2011/12/02 by Guy Barles, Emmanuel Chasseigne, Barles, Guy +5 · 1 citation
Mathematics · #Analysis of PDEs (math.AP) #Differential Equations and Boundary Problems #FOS: Mathematics #Nonlinear Differential Equations Analysis #Nonlinear Partial Differential Equations
paper · doi:10.48550/arxiv.1112.0476
openalex publication_date 2011/12/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We study Neumann type boundary value problems for nonlocal equations related to Lévy processes. Since these equations are nonlocal, Neumann type problems can be obtained in many ways, depending on the kind of reflection we impose on the outside jumps. To focus on the new phenomenas and ideas, we consider different models of reflection and rather general non-symmetric Lévy measures, but only simple linear equations in half-space domains. We derive the Neumann/reflection problems through a truncation procedure on the Lévy measure, and then we develop a viscosity solution theory which includes comparison, existence, and some regularity results. For problems involving fractional Laplacian type operators like e.g.(-Δ)α/2, we prove that solutions of all our nonlocal Neumann problems converge as alpha goes to 2 to the solution of a classical Neumann problem. The reflection models we consider include cases where the underlying Lévy processes are reflected, projected, and/or censored upon exiting the domain.