Boundary regularity for viscosity solutions of fully nonlinear elliptic equations

We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with Pucci extremal operators is $C^{1,\alpha}$ on the boundary; (ii) the solution of the Dirichlet problem for fully nonlinear uniformly elliptic equations is $C^{2,\alpha}$ on the boundary; (iii) corresponding asymptotic expansions hold. This is an extension to viscosity solutions of the classical Krylov estimates for smooth solutions.Comment: 24 page

Sharp Liouville results for fully nonlinear equations with power-growth nonlinearities

We study fully nonlinear elliptic equations such as $$F(D^2u) = u^p, \quad p>1,$$ in $\R^n$ or in exterior domains, where $F$ is any uniformly elliptic, positively homogeneous operator. We show that there exists a critical exponent, depending on the homogeneity of the fundamental solution of $F$, that sharply characterizes the range of $p>1$ for which there exist positive supersolutions or solutions in any exterior domain. Our result generalizes theorems of Bidaut-V\'eron \cite{B} as well as Cutri and Leoni \cite{CL}, who found critical exponents for supersolutions in the whole space $\R^n$, in case $-F$ is Laplace's operator and Pucci's operator, respectively. The arguments we present are new and rely only on the scaling properties of the equation and the maximum principle.Comment: 16 pages, new existence results adde

Proportionality of components, Liouville theorems and a priori estimates for noncooperative elliptic systems

We study qualitative properties of positive solutions of noncooperative, possibly nonvariational, elliptic systems. We obtain new classification and Liouville type theorems in the whole Euclidean space, as well as in half-spaces, and deduce a priori estimates and existence of positive solutions for related Dirichlet problems. We significantly improve the known results for a large class of systems involving a balance between repulsive and attractive terms. This class contains systems arising in biological models of Lotka-Volterra type, in physical models of Bose-Einstein condensates and in models of chemical reactions.Comment: 35 pages, to appear in Archive Rational Mech. Ana

Nonexistence of positive supersolutions of elliptic equations via the maximum principle

We introduce a new method for proving the nonexistence of positive supersolutions of elliptic inequalities in unbounded domains of $\mathbb{R}^n$. The simplicity and robustness of our maximum principle-based argument provides for its applicability to many elliptic inequalities and systems, including quasilinear operators such as the $p$-Laplacian, and nondivergence form fully nonlinear operators such as Bellman-Isaacs operators. Our method gives new and optimal results in terms of the nonlinear functions appearing in the inequalities, and applies to inequalities holding in the whole space as well as exterior domains and cone-like domains.Comment: revised version, 32 page

Landesman-Lazer type results for second order Hamilton-Jacobi-Bellman equations

We extend the classical Landesman-Lazer results to the setting of second order Hamilton-Jacobi-Bellman equations. A number of new phenomena appear

Solvability of nonlinear elliptic equations with gradient terms

We study the solvability in the whole Euclidean space of coercive quasi-linear and fully nonlinear elliptic equations modeled on $\Delta u\pm g(|\nabla u|)= f(u)$, $u\ge0$, where $f$ and $g$ are increasing continuous functions. We give conditions on $f$ and $g$ which guarantee the availability or the absence of positive solutions of such equations in $\R^N$. Our results considerably improve the existing ones and are sharp or close to sharp in the model cases. In particular, we completely characterize the solvability of such equations when $f$ and $g$ have power growth at infinity. We also derive a solvability statement for coercive equations in general form

Fundamental solutions of homogeneous fully nonlinear elliptic equations

We prove the existence of two fundamental solutions $\Phi$ and $\tilde \Phi$ of the PDE $$F(D^2\Phi) = 0 \quad {in} \mathbb{R}^n \setminus \{0 \}$$ for any positively homogeneous, uniformly elliptic operator $F$. Corresponding to $F$ are two unique scaling exponents $\alpha^*, \tilde\alpha^* > -1$ which describe the homogeneity of $\Phi$ and $\tilde \Phi$. We give a sharp characterization of the isolated singularities and the behavior at infinity of a solution of the equation $F(D^2u) = 0$, which is bounded on one side. A Liouville-type result demonstrates that the two fundamental solutions are the unique nontrivial solutions of $F(D^2u) = 0$ in $\mathbb{R}^n \setminus \{0 \}$ which are bounded on one side in a neighborhood of the origin as well as at infinity. Finally, we show that the sign of each scaling exponent is related to the recurrence or transience of a stochastic process for a two-player differential game.Comment: 35 pages, typos and minor mistakes correcte