Doctor of Philosophy / Department of Mathematics / Ivan Blank / Under the guidance of Dr. Ivan Blank, I study the obstacle problem with an elliptic operator in divergence form. First, I give all of the nontrivial details needed to prove a mean value theorem, which was stated by Caffarelli in the Fermi lectures in 1998. In fact, in 1963, Littman, Stampacchia, and Weinberger proved a mean value theorem for elliptic operators in divergence form with bounded measurable coefficients. The formula stated by Caffarelli is much simpler, but he did not include the proof. Second, I study the obstacle problem with an elliptic operator in divergence form. I develop all of the basic theory of existence, uniqueness, optimal regularity, and nondegeneracy of the solutions. These results allow us to begin the study of the regularity of the free boundary in the case where the coefficients are in the space of vanishing mean oscillation (VMO).

In this thesis, we discuss some of the results that were proven by Fabes and Stroock in 1984. Our main purpose is to give a self-contained presentation of the proof of this results. The first result is on the existence of a “reverse H ̈older inequality” for the Green’s function. We utilize the work of Muckenhoupt on the reverse Ho ̈lder inequality and its connection to the A∞ class to establish a comparability property for the Green’s functions. Additionally, we discuss some of the underlying preliminaries. In that, we prove the Alexandrov-Bakelman-Pucci estimate, give a treatment to the Ap and A∞ classes of Muckenhoupt, and establish two intrinsic lemmas on the behavior of Green’s function.

Cette thèse présente deux sujets de recherche indépendants concernant l'application de méthodes stochastiques à des problèmes issus de la dynamique moléculaire. Dans la première partie, nous présentons des travaux liés à l'interprétation probabiliste de l'équation de Poisson-Boltzmann qui intervient dans la description du potentiel électrostatique d'un système moléculaire. Après avoir introduit l'équation de Poisson-Boltzmann et les principaux outils mathématiques utilisés, nous nous intéressons à l'équation linéaire parabolique de Poisson-Boltzmann. Avant d’énoncer le résultat principal de la thèse, nous étendons des résultats d'existence et unicité des équations différentielles stochastiques rétrogrades. Nous donnons ensuite une interprétation probabiliste de l'équation non-linéaire de Poisson-Boltzmann sous la forme de la solution d'une équation différentielle stochastique rétrograde. Enfin, dans une seconde partie prospective, nous commençons l'étude d'une méthode proposée par Paul Malliavin de détection des variables lentes et rapides d'une dynamique moléculaire. / This thesis presents two independent research topics. Both are related to the application of stochastic problems to molecular dynamics. In the first part, we present a work related to the probabilistic interpretation of the Poisson-Boltzmann equation. This equation describes the electrostatic potential of a molecular system. After an introduction to the Poisson-Boltzmann equation, we focus on the parabolic and linear equation. After extending an existence and uniqueness result for backward stochastic differential equations, we establish a probabilistic interpretation of the nonlinear Poisson-Boltzmann equation with backward stochastic differential equations. Finally, in a more prospective second part, we initiate a study of a slow and fast variables detection method due to Paul Malliavin.

Sejam M uma variedade de Hadamard com curvatura seccional KM ≤ −k2 < 0 e ∂ M sua fronteira assintótica. Dizemos que M satisfaz a condição de convexidade estrita se, dados x ∈ ∂∞M e W ⊂ ∂∞M aberto relativo contendo x, existe um aberto Ω ⊂ M de classe C2 tais que x ∈ Int (∂ Ω) ⊂ W e M \ Ω ´e convexo. Provamos que a condição de convexidade estrita implica que M éregular no infinito com relação ao operador Q[u] := div a(|∇u|) \ |∇u| ∇u definido no espa¸co de Sobolev W 1,p(M ), onde a ∈ C1([0, +∞)) satisfaz a(0) = 0, at(s) > 0 para todo s > 0, a(s) ≤ C (sp−1 + 1), ∀s ≥ 0, onde C > 0 é uma constante, e a(s) ≥ sq para algum q > 0 e para s ≈ 0 e supomos que é possível resolver problemas de Dirichlet em bolas (compactas) de M com dados contínuos no bordo. Segue disto que sob a condição de convexidade estrita, os problemas de Dirichlet para equação de hipersuperfície mínima e para o p-laplaciano, p > 1, são solúveis para qualquer dado contínuo prescrito no bordo assintótico. Também provamos que se M é rotacionalmente simétrica ou se inf BR+1 KM ≥ −e 2kR /R2+2 , R ≥ R∗, para certos R∗ e E > 0, então M satisfaz a condição de convexidade estrita. / Let M be Hadamard manifold with sectional curvature KM ≤ −k2, k > 0 and ∂∞M its asymptotic boundary. We say that M satisfies the strict convexity condition if, given x ∈ ∂∞M and a relatively open subset W ⊂ 2 ∂∞M containing x, there exists a C open subset Ω ⊂ M such that x ∈ Int (∂∞Ω) ⊂ W and M \ Ω is convex. We prove that the strict convexity condition implies that M is regular at infinity relative to the operator Q [u] := div a(|∇u|) \ |∇u| ∇u , defined on the Sobolev space W 1,p(M ), where a ∈ C 1 ([0, ∞)) satisfies a(0) = 0, at(s) > 0 for all s > 0, a(s) ≤ C (s p−1 + 1), ∀s ≥ 0, where C > 0 is a constant, and a(s) ≥ sq , for some q > 0 and for s ≈ 0 and we suppose that it is possible to solve Dirichlet problems on (compact) balls of M with continuous boundary data. It follows that under the strict convexity condition, the Dirichlet problems for the minimal hypersurface and the p-Laplacian, p > 1, equations are solvable for any prescribed continuous asymptotic boundary data. We also prove that if M is rotationally symmetric or if inf BR+1 KM ≥ −e2kR/R2+2 , R ≥ R∗, for some R∗ and E > 0, then M satisfies the SC condition.

Sejam M uma variedade de Hadamard com curvatura seccional KM ≤ −k2 < 0 e ∂ M sua fronteira assintótica. Dizemos que M satisfaz a condição de convexidade estrita se, dados x ∈ ∂∞M e W ⊂ ∂∞M aberto relativo contendo x, existe um aberto Ω ⊂ M de classe C2 tais que x ∈ Int (∂ Ω) ⊂ W e M \ Ω ´e convexo. Provamos que a condição de convexidade estrita implica que M éregular no infinito com relação ao operador Q[u] := div a(|∇u|) \ |∇u| ∇u definido no espa¸co de Sobolev W 1,p(M ), onde a ∈ C1([0, +∞)) satisfaz a(0) = 0, at(s) > 0 para todo s > 0, a(s) ≤ C (sp−1 + 1), ∀s ≥ 0, onde C > 0 é uma constante, e a(s) ≥ sq para algum q > 0 e para s ≈ 0 e supomos que é possível resolver problemas de Dirichlet em bolas (compactas) de M com dados contínuos no bordo. Segue disto que sob a condição de convexidade estrita, os problemas de Dirichlet para equação de hipersuperfície mínima e para o p-laplaciano, p > 1, são solúveis para qualquer dado contínuo prescrito no bordo assintótico. Também provamos que se M é rotacionalmente simétrica ou se inf BR+1 KM ≥ −e 2kR /R2+2 , R ≥ R∗, para certos R∗ e E > 0, então M satisfaz a condição de convexidade estrita. / Let M be Hadamard manifold with sectional curvature KM ≤ −k2, k > 0 and ∂∞M its asymptotic boundary. We say that M satisfies the strict convexity condition if, given x ∈ ∂∞M and a relatively open subset W ⊂ 2 ∂∞M containing x, there exists a C open subset Ω ⊂ M such that x ∈ Int (∂∞Ω) ⊂ W and M \ Ω is convex. We prove that the strict convexity condition implies that M is regular at infinity relative to the operator Q [u] := div a(|∇u|) \ |∇u| ∇u , defined on the Sobolev space W 1,p(M ), where a ∈ C 1 ([0, ∞)) satisfies a(0) = 0, at(s) > 0 for all s > 0, a(s) ≤ C (s p−1 + 1), ∀s ≥ 0, where C > 0 is a constant, and a(s) ≥ sq , for some q > 0 and for s ≈ 0 and we suppose that it is possible to solve Dirichlet problems on (compact) balls of M with continuous boundary data. It follows that under the strict convexity condition, the Dirichlet problems for the minimal hypersurface and the p-Laplacian, p > 1, equations are solvable for any prescribed continuous asymptotic boundary data. We also prove that if M is rotationally symmetric or if inf BR+1 KM ≥ −e2kR/R2+2 , R ≥ R∗, for some R∗ and E > 0, then M satisfies the SC condition.

Sejam M uma variedade de Hadamard com curvatura seccional KM ≤ −k2 < 0 e ∂ M sua fronteira assintótica. Dizemos que M satisfaz a condição de convexidade estrita se, dados x ∈ ∂∞M e W ⊂ ∂∞M aberto relativo contendo x, existe um aberto Ω ⊂ M de classe C2 tais que x ∈ Int (∂ Ω) ⊂ W e M \ Ω ´e convexo. Provamos que a condição de convexidade estrita implica que M éregular no infinito com relação ao operador Q[u] := div a(|∇u|) \ |∇u| ∇u definido no espa¸co de Sobolev W 1,p(M ), onde a ∈ C1([0, +∞)) satisfaz a(0) = 0, at(s) > 0 para todo s > 0, a(s) ≤ C (sp−1 + 1), ∀s ≥ 0, onde C > 0 é uma constante, e a(s) ≥ sq para algum q > 0 e para s ≈ 0 e supomos que é possível resolver problemas de Dirichlet em bolas (compactas) de M com dados contínuos no bordo. Segue disto que sob a condição de convexidade estrita, os problemas de Dirichlet para equação de hipersuperfície mínima e para o p-laplaciano, p > 1, são solúveis para qualquer dado contínuo prescrito no bordo assintótico. Também provamos que se M é rotacionalmente simétrica ou se inf BR+1 KM ≥ −e 2kR /R2+2 , R ≥ R∗, para certos R∗ e E > 0, então M satisfaz a condição de convexidade estrita. / Let M be Hadamard manifold with sectional curvature KM ≤ −k2, k > 0 and ∂∞M its asymptotic boundary. We say that M satisfies the strict convexity condition if, given x ∈ ∂∞M and a relatively open subset W ⊂ 2 ∂∞M containing x, there exists a C open subset Ω ⊂ M such that x ∈ Int (∂∞Ω) ⊂ W and M \ Ω is convex. We prove that the strict convexity condition implies that M is regular at infinity relative to the operator Q [u] := div a(|∇u|) \ |∇u| ∇u , defined on the Sobolev space W 1,p(M ), where a ∈ C 1 ([0, ∞)) satisfies a(0) = 0, at(s) > 0 for all s > 0, a(s) ≤ C (s p−1 + 1), ∀s ≥ 0, where C > 0 is a constant, and a(s) ≥ sq , for some q > 0 and for s ≈ 0 and we suppose that it is possible to solve Dirichlet problems on (compact) balls of M with continuous boundary data. It follows that under the strict convexity condition, the Dirichlet problems for the minimal hypersurface and the p-Laplacian, p > 1, equations are solvable for any prescribed continuous asymptotic boundary data. We also prove that if M is rotationally symmetric or if inf BR+1 KM ≥ −e2kR/R2+2 , R ≥ R∗, for some R∗ and E > 0, then M satisfies the SC condition.