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In this paper, we are concerned with the following equation involving higher-order fractional Lapalacian \begin{equation*} \left\{\begin{aligned} &(-\Delta)^{p+{\frac{\alpha}{2}}}u(x)=u_+^\gamma~~ \mbox{ in }\mathbb{R}^n,\\…

Analysis of PDEs · Mathematics 2022-02-04 Zhuoran Du , Zhenping Feng , Jiaqi Hu , Yuan Li

In this paper, we consider fully nonlinear integro-differential equations with possibly nonsymmetric kernels. We are able to find different versions of Alexandroff-Backelman-Pucci estimate corresponding to the full class $\cS^{\fL_0}$ of…

Analysis of PDEs · Mathematics 2011-05-02 Yong-Cheol Kim , Ki-Ahm Lee

In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric,…

Analysis of PDEs · Mathematics 2014-08-04 Soojung Kim , Yong-Cheol Kim , Ki-Ahm Lee

We consider fully nonlinear elliptic integro-differential operators with kernels of variable orders, which generalize the integro-differential operators of the fractional Laplacian type in \cite{CS}. Since the order of differentiability of…

Analysis of PDEs · Mathematics 2018-05-22 Minhyun Kim , Ki-Ahm Lee

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei

We prove H\"older regularity for a general class of parabolic integro-differential equations, which (strictly) includes many previous results. We present a proof which avoids the use of a convex envelop as well as give a new covering…

Analysis of PDEs · Mathematics 2016-07-06 Russell W. Schwab , Luis Silvestre

In this paper, we consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. We are able to find parabolic versions of Alexandrov-Backelman-Pucci estimate with 0<\sigma<2. And we show…

Analysis of PDEs · Mathematics 2011-10-14 Yong-Cheol Kim , Ki-Ahm Lee

We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump L\`evy processes. If the index of the…

Classical Analysis and ODEs · Mathematics 2010-11-01 Yong-Cheol Kim , Ki-Ahm Lee

Let $d\ge1$ and $0<\alpha<2$. Consider the integro-differential operator \[ \mathcal{L}f(x) =\int_{\mathbb{R}^{d}\backslash\{0\}}\left[f(x+h)-f(x)-\chi_{\alpha}(h)\nabla f(x)\cdot…

Probability · Mathematics 2017-09-13 Peng Jin

H\"older estimates and Harnack inequalities are studied for fully nonlinear integro-differential equations under some mild assumptions. We allow the kernels of variable order and critically close to 2.

Analysis of PDEs · Mathematics 2022-07-07 Shuhei Kitano

In this paper we present a family of second order in time nonlinear partial differential equations, which have only one higher symmetry. These equations are not integrable, but have a solution depending on one arbitrary function.

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Alexander V. Mikhailov , Vladimir S. Novikov , Jing Ping Wang

We prove H\"older regularity results for a class of nonlinear elliptic integro-differential operators with integration kernels whose ellipticity bounds are strongly directionally dependent. These results extend those in [9] and are also…

Analysis of PDEs · Mathematics 2013-06-04 Marcus Rang , Moritz Kassmann , Russell W. Schwab

The fractional Laplacian $(-\Delta)^{\alpha/2}$ is a non-local operator which depends on the parameter $\alpha$ and recovers the usual Laplacian as $\alpha \to 2$. A numerical method for the fractional Laplacian is proposed, based on the…

Numerical Analysis · Mathematics 2014-11-14 Yanghong Huang , Adam Oberman

In this paper we consider a large class of fully nonlinear integro-differential equations. The class of our nonlocal operators we consider is not spatial homogeneous and we put mild assumptions on its kernel near zero. We prove the H\"older…

Probability · Mathematics 2014-05-12 Jongchun Bae

In this paper we extend previous results on the regularity of solutions of integro-differential parabolic equations. The kernels are non necessarily symmetric which could be interpreted as a non-local drift with the same order as the…

Analysis of PDEs · Mathematics 2014-08-05 Hector Chang-Lara , Gonzalo Davila

We study the regularity for solutions of fully nonlinear integro differential equations with respect to nonsymmetric kernels. More precisely, we assume that our operator is elliptic with respect to a family of integro differential linear…

Analysis of PDEs · Mathematics 2012-06-28 Hector Chang Lara , Gonzalo Davila

The purpose of this paper is to study a class of ill-posed differential equations. In some settings, these differential equations exhibit uniqueness but not existence, while in others they exhibit existence but not uniqueness. An example of…

Classical Analysis and ODEs · Mathematics 2017-01-04 Brian Street

An algorithm for the numerical solution of a nonlinear integro-differential equation arising in the single-species annihilation reaction $A + A \rightarrow\varnothing$ modeling is discussed. Finite difference method together with the linear…

Numerical Analysis · Mathematics 2016-03-08 J. Buša , M. Hnatič , J. Honkonen , T. Lučivjanský

We consider fully nonlinear integro-differential equations governed by kernels that have different homogeneities in different directions. We prove a nonlocal version of the ABP estimate, a Harnack inequality and the interior $C^{1, \gamma}$…

Analysis of PDEs · Mathematics 2013-11-05 Luis A. Caffarelli , Raimundo Leitão , José Miguel Urbano

Let $f$ be a real-valued function defined on $\mathbb{R}$, with $f(0) \neq 0$ and which is not constant in non empty open intervals. We prove the equations \begin{equation}\label{edif} \left\{ \begin{array}{rcll} (-\Delta )^{s}u & = & f(u),…

Analysis of PDEs · Mathematics 2019-04-15 José Villa-Morales
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