Global Lipschitz regularizing effects for linear and nonlinear parabolic equations

Details Global Lipschitz regularizing effects for linear and nonlinear parabolic equations Global Lipschitz regularizing effects for linear and nonlinear parabolic equations

2011-11-07

arxiv.org/abs/1111.1748v1

Mathematics

Analysis of PDEs

Scientific paper

In this paper we prove global bounds on the spatial gradient of viscosity solutions to second order linear and nonlinear parabolic Cauchy problems in $(0,T) \times \R^N$. Our assumptions include the case that the coefficients be both unbounded and with very mild local regularity (possibly weaker than the Dini continuity), the estimates only depending on the parabolicity constant and on the modulus of continuity of coefficients (but not on their $L^{\infty}$-norm). Our proof provides the analytic counterpart to the probabilistic proof used in Priola and Wang (J. Funct. Anal. 2006) to get this type of gradient estimates in the linear case. We actually extend such estimates to the case of possibly unbounded data and solutions as well as to the case of nonlinear operators including Bellman-Isaacs equations. We investigate both the classical regularizing effect (at time $t>0$) and the possible conservation of Lipschitz regularity from $t=0$, and similarly we prove global H\"older estimates under weaker assumptions on the coefficients. The estimates we prove for unbounded data and solutions seem to be new even in the classical case of linear equations with bounded and H\"older continuous coefficients. Finally, we compare in an appendix the analytic and the probabilistic approach discussing the analogy between the doubling variables method of viscosity solutions and the probabilistic coupling method.

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