosity solution semigroup of the Hamilton-Jacobi-Bellman equation\begin{equation*} \partial_t φ= \mathrm{sup}_ξ\{F'(ξ) \cdot D φ+\mathrm{tr}(A(ξ) D^2φ)\}.\end{equation*} Since weighted $L^1$ contraction results are mainly used for possibly nonintegrable $L^\infty$ solutions $u$, the natural spaces behind this duality are $L^\infty$ for $S_t$ and $L^1$ for $G_t$. We therefore develop a corresponding $L^1$ theory for viscosity solutions $φ$. But $L^1$ itself is too large for well-posedness, and we rigorously identify the weakest $L^1$ type Banach setting where we can have it -- a subspace of $L^1$ called $L^\infty_{\mathrm{int}}$. A consequence of our results is a new domain of dependence like estimate for second order anisotropic degenerate parabolic PDEs. It is given in terms of a stochastic target problem and extends in a natural way recent results for first order hyperbolic PDEs by [N. Pogodaev, J. Differ. Equ., 2018]. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_1812_02058 |
| institution | arXiv |
| publishDate | 2018 |
| record_format | arxiv |
| spellingShingle | Optimal stability results and nonlinear duality for $L^\infty$ entropy and $L^1$ viscosity solutions Alibaud, Nathaël Endal, Jørgen Jakobsen, Espen Robstad Analysis of PDEs We give a new and rigorous duality relation between two central notions of weak solutions of nonlinear PDEs: entropy and viscosity solutions. It takes the form of the nonlinear dual inequality: \begin{equation}\int |S_t u_0-S_t v_0| φ_0 \mathrm{d}x\leq \int |u_0-v_0| G_t φ_0 \mathrm{d}x, \quad \forall φ_0 \geq 0, \forall u_0, \forall v_0, \qquad(\star)\end{equation} where $S_t$ is the entropy solution semigroup of the anisotropic degenerate parabolic equation \begin{equation*} \partial_t u+\mathrm{div} F(u) = \mathrm{div} (A(u) D u),\end{equation*} and where we look for the smallest semigroup $G_t$ satisfying ($\star$). This amounts to finding an optimal weighted $L^1$ contraction estimate for $S_t$. Our main result is that $G_t$ is the viscosity solution semigroup of the Hamilton-Jacobi-Bellman equation\begin{equation*} \partial_t φ= \mathrm{sup}_ξ\{F'(ξ) \cdot D φ+\mathrm{tr}(A(ξ) D^2φ)\}.\end{equation*} Since weighted $L^1$ contraction results are mainly used for possibly nonintegrable $L^\infty$ solutions $u$, the natural spaces behind this duality are $L^\infty$ for $S_t$ and $L^1$ for $G_t$. We therefore develop a corresponding $L^1$ theory for viscosity solutions $φ$. But $L^1$ itself is too large for well-posedness, and we rigorously identify the weakest $L^1$ type Banach setting where we can have it -- a subspace of $L^1$ called $L^\infty_{\mathrm{int}}$. A consequence of our results is a new domain of dependence like estimate for second order anisotropic degenerate parabolic PDEs. It is given in terms of a stochastic target problem and extends in a natural way recent results for first order hyperbolic PDEs by [N. Pogodaev, J. Differ. Equ., 2018]. |
| title | Optimal stability results and nonlinear duality for $L^\infty$ entropy and $L^1$ viscosity solutions |
| topic | Analysis of PDEs |
| url | https://arxiv.org/abs/1812.02058 |