Harnack inequalities for nonlocal operators with supercritical drifts and their applications
Zhen-Qing Chen, Xicheng Zhang
TL;DR
The paper develops Harnack-type estimates for weak solutions to a nonlocal parabolic equation with a divergence-free drift in critical or supercritical regimes, enabling a robust regularity theory even when the source is distributional. By embedding the problem in De Giorgi–Moser frameworks and proving local upper bounds and weak Harnack inequalities, it derives global $L^\infty$ bounds and Hölder continuity, including in the challenging critical case. These analytic results are then applied to stochastic models, establishing well-posedness for critical stochastic quasi-geostrophic equations, weak solutions for 2D fractional Navier–Stokes with measure-valued data, and the well-posedness of generalized martingale problems in the critical setting. The combination of nonlocal diffusion, rough drifts, and distributional forcing yields a versatile toolkit with implications for stochastic fluid dynamics and kinetic-type SDEs, supported by Krylov-type estimates and careful functional-analytic arguments.
Abstract
In this paper, we investigate Harnack estimates for weak solutions to the following nonlocal equation: $$ \partial_t u = Δ^{α/2} u + b \cdot \nabla u + f, $$ where $Δ^{α/2}$ denotes the fractional Laplacian, $b$ is a divergence-free vector field in a critical or supercritical regularity regime, and $f$ is a distribution in a fractional Sobolev space with negative indices. As applications of the analytical results obtained in this paper, we establish the well-posedness of critical stochastic quasi-geostrophic equations driven by additive Brownian noise, prove the existence of weak solutions to the two-dimensional fractional Navier--Stokes equations with measure-valued initial vorticity, and demonstrate the well-posedness of generalized martingale problems associated with critical stochastic differential equations.
