# American Institute of Mathematical Sciences

January  2015, 14(1): 269-284. doi: 10.3934/cpaa.2015.14.269

## Statistical exponential formulas for homogeneous diffusion

 1 Department of Mathematics, Sewanee: The University of the South, Sewanee, TN 37383

Received  March 2014 Revised  April 2014 Published  September 2014

Let $\Delta^{1}_{p}$ denote the $1$-homogeneous $p$-Laplacian, for $1 \leq p \leq \infty$. This paper proves that the unique bounded, continuous viscosity solution $u$ of the Cauchy problem \begin{eqnarray} u_{t} - ( \frac{p}{ N + p - 2 } ) \Delta^{1}_{p} u = 0 \quad \mbox{for} \quad x \in R^N \quad \mbox{and} \quad t > 0 , \\ \\ u(\cdot,0) = u_0 \in BUC(R^N). \end{eqnarray} is given by the exponential formula \begin{eqnarray} u(t) := \lim_{n \to \infty}{ ( M^{t/n}_{p} )^{n} u_{0} } \ , \end{eqnarray} where the statistical operator $M^h_p \colon BUC( R^{N} ) \to BUC( R^{N} )$ is defined by \begin{eqnarray} (M^{h}_{p} \varphi)(x) := (1-q) median_{\partial B(x,\sqrt{2h})}{ \{ \varphi \} } + q \int_{\partial B(x,\sqrt{2h})}{ \varphi ds } \end{eqnarray} when $1 \leq p \leq 2$, with $q := \frac{ N ( p - 1 ) }{ N + p - 2 }$, and by \begin{eqnarray} (M^{h}_{p} \varphi )(x) := ( 1 - q ) midrange_{\partial B(x,\sqrt{2h})}{ \{ \varphi\} } + q \int_{\partial B(x,\sqrt{2h})}{ \varphi ds } \end{eqnarray} when $p \geq 2$, with $q = \frac{ N }{ N + p - 2 }$. Possible extensions to problems with Dirichlet boundary conditions are mentioned briefly.
Citation: Matthew B. Rudd. Statistical exponential formulas for homogeneous diffusion. Communications on Pure & Applied Analysis, 2015, 14 (1) : 269-284. doi: 10.3934/cpaa.2015.14.269
##### References:
 [1] G. Akagi, P. Juutinen and R. Kajikiya, Asymptotic behavior of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian,, \emph{Math. Ann.}, 343 (2009), 921. doi: 10.1007/s00208-008-0297-1. Google Scholar [2] G. Akagi and K. Suzuki, Existence and uniqueness of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian,, \emph{Calc. Var. Partial Differential Equations}, 31 (2008), 457. doi: 10.1007/s00526-007-0117-6. Google Scholar [3] L. Alvarez, F. Guichard, P.-L. Lions and J.-M. Morel, Axioms and fundamental equations of image processing,, \emph{Arch. Rational Mech. Anal.}, 123 (1993), 199. doi: 10.1007/BF00375127. Google Scholar [4] M. Bardi, M. G. Crandall, L. C. Evans, H. M. Soner and P. E. Souganidis, Viscosity solutions and applications, vol. 1660 of Lecture Notes in Mathematics,, Springer-Verlag, (1997), 12. Google Scholar [5] G. Barles and P. E. Souganidis, Convergence of approximation schemes for fully nonlinear second order equations,, \emph{Asymptotic Anal.}, 4 (1991), 271. Google Scholar [6] G. Barles and C. Georgelin, A simple proof of convergence for an approximation scheme for computing motions by mean curvature,, \emph{SIAM J. Numer. Anal.}, 32 (1995), 484. doi: 10.1137/0732020. Google Scholar [7] F. Catté, F. Dibos and G. Koepfler, A morphological scheme for mean curvature motion and applications to anisotropic diffusion and motion of level sets,, \emph{SIAM J. Numer. Anal.}, 32 (1995), 1895. doi: 10.1137/0732085. Google Scholar [8] M. G. Crandall and T. M. Liggett, Generation of semi-groups of nonlinear transformations on general Banach spaces,, \emph{Amer. J. Math.}, 93 (1971), 265. Google Scholar [9] M. G. Crandall, H. Ishii and P.-L. Lions, User's guide to viscosity solutions of second order partial differential equations,, \emph{Bull. Amer. Math. Soc. (N.S.)}, 27 (1992), 1. doi: 10.1090/S0273-0979-1992-00266-5. 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Sato, Comparison principle and convexity preserving properties for singular degenerate parabolic equations on unbounded domains,, \emph{Indiana Univ. Math. J.}, 40 (1991), 443. doi: 10.1512/iumj.1991.40.40023. Google Scholar [17] Y. Giga, Surface Evolution Equations, vol. 99 of Monographs in Mathematics,, Birkh\, (2006). Google Scholar [18] J. A. Goldstein, Semigroups of Linear Operators and Applications,, Oxford Mathematical Monographs, (1985). Google Scholar [19] A. Grigor'yan, Heat Kernel and Analysis on Manifolds, vol. 47 of AMS/IP Studies in Advanced Mathematics,, American Mathematical Society, (2009). Google Scholar [20] D. Hartenstine and M. Rudd, Asymptotic statistical characterizations of $p$-harmonic functions of two variables,, \emph{Rocky Mountain J. Math.}, 41 (2011), 493. doi: 10.1216/RMJ-2011-41-2-493. Google Scholar [21] D. Hartenstine and M. Rudd, Statistical functional equations and $p$-harmonious functions,, \emph{Adv. Nonlinear Stud.}, 13 (2013), 191. Google Scholar [22] J. Heinonen, T. Kilpeläinen and O. Martio, Nonlinear Potential Theory of Degenerate Elliptic Equations,, Oxford Mathematical Monographs, (1993). Google Scholar [23] T. Ilmanen, P. Sternberg and W. P. Ziemer, Equilibrium solutions to generalized motion by mean curvature,, \emph{J. Geom. Anal.}, 8 (1998), 845. doi: 10.1007/BF02922673. Google Scholar [24] H. Ishii, G. E. Pires and P. E. Souganidis, Threshold dynamics type approximation schemes for propagating fronts,, \emph{J. Math. Soc. Japan}, 51 (1999), 267. doi: 10.2969/jmsj/05120267. Google Scholar [25] V. Julin and P. Juutinen, A new proof for the equivalence of weak and viscosity solutions for the $p$-Laplace equation,, \emph{Comm. Partial Differential Equations}, 37 (2012), 934. doi: 10.1080/03605302.2011.615878. Google Scholar [26] P. Juutinen, $p$-harmonic approximation of functions of least gradient,, \emph{Indiana Univ. Math. J.}, 54 (2005), 1015. doi: 10.1512/iumj.2005.54.2658. Google Scholar [27] P. Juutinen and B. Kawohl, On the evolution governed by the infinity Laplacian,, \emph{Math. Ann.}, 335 (2006), 819. doi: 10.1007/s00208-006-0766-3. Google Scholar [28] P. Juutinen, P. Lindqvist and J. J. Manfredi, On the equivalence of viscosity solutions and weak solutions for a quasi-linear equation,, \emph{SIAM J. Math. Anal.}, 33 (2001), 699. doi: 10.1137/S0036141000372179. Google Scholar [29] B. Kawohl and N. Kutev, Comparison principle for viscosity solutions of fully nonlinear, degenerate elliptic equations,, \emph{Comm. Partial Differential Equations}, 32 (2007), 1209. doi: 10.1080/03605300601113043. Google Scholar [30] B. Kawohl, Variations on the $p$-Laplacian,, in \emph{Nonlinear elliptic partial differential equations}, (2011), 35. doi: 10.1090/conm/540/10657. Google Scholar [31] B. Kawohl, J. Manfredi and M. Parviainen, Solutions of nonlinear PDEs in the sense of averages,, \emph{J. Math. Pures Appl.}, 97 (2012), 173. doi: 10.1016/j.matpur.2011.07.001. Google Scholar [32] B. Kawohl and N. Kutev, Comparison principle and Lipschitz regularity for viscosity solutions of some classes of nonlinear partial differential equations,, \emph{Funkcial. Ekvac.}, 43 (2000), 241. Google Scholar [33] R. V. Kohn and S. Serfaty, A deterministic-control-based approach to motion by curvature,, \emph{Comm. Pure Appl. Math.}, 59 (2006), 344. doi: 10.1002/cpa.20101. Google Scholar [34] G. F. Lawler, Random Walk and the Heat Equation, vol. 55 of Student Mathematical Library,, American Mathematical Society, (2010). Google Scholar [35] P. D. Lax, Functional Analysis,, Pure and Applied Mathematics, (2002). Google Scholar [36] E. Le Gruyer, On absolutely minimizing Lipschitz extensions and PDE $\Delta_\infty(u)=0$,, \emph{NoDEA Nonlinear Differential Equations Appl.}, 14 (2007), 29. doi: 10.1007/s00030-006-4030-z. Google Scholar [37] E. Le Gruyer and J. C. Archer, Harmonious extensions,, \emph{SIAM J. Math. Anal.}, 29 (1998), 279. doi: 10.1137/S0036141095294067. Google Scholar [38] G. M. Lieberman, Second Order Parabolic Differential Equations,, World Scientific Publishing Co. Inc., (1996). doi: 10.1142/3302. Google Scholar [39] P. Lindqvist, Notes on the $p$-Laplace equation, vol. 102 of Report, University of Jyväskylä Department of Mathematics and Statistics,, University of Jyv\, (2006). Google Scholar [40] J. J. Manfredi, M. Parviainen and J. D. Rossi, An asymptotic mean value characterization for a class of nonlinear parabolic equations related to tug-of-war games,, \emph{SIAM J. Math. Anal.}, 42 (2010), 2058. doi: 10.1137/100782073. Google Scholar [41] B. Merriman, J. K. Bence and S. J. Osher, Motion of multiple functions: a level set approach,, \emph{J. Comput. Phys.}, 112 (1994), 334. doi: 10.1006/jcph.1994.1105. Google Scholar [42] A. M. Oberman, A convergent monotone difference scheme for motion of level sets by mean curvature,, \emph{Numer. Math.}, 99 (2004), 365. doi: 10.1007/s00211-004-0566-1. Google Scholar [43] A. M. Oberman, A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions,, \emph{Math. Comp.}, 74 (2005), 1217. doi: 10.1090/S0025-5718-04-01688-6. Google Scholar [44] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: algorithms based on Hamilton-Jacobi formulations,, \emph{J. Comput. Phys.}, 79 (1988), 12. doi: 10.1016/0021-9991(88)90002-2. Google Scholar [45] A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations,, vol. 44 of Applied Mathematical Sciences, (1983). doi: 10.1007/978-1-4612-5561-1. Google Scholar [46] Y. Peres and S. Sheffield, Tug-of-war with noise: a game-theoretic view of the $p$-Laplacian,, \emph{Duke Math. J.}, 145 (2008), 91. doi: 10.1215/00127094-2008-048. Google Scholar [47] S. J. Ruuth and B. Merriman, Convolution-generated motion and generalized Huygens' principles for interface motion,, \emph{SIAM J. Appl. Math.}, 60 (2000), 868. doi: 10.1137/S003613999833397X. Google Scholar [48] P. Sternberg and W. P. Ziemer, Generalized motion by curvature with a Dirichlet condition,, \emph{J. Differential Equations}, 114 (1994), 580. doi: 10.1006/jdeq.1994.1162. Google Scholar [49] N. T. Varopoulos, L. Saloff-Coste and T. Coulhon, Analysis and Geometry on Groups, vol. 100 of Cambridge Tracts in Mathematics,, Cambridge University Press, (1992). Google Scholar [50] W. P. Ziemer, Weakly Differentiable Functions,, vol. 120 of Graduate Texts in Mathematics, (1989). doi: 10.1007/978-1-4612-1015-3. Google Scholar

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##### References:
 [1] G. Akagi, P. Juutinen and R. Kajikiya, Asymptotic behavior of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian,, \emph{Math. Ann.}, 343 (2009), 921. doi: 10.1007/s00208-008-0297-1. Google Scholar [2] G. Akagi and K. Suzuki, Existence and uniqueness of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian,, \emph{Calc. Var. Partial Differential Equations}, 31 (2008), 457. doi: 10.1007/s00526-007-0117-6. Google Scholar [3] L. Alvarez, F. Guichard, P.-L. Lions and J.-M. Morel, Axioms and fundamental equations of image processing,, \emph{Arch. Rational Mech. Anal.}, 123 (1993), 199. doi: 10.1007/BF00375127. Google Scholar [4] M. Bardi, M. G. Crandall, L. C. Evans, H. M. Soner and P. E. Souganidis, Viscosity solutions and applications, vol. 1660 of Lecture Notes in Mathematics,, Springer-Verlag, (1997), 12. Google Scholar [5] G. Barles and P. E. Souganidis, Convergence of approximation schemes for fully nonlinear second order equations,, \emph{Asymptotic Anal.}, 4 (1991), 271. Google Scholar [6] G. Barles and C. Georgelin, A simple proof of convergence for an approximation scheme for computing motions by mean curvature,, \emph{SIAM J. Numer. Anal.}, 32 (1995), 484. doi: 10.1137/0732020. Google Scholar [7] F. Catté, F. Dibos and G. Koepfler, A morphological scheme for mean curvature motion and applications to anisotropic diffusion and motion of level sets,, \emph{SIAM J. Numer. Anal.}, 32 (1995), 1895. doi: 10.1137/0732085. Google Scholar [8] M. G. Crandall and T. M. Liggett, Generation of semi-groups of nonlinear transformations on general Banach spaces,, \emph{Amer. J. Math.}, 93 (1971), 265. Google Scholar [9] M. G. Crandall, H. Ishii and P.-L. Lions, User's guide to viscosity solutions of second order partial differential equations,, \emph{Bull. Amer. Math. Soc. (N.S.)}, 27 (1992), 1. doi: 10.1090/S0273-0979-1992-00266-5. Google Scholar [10] E. DiBenedetto, Degenerate Parabolic Equations,, Universitext, (1993). doi: 10.1007/978-1-4612-0895-2. Google Scholar [11] L. C. Evans and J. Spruck, Motion of level sets by mean curvature. I,, \emph{J. Differential Geom.}, 33 (1991), 635. Google Scholar [12] L. C. Evans and J. Spruck, Motion of level sets by mean curvature. II,, \emph{Trans. Amer. Math. Soc.}, 330 (1992), 321. doi: 10.2307/2154167. Google Scholar [13] L. C. Evans and J. Spruck, Motion of level sets by mean curvature. III,, \emph{J. Geom. Anal.}, 2 (1992), 121. doi: 10.1007/BF02921385. Google Scholar [14] L. C. Evans, Convergence of an algorithm for mean curvature motion,, \emph{Indiana Univ. Math. J.}, 42 (1993), 533. doi: 10.1512/iumj.1993.42.42024. Google Scholar [15] L. C. Evans and J. Spruck, Motion of level sets by mean curvature. IV,, \emph{J. Geom. Anal.}, 5 (1995), 77. doi: 10.1007/BF02926443. Google Scholar [16] Y. Giga, S. Goto, H. Ishii and M.-H. Sato, Comparison principle and convexity preserving properties for singular degenerate parabolic equations on unbounded domains,, \emph{Indiana Univ. Math. J.}, 40 (1991), 443. doi: 10.1512/iumj.1991.40.40023. Google Scholar [17] Y. Giga, Surface Evolution Equations, vol. 99 of Monographs in Mathematics,, Birkh\, (2006). Google Scholar [18] J. A. Goldstein, Semigroups of Linear Operators and Applications,, Oxford Mathematical Monographs, (1985). Google Scholar [19] A. Grigor'yan, Heat Kernel and Analysis on Manifolds, vol. 47 of AMS/IP Studies in Advanced Mathematics,, American Mathematical Society, (2009). Google Scholar [20] D. Hartenstine and M. Rudd, Asymptotic statistical characterizations of $p$-harmonic functions of two variables,, \emph{Rocky Mountain J. Math.}, 41 (2011), 493. doi: 10.1216/RMJ-2011-41-2-493. Google Scholar [21] D. Hartenstine and M. Rudd, Statistical functional equations and $p$-harmonious functions,, \emph{Adv. Nonlinear Stud.}, 13 (2013), 191. Google Scholar [22] J. Heinonen, T. Kilpeläinen and O. Martio, Nonlinear Potential Theory of Degenerate Elliptic Equations,, Oxford Mathematical Monographs, (1993). Google Scholar [23] T. Ilmanen, P. Sternberg and W. P. Ziemer, Equilibrium solutions to generalized motion by mean curvature,, \emph{J. Geom. Anal.}, 8 (1998), 845. doi: 10.1007/BF02922673. Google Scholar [24] H. Ishii, G. E. Pires and P. E. Souganidis, Threshold dynamics type approximation schemes for propagating fronts,, \emph{J. Math. Soc. Japan}, 51 (1999), 267. doi: 10.2969/jmsj/05120267. Google Scholar [25] V. Julin and P. Juutinen, A new proof for the equivalence of weak and viscosity solutions for the $p$-Laplace equation,, \emph{Comm. Partial Differential Equations}, 37 (2012), 934. doi: 10.1080/03605302.2011.615878. Google Scholar [26] P. Juutinen, $p$-harmonic approximation of functions of least gradient,, \emph{Indiana Univ. Math. J.}, 54 (2005), 1015. doi: 10.1512/iumj.2005.54.2658. Google Scholar [27] P. Juutinen and B. Kawohl, On the evolution governed by the infinity Laplacian,, \emph{Math. Ann.}, 335 (2006), 819. doi: 10.1007/s00208-006-0766-3. Google Scholar [28] P. Juutinen, P. Lindqvist and J. J. Manfredi, On the equivalence of viscosity solutions and weak solutions for a quasi-linear equation,, \emph{SIAM J. Math. Anal.}, 33 (2001), 699. doi: 10.1137/S0036141000372179. Google Scholar [29] B. Kawohl and N. Kutev, Comparison principle for viscosity solutions of fully nonlinear, degenerate elliptic equations,, \emph{Comm. Partial Differential Equations}, 32 (2007), 1209. doi: 10.1080/03605300601113043. Google Scholar [30] B. Kawohl, Variations on the $p$-Laplacian,, in \emph{Nonlinear elliptic partial differential equations}, (2011), 35. doi: 10.1090/conm/540/10657. Google Scholar [31] B. Kawohl, J. Manfredi and M. Parviainen, Solutions of nonlinear PDEs in the sense of averages,, \emph{J. Math. Pures Appl.}, 97 (2012), 173. doi: 10.1016/j.matpur.2011.07.001. Google Scholar [32] B. Kawohl and N. Kutev, Comparison principle and Lipschitz regularity for viscosity solutions of some classes of nonlinear partial differential equations,, \emph{Funkcial. Ekvac.}, 43 (2000), 241. Google Scholar [33] R. V. Kohn and S. Serfaty, A deterministic-control-based approach to motion by curvature,, \emph{Comm. Pure Appl. Math.}, 59 (2006), 344. doi: 10.1002/cpa.20101. Google Scholar [34] G. F. Lawler, Random Walk and the Heat Equation, vol. 55 of Student Mathematical Library,, American Mathematical Society, (2010). Google Scholar [35] P. D. Lax, Functional Analysis,, Pure and Applied Mathematics, (2002). Google Scholar [36] E. Le Gruyer, On absolutely minimizing Lipschitz extensions and PDE $\Delta_\infty(u)=0$,, \emph{NoDEA Nonlinear Differential Equations Appl.}, 14 (2007), 29. doi: 10.1007/s00030-006-4030-z. Google Scholar [37] E. Le Gruyer and J. C. Archer, Harmonious extensions,, \emph{SIAM J. Math. Anal.}, 29 (1998), 279. doi: 10.1137/S0036141095294067. Google Scholar [38] G. M. Lieberman, Second Order Parabolic Differential Equations,, World Scientific Publishing Co. Inc., (1996). doi: 10.1142/3302. Google Scholar [39] P. Lindqvist, Notes on the $p$-Laplace equation, vol. 102 of Report, University of Jyväskylä Department of Mathematics and Statistics,, University of Jyv\, (2006). Google Scholar [40] J. J. Manfredi, M. Parviainen and J. D. Rossi, An asymptotic mean value characterization for a class of nonlinear parabolic equations related to tug-of-war games,, \emph{SIAM J. Math. Anal.}, 42 (2010), 2058. doi: 10.1137/100782073. Google Scholar [41] B. Merriman, J. K. Bence and S. J. Osher, Motion of multiple functions: a level set approach,, \emph{J. Comput. Phys.}, 112 (1994), 334. doi: 10.1006/jcph.1994.1105. Google Scholar [42] A. M. Oberman, A convergent monotone difference scheme for motion of level sets by mean curvature,, \emph{Numer. Math.}, 99 (2004), 365. doi: 10.1007/s00211-004-0566-1. Google Scholar [43] A. M. Oberman, A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions,, \emph{Math. Comp.}, 74 (2005), 1217. doi: 10.1090/S0025-5718-04-01688-6. Google Scholar [44] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: algorithms based on Hamilton-Jacobi formulations,, \emph{J. Comput. Phys.}, 79 (1988), 12. doi: 10.1016/0021-9991(88)90002-2. Google Scholar [45] A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations,, vol. 44 of Applied Mathematical Sciences, (1983). doi: 10.1007/978-1-4612-5561-1. Google Scholar [46] Y. Peres and S. Sheffield, Tug-of-war with noise: a game-theoretic view of the $p$-Laplacian,, \emph{Duke Math. J.}, 145 (2008), 91. doi: 10.1215/00127094-2008-048. Google Scholar [47] S. J. Ruuth and B. Merriman, Convolution-generated motion and generalized Huygens' principles for interface motion,, \emph{SIAM J. Appl. Math.}, 60 (2000), 868. doi: 10.1137/S003613999833397X. Google Scholar [48] P. Sternberg and W. P. Ziemer, Generalized motion by curvature with a Dirichlet condition,, \emph{J. Differential Equations}, 114 (1994), 580. doi: 10.1006/jdeq.1994.1162. Google Scholar [49] N. T. Varopoulos, L. Saloff-Coste and T. Coulhon, Analysis and Geometry on Groups, vol. 100 of Cambridge Tracts in Mathematics,, Cambridge University Press, (1992). Google Scholar [50] W. P. Ziemer, Weakly Differentiable Functions,, vol. 120 of Graduate Texts in Mathematics, (1989). doi: 10.1007/978-1-4612-1015-3. Google Scholar
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