A classical Perron method for existence of smooth solutions to boundary value and obstacle problems for degenerate-elliptic operators via holomorphic maps

摘要

We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elliptic, linear, second-order partial differential operators with partial Dirichlet boundary conditions using a new version of the Perron method. The elliptic operators considered have a degeneracy along a portion of the domain boundary which is similar to the degeneracy of a model linear operator identified by Daskalopoulos and Hamilton [9] in their study of the porous medium equation or the degeneracy of the Heston operator [21] in mathematical finance. Existence of a solution to the partial Dirichlet problem on a half-ball, where the operator becomes degenerate on the flat boundary and a Dirichlet condition is only imposed on the spherical boundary, provides the key additional ingredient required for our Perron method. Surprisingly, proving existence of a solution to this partial Dirichlet problem with "mixed" boundary conditions on a half-ball is more challenging than one might expect. Due to the difficulty in developing a global Schauder estimate and due to compatibility conditions arising where the "degenerate" and "non-degenerate boundaries" touch, one cannot directly apply the continuity or approximate solution methods. However, in dimension two, there is a holomorphic map from the half-disk onto the infinite strip in the complex plane and one can extend this definition to higher dimensions to give a diffeomorphism from the half-ball onto the infinite "slab". The solution to the partial Dirichlet problem on the half-ball can thus be converted to a partial Dirichlet problem on the slab, albeit for an operator which now has exponentially growing coefficients. The required Schauder regularity theory and existence of a solution to the partial Dirichlet problem on the slab can nevertheless be obtained using previous work of the author and C. Pop [16]. Our Perron method relies on weak and strong maximum principles for degenerate-elliptic operators, concepts of continuous subsolutions and supersolutions for boundary value and obstacle problems for degenerate-elliptic operators, and maximum and comparison principle estimates previously developed by the author [13]. (C) 2017 Elsevier Inc. All rights reserved.