{ "id": "2012.14779", "version": "v1", "published": "2020-12-29T14:45:12.000Z", "updated": "2020-12-29T14:45:12.000Z", "title": "Fractional elliptic equations in nondivergence form: definition, applications and Harnack inequality", "authors": [ "P. R. Stinga", "M. Vaughan" ], "comment": "54 pages", "categories": [ "math.AP", "math.CA" ], "abstract": "We define the fractional powers $L^s=(-a^{ij}(x)\\partial_{ij})^s$, $0 < s < 1$, of nondivergence form elliptic operators $L=-a^{ij}(x)\\partial_{ij}$ in bounded domains $\\Omega\\subset\\mathbb{R}^n$, under minimal regularity assumptions on the coefficients $a^{ij}(x)$ and on the boundary $\\partial\\Omega$. We show that these fractional operators appear in several applications such as fractional Monge--Amp\\`ere equations, elasticity, and finance. The solution $u$ to the nonlocal Poisson problem $$\\begin{cases} (-a^{ij}(x) \\partial_{ij})^su = f&\\hbox{in}~\\Omega\\\\ u=0&\\hbox{on}~\\partial\\Omega \\end{cases}$$ is characterized with a local degenerate/singular extension problem. We develop the method of sliding paraboloids in the Monge--Amp\\`ere geometry and prove the interior Harnack inequality and H\\\"older estimates for solutions to the extension problem when the coefficients $a^{ij}(x)$ are bounded, measurable functions. This in turn implies the interior Harnack inequality and H\\\"older estimates for solutions $u$ to the fractional problem.", "revisions": [ { "version": "v1", "updated": "2020-12-29T14:45:12.000Z" } ], "analyses": { "keywords": [ "fractional elliptic equations", "interior harnack inequality", "applications", "definition", "nondivergence form elliptic operators" ], "note": { "typesetting": "TeX", "pages": 54, "language": "en", "license": "arXiv", "status": "editable" } } }