(Proceedings of The International Conference On Nonlinear Analysis) Michel Chipot, Chang-Shou Lin, Dong-Ho Tsai-Recent Advances in Nonlinear Analysis-World Scientific Pub Co Inc (200 PDF

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Recent Advances in
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Proceedings of the
International Conference on Nonlinear Analysis
Recent Advances in
Nonlinear Analysis
Hsinchu, Taiwan 2025 November 2006
Editors
Michel Chipot
University of Zurich, Switzerland
Chang-Shou Lin
National Taiwan University, Taiwan
Dong-Ho Tsai
National Tsing Hua University, Taiwan
world Scientific
NEW JERSEY
Composite
LONDON
SINGAPORE
BEIJING
SHANGHAI
HONG KONG
TA I P E I
CHENNAI
Published by
World Scientific Publishing Co. Pte. Ltd.
5 Toh Tuck Link, Singapore 596224
USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE
British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.
RECENT ADVANCES IN NONLINEAR ANALYSIS

Proceedings of the International Conference on Nonlinear Analysis
Copyright 2008 by World Scientific Publishing Co. Pte. Ltd.
All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means,
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For photocopying of material in this volume, please pay a copying fee through the Copyright
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ISBN-13 978-981-270-924-0
ISBN-10 981-270-924-X
Printed in Singapore.
ZhangJi - Recent Advances in Nonlinear.pmd 1
5/8/2008, 3:53 PM
November 6, 2007
14:25
Proceedings Trim Size: 9in x 6in
Preface Proceedings 2006
PREFACE
This book collects different articles of research on nonlinear analysis. These

results were presented in the framework of the International Conference on
Nonlinear Analysis which took place in the National Center for Theoretical Sciences at the National Tsing Hua University in Hsinchu, Taiwan in
November 2006.
This conference which was a very successful event has covered a large variety
of topics in partial differential equations that the reader will discover by
looking shortly at the content.
We would like to thank the National Center for Theoretical Sciences for
its support in organizing this meeting. Our appreciation goes also to Mrs
Schacher who arranged the final version of the whole book and to Ms Zhang
and World Scientific for their editing work.
Z
urich, November 2007
Michel Chipot
Chang-Shou Lin
Dong-Ho Tsai
December 3, 2007
10:51
Inhalt
CONTENTS
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Toyohiko Aiki and Jana Kopfov

a
A mathematical model for bacterial growth
described by a hysteresis operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Nelly Andre and Itai Shafrir

On a vector-valued singular perturbation problem
on the sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
11
H. Brezis, M. Chipot and Y. Xie

On Liouville type theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
43
Takesi Fukao
Free boundary problems of the nonlinear heat equations
coupled with the Navier-Stokes equations . . . . . . . . . . . . . . . . . . . . . . .
67
Yoshikazu Giga, Yukihiro Seki and Noriaki Umeda

Blow-up at space infinity for nonlinear heat equations . . . . . . . . . . .
77
Stuart Hastings, David Kinderlehrer and J. Bryce McLeod

Diffusion mediated transport with a look at motor proteins . . . . .
95
Kota Ikeda and Masayasu Mimura

Mathematical study of smoldering combustion
under micro-gravity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
113
Tetsuya Ishiwata
Motion of non-convex polygons by crystalline curvature
and almost convexity phenomena . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
125
Yoshitsugu Kabeya and Hirokazu Ninomiya

Fundamental properties of solutions
to a scalar-field type equation on the unit sphere . . . . . . . . . . . . . . .
135
vii
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Inhalt
viii
Risei Kano, Nobuyuki Kenmochi and Yusuke Murase

Existence theorems for elliptic quasi-variational inequalities
in Banach spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
149
Kazuhiro Ishige and Tatsuki Kawakami

Asymptotic behavior of solutions
of some semilinear heat equations in RN . . . . . . . . . . . . . . . . . . . . . . .
171
Ken Shirakawa, Masahiro Kubo and Noriaki Yamazaki

Well-posedness and periodic stability for quasilinear parabolic
variational inequalities with time-dependent constraints . . . . . . . .
181
Marcello Lucia and Mythily Ramaswamy

Global bifurcation for semilinear elliptic problems . . . . . . . . . . . . . .
197
Makoto Narita
Global existence and asymptotic behavior
of Gowdy symmeric spacetimes with nonlinear scalar field . . . . . .
217
J. H
arterich and Kuni Sakamoto
Interfaces driven by reaction, diffusion and convection . . . . . . . . .
225
Shota Sato
Life span of solutions for a superlinear heat equation . . . . . . . . . . .
237
Noriaki Yamazaki
Optimal control problems
of quasilinear elliptic-parabolic equation . . . . . . . . . . . . . . . . . . . . . . .
245
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aiki
A MATHEMATICAL MODEL FOR BACTERIAL GROWTH

DESCRIBED BY A HYSTERESIS OPERATOR
TOYOHIKO AIKI
Department of Mathematics, Faculty of Education, Gifu University, Gifu,
501-1193, Japan
JANA KOPFOVA
Mathematical Institute, Silesian University in Opava, 746 01 Opava,
Czech Republic
Abstract: We consider a mathematical model for a bacterial growth in a Petri

dish. The model consists of partial differential equations and a hysteresis operator
describing the relationship between some variables of the equations. We consider
the hysteresis relation to be represented by a completed relay operator. We prove
the existence of a solution to the system by using the standard approximation
method.
1. Introduction
In this paper we consider the mathematical model for a bacterial growth
in a Petri dish. The model was proposed by Hoppensteadt-J
ager [2],
Hoppensteadt-J
ager-Poppe [3]. Let h be the histidine (amino acid) concentration in a Petri dish, b be the size of the bacterial population, g be the
concentration of the growth mediums buffer and v be the metabolic activity of bacteria. In this model the metabolic activity of bacteria v plays a
very important and interesting role, and is decided by a hysteresis operator
with input functions h and g. We denote by RN , N 2, the bounded
domain with the smooth boundary and put Q(T ) = (0, T ) , 0 < T < .
In [2, 3] they suppose that the growth rate of the bacteria is in proportion
to the metabolic activity, that is,
b
= cvb
t
in Q(T ),
(1.1)
where c is a positive constant. Also, in their model it is supposed that both

the histidine and the buffer diffuse and are consumed by the growth of the
1
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bacteria. Then, it holds that

h
g
= Dh 4h vb,
= Dg 4g vb in Q(T ),
(1.2)
t
t
where Dh and Dg are diffusion coefficients of the histidine and the buffer,
respectively, and and are positive constants.
The problem was also investigated by Visintin in [7] and Chapter 11
in [8]. Here, we discuss the mathematical description of the metabolic
activity along Visintins idea (Chapters 6 and 11 in [8]). Let = (h, g) be
a continuous function with 0 1 on [0, )[0, ), and M0 = {(h, g)
R2 : (h, g) = 0}, M = {(h, g) R2 : 0 < (h, g) < 1}, M1 = {(h, g)
R2 : (h, g) = 1} (see Figure 1). Next, we denote by r the corresponding
relay operator. For any u C([0, T ]), 0 < T < , and any {0, 1}, we
define the function w = r(u, ) : [0, T ] {0, 1} as follows (see Figure 2):
0 if u(0) 0,
w(0) = if 0 < u(0) < 1,
1 if u(0) 1;
for any t (0, T ], setting Xt = { (0, t] : u( ) = 0 or 1},
w(0) if Xt = ,
w(t) = 0
if Xt 6= and u(max Xt ) = 0,
1
if Xt 6= and u(max Xt ) = 1.
(Figure 1.)
(Figure 2.)
By using these notations it is assumed that

v = r((h, g), ),
(1.3)
where {0, 1} is a given number as an initial condition. This means

that if both h and g are sufficiently large, that is, (h, g) M1 , then the
bacteria can grow (v = 1). Also, if both h and g are sufficiently small, that
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is, (h, g) M0 , then the bacteria can not grow (v = 0). Otherwise ((h, g)
M ), the metabolic activity is decided by the historical data. Hence, we
have obtained the system consisting of (1.1), (1.2), (1.3), the homogeneous
Neumann boundary condition (1.4) and initial condition (1.5):
h
g
=
= 0 on (0, T ) ,
where is the outward normal vector to the boundary;

b(0, x) = b0 (x), h(0, x) = h0 (x), g(0, x) = g0 (x),
(1.4)
(1.5)
where b0 , h0 and g0 are given functions.

The mathematical treatment of the relay operator is difficult, because
this operator is closed, we therefore follow the idea of A. Visintin and replace
it with a completed relay operator.
considered the system with the completed relay operator instead of the
relay operator in [7]. Now, we introduce the completed relay operator,
which is denoted by k . For any = (1 , 2 ) R2 with 1 < 2 , u
C([0, T ]) and [1, 1], w k (u, ) if and only if w is measurable in
(0, T ),
if u(t) 6= 1 , 2 , then w is constant in a neighbourhood of t,

if u(t) = 1 , then w is non-increasing in a neighbourhood of t, (1.6)
if u(t) = 2 , then w is nondecreasing in a neighbourhood of t,
{1}
[1,
]
w(0) {}
[, 1]
{1}
if
if
if
if
if
u(0) < 1 ,
u(0) = 1 ,
1 < u(0) < 2 ,
u(0) = 2 ,
u(0) > 2 ,
(1.7)
{1} if u(0) < 1 ,

w(t) [1, 1] if 1 u(0) 2 ,
{1}
if u(0) > 2 .
It is clear that w BV (0, T ). Thus the multi-valued operator k :

C([0, T ]) BV ([0, T ]) is well-defined.
Moreover, we assume that the bacteria diffuse:
b
b
= Db b + cvb in Q(T ),
= 0 on (0, T ) ,
t
where Db is a positive constant.
(1.8)
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Here, we give a brief list of previous works related to the above systems.
In [2, 3] numerical results for the system (1.1) (1.5) were obtained. Also,
Visintin proved the existence of a solution to the following system in [7]:
For i = 1, 2
uit Di ui + ci s = 0 in Q(T ),
w+1

s = 2 on Q(T ),
bt = cs in Q(T ),
w k ((u1 , u2 ), 2s0 1) in Q(T ),
b(0) = b0 in Q(T ),
ui
= 0 on (0, T ),

ui (0) = u0i ,
where 1 = 0, 1 = 1, c, Di and ci are positive constants, i = 1, 2, s0 and

b0 are initial values of s and b, respectively. Although there are not direct
relations with bacterial growth, Visintin studied the following problems:
ut u + w = f in Q(T ),
ut u + w = f in Q(T ),
w k (u, w0 ) in Q(T ),
w r(u, w0 ) in Q(T ),
(1.9)
u
=
0
on
(0,
T
)
,
u = 0 on (0, T ) ,
u(0) = u0 ,
u(0) = u0 ,
and
(u + w)t u = g in Q(T ),
w k (u, w0 ) in Q(T ),
u = 0 on (0, T ) ,
u(0) = u0 ,
(1.10)
where f and g are given functions on Q(T ), w0 is the initial function. For
(1.9) the existence theorem was established and for (1.10) the existence and
uniqueness were proved in [7, 8].
In the present paper we have slightly modified Visintins result. Precisely, our main result of this paper is to prove the existence of a solution
to the system P := { (1.8), (1.2), (1.11), (1.4), (1.5)}:
w+1
, and w k ((h, g), w0 ) on Q(T ).
(1.11)
v=
2
In the next section we show the assumptions for data and precise statement of the main result, after we provide the definition and basic properties
on the completed relay operator due to [8]. At the end of this paper we
prove the existence theorem.
2. Statement of the result
First, we provide a weak and space structured systems of completed
relay operator due to [8]. To do so we introduce a function space
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and the following two continuous functions and . We denote by

L2w (; BVR(0, T )) the set of
R Tall functions w : BV (0, T ) satisfying
3 x [0,T ] f dw(x) + 0 w(x)dt is measurable on for any (, f )
R
R C0 ([0, T ]) and kw(x)kBV (0,T ) L2 (), where [0,T ] f dw(x) is the
Lebesgue-Stieltjes
R T integral, C0 ([0, T ]) = {f C([0, T ]); f (0) = f (T ) = 0},
kvkBV (0,T ) = 0 |v|dx + Var(v) and Var(v) stands the total variation of
vR on [0, T ]. Clearly, L2w (; BV (0, T )) is the Banach space with norm
( [0,T ] kw(x)k2BV (0,T ) dx)1/2 . For any = (1 , 2 ) R2 with 1 < 2 we
set () = ( 2 )+ ( 1 ) , () = () for R.
Definition 2.1. For any u L2 (; C([0, T ])) L2w (; BV (0, T )) and any
L (; [1, 1]) w k (u, ) if and only if w L2w (; BV (0, T )), (1.7)
holds a.e. in , and w L2w (; BV (0, T )),
Z
Z
w( (u) )dxdt
(| (u)| ||)dxdt for L1 (Q(T )),
Q(T )
Q(T )
dx
( (u) (z))dw 0 for z L1 (; C([0, T ])).

[0,T ]
Next, for simplicity we can rewrite P as follows:

bt b = cbv
on Q(T ),
(2.1)
uit i ui + ci bv = 0 on Q(T ), i = 1, 2,
w+1
, w k ((u1 , u2 ), w0 ) on Q(T ),
v=
2
b
ui
= 0,
= 0, i = 1, 2, on (0, T ) ,
b(0, x) = b0 (x), ui (0, x) = u0i (x), i = 1, 2,
(2.2)
(2.3)
(2.4)
(2.5)
where , c, i , ci , i = 1, 2, are positive constants, v0 , b0 , u0i , i = 1, 2, are

initial functions and w0 = 2v0 1.
We define a solution of the system (2.1) (2.5) in the following way.
Definition 2.2. We call that the quadruplet {b, u1 , u2 , v} of functions, b,
u1 , u2 and v on Q(T ), T > 0, is a solution of P on Q(T ) if and only if the
conditions (C1), (C2), (C3) hold:
(C1) b S(T ) := W 1,2 (0, T ; L2()) L (0, T ; H 1 ()), ui S(T ),
i = 1, 2, v L (Q) L2w (; BV (0, T )), and (2.3) holds.
(C2) (2.1), (2.2) and (2.4) hold in the usual weak sense.
(C3) (2.5) holds for a.e. x .
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In order to give a main result of this paper as Theorem 2.1 we prepare

the following notations.

1 for r 1 ,
1 for r > 2 ,
f (r) =
f (r) =
0 for r < 1 ,
0 for r 2 .
Theorem 2.1. Let T > 0, = (1 , 2 ) R2 , , 1 and 2 be positive
numbers, c, c1 and c2 be real numbers, and b0 H 1 (), u0i H 1 (),
i = 1, 2, v0 L (). Also, assume that C(R2 ) W 1, (R2 ), and
the compatibility condition for the initial data, f ((u01 , u02 )) w0
f ((u01 , u02 )) on , where w0 = 2v0 1. Then there exists at least one
solution {b, u1 , u2 , v} of P on Q(T ).
3. Completed relay operator
In the proof of Theorem 2.1 we shall approximate the completed relay
operator k by play operators. The aim of this section is to introduce the
approximation of k and to show a useful property for the approximation.
First, we show a boundedness of the operator k .
Lemma 3.1. (cf. [8] ) Let = (1 , 2 ) with 1 < 2 and L (0, 1). If
L2 (; BV (0, T )) and w k (, ), then
Z
Z
2
( kw(x)k2BV (0,T ) dx)1/2
( k(x)k2BV (0,T ) dx)1/2 +(T +2)||1/2 .
2 1
Next, for any > 0 we put
for r 1 ,
1
1
f (r) = (r 1 ) + 1 for 1 2 < r < 1 ,
1
for r 1 2,
f (r) =
for r 2 + 2,
2 ) 1 for 2 < r < 2 + 2,
1
for r 2 ,
1
(r
and define by I (; ) : L2 () (, +] the indicator function of the
interval [f (), f
()] for R, that is, for z L2 ()

Z
0 if z(x) [f (), f
()],
I (; z) =
dx, (x)
for a.e. x .
otherwise,
Here, we consider the following ordinary differential equation,

wt + I (; w) 3 0 on [0, T ], w(0) = w0 ,
(3.1)
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where I (; w) is its subdifferential, is a continuous function on [0, T ]

and w0 is the initial value of w. If W 1,2 (0, T ; L2()), then there exists a
unique solution w W 1,2 (0, T ; L2()) of (3.1). Also, it is well-known that
in this case the mapping from to w corresponds to the play operator. This
fact was already pointed out in [8] and used for the analysis for the system
including play and stop operators in [8, 6, 4, 1, 5]. Moreover, we can obtain
the next lemma concerned with the relationship between the completed
operator and the play operator. We note that we can find the assertion of
the lemma as a comment in [9] .
Lemma 3.2. Let T > 0, = (1 , 2 ) R2 with 1 < 2 , > 0, = (1
, 2 + ) R2 , W 1,2 (0, T ; L2()), and w0 L () with f ((0))
w0 f ((0)) a.e. on . Then, w k ( w, w0 ) if and only if
w W 1,2 (0, T ; L2 ()) is a solution of
wt (, x) + I ((, x); w(, x)) 3 0 on [0, T ] for a.e. x ,
w(0) = w0 a.e. on .
4. Proof of Theorem 2.1
Throughout this section we use same notations used in the previous sections.
First, we consider the following approximate problem P for 0 <
1
0 := 2
4 :
bt b = cb v
on Q(T ),
(4.1)
uit i ui + ci b v = 0 on Q(T ), i = 1, 2,
w + 1
v =
, wt + I ((u1 , u2 ); w ) 3 0 on [0, T ],
2
w (0) = w0 on ,
b
ui
= 0,
= 0, i = 1, 2, on (0, T ) ,
b (0, x) = b0 (x), ui (0, x) = u0i (x), i = 1, 2.
(4.2)
(4.3)
(4.4)
(4.5)
(4.6)
The first lemma is concerned with the well-posedness for P .

Lemma 4.1. Let T > 0, 0 < 0 . If all assumptions of Theorem 2.1 hold, then there exists one and only one solution {b , u1 , u2 , w }
of P in the following sense: b S(T ), ui S(T ), i = 1, 2, w
W 1,2 (0, T ; L2()); (4.1) (4.6) hold in the usual sense.
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This lemma can be proved in the similar way that of Section 5 in [4] so
that we omit its proof. Here, we give the proof of Theorem 2.1.
Proof. For 0 < 0 let {b , u1 , u2 , w } be a solution of P . Here, for
simplicity we put = (u1 , u2 ). Then, since w [f ( ), f

( )]
a.e. on Q(T ), we have |w | 1 a.e. on Q(T ) so that |v | 1 a.e.
on Q(T ). Hence, by the standard argument for parabolic equations we
observe that {b }, {ui }, i = 1, 2, are bounded in L (0, T ; H 1 ()) and
W 1,2 (0, T ; L2()).
Next, Lemmas 3.1 and 3.2 imply w k ( w , w0 ) and
Z
( kw k2BV (0,T ) dx)1/2
Z
2
( k w k2BV (0,T ) dx)1/2 + (T + 2)||1/2
2 1
Z
Z
2
( k k2BV (0,T ) dx)1/2 +

( kw k2BV (0,T ) dx)1/2
2 1
2 1
+(T + 2)||1/2 .
On account of the assumption 0 < 0 we have

Z
1
( kw k2BV (0,T ) dx)1/2
2
Z
2
( k k2BV (0,T ) dx)1/2 + (T + 2)||1/2

2 1
Z Z T
( (
(| | + | |)dt)2 dx)1/2 + (T + 2)||1/2
2 1 0
t
Z T
2T 1/2
(
(| |2L2 () + | |2L2 () )dt)1/2 + (T + 2)||1/2 .
2 1 0
t
Hence, by the assumption for the set {w } is bounded in L2 (; BV (0, T )).

Then by applying Proposition 2.3 mentioned in [8] we can take a subsequence {j } {} such that wj w weakly* in L2w (; BV (0, T )) and
weakly* in L (Q(T )), bj b, uij ui weakly* in L (0, T ; H 1 ()),
weakly in W 1,2 (0, T ; L2 ()) and in C([0, T ]; H) as j for i = 1, 2.
Here, we show that w k ((u1 , u2 ), w0 ). In fact, it is clear that w
L2w (; BV (0, T )) and (1.7) holds a.e. on because of the compatibility
condition for the initial data. Accordingly, it is sufficient to prove
Z
Z
w( (0 ) )dxdt
(| (0 )| ||)dxdt for L1 (Q(T )),
Q(T )
Q(T )
(4.7)
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dx
( (0 )) (z))dw 0 for z L1 (; C([0, T ])),
(4.8)
[0,T ]
where 0 = (u1 , u2 ). For 0 < 0 we set = (1 , 2 + ). Then,

we see that for each j and L1 (Q(T ))
Z
Z
wj (j (j j wj ) )dxdt
(|j (j j wj )| ||)dxdt.
Q(T )
(4.9)
By letting j in (4.9) we can get (4.7) since wj w weakly* in
L (Q(T )) and (u1j , u2j ) (u1 , u2 ) in C([0, T ]; L2 ()) as j .
1
Next,
we
R
R prove (4.8). Let z L (; C([0, T ])). Then for each j it holds
that dx [0,T ] (j (j j wj ) j (z))dwj 0. Here, for simplicity
we put
Z
dx
[0,T ]
(j (j j wj ) j (z))dwj
( (0 ) (z))dw
[0,T ]
Z
Z
Z
dx
j (j j wj )dwj
dx
(0 )dwj
[0,T ]
[0,T ]
Z
Z
Z
Z
+
dx
(0 )dwj
dx
(0 )dw
[0,T ]
[0,T ]
Z
Z
dx
(j (0 ) (0 ))dwj
[0,T ]
Z
Z
Z
Z
( dx
(0 )dwj
dx
(0 )dw)
=:
4
X
[0,T ]
[0,T ]
Iij .
i=1
By using some properties of Lebesgue-Stieltjes integral we observe that
I1j
Z
kwj kBV (0,T ) |j (j j wj ) (0 )|C([0,T ]) dx

Z
Z
( kwj k2BV (0,T ) dx)1/2 (( |j 0 |2C([0,T ]) dx)1/2
Z
Z
2
1/2
+j ( |wj |C([0,T ]) dx) + ( |j (0 ) (0 )|2C([0,T ]) dx)1/2 ).
December 17, 2007
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10
We note that
| (x)
0 (x)|2C([0,T ])
| (x) 0 (x)||t (x) 0t (x)|dx

0
for a.e. x , and for each j

Z
|j (x) 0 (x)|2C([0,T ]) dx 2|j t 0t |L2 (Q(T )) |j 0 |L2 (Q(T )) .
By elementary calculations we obtain
|j (0 ) (0 )| j for j and (t, x) Q(T ).

Accordingly, we have I1j 0 as j . Also, it is obvious that Iij 0 as
j for i = 2, 3, 4. Hence, (4.8) holds. Moreover, it is easy to see that
(C2) and (C3) hold.
References
[1] T. Aiki, E. Minchev and T. Okazaki, A prey - predator model with hysteresis
effect, SIAM J. Math. Anal., 36 (2005), 2020-2032.
[2] F. C. Hoppensteadt, W. J
ager, Pattern formation by bacteria, Lecture Notes
in Biomathematics 38, 68-81, 1980.
[3] F. C. Hoppensteadt, W. J
ger, C. P
oppe, A hysteresis model for bacterial
growth patterns, Modelling of patterns in space and time (Heidelberg, 1983),
123134, Lecture Notes in Biomath., 55, Springer, Berlin, 1984.
[4] N. Kenmochi, E. Minchev and T. Okazaki, On a system of nonlinear PDEs
with diffusion and hysteresis effects, Adv. Math. Sci. Appl., 14 (2004), 633664.
[5] E. Minchev, A diffusion-convection prey-predator model with hysteresis,
Math. J. Toyama Univ., 27(2004), 51-69.
[6] E. Minchev, T. Okazaki and N. Kenmochi, Ordinary differential systems
describing hysteresis effects and numerical simulations, Abstr. Appl. Anal.,
7(2002), 563-583.
[7] A. Visintin, Evolution problems with hysteresis in the source term, SIAM J.
Math. Anal., 17(1986), 11131138.
[8] A. Visintin, Differential Models of Hysteresis, Appl. Math. Sci., Vol. 111,
Springer-Verlag, Berlin, 1993.
[9] A. Visintin, Quasilinear first-order PDEs with hysteresis, J. Math. Anal.
Appl., 312(2005), 401-419.
December 17, 2007
16:30
Itai1
ON A VECTOR-VALUED SINGULAR PERTURBATION

PROBLEM ON THE SPHERE
AND ITAI SHAFRIR

NELLY ANDRE
1. Introduction
Let 1 and 2 be two disjoint smooth, simple closed curves in R2 of lengths
l(1 ) and l(2 ), respectively, such that 1 lies inside 2 and the origin 0
lies inside 1 . Let W : R2 [0, ) be a smooth function (i.e., at least of
class C 4 ) satisfying
W > 0 on R2 \ (1 2 ) and W = 0 on 1 2 .
(H1 )
Since W attains its minimal value zero on 1 2 we have clearly Wn = 0

on j , j = 1, 2, where Wn denotes the derivative in the direction of the
exterior normal to j . We assume then that we are in the generic case, i.e.,
that
Wnn > 0 on 1 2 .
(H2 )
Finally, we add the following coercivity assumption on the behavior of W

at infinity: there exist constants R0 > 0 and C0 > 0 such that
W (x) C0 |x| for |x| R0 .
(H3 )
Let G be either a bounded smooth domain in RN , or a smooth N dimensional manifold. For each > 0 consider the energy functional
Z
W (u)
E (u) =
|u|2 +
(1.1)
2
G
for u H 1 (G, R2 ). Let Rc be a positive number such that the circle
SRc = {|x| = Rc } separates the two curves 1 and 2 . We shall assume
d
epartement
department
de mathematiques, universite de tours, 37200 tours, france

of mathematics, technion israel institute of technology, 32000 haifa, israel
11
December 17, 2007
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Itai1
12
w.l.o.g. that 1 lies inside SRc which lies inside 2 . The number Rc represents the constraint in the following minimization problem that we shall
study:
Z
min{E (u) : u H 1 (G, R2 ), |u| = Rc } ,
(P )
G
1
|u|. Denoting by u a minimizer in (P ), we are
(G)
G
G
interested in the asymptotic behavior of the minimizers {u } and their
energies E (u ), as goes to 0.
A first study of this problem was carried out by Sternberg [7]. He proved
a -convergence result, which has the following consequences:
Z
where |u| :=
(i) If a subsequence {un } converges to a limit u0 , then u0 belongs to the

set
Z
S := {u BV (G, 1 2 ) : |u| = Rc },
(1.2)
G
and
PerG {u0 1 } = min{PerG {u 1 } : u S} .
(1.3)
(ii) The asymptotic expansion for the energy E (u ), as 0, is

E (u ) = 2D min PerG {u 1 } + o(1) .
uS
(1.4)
We refer to the books [5, 1] for the definition of the perimeter and other
notions from the theory of BV-functions, that we shall use in the sequel.
The constant D which appears in (1.4) is a certaindistance between
the two curves 1 and 2 which we shall now define. First, for any pair of
points x, y R2 we set
dW (x, y) =
inf
L() ,
(1.5)
| 0 (t)| dt .
(1.6)
Lip([0,1],R2 ),
(0)=0,(1)=y
where
L() =
Then, we define
W ((t))
0
D :=
inf
1/2
Lip([0,1],R2 ),
(0)1 ,(1)2
L() .
(1.7)
It was proved by Sternberg (see [7] ) that there exists a geodesic realizing the infimum D in (1.7). There may be of course more than one such
December 17, 2007
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Itai1
13
geodesic; their number may be infinite (as is the case of 1 , 2 which are
concentric circles and W radially symmetric). We denote the set of all these
geodesics by
G = { (i) : i I} ,
(1.8)
(i)
where I is some set of indices. For each i I we denote by 1 = (i) (0)

(i)
1 and 2 = (i) (1)
(i)
Zj = {j }iI , for j =
2 the endpoints of the geodesic (i) , and then set
1, 2.
The results of Sternberg left some important questions unresolved:
(1) Existence of a converging subsequence is not known, i.e., a compactness
result is missing.
(2) Even if we assume convergence of a subsequence towards a limit u0 ,
which is a map in S satisfying (1.3), we cannot say where on 1 2 , u0
takes its values.
In [3] we made some progress on this problem in the case where G is

a domain in RN . In particular, we demonstrated the major role played by
the geometry of G in determining the asymptotic behavior of {u }. In fact,
when G is convex, and under some additional technical assumptions, the
limit u0 takes only two values, one in 1 and the other one in 2 . On the
other hand, when G is nonconvex, the limit u0 may be more complicated
(i.e., the restriction of u0 to {x G : u0 (x) j }, j = 1, 2, is not
necessarily identically constant). However, there is still no complete answer
to the above questions in general.
In the present article we shall concentrate on the special case where G
is the sphere S 2 . Thanks to the symmetry properties of the minimizers
{u } in this case, we are able to give a quite complete analysis for both the
asymptotic behavior of the minimizers and their energies. We believe that
the case of the sphere will give some indication on the expected behavior
of the minimizers in the case of a convex domain G. First, notice that from
the symmetrization method of O. Lopes, see Theorem IV.3 in [6], it follows
that for each , the minimizer u is axially symmetric with respect to some
axis. We shall assume in the sequel, without loss of generality, a common
axis of symmetry for {u }, i.e.,
each u is symmetric w.r.t. the e3 axis.
(1.9)
In view of (1.9) we can view each u as a function of a single variable ,

i.e.,
u = u (),
[/2, /2] .
(1.10)
December 17, 2007
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14
Next we introduce some notation needed in order to state our results.

Set
mj = min |x|
xj
and Mj = max |x| (j = 1, 2) ,

xj
(1.11)
and
Mj = {x j : |x| = mj } , j = 1, 2 .
We shall also assume the following:
both M1 and M2 consist of a finite number of points .
(H4 )
Consider any v S and let Gj = {x S 2 : v(x) j }, j = 1, 2. Denoting

by the standard measure on the sphere, we have
Z
2
(G1 )m1 + (G2 )m2 (S )Rc =
|v| (G1 )M1 + (G2 )M2 , (1.12)
S2
Clearly, (1.12) and (1.11) imply that

m2 R c
M2 R c
(G1 )
.
m2 m 1
M2 M 1
(1.13)
Recall now the well-known solution to the isoperimetric problem on the

sphere. For a given value t (0, 4), the domain on S 2 of area surface t
with minimal perimeter is a disk on the sphere with surface t. The perimeter
of this disk is given by the function
p
(1.14)
I(t) = 4t t2 ,
which is a concave function on (0, 4), symmetric about the middle point
2. Therefore, from (1.13) we deduce that in order to obtain G1 with
minimal perimeter we must have:
m2 R c
m2 m 1
M2 R c
or (ii) (G1 )/(S 2 ) =
.
M2 M 1
either (i) (G1 )/(S 2 ) =
(1.15)
In order to know which of the two possibilities in (1.15) is preferable we

m2 Rc
should check which possibility realizes the minimum in min m
,1
2 m1

M2 Rc
.
Without
loss
of
generality,
we
shall
assume
in
the
sequel
that
M2 M1
possibility (i) holds in (1.15), i.e., that
:=
m2 R c
M2 R c
<1
.
m2 m 1
M2 M 1
(1.16)
December 17, 2007
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15
For as defined in (1.16), we denote by 0 (0, /2) the angle satisfying

Z /2

2
cos d /4 = .
(1.17)
0
In other words, the area of the disc on the sphere given, in spherical coordinates, by {(, ) : [0 , /2]}, is 4. Moreover, thanks to (1.16) we
have:
(1 sin 0 )m1 + (1 + sin 0 )m2 = 2Rc .
(1.18)
Finally, on each of the curves j , j = 1, 2 we introduce a kind of a distance

function to the set Mj by setting for each x j ,
Z
02

j (x, Mj ) = inf
|w | +|w|mj dt : w H 1 ([0, ), j ), w(0) = x .
0
(1.19)
Note that the minimization problem in (1.19) is actually scalar, since w
takes its values on a curve. In the next lemma we give some of the properties
of the solution to (1.19).
Lemma 1.1. For any x j there exists a minimizer wj that realizes the
minimum in (1.19). Moreover, there exists a point y = y(x) Mj such
that limt wj (t) = y and
Z
Z
j (x, Mj )
0 2
=
|wj | dt =
(|wj | mj ) dt .
(1.20)
2
0
0
Proof. The analysis of problem (1.19) is identical to that of scalar problem
with a one-well potential. Therefore, all the the assertion of the lemma are
known and standard.
Now we are in position to state our main result.
Theorem 1.1. Assume that W satisfies hypotheses (H1 )(H4 ), (1.16) and
that (1.9) holds, i.e., each u is of the form (1.10). Then, up to replacing
each u by u R, where R is the reflection w.r.t. the (e1 , e2 )-plane, we
have:
(i) For a subsequence
un (/2,0 ) x(2) + (0 ,/2) x(1) ,
(1.21)
uniformly on ( 2 + , 0 ) (0 + , 2 ), for every > 0, with

x(j) Mj , j = 1, 2.
December 17, 2007
16:30
Itai1
16
(ii) The asymptotic expansion of the energy is given by

1
E (u )
2D p
K
= cos 0
+ 2D 1/2 + o( 2 ),
2
where
(i)
(i)
K = min{1 (1 , M1 ) + 2 (2 , M2 ) : i I} ,
and :=
(1.22)
(1.23)
tan 0
m2 m1 .
Note that Theorem 1.1 provides us with a criterion for identifying the limit
in (i). Indeed, the points x(1) , x(2) that realize the limit form the pair of
points, one in M1 and the other one in M2 , which are the closest (in an
appropriate sense) to a geodesic in G.
Our results can be generalized without difficulty to the problem on S N
for any N 3. Indeed, the axial symmetry of the minimizers is guaranteed
by Lopes method, so that the one dimensional formulation involves the
weight function (cos )N 1 . Furthermore, although we have not examined
in detail such cases, it is very likely that most of the results of this paper
may be extended, by the same techniques, to more general potentials W , for
example, with zero set consisting of two compact surfaces in R3 , separated
by a sphere of radius Rc .
2. A first upper-bound
We shall first introduce some more notation that will be needed in the
sequel. Using dW we define the corresponding distance functions to the
curves 1 , 2 by
j () = dW (, j ) := inf dW (, x) , j = 1, 2 .
(2.1)
e = min(1 , 2 ) .
(2.2)
|j ()|2 = W () a.e. on R2 .
(2.3)
xj
We also set
It is well known (c.f. [7, 4]) that for j = 1, 2, j Lip(R2 ) is a solution of

the eikonal-type equation
It was further shown in [2] that j is regular in a neighborhood of j , i.e.,

d0 > 0 s.t. j is of class C 2 in {x : j (x) < d0 } ,
(2.4)
for j = 1, 2. Moreover, we have

j (x) W (x) dist2 (x, j ) on {x : j (x) < d0 } .
(2.5)
December 17, 2007
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17
Clearly, dW (x1 , x2 ) = D for every x1 1 and x2 2 . In order to identify

the end points of geodesics from G we shall use yet another distance function
between points from 1 and 2 . We denote by the domain lying between
1 and 2 .
Recall that in [2] it was shown that for each x0 j , j = 1, 2, there is
(j)
a curve Gx0 parametrized on (, t(x0 )] which satisfies the equation
( (j)
(j)
Gx0 = (Gx0 ),
(2.6)
(j)
Gx0 () = x0 ,
such that the union of these curves (over all x0 j ) covers without intersections {j d0 }+ , which is the part of {j d0 } lying between 1 and
2 (see (2.4)). Similarly, the remaining parts {j d0 } , j = 1, 2, can be
covered by an analogous family of curves. Using these curves we can now
define a projection map sj from {j d0 } to j which associates to each
(j)
x {j d0 } the unique point x0 = sj (x) j for which the curve Gx0
passes by x.
For any small > 0 set
e
= {x : (x)
> } .
(2.7)
For any x1 1 and x2 2 we let y1 , y2 be the points determined

by dW (yj , xj ) = , j = 1, 2. We then define
()
dW (x1 , x2 ) = 2 +
inf
),
Lip([0,1],
(0)=y1 ,(1)=y2
L() ,
(2.8)
where L() is defined in (1.6). Note that for each > 0 we have
()
dW (x1 , x2 ) D for every x1 1 and x2 2 with equality if and only if
x1 and x2 are the end points of a geodesic in G.
The main result of this section is a simple upper-bound for the energy.
It is not optimal, but it gives the exact first term in the energy expansion
(of the order 1 ), and the order 1/2 of the next term.
Proposition 2.1. There exists a constant C1 > 0 such that
2D
C1
+ 1/2
E (u ) 2 cos 0
(2.9)
Proof. We shall construct a function v = v () which satisfies the constraint in (P ), i.e.,

Z /2
|v | cos d = 2Rc ,
(2.10)
/2
December 17, 2007
16:30
Itai1
18
as well as the bound (2.9). Fix two points xj Mj , j = 1, 2 and a geodesic

:= (i0 ) G (see (1.8)) of length L = len(). We shall denote for short by
(i )
(i )
p1 and p2 the endpoints 1 0 and 2 0 of , respectively, so that choosing

the arclength parametrization for we have, (0) = p1 and (L) = p2 . The
following function z(s) will be used in a choice of a certain parametrization
of the curve . It is defined as the solution of the ODE:
dz p
= W ((z(s))) , z(0) = L/2 .
(2.11)
ds
It is easy to see that z is defined on the whole real line and satisfies
lim z(s) = 0 and lim z(s) = L .
Furthermore, since
p
W ((z(s))) d((z(s)), 1 ) z(s)
as s
and
p
W ((z(s))) d((z(s)), 2 ) L z(s)
as s ,
where d stands for the euclidean distance, we have:

0 z(s) C2 ec1 s
0 L z(s) C2 e
c2 s
as s ,
(2.12)
as s ,
(2.13)
for some positive constants c1 , c2 and C1 , C2 . From (2.11) we deduce that

for any function v() defined on an interval [1 , 2 ] by
v() = (z(c
)) ,
we have
Z 2
Z
W (v)
2 2
|v 0 |2 +
cos
d
=
W (v) cos d
2
2 1
1
Z
2 2 p
=
W (v)|v 0 ()| cos d .
1
(2.14)
Set = 0 1/2 , with = to be determined later. We define v ()

on [/2, /2] as follows:
(i) On [ + 1/2 , /2] we set v x(1) .

+ 1/2 ] we follow the curve 1 in a constant velocity from
(ii) On [,
(i0 )
p1 (= 1 ) to x(1) (in the shortest way between the two possibilities).
we let v be the linear function which equals to
(iii) On [ , ]
December 17, 2007
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Itai1
19
(z( lnc1/
)) at = and to p1 at = .
1
1
1
1
(iv) On [ ( c1 + c2 ) ln , ] we set
ln 1/
v () = z
c1
(v) On [ 2 ( c11 + c12 ) ln 1 , ( c11 + c12 ) ln 1 ] we let v to be the
(i )
linear function which equals to p2 (= 0 ) at = 2 ( 1 + 1 ) ln 1
2
c1
c2
and to (z( lnc1/

)) at = ( c11 + c12 ) ln 1 .
2
(vi) On [ 2 ( c11 + c12 ) ln 1 1/2 , 2 ( c11 + c12 ) ln 1 ] we follow
the curve 2 in a constant velocity from x(2) to p2 (using the shortest way
among the two possibilities).
(vii) On [/2, 2 ( c11 + c12 ) ln 1 1/2 ] we set v x(2) .
We shall next compute the contribution to the integral of |v | from
each of the intervals (i)(vii) and show that a bounded solution for is
determined by the constraint (2.10). Note first that
Z /2

cos |x(1) |
1/2
+

= 1 sin(0 ( 1)1/2 ) |x(1) |

= 1 sin 0 + ( 1)1/2 cos 0 |x(1) | + O() .
(2.15)
Here and in the rest of the proof we denote by O(f ()) a function g(t, )
satisfying |g(t, )| C(t)f () with C(t) bounded for bounded t. Next, it is
easy to verify that
Z +
1/2
|v | cos = 1/2 1 (x(1) , p1 ) cos 0 + O() ,
(2.16)
with
1 (x
(1)
, p1 ) =
|z|
J1 (x(1) ,p1 )
d1 (x(1) , p1 )
where J1 (x(1) , p1 ) denotes the (shortest) segment of 1 between x(1) and

p1 , whose length is denoted then by d1 (x(1) , p1 ). Clearly
Z
|v | cos = O() .
(2.17)
Similarly, for the intervals in (iv) and (v) we find, respectively,

Z
1
|v | cos = O( ln ) ,
1
1
1
( c + c ) ln
1
(2.18)
December 17, 2007
16:30
Itai1
20
and
Z
1
1
(
c + c ) ln
1
1
2(
c + c ) ln
As in (2.16) we find
1
1
1
Z 2(
c + c ) ln
1
1
1
2(
c + c ) ln
1
|v | cos = O() .
(2.19)
|v | cos = 1/2 2 (x(2) , p2 ) cos 0 + O() , (2.20)
1
1/2

where J2 and 2 are defined analogously to J1 and 1 . Finally, as in (2.15),

we have
1/2
1
1
1

Z 2(
c1 + c2 ) ln
cos |x(2) |
/2
(2.21)
(2)
1
1/2
= 1 + sin 0 ( + 1) cos 0 |x | + O( ln ) .
Summing up the integrals in (2.15)(2.21) and comparing to (1.18) and

(2.10) yields

1
1/2 cos 0 m1 ( 1) + 1(x(1) , p1 ) + 2 (x(2) , p2 ) m2 ( + 1) = O( ln ) ,
from which we can solve for = that satisfies

=
1 (x(1) , p1 ) + 2 (x(2) , p2 ) m1 m2
1
+ O(1/2 ln ) .
m2 m 1
Clearly remains bounded as goes to zero.

Next we compute the contribution to the energy E (v ) from each of the
segments (i) to (vii). We denote these contributions by I1 I7 , respectively.
Clearly we have
I1 = I 7 = 0 ,
(2.22)
I2 + I6 = O(1/2 ) .
(2.23)
and
From (2.12)(2.13) we infer that

|p1 (z(
ln 1/
))| = O()
c1
and |p2 (z(
ln 1/
))| = O() ,
c2
which implies that

I3 + I5 = O(1) .
(2.24)
December 17, 2007
16:30
Itai1
21
Finally, for the contribution I4 from (iv), we find using (2.14)

I4
2D
1
1
1 2D
cos ( + ) ln
(cos 0 + C1/2 ) .
2
c1
c2
(2.25)
Combining (2.22)(2.25) we are led to the desired result

E (v ) 2 cos 0
2D
C1
+ 1/2 .
Note that an immediate consequence of the upper bound (2.9) is that

for any > 0 there exists > 0 such that

{x S 2 : W (u (x)) 1/2 } 1/2 .
(2.26)
3. A key proposition
This section is devoted to the proof of Proposition 3.1 below which establishes a partition of the sphere to two parts, on each of them u is close to
either 1 or 2 . For any 1 , 2 satisfying 2 1 < 2 2 we define the
spherical annulus
A1 ,2 := {x S 2 : 1 < (x) < 2 } ,
where (x) and (x) denote the spherical coordinates of the point x, i.e.,
x = (x1 , x2 , x3 ) = (cos (x) cos (x), cos (x) sin (x), sin (x)) .
Proposition 3.1. For each small > 0 there exists 1 = 1 () satisfying
either:
|1 0 | C1 1/2
and ({x S 2 : 1 (u (x)) 1/2 }A1 , 2 ) C2 ,
(3.1)
or
|1 + 0 | C1 1/2
and ({x S 2 : 1 (u (x)) 1/2 }A 2 ,1 ) C2 ,
(3.2)
where C1 and C2 are positive constants, independent of .

Proof. In the sequel we shall denote by c and C different positive constants
which do not depend on . The upper bound (2.9) combined with (2.5)
implies (for small ) that
Z C1/2
e ()) cos d C .
(u
0
December 17, 2007
16:30
Itai1
22
Therefore, choosing an appropriate C yields the existence of 0 = 0

(0, C1/2 ) satisfying
e (0 )) 1/2 .
(u
(3.3)
e (0 )) = 2 (u (0 ))
We shall assume in the sequel that (3.3) holds with (u
(this implies, of course, that u (0 ) is close to 2 ).
Next, define, if it exists,
1/2
+
},
1 = inf{ 0 : 1 (u ())
and then
+
1/2
1 = sup{ +
}.
1 : 2 (u ())
In general, for an even j let

+
1/2
+
},
j = inf{ j1 : 2 (u ())
+
1/2
j = sup{ +
},
j : 1 (u ())
while for an odd j:

+
1/2
+
},
j = inf{ j1 : 1 (u ())
+
1/2
j = sup{ +
}.
j : 2 (u ())
We stop at j = k + 1 if j = k + is the first index for which either +

j does
+
1/2
+
not exist, or j > 2 . For each j = 1, . . . , k 1 we have (see (2.14))
1
2
E (u , A+ ,+ ) cos +
j
j
j
2
+
j
+
p
W (u )|u0 |
(3.4)
2
(D 21/2 ) cos +
j .
In particular, we deduce
1
2
C
E (u , A+ ,+ ) (D 21/2 ) sin 1/2 1/2 ,
j
j
2
(3.5)
which together with the upper bound (2.9) implies that the process of
+
C
+
selection of pairs (j , +
j ) must terminate, with the bound k 1/2 .
Similarly, set, if it exists,
1/2
},
1 = sup{ 0 : 1 (u ())
December 17, 2007
16:30
Itai1
23
and then
1/2
1 = inf{
}.
1 : 2 (u ())
In general, for an even j let
1/2
},
j = sup{ j1 : 2 (u ())
1/2
j = inf{
},
j : 1 (u ())
while for an odd j:
1/2
},
j = sup{ j1 : 1 (u ())
1/2
j = inf{
}.
j : 2 (u ())
We stop at j = k 1 if j = k is the first index for which either

j does
1/2
not exist, or j < 2 + . The same computation as in (3.4)(3.5) gives
2
C
1
1/2
E (u , A , ) cos
) 1/2 ,
j (D 2
j
j
2
(3.6)
C
which implies the bound k 1/2
. It will be convenient to set also
+
1/2 and
+ 1/2 .
k+ = k+ =
k = k =
2
2
e ) 1/2 , it follows from
Since on each A + + and A we have (u
i ,i
i ,i
(2.5) and (2.26) that

(
k+
1
[
i=1
Put
V =
A+ ,+
i
j1
k
1
[
A , ) C1/2 .
i=1
A +
+
2j1 ,2j
j1
(3.7)
A ,
2j
2j1
(3.8)
In the above only js which do not go out of range are taken into account,
i.e., those satisfying 2j k + in the first union and those satisfying 2j k
in the second. On the one hand we have 1 (u ) > 1/2 on each A+ ,+
2j
2j+1
and A , , which implies that
2j+1
2j
{1 (u ) 1/2 } A1/2 2 , 2 1/2 V .
(3.9)
On the other hand, since 2 (u ) > 1/2 on each A+ ,+ and A , ,

2j1
2j
2j
2j1
we have
e ) 1/2 } .
V {1 (u ) 1/2 } {(u
(3.10)
December 17, 2007
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24
Note that from (2.26) it follows that there exists (0, 1) such that
|({1 (u ) 1/2 }) 4 | C1/2
and |({2 (u ) 1/2 }) 4(1 )| C1/2 .
(3.11)
Note that on the sets {j (u ) < d0 } we have |u sj (u )|2 W (u ) (see

(2.5)), hence
Z
Z

|u
|
|
sj (u )|

1/2
1/2
{j (u )
}
{j (u )
}
Z
|u sj (u )|
(3.12)
{j (u )1/2 }
Z
W (u )
{j (u )1/2 }
1/2
C1/2 .
By (H3 ), (2.5) and (2.26) we also have

Z

e ) > 1/2 } {|u | R0 }
|u | R0 {(u
1/2
e )>
{(u
}
Z
1
+
W (u ) C1/2 .
C0 {(u
e )>1/2 }{|u |>R0 }
(3.13)
Set
m(j)
1
=
({j (u ) 1/2 })
|
sj (u )| ,
for j = 1, 2 . (3.14)
{j (u )1/2 }
Using (3.12)(3.14) and the constraint we obtain

1/2
1/2
m(1)
}) + m(2)
})
({1 (u )
({2 (u )
Z
Z
=
|
s1 (u )| +
|
s2 (u )|
{1 (u )1/2 }
{2 (u )1/2 }
Z
Z
=
|u | +
|u | + O(1/2 )
{1 (u )1/2 }
= 4Rc + O(
1/2
(3.15)
{2 (u )1/2 }
).
Form (3.15) and (3.12) it follows that there exists a number K, which is
uniformly bounded, such that
1/2
1/2
m(1)
) + m(2)
) = Rc .
( + K
(1 K
(3.16)
(j)
Since m [mj , Mj ], j = 1, 2, it follows from (3.16), in particular, that

is bounded away from 0 and 1. Therefore, by the definitions of and I
(see (1.14)),
I(4( + K1/2 )) I(4) = 2 cos 0 .
(3.17)
December 17, 2007
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25
By (3.9)(3.10),(3.17) and the Lipschitz property of I we conclude that

k+
2 ]
2[X
2[ k2 ]
cos +
j +
j=1
X
j=1

cos
= Per V I((V ))
j
(3.18)
2 cos 0 C1/2 .
On the other hand, summing-up the inequalities in (3.4) and (3.6) yields
+
k[
1
k[
1

1
E u ,
A+ ,+
A ,
j
j
j
j
2
j=1
j=1
2D
+
kX
1
cos +
j
j=1
kX
1
cos
j
j=1
(3.19)
1/2
Combining (3.19) with the upper-bound (2.9) we obtain

+
k
X
cos +
j
j=1
k
X
1/2
cos
.
j cos 0 + C
(3.20)
j=1
1/2
Note that we used the fact that cos +
= O(1/2 ).
k+ = cos k = sin
Therefore, combining (3.18) with (3.20) we get
+
k
k
X

X

cos + +
cos cos 0 C1/2 .
i
j=1
(3.21)
j=1
Our next objective is to show that V consists of essentially one annulus.

Claim: We have:
either (V A+ ,+ ) = O(),
j
or (V A
j+1 ,j
j+1
) = O(), for some j.
(3.22)
Proof of the Claim: If V consists of only one annulus, then either V =

A+ ,+ or V = A , (see (3.8)) and the claim holds. It remains to treat
1
2
2
1
the case where V consists of more than one annulus. Note that since I is
concave and I(0) = 0, we have
I(a + b) I(a) + I(b) ,
(3.23)
for all admissible values of a and b. By assumption, we may write V as a

disjoint union V = B C with (V )/2 (B ) < (V ). From (1.14) it
is clear that there exists 0 > 0 such that
I() 2I 0 ((V ) ) ,
0 .
(3.24)
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26
We distinguish two cases:

(i) (C ) > 0 .
(ii) (C ) 0 .
In case (i) we have, for some constant > 0, a stronger form of (3.23),
namely
I((V )) + I((B )) + I((C )) .
(3.25)
From (3.25) and (3.21) it follows that

I((V )) + I((B )) + I((C )) Per(B ) + Per(C ) = Per(V )
2 cos 0 + C1/2 ,
which clearly contradicts (3.18), for small enough. Therefore, only case
(ii) should be considered.
Notice the following simple consequence of the concavity of I:
(C )I 0 ((B )) I((V )) I((B )) .
(3.26)
By (3)(3.26) and (3.24) we get

2 cos 0 + C1/2
I((B )) + I((C )) I((V )) (C )I 0 ((B )) + I((C ))
1
1
I((V )) + I((C )) 2 cos 0 C1/2 + I((C )) ,
2
2
which yields, I((C )) C1/2 , i.e.,
(C ) C .
(3.27)
To conclude the proof of the claim, we shall show that one of the components
of V has measure larger than (V ) C. By the above computation it is
enough to consider the case where V consists of r 3 components (i.e.,
annuli) that we shall now denote by A1 , A2 , . . . , Ar with
(A1 ) (A2 ) (Ar ) .
Furthermore, if (A1 ) (V2 ) then the conclusion follows from the argument that led to (3.27). Thus assume that
(V )
.
(3.28)
2
We shall see that this is impossible. Indeed, (3.28) implies the existence of
j0 1 which is the largest index for which
(A1 ) <
(Aj0 +1 ) + (Aj0 +2 ) + + (Ar )
(V )
.
2
December 17, 2007
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27
Setting
B = Aj0 +1 Aj0 +2 Ar
and C = A1 A2 Aj0 ,
we obtain from the argument that led to (3.27) that (C ) C. But from
the definition of j0 it is easy to see that we must have then (B ) 43 (V ),
i.e., (V ) = (B ) + (C ) 43 (V ) + C, which is a contradiction (for
small enough). The proof of the claim is then complete.
Consider now the fat component A1 , and assume without loss of generality that it lies in the upper hemisphere, i.e., A1 = A+ ,+ for some
j
j+1
j. Under this assumption we shall show that (3.1) holds, for 1 = +

j (the
other possibility leads to (3.2) by an identical argument). By (3.21) we
deduce that
+
1/2
,
| cos +
j + cos j+1 cos 0 | C
(3.29)
while by (3.18) we have

|I((V )) 2 cos 0 | C1/2 .
(3.30)
Using the Lipschitzity of the (local) inverse of the function I we deduce

from (3.30) and (3.22) that
+
1/2
sin +
).
j+1 sin j = 1 sin 0 + O(
(3.31)
It is easy to conclude from (3.29) and (3.31) that

1/2
|+
j 0 | C
and |+
j+1
| C1/2 .
2
Finally, we must have j = 1, since otherwise we will get a contradiction to

(3.21). We can therefore set 1 = +
1 and (3.1) follows.
In the sequel we shall assume, without loss of generality, that (3.1) holds.
We then set
2 = 2 () = sup{ 1 : 2 (u ()) = 1/2 } .
(3.32)
Note that by (3.1) we have

E (u , A2 ,1 )
2 cos 1
2D cos 0
(D 21/2 )
C1/2 .
(3.33)
The next lemma provides pointwise estimates that roughly speaking show
that u () is close to 2 for below 2 , while u () is close to 1 for
above 1 .
December 17, 2007
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28
Lemma 3.1. There exists c3 > 0 such that

1 (u ()) cos c3 1/2 ,
1 ,
(3.34)
2 (u ()) cos c3 1/2 ,
2 .
(3.35)
Proof. By (2.9) and (3.33), for each 1 we have

2 Z

C
d

cos
(u
())
d
E
(u
,
A
)
1
1
d
1/2
Z

2
1 (u ()) cos 1 (u (1 )) cos 1 +

sin 1 (u ()) d
1

2
cos 1 1/2 ,
cos 1 (u ())
and (3.34) follows.

Next, for each 2 we have by the same computation as above
C
E (u , A,
2)
1/2
2 Z 2

d

cos
2 (u ()) d

d
(3.36)
2
cos 2 2 (u (2 )) + cos 2 (u ())
Z 2

sin 2 (u ()) d .
0), we have
Denoting + = max(,
Z 2
sin 2 (u ()) d
Z 2
+
sin 2 (u ()) d +
2
+
sin 2 (u ()) d
(3.37)
sin 2 (u ()) d .
Since for [0, 2 ] we have sin C cos and since by (3.33) and (2.9),
Z
2 2
C
cos 2 (u ()) d 1/2 ,
+
we obtain from (3.36)(3.37) that

C
2
C ,
cos 2 (u ())
1/2
1/2
and (3.35) follows as well.
December 17, 2007
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29
4. Proof of the lower-bound

In this section we prove the lower-bound energy estimate of Theorem 1.1.
The next lemma provides a crucial estimate for the distance between 1
and 2 .
Lemma 4.1. We have 1 2 ln 1 .
Proof. Put
d0
2 = sup{ (2 , 1 ) : 2 (u ()) = } ,
2
d
0
1 = inf{ (2 , 1 ) : 1 (u ()) = } .
2
(4.1)
(4.2)
e ) d0 on [2 , 1 ] (see (2.2)). Therefore, also W (u ) c > 0

Note that (u
2
on [2 , 1 ] for some constant c, by (2.5). From the simple upper-bound
Z
C
1
W (u )
2 A ,
we then easily conclude that

1 2 C .
(4.3)
It is therefore sufficient to prove the following:

1
2 2 ln
1
and 1 1 ln .
(4.4)
Clearly it is enough to prove the first estimate in (4.4), as the proof of the
second one is identical.
We define the function 2 () by the equation
u () = Gs2 (u ()) (2 ()) ,
[2 , 1 ] .
(4.5)
We can write u0 () as a sum of two orthogonal components, the first, (u0 )

in the direction := 2 and the second, (u0 ) in the direction of
s2 .
We therefore have
|u0 |2 = |(u0 ) |2 + |(u0 ) |2 .
(4.6)
It is easy to verify that the first component is given by

(u0 ) = 2 (u ())20 () .
(4.7)
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30
Therefore,
Z

W (u )
|u0 |2 +
cos
2
Z 2
W (u )
|(u0 ) |2 +
cos
2
2
Z 2
W (u )
cos
=
|2 (u )|2 (20 )2 +
2
2
Z 2
1
=
W (u ) (20 )2 + 2 cos
2
Z 2

1
2 d
=
W (u )(20 )2 +
2 (u ) cos .
d
2
We also have
Z 1
Z 1

W (u )
2 d
|u0 |2 +
cos
2 (u ) cos .
2
2
2 d
Note that by (3.1) we have

Z 1

d
2 (u ) cos
2 d
= (D 1/2 ) cos 1 1/2 cos 2

Z 1
+
2 (u ) sin D cos 0 C1/2 .
(4.8)
(4.9)
(4.10)
Combining (4.8)(4.10) with (3.33) yields

Z 2
1
W (u )(20 )2 C1/2 .
(4.11)
Since W (u ) C1/2 on [1 , 2 ] we obtain from (4.11) that

Z 2
1
C
(20 )2 .
2
Applying the last estimate together with the Cauchy-Schwarz inequality
yields
Z 2
2 2
1
2 2 1/2
|
|20 | C
.
(4.12)
|2 (2 ) 2 (2 )
From (2.6) we obtain that
2 (2 ) = O(1) and 2 (2 ) ln
1
.
(4.13)
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31
Plugging (4.13) in (4.12) yields the first estimate in (4.4).

The next lemma provides an estimate for the distance between 2 (or
1 ) and 0 in terms of the two averages
R 2
R /2
/2 |u | cos
1 |u | cos
and m2, =
.
(4.14)
m1, =
1 sin 1
1 + sin 2
Lemma 4.2. There exist two constants 1 , 2 > 0 (independent of ) such
that
1
cos 2 cos 0 = 1 (m1, m1 ) + 2 (m2, m2 ) + O( ln ) . (4.15)
Proof. Because of the constraint and Lemma 4.1 we have

Z 0

Z /2

cos m2 +
cos m1
0
/2
Z
/2
Z

cos m2, +
/2
which can be rewritten as

1
cos m1, + O( ln ) ,
(sin 0 sin 2 )(m2 m1 )

= (sin 2 + 1)(m2, m2 )
(4.16)
1
+ (1 sin 2 )(m1, m1 ) + O( ln ) .
Since sin 2 sin 0 = O(1/2 ) (see (3.1) and Lemma 4.1), it follows from
(4.16) that also
m2, m2 = O(1/2 ) and m1, m1 = O(1/2 ) .
(4.17)
Therefore,
1
(sin 0 + 1)(m2, m2 )
m2 m 1
(4.18)
1
1
(1 sin 0 )(m1, m1 ) + O( ln ) .
m2 m 1
sin 2 sin 0 =
Finally, a simple computation using Taylor formula leads from (4.18) to

(4.15) with
1 =
tan 0 (1 sin 0 )
m2 m 1
and 2 =
tan 0 (1 + sin 0 )
.
m2 m 1
(4.19)
December 17, 2007
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32
Next we shall introduce some more notation. For s for which j (u ())
d0 we define vj = vj, () = sj (u ()), j = 1, 2. In particular we set
p1 = v1 (1 ) = s1 (u (1 ))
and p2 = v2 (2 ) = s2 (u (2 )) .
(4.20)
()
Recall the distance function dW that was defined in (2.8). We shall next
use it for = 1/2 .
Lemma 4.3. We have
1
E (u )
2
Z 2
(1/2 )

2dW (p1 , p2 )
0 2
|v2 | +
(|v2 ()| m2 ) cos
/2+1/3
1/2
1/3
Z /2
(
)

2dW (p1 , p2 )
+
|v10 |2 +
(|v1 ()| m1 ) cos
1
(1/2 )
2dW
where =
(4.21)
(p1 , p2 ) cos 0
C5/12 ,
tan 0
m2 m1 .
Proof. Note first that for [/2 + 1/3 , 2 ] we have cos C1/3 , so
by Lemma 3.1
2 (u ()) C1/6 ,
(4.22)
hence v2 is well-defined. Similarly, v1 is well-defined for [1 , /2 1/3].

By the definition of 1 and 2 , (4.15) and (4.17) we have
1
cos 1 (1/2 )
E (u , A2 ,1 ) 2
(dW (p1 , p2 ) 21/2 )
2
2
X
2
1 (1/2 )
cos 0 +
j (mj, mj ) + O( ln ) (dW (p1 , p2 ) 21/2 )
j=1
(1/2 )
2dW
2
X
4 cos 0
(p1 , p2 )
+ O(| ln |) .
cos 0 +
j (mj, mj )
1/2
j=1
(4.23)
From (4.23) and the upper bound (2.9) we deduce that

E (u , S 2 \ A1 ,2 )
C
1/2
(4.24)
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33
By (4.24)
Z 2
2 (u ) cos C
2
0
W (u ) cos C2 E (u , S 2 \ A1 ,2 )
C2 1/2 = C3/2 ,
so there exists 2 (0, 2 ) such that

2 (u (2 )) C3/2 .
(4.25)
From (4.25) we get by the same computation as in (3.36) the lower bound
for the normal energy (see (4.7)(4.8)), i.e.,
1
E (u , A2 ,2 )
2 Z
2
W (u )
:=
|(u0 ) |2 +
cos
2
2
Z 2

2
cos 2 1/2 cos 1 2 (u (2 )) +

sin 2 (u )
1
2 cos 0
2 cos 2
1/2
C.
1/2
1/2
(4.26)
Similarly, there exists 1 (1 , 1 + 1/2 ) such that 1 (u (1 )) C.

Hence,
1
E (u , A1 ,1 )
2
Z
d

2 1

(cos 0 C1/2 )
1 (u )
1
d
2
2 cos 0
(cos 0 C1/2 )(1/2 C)
C.
1/2
(4.27)
Next we take into account also the contribution from the tangential energy, i.e., of (u0 ) . As in [2] we have
(u0 ) = u0
d
s2 (u ))
s2 (u )
v20
d (
=
=
,
|
s2 (u )|
|
s2 (u )|
|
s2 (u )|
(4.28)
at points where 2 (u ) < d0 . A simple modification of the argument of the

proof of [2] shows that (4.28) implies that
1/2
|(u0 ) |2 |v20 |2 (1 cd(v2 , 2 )) |v20 |2 (1 2 (u )) ,
(4.29)
December 17, 2007
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34
for some constant > 0. Combining (4.26) with (4.29) in conjunction with
(4.22) and (4.24) leads to
1
E (u , A/2+1/3 ,2 )
2
Z 2
2 cos 0
1/2
+
cos (1 2 (u ))|v20 |2 C
(4.30)
1/2
/2+1/3
Z 2
2 cos 0
+
|v20 |2 cos C5/12 .
1/2
/2+1/3
Similarly,
1
E (u , A1 ,/21/3 )
2
Z /21/3
2 cos 0
+
|v10 |2 cos C5/12 .
1/2
1
(4.31)
Adding together (4.23) with (4.30) and (4.31) leads to

1
2
( 2 )
( 2 ) X
2d
(p1 , p2 ) cos 0
2d
(p1 , p2 )
1
E (u ) W
+ W
j (mj, mj )
2
j=1
|v20 |2
1
3
2 +
cos +
/2 3
1
|v10 |2 cos C 12 . (4.32)
Next we estimate the second term on the r.h.s. of (4.32). First, write
Z 2
|u | cos
m1, (1 sin 1 ) =
1
2
1
3
2
|u | cos +
3
2
|v1 | cos +
3
2
(|u | |v1 |) cos .
(4.33)
Since (H3 ) implies that |u | C(1 + W (u )) we get, using also (4.24), that
Z /2
Z /2
|u | cos C(1 cos(1/3 )) + C
W (u ) cos
(4.34)
/21/3
/21/3
C(2/3 + 3/2 ) .
Using (2.5), (4.24) and the Cauchy-Schwarz inequality we obtain

Z /21/3

(|u | |v1 |) cos

1
/21/3
1/2
1 (u ) cos
3/4
(4.35)
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35
From (4.33)(4.35) we get

m1, (1 sin 1 ) =
/21/3
|v1 | cos + O(2/3 ) ,
from which we obtain that

1
m1, m1 =
1 sin 1
/21/3
(|v1 | m1 ) cos + O(2/3 ) .
(4.36)
(|v2 | m2 ) cos + O(2/3 ) .
(4.37)
A similar argument yields

m2, m2 =
1
1 + sin 2
/2+1/3
Since |2 0 |, |1 0 | C1/2 (see (3.1) and Lemma 4.1), we finally

deduce (4.21) from (4.32) and (4.36)(4.37).
The following lemma is an immediate consequence of Lemma 4.3.
Lemma 4.4. There exists a constant C, independent of , such that
(1/2 )
dW
(p1 , p2 ) D + C1/2 .
(4.38)
Proof. It suffices to combine the upper bound (2.9) with (4.21) (taking
into account only the third term on the r.h.s.).
The next lemma provides a lower bound for the two integrals on the right
hand side of (4.21).
Lemma 4.5. We have
Z /21/3
(1/2 )

2dW (p1 , p2 )
0 2
|v1 | +
(|v1 ()| m1 ) cos
1
q
1/2
cos 0
(
)
1/2
2dW (p1 , p2 ) 1 (p1 , M1 ) + o (1) .
(4.39)
and
(1/2 )

2dW (p1 , p2 )
0 2
|v2 | +
(|v2 ()| m2 ) cos
/2+1/3
q
1/2
cos 0
(
)
1/2
2dW (p1 , p2 ) 2 (p2 M2 ) + o (1) .
(4.40)
December 17, 2007
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36
Proof. Clearly it suffices to prove (4.39). First, note that

J1 () :=
1
2
C,
3
2
( 2 )

2dW (p1 , p2 )
|v10 |2 +
(|v1 ()| m1 ) cos
(4.41)
by the upper-bound (2.9) and Lemma 4.3. We introduce a new variable t

by = 1 + t1/2 and then define a new function by
w(t) = v1 (1 + t1/2 ) ,
0t
/2 1/3 1
.
1/2
(4.42)
We have
1
J1 ()
1
2
|v10 |2
1
4
1
2
(cos 1 c )
1
= (cos 1 c 4 )
By (4.41) we have
Z
1/4
0
( 2 )
1 + 4
1 + 4
1
4

2dW (p1 , p2 )
+
(|v1 ()| m1 ) cos d
( 2 )
|v10 |2

2dW (p1 , p2 )
+
(|v1 ()| m1 ) d

1
( 2 )
|w0 |2 + 2dW (p1 , p2 )(|w(t)| m1 ) dt . (4.43)
(1/2 )
|w0 |2 + 2dW

(p1 , p2 )(|w(t)| m1 ) dt C .
Hence, there exists t (0, 1/4 /2) such that y := w(t ) satisfies
|y | m1 C1/4 .
(4.44)
From (4.44) it follows that there exists z1 M1 such that |z1 y | = o(1).
It follows then that there exists a function () = o (1) such that
|z| m1 () , z J1 (y , z1 ) ,
(4.45)
see after (2.16) for the definition of J1 . We shall next define a new function
w
e on [0, ). First, on the interval [0, t ] we set w
e = w. Then, on the interval
(t , t +(())1/2 ] we let w
e go from w(t ) to z1 along 1 in constant velocity.
Finally, we set w(t)
e z1 on (t + (())1/2 , ). It is clear from the above
construction that w
e satisfies
Z

(1/2 )
|w
e0 |2 + 2dW (p1 , p2 )(|w(t)|
e
m1 ) dt = o (1) .
(4.46)
t
December 17, 2007
16:30
Itai1
37
From (4.46) and (1.19) it follows that

Z
1/4
0

(1/2 )
|w0 |2 + 2dW (p1 , p2 )(|w(t)| m1 ) dt
q
(1/2 )
2dW (p1 , p2 ) 1 (p1 , M1 ) + o (1) .
(4.47)
Combining (4.47) with (4.43) we are led to (4.39).
In order to complete the proof of the lower-bound part of (1.22) we need to

identify the limit of the points p1 and p2 . This is the purpose of the next
lemma.
Lemma 4.6. Suppose that for a subsequence, lim p1n = p1 and lim p2n =
p2 . Then p1 and p2 are the end points of some geodesic from G.
Proof. Consider
a constant unit velocity geodesic n realizing

(1/2
n n
n )
dW (p1 , p2 ), which passes between the points y1n = un (1 ) and
y2n = un (2 ) (see (4.20)). For each > 0 we let p1,n be the last point on
that geodesic where 1 (p1,n ) = . Similarly, let p2,n be the first point on
that geodesic where 2 (p2,n ) = . Denote by n the part of n between p1,n
and p2,n . Passing to a subsequence if necessary we obtain the convergence
of n towards a limiting geodesic with end points p1 and p2 which must
satisfy dW (p1 , p2 ) = D 2 (because of (4.38)). Repeating this process
with a sequence m 0 and passing to a diagonal subsequence, we deduce
(for a further subsequence) that n converges to a curve joining a point
q1 1 to a point q2 1 with the following property: for each small
enough > 0 we have dW (p1 , p2 ) = D 2, where pj , j = 1, 2, are the
points on that geodesic satisfying j (p1 ) = , respectively. It follows that
G. The result of the lemma would follow once we show that q1 = p1
and q2 = p2 .
Looking for a contradiction, assume for example that q1 6= p1 . Let
be a small positive number that we shall fix later. We may choose n large
enough such that |p1,n p1 | < . We now denote by n a re-parametrization
on the interval [0, 1] of the part of n between y1n and p1,n such that
q
W (
n ) |(
n )0 | const on [0, 1] .
Using the same notations as in the proof of Lemma 4.1 we can decompose
(
n )0 as a sum of two orthogonal components: (
n )0 in the direction of
December 17, 2007
16:30
Itai1
38
1 , and (
n )0 in the direction of
s1 . We have
Z
Z
1q
2
1

W (
n ) |(
n )0 | =
W (
n ) |(
n )0 |2 + |(
n )0 |2 .
0
(4.48)
Next, note that

Z 1
Z
W (
n ) |(
n )0 |2
0
1
0
Z
q
2
W (
n ) |(
n )0 |
1
|1 (
n )| |(
n )0 |
Using (2.5) we find

Z 1
Z
W (
n ) |(
n )0 |2 c1 1/2
n
0
1
0
|(
n )0 |
2
2
2
( 1/2
n ) . (4.49)
c2 1/2
n ,
(4.50)
for some positive constants c1 and c2 which do not depend on n or on

(for small enough). Plugging (4.49)(4.50) in (4.48) yields (provided is
chosen small enough),
Z 1q

1/2
2
1/2
W (
n ) |(
n )0 | ( 1/2
n ) + c 2 n
0
(4.51)
1/2

1/2
n
2
1/2
+ c 3 n
+ c4
.
From (4.51) we deduce that

1/2
n
,
which contradicts (4.38), provided is chosen small enough.

(1/2 )
dWn
(p1n , p2n ) D + 1/2

n + c4
The next proposition provides the lower-bound estimate needed for assertion (ii) of Theorem 1.1.
Proposition 4.1. We have
1
2D p
K
1
E (u ) cos 0
+ 2D 1/2 + o( 2 ) .
2
(4.52)
Proof. Plugging the estimates (4.39)(4.40) in (4.21) and using the obvi(1/2 )
ous estimate dW
(p1 , p2 ) D yields

1
2D cos 0
cos 0 p
E (u )
+ 1/2
2D 1 (p1 , M1 )
2
+ 2 (p2 , M2 ) + o(1/2 ) .
(4.53)
December 17, 2007
16:30
Itai1
39
Therefore, (4.52) is a direct consequence of (4.53), Lemma 4.6 and the

definition (1.23) of K.
5. A refined upper-bound and the convergence result
Next we prove the upper-bound part of the energy expansion (1.22).
Proposition 5.1. We have
K
1
2D p
1
E (u ) cos 0
+ 2D 1/2 + o( 2 ) .
2
(5.1)
Proof. We are going to refine the construction used in the proof of Proposition 2.1, using the insight we got from the lower-bound estimates we
established so far. We first fix x(1) M1 , x(2) M2 and (i0 ) G that re(i )
(i )
alizes the minimum for K in (1.23) and denote by p1 = 1 0 and p2 = 2 0

the end points of (i0 ) . For these values of x(1) , x(2) , p1 and p2 we shall
slightly modify the construction of a test function v , that was described in
the proof of Proposition 2.1 on 7 intervals, from (i) to (vii). Actually, we
shall modify the construction only on the intervals (i)(ii) and (vi)(vii).
From Lemma 1.1 it follows that there exists a minimizer w1 that realizes
1 (p1 , M1 ) with limt w1 (t) = x(1) . We then define
p
w
e1 (t) = w1 ( 2Dt) , t [0, ) ,
so that

p
|w
e10 |2 + 2D(|w
e1 | m1 ) dt = 2D 1 (p1 , M1 ) .
Let be a number whose distance to 0 is of the order O(1/2 ), that will

be determined later. We first set

0 + /2 ] .
v () = w
e1 ( 1/2 ) for [,
(5.2)
2
Then, on the interval [ 0 +/2

, /2] define v in such a way that it follows
2
the curve 1 from the point v ( 0 +/2
) to the point x(1) in a constant
2
velocity. From (1.20) and (5.2) it easily follows that
p
1
E (v , A,/2
) = cos D/2 1 (p1 , M1 )1/2 + o(1/2 ) .
(5.3)
2
The above construction replaces the construction on the intervals (i) and
(ii) in the proof of Proposition 2.1. From here we follow exactly that construction on the intervals (iii)(v). Finally, the construction on the intervals
December 17, 2007
16:30
Itai1
40
(vi)(vii) is modified in a similar manner to the above, and yields the analogous estimate to (5.3), namely
1
1
1
1)
E (v , A/2,2(
c1 + c2 ) ln
2
p
= cos D/2 2 (p2 , M2 )1/2 + o(1/2 ) .
(5.4)
Combining (5.3) and (5.4) with the estimates from the proof of Proposition 2.1 yields
2D p

1
E (v ) cos
+ 2D 1 (p1 , M1 ) + 2 (p2 , M2 ) 1/2
2
(5.5)
1/2
).
+ o(
It remains to fix the value of in such a way that the constraint (2.10)
is satisfied. Put
R
R /2
|v | cos d
|v | cos d
/2
1 =
and 2 =
.
1 sin
1 + sin
By our construction of v and (1.20) we have
Z /2
(1 m1 )(1 sin ) =
(|v | m1 ) cos
1 (p1 , M1 )
1/2 + o(1/2 )
=
(cos )
2 2D
(5.6)
and
=
(2 m2 )(1 + sin )
(|v | m2 ) cos
/2
2 (p2 , M2 )
1/2 + o(1/2 ) .
=
(cos )
2 2D
(5.7)
We have also a third equation coming from the constraint,

+ 2 (1 + sin )
= m1 (1 sin 0 ) + m2 (1 + sin 0 ) .
1 (1 sin )
(5.8)
Writing = 0 1/2 and using first order Taylor expansion yields from
(5.6)(5.8) a perturbed linear system of 3 equations in the 3 unknowns
1 , 2 and which has a solution
r
1 (p1 , M1 ) + 2 (p2 , M2 ) cot 0 + o(1) .

(5.9)
=
8D
December 17, 2007
16:30
Itai1
41
For the value of given by (5.9) we find by the Taylor expansion for the
cosine function that
cos = cos 0 + 1/2 sin 0 + o(1/2 )
r

(5.10)
= cos 0 1 +
(1 + 2 )1/2 + o(1/2 ) .
8D
Finally, plugging (5.10) in (5.5) gives (5.1).
Proof of Theorem 1.1 completed. Since the energy estimate (1.22) follows
from Proposition 4.1 and Proposition 5.1, it remains to prove the convergence result, i.e., assertion (i). Passing to a subsequence, we may deduce
(i )
(i )
from Lemma 4.6 that lim p1n = p1 = 1 0 and lim p2n = p2 = 2 0 for some
geodesic (i0 ) G. Moreover, from (4.53) and (5.1) we deduce that there is
a pair of corresponding points, x(j) Mj , j = 1, 2, that together with (i0 ) ,
realize the minimum K in (1.23). Next we shall show that un x(1) uniformly on [0 + , 2 ] for any > 0 (the uniform convergence un x(2)
on [ 2 + , 0 ] is proved in the same manner). A direct consequence of
(3.34) is that
d(u , 1 ) 0 uniformly on [0 + , ] .
(5.11)
2
Therefore, whenever a sequence {n } [0 + , 2 ] satisfies un (n )
x1 , then necessarily x1 1 . Combining (4.21) with the upper-bound (5.1)
(or (2.9)) we get
Z /21/3
(1/2 )

2dW (p1 , p2 )
0
2
|v1, | +
(|v1, ()| m1 ) cos
(5.12)
1
C1/2 ,
where v1, = s1 (u ). A direct consequence of (5.12) is that for each > 0

we have

meas { [0 + , ]} : |v1, ()| m1 > C()1/2 . (5.13)

2
Since (5.13) implies that lim0 |v1, ()| = m1 in measure, for a subsequence we have limn 0 |v1,n ()| = m1 a.e. on (0 , 2 ). Consider then a
point [0 + , 2 ] such that (possibly for a further subsequence)
= lim 0 v1, ()
= x1 M1 . From the proof of
limn 0 un ()
n
n
Lemma 4.5 it follows that x1 must coincide with x(1) ; otherwise we would
get a contradiction to the upper bound (5.1). In the last conclusion we
used hypothesis (H4 ), which implies that the distance according to the
expression in (1.19) between two distinct points of 1 is positive. The
December 17, 2007
16:30
Itai1
42
above argument implies that if limn 0 un (n ) = limn 0 v1,n (n ) = x,

with {n } [0 +, 2 ], then x = x(1) . The claimed uniform convergence
on [0 + , 2 ] follows.
References
[1] L. Ambrosio, N. Fusco and D. Pallara, Functions of Bounded Variation and
Free Discontinuity Problems, Oxford Mathematical Monographs. Oxford University Press, New York, 2000.
[2] N. Andre and I. Shafrir,On a singular perturbation problem involving a
circular-well potential, Trans. Amer. Math. Soc. 359 (2007), 47294756.
[3] N. Andre and I. Shafrir, On a minimization problem with a mass constraint
involving a potential vanishing on two curves, preprint.
[4] I. Fonseca and L. Tartar, The gradient theory of phase transitions for systems
with two potential wells, Proc. Roy. Soc. Edinburgh Sect. A 111 (1989), 89
102.
[5] E. Giusti, Minimal Surfaces and Functions of Bounded Variation, Monographs
in Mathematics, 80, Birkh
auser Verlag, Basel, 1984.
[6] O. Lopes, Radial and nonradial minimizers for some radially symmetric functionals, Electron. J. Differential Equations 3 (1996) (electronic).
[7] P. Sternberg, The effect of a singular perturbation on nonconvex variational
problems, Arch. Rational Mech. Anal. 101 (1988), 209260.
December 3, 2007
11:7
BreChiYform
SOME REMARKS ON LIOUVILLE TYPE THEOREMS
H. BREZIS
Laboratoire Jacques-Louis Lions, universite Pierre et Marie Curie, 175, rue du
Chevaleret, 75013 Paris, France and Rutgers University, Department of
Mathematics, Hill Center, Busch Campus, 110, Frelinghuysen Road,
Piscataway, NJ 08854, USA, e-mail: brezis@math.rutgers.edu
M. CHIPOT, Y. XIE
Institut f
ur Mathematik, Abt. Angewandte Mathematik, Universit
at Z
urich,
Winterthurerstrasse 190, CH8057 Z
urich, Switzerland, e-mail:
m.m.chipot@math.unizh.ch, yitian.xie@math.unizh.ch
Abstract: The goal of this note is to present elementary proofs of statements
related to the Liouville theorem.
1. Introduction
We denote by A(x) = (aij (x)) a (k k)-matrix where the functions aij ,
i, j = 1, . . . , k are bounded measurable functions defined on Rk and which
satisfy, for some , > 0, the usual uniform ellipticity condition:
||2 (A(x) ) ||2
a.e. x Rk ,
Rk .
(1.1)
We address here the issue of existence of solutions to the equation:

(A(x)u(x)) + a(x)u(x) = 0
in D0 (Rk ),
(1.2)
k
where a L
loc (R ) and a 0. When a 6= 0 and (A) = , the usual
Laplace operator, the above equation is the so called stationary Schrodinger
equation for which a vast literature is available (see [16], [20]). When a = 0
it is well known that every bounded solution to (1.2) has to be constant
(see e.g. [5], [11], [12] and also [4], [19] for some nonlinear versions). The
case where a 6= 0, and k 3 is very different and in this case non trivial
bounded solutions might exist.
Many of the results in this paper are known in one form or another
(see for instance [1], [2], [3], [10], [9], [14], [16], [17]) but we have tried to
develop here simple self-contained pde techniques which do not make use of
43
December 3, 2007
11:7
BreChiYform
44
probabilities, semigroups or potential theory as is sometimes the case (see

e.g. [2], [3], [8], [17], [18]). One should note that some of our proofs extend
also to elliptic systems.
This note is divided as follows. In the next section we introduce an
elementary estimate which is used later. In Section 3 we present some
Liouville type results, i.e., we show that under some conditions on a, (1.2)
does not admit nontrivial bounded solutions. Finally in the last section we
give an almost sharp criterion for the existence of nontrivial solutions.
2. A preliminary estimate
Let us denote by a bounded open subset of Rk with Lipschitz boundary
and starshaped with respect to the origin. For any r R we set
r = r.
(2.1)
Let us denote by % a smooth function such that

0 % 1,
% = 1 on 1/2 ,
% = 0 outside ,
|%| c% ,
(2.2)
(2.3)
where c% denotes some positive constant.

1
Lemma 2.1. Suppose that u Hloc
(Rk ) satisfies (1.2) with A(x) satisfying
(1.1). Then there exists a constant C independent of r such that
Z
x
dx
{|u|2 + au2 }%2
r
r
(2.4)
Z
21
12 Z
C
2 2 x
2
dx
|u| %
u dx ,
r
r
r \r/2
r \r/2
where | | denotes the usual euclidean norm in Rk .

Proof. By (1.2) we have for every v H01 (r )
Z
Au v + auv dx = 0.
(2.5)
Taking
v = u%2
x
r
= u%2
(2.6)
yields
Z
r
Au {u%2 } + au2 %2 dx = 0.
(2.7)
December 3, 2007
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BreChiYform
45
Since
%2 =
2% x
%
r
r
we obtain
Z
Z
1
2
2 2
{Au u}% + au % dx =
Au % 2%u dx
r r \r/2
r
Z
C1
|u||u|% dx,
r r \r/2
where C1 is a constant depending on aij and c only. Using the ellipticity
condition (1.1) it follows easily that
Z
Z
C1
min(1, )
{|u|2 + au2 }%2 dx
|u||u|% dx.
r r \r/2
r
By the CauchySchwarz inequality we have
Z
{|u|2 + au2 }%2 dx
r
C1
r min(1, )
Z
1/2 Z
|u| % dx
2 2
r \r/2
1/2
u dx
.
2
r \r/2
This completes the proof of the lemma.

3. Some Liouville type results
3.1. The case where the growth of u is controled
In this case we have
Theorem 3.1. Under the asumptions of Lemma 2.1, let u be solution to
(1.2) such that for r large,
Z
1
u2 dx C 0
(3.1)
r2 r \r/2
where C 0 is a constant independent of r, then u = constant and if a 6 0 or
k 3 one has u = 0.
Proof. From (2.4) we derive that
Z
1/2 Z
1/2
Z
C
|u|2 %2 dx
|u|2 %2 dx
u2 dx
r
r
r
r \r/2
December 3, 2007
11:7
BreChiYform
46
and thus
Z
|u|2 dx
r/2
|u|2 %2 dx
C
r2
u2 dx CC 0 .
r \r/2
It follows that the nondecreasing function

Z
r 7
|u|2 dx
r
is bounded and has a limit when r +. Going back to (2.4) we have

Z
|u|2 dx
r /2
c
r
12
r
|u|2 dx
Z
r \r/2
for some constant c. This implies

Z
Z
|u| dx c
2
r/2
|u| dx
21
0
|u| dx
2
r/2
as r + and the result follows.

Remark 3.1. When k 2 condition (3.1) is satisfied if u is bounded, and
in this case the only bounded solution of (1.2) is u = 0. Therefore we
will assume throughout the rest of this paper that k 3.
We denote by r the first eigenvalue of the Neumann problem associated
to the operator A + a in r \ r/2 , i.e., we set
Z
r = Inf
Au u + au2 dx : u H 1 (r \ r/2 ),
r \r/2

u2 dx = 1 .
(3.2)
r \r/2
One remarks easily that if u is a minimizer of (3.2) so is |u|. One can show
then that the first eigenvalue is simple. Moreover we have
Theorem 3.2. Under the assumptions of Lemma 2.1, suppose that for
some constants C0 > 0, < 2, one has
r C0 /r
(3.3)
for r sufficiently large, then the only bounded solution of (1.2) is u = 0.
December 3, 2007
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BreChiYform
47
Proof. From the definition of r we have

Z
u2 dx
r \r/2
1
r
Z

Au u + au2 dx
u H 1 (r \ r/2 ).
(3.4)
r \r/2
Going back to (2.4) we find

Z
x
dx
(|u|2 + au2 )%2
r
r
Z
1/2
x 1/2 Z
C
(|u|2 + au2 )%2

dx
u2 dx
,
r
r
r
r \r/2
which leads to
Z
(|u| + au )%
r
C
dx 2
r
r
x
u2 dx
r \r/2
for some constant C independent of r. Using in particular (2.2) we obtain

Z
Z
C
2
2
u2 dx, r > 0.
(3.5)
|u| + au dx 2
r r \r/2
r/2
From (3.3) and (3.4) we derive that, for some constant C,
Z
Z
C
2
2
|u| + au dx 2
|u|2 + au2 dx
r
r/2
r \r/2
Z
C
2
|u|2 + au2 dx r > 0.
r
r
(3.6)
Iterating p-times this formula leads to

Z
Z
Cp
|u|2 + au2 dx (2)p
|u|2 + au2 dx.
r
r/2
2p1 r
By (3.5) it follows that it holds
Z
|u|2 + au2 dx
r/2
Cp
r(2)p+2
u2 dx,
2p r
for some constant Cp independent of r. If now u is supposed to be bounded

by M we get
Z
Cp
Cp ||M 2 (2p r)k
|u|2 + au2 dx (2)p+2 M 2 |2p r | =
.
r
r(2)p+2
r/2
(|2p r | denotes the Lebesgue measure of the set 2p r ). Choosing (2 )p +
2 > k the result follows by letting r +.
December 3, 2007
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BreChiYform
48
Remark 3.2. Under the assumption of Theorem 3.2 we have obtained in

fact that (1.2) can not admit a nontrivial solution with polynomial growth.
Of course this result is optimal since Re(ez ) = ex1 cos x2 is harmonic in Rk
for any k 2. One should note that Theorem 3.2 applies also to systems
satisfying the Legendre condition when auv is replaced by a nonnegative
bilinear form a(u, v) (see [6], [7]).
We now discuss some conditions on a which imply (3.3). We have
Theorem 3.3. Suppose that for |x| large enough
c
,
< 2,
a(x)
|x|
(3.7)
then (3.3) holds.

Proof. We denote by r the first eigenfunction corresponding to r , i.e.,
a minimizer of (3.2). We can assume without loss of generality that
r > 0.
We have
Z
r v dx v H 1 (r \ r/2 ).
Ar v + ar v dx = r
r \r/2
r \r/2
Taking v = 1 yields
Z
Z
a(x)r dx = r
r \r/2
r dx.
r \r/2
Using (3.7) we derive, for some constant C 0 ,

Z
Z
C0
dx
r dx
r
r
r r \r/2
r \r/2
and the result follows.
We now consider other cases where (3.3) holds, in particular when no
decay is imposed to a. We are interested for instance in the case where at
infinity a has enough mass locally. We start with the following lemma:
Lemma 3.1. Let (for instance) Q = (0, 1)k be the unit cube in Rk . For
any > 0 and > 0 there exists = (, ) such that if the function a
satisfies
Z
0 a a.e. x Q,
a dx ,
(3.8)
Q
December 3, 2007
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BreChiYform
49
then
Z
v 2 dx
|v|2 + av 2 dx
v H 1 (Q).
(3.9)
Proof. If not, there exists , and a sequence of functions an , vn such

that an satisfies (3.8) and vn H 1 (Q) is such that
Z
Z
1
vn2 dx
|vn |2 + an vn2 dx.
(3.10)
n Q
Q
Dividing by |vn |2 the L2 -norm of vn we can assume without loss of generality
that
Z
vn2 dx = 1.
(3.11)
Q
By (3.10), (3.11) we have then

Z
1
|vn |2 dx ,
n
Q
vn2 dx = 1
(3.12)
and vn is uniformly bounded in H 1 (Q). Therefore

vn 1 in H 1 (Q).
(3.13)
From (3.10) we have

Z
an vn2 dx
1
.
n
(3.14)
Thus
Z
Z
an dx =
an vn2 dx +
an (1 vn2 ) dx
1
+ |1 vn |2 |1 + vn |2 0
n
when n +. Impossible. This completes the proof of the lemma.
With the notation of Section 2 we set
= (1, 1)k .
We consider the lattice generated by Q = (0, 1)k i.e., the cubes
Qi = Qzi = zi + Q zi Zk .
Then we have
(3.15)
December 3, 2007
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BreChiYform
50
Theorem 3.4. Suppose that for n large enough,

Z
a(x) dx Qi Rk \ n ,
(3.16)
Qi
then
. 1

1
n
(3.17)
where is defined in Lemma 3.1 and denotes the maximum of two numbers.
2n
Proof. Indeed by Lemma 3.1 after a simple translation from Qi into Q we

have
Z
Z
2
u dx
|u|2 + au2 dx Qi Rk \ n u in H 1 (Qi ).
Qi
Qi
This leads clearly to

Z
u2 dx
2n \n
Z
|u|2 + au2 dx
2n \n
Z
1
Au u + au2 dx
2n \n
Z

1
1
Au u + au2 dx u H 1 (2n \ n ).
2n \n
The result follows then from (3.2).
Remark 3.3. Combining Theorems 3.2 and 3.4 it follows that (1.2) cannot
have a nontrivial bounded solution (or of polynomial growth) when (3.16)
holds. This is the case when at infinity
a a0 > 0
or more generally
a ap
(3.18)
where ap is a periodic function with period Q.

In the case when (3.3) holds with = 2 the technique of Theorem 3.2
cannot be applied. However, we will show that the non existence of nontrivial solutions can be established in this case too i.e., condition (3.3) is not
December 3, 2007
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51
sharp if we impose certain growth condition on {aij (x)}. Before turning

to this let us prove some general comparison result. For simplicity we will
denote also by A the operator Au = xi (aij xj ).
Proposition 3.1. Suppose that O is a bounded open subset of Rk . Let a1 ,
a2 be two bounded functions satisfying
a1 a2 0
a.e. in O.
Let u1 , u2 H 1 (O) be such that

(
2 + a2 u2 Au
1 + a1 u1 0
Au
u2 (u1 0)
(3.19)
in O,
on O,
(3.20)
then
u2 (u1 0)
in O.
+ au 0
Au
in O
(3.21)
Proof. The inequality
means
Z
aij xj uxi v + auv dx 0 v H01 (O), v 0.
Considering v = u
2 and Au2 +a1 u2 0 leads to u2 0. Next considering
v = (u1 u2 )+ H01 (O) and (3.20) we obtain
Z
aij xj u1 xi (u1 u2 )+ + a1 u1 (u1 u2 )+ dx
O
Z
aij xj u2 xi (u1 u2 )+ + a2 u2 (u1 u2 )+ dx.

O
Hence
Z
aij xj (u1 u2 )xi (u1 u2 )+ + (a1 u1 a2 u2 )(u1 u2 )+ dx 0.
Now on u1 u2 one has a1 u1 a1 u2 a2 u2 and it follows that (u1

u2 )+ = 0.
Next we prove
Theorem 3.5. Assume that there exists R, large enough, such that
c0
a(x) 2 |x| R > 0
r
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where c0 is a positive constant. In addition to (1.1), suppose that aij (x)

C 1 (Rk \B(0, R)) satisfies for some positive D:
xi (aij (x))xj D
|x| > R.
(In the above inequality we make the summation convention of repeated

indices). Then the equation
xi (aij (x)xj u) + a(x)u = 0
(3.22)
cannot have nontrivial bounded solution.

Proof. Let un be the solution to
(
xi (aij (x)xj un ) + a(x)un = 0
in B(0, n),
un = 1 on B(0, n),
(3.23)
where B(0, n) denotes the ball of center 0 and radius n. From Proposition
3.1 we obtain that u, solution to (3.23), is such that:
|u| un u |u| un ,
(3.24)
(|u| denotes the L -norm of u). Denote by vn the function defined as

(
c1 in B(0, R)
vn =
(3.25)
c2 r1 + c3 r2 in B(0, n)\B(0, R),
where
p
1
1 = {(k 2) + (k 2)2 + 4c0 } < 0,
2
p
1
2 = {(k 2) (k 2)2 + 4c0 } > 0
2
and
c1 = c2 R1 + c3 R2
2 R2 1
c2 = 2
n 1 R 1 1 n1 2 R2 1
1 R1 1
c3 = 2
.
1
n 1 R 1 n1 2 R2 1
In the above setting, c0 is a positive constant small enough that we will
determine later.
We remark that c2 and c3 are both positive and that 1 , 2 are the two
roots to the second order equation
2 + (k 2) c0 = 0.
(3.26)
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The choice of ci , i = 1, 2, 3 is such that vn is a C 1 function and vn = 1 on

B(0, n).
Now we want to show that vn , in fact, is a supersolution to (3.23).
It is easy to see that
xi (aij (x)xj vn ) + a(x)vn 0
in B(0, R).
For any constant one derives also that

xi (aij (x)xj (r ))
= xi (aij (x)r2 xj )
= xi (aij (x))r2 xj + aij (x)( 2)r4 xi xj
+aij (x)r2 ij .
Therefore in B(0, n)\B(0, R) this leads to
xi (aij (x)xj vn ) + a(x)vn
xi (aij (x))xj {c2 1 r1 2 + c3 2 r2 2 }
aij (x)xi xj {c2 1 (1 2)r1 4 + c3 2 (2 2)r2 4 }
c0
aij (x)ij {c2 1 r1 2 + c3 2 r2 2 } + 2 {c2 r1 + c3 r2 }
r

= xi (aij (x))xj {c2 1 r1 2 + c3 2 r2 2 }

+c2 aij (x)xi xj 1 (1 2)r1 4 aij (x)ij 1 r1 2 + c0 r1 2

+c3 aij (x)xi xj 2 (2 2)r2 4 aij (x)ij 2 r2 2 + c0 r2 2 .
We notice that
c2 1 r1 2 + c3 2 r2 2 =
1 2 r2 2 R2 1 {R1 2 r1 2 }
> 0,
n2 1 R1 1 n1 2 R2 1
and thus

D{c2 1 r1 2 + c3 2 r2 2 }

+c2 aij (x)xi xj 1 (1 2)r1 4 aij (x)ij 1 r1 2 + c0 r1 2

+c3 aij (x)xi xj 2 (2 2)r2 4 aij (x)ij 2 r2 2 + c0 r2 2 .
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Taking into account (3.26) i.e., replacing i (i 2) by c0 ki , yields

o
n
xi xj
xi xj
c2 r1 2 [kaij (x) 2 aii (x) D]1 c0 aij (x) 2 + c0
r
r
n
o
xi xj
xi xj
2 2
0
[kaij (x) 2 aii (x) D]2 c aij (x) 2 + c0
+c3 r
r
n
o r
xi xj
1 2
0
c2 r
[kaij (x) 2 aii (x) D]1 c + c0
r
n
o
xi xj
2 2
[kaij (x) 2 aii (x) D]2 c0 + c0 .
+c3 r
r
We can select a D large enough such that the term
xi xj
kaij (x) 2 aii (x) D
r
is negative (and bounded). By noticing that 2 0+ when c0 0 we can
then always choose c0 small enough such that
xi xj
[kaij (x) 2 aii (x) D]i c0 + c0 > 0.
r
Hence we derive that
xi (aij (x)xj vn ) + a(x)vn 0,
and by Proposition 3.1,
un vn .
For any bounded subset B(0, d) in Rk , one has clearly
0 vn Max{c1 , c2 d1 + c3 d2 } 0
on
when n + since
n2 1 R1 1 n1 2 R2 1
as n +. From (3.24) we have also on B(0, n)
|u| vn u |u| vn
for any n. Letting n leads to that
u = 0.
Remark 3.4. The above result holds true for an operator in nondivergence form, i.e., under the assumption of Theorem 3.5 the equation
aij (x)x2i xj u bi (x)xi u + a(x)u = 0
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with
(b, x) D
|x| > R
cannot have a nontrivial bounded solution.

4. The case of the Laplace operator
In this section we analyze the existence or nonexistence of nontrivial
bounded solutions to (1.2) in the case of the Laplacian. Due to the results of the previous section it is clear that existence of nontrivial solutions
will impose some kind of decay a. So, let us assume
k
a(x) L
loc (R ), a 0, a 6 0
and
Z
a(x)|x|k+2 dx <
(4.1)
|x|>1
with
k 3.
Under the above assumptions we can show
Theorem 4.1. (Grigoryan [8], see also [2], [3], [15]) Assume ( (4.1)).
Then there exists a function u such that
0<u<1
in Rk
(4.2)
in D0 (Rk ).
(4.3)
satisfying
u + au = 0
Proof. Let un be the solution of

(
un + aun = 0 in B(0, n),
un = 1
on B(0, n).
(4.4)
By the maximum principle

0 un 1
(4.5)
and
un+1 un
in B(0, n).
Thus un u which satisfies (4.3). Moreover

0 u 1.
(4.6)
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56
By the strong maximum principle (and since a 6 0) we have

u<1
in Rk .
Once more, by the strong maximum principle, it suffices to prove that

u 6 0.
Assume, by contradiction, that
u 0.
(4.7)
Fix a function C (R ), 0 1 such that

(
0 |x| < R
(x) =
1 |x| R + 1
(x)
and R will be determined later. Multiplying (4.4) by |x|
k2 yields for n >
R + 1, = being the outward unit normal vector:
Z
Z
un
1
k2 d
un ( k2 ) dx
n
|x|
|x|=n
B(0,n)
Z
Z
+
( k2 ) d +
aun k2 dx = 0. (4.8)
|x|
|x|=n |x|
B(0,n)
By (4.5)
un
0
on B(0, n)
(4.9)
and
2k
( k2 ) = k1
|x|
n
on B(0, n)
so that
Z
|x|=n
( k2 ) d = (2 k)k
|x|
(4.10)
where k denotes the area of S k1 . From (4.8), (4.9) and (4.10) we have
Z
Z
un ( k2 ) dx +
aun k2 dx (k 2)k .
(4.11)
|x|
|x|
B(0,n)
B(0,n)
Notice that ( |x|k2 ) has compact support (in R < |x| < R + 1) since
( |x|1k2 ) = c0 where 0 denotes the Dirac measure at 0. Therefore one
has
Z
lim
un ( k2 ) dx = 0
(4.12)
n B(0,n)
|x|
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57
by assumption (4.7). On the other hand

Z
Z
a(x)
dx.
aun k2 dx
k2
|x|
|x|
B(0,n)
R<|x|
(4.13)
By (4.11), (4.12) and (4.13) we have

Z
a(x)
dx (k 2)k .
k2
R<|x| |x|
Choosing R sufficiently large and using assumption (4.1) yields a contradiction. This completes the proof of u 6 0.
Remark 4.1. With the same proof and under the assumption (4.1) one
can show that (1.2) admits a non trivial solution provided
Z
xi (aij (x)xj |x|2k ) < (k 2)k .
lim
R
|x|R
This is in particular the case when aij (x) = ij for |x| large.
In the radially symmetric case we can say more.
Theorem 4.2. Suppose that the solutions to (1.2) are radially symmetric,
then they do not change sign and are multiple of each other.
Proof. Let u be a radially symmetric solution to (1.2). Let us first prove
that u does not change sign. Changing u into u we can suppose
u(0) 0.
We argue by contradiction and assume that u changes sign. If u(0) > 0,
there exists a r0 such that
u(r0 ) = 0.
Then
Z
u v + auv dx = 0
v H01 (B(0, r0 )).
(4.14)
B(0,r0 )
Taking v = u we obtain that u 0 in B(0, r0 ) and a contradiction. If

u(0) = 0 then changing u in u there is a component of the set

{xu(x) > 0}
which is an annulus A. But then we get (4.14) with B(0, r0 ) replaced by A
and a contradiction as above.
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58
Consider now u, v two solutions to (1.2). If u 0, u = 0 v, or else we have

by the first part of the theorem (after changing u into u if needed):
u(0) > 0.
v(0)
Then w = v u(0)
u is a solution to (1.2) such that w(0) = 0. Since it
does not change sign, 0 is a minimum or a maximum and by the maximum
principle w 0. This completes the proof of the theorem.
In the case of radially symmetric solutions we also have:

Proposition 4.1. Suppose that a = a(r), r = |x| and let u be a bounded
positive radially symmetric solution to
u + au = 0
in D0 (Rk ).
We have
u(0) > 0, u = u(r) is nondecreasing on (0, +), lim u(r) = u() < +.
r
Proof. u(0) > 0 results from the previous theorem. In addition we have
u00
k1 0
u + au = 0
r
= rau = ru00 + (k 1)u0 =
(rk1 u0 )0
0.
rk2
(4.15)
Thus rk1 u0 is nondecreasing. Since it vanishes at 0 we have u0 0 and u

is nondecreasing. Hence u has a limit at since u is bounded.
As a consequence we have the following property for the solution u that
we constructed in the Theorem 4.1.
Theorem 4.3. Suppose that for |x| R0
Z +
a(x) a0 (|x|) with
ra(r) dr < +.
Then the solution u constructed in Theorem 4.1 verifies
lim u(x) = 1.
|x|
(4.16)
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59
Proof. We introduce
a
=
(
|a|
a0 (r)
for |x| < R0 ,

for |x| R0 .
Let u
n be the solution to
(
un + a
u
n = 0 in B(0, n),
u
n = 1
on B(0, n).
By Proposition 3.1 we have

0u
n+1 u
n un 1.
(4.17)
Of course since a
is radially symmetric, so is u
n and it converges to a radially
symmetric function u
which is a nontrivial solution to (see Theorem 4.1)
u+a
u
=0
in D0 (Rk ).
From Proposition 4.1 we have

0 < lim u
=u
() 1.
|x|
Suppose that u
() < 1. Consider vn the solution of
(
vn + a
vn = 0 in B(0, n)
vn = 1 u
()
on B(0, n).
One has
(
(
vn + u
) + a
(
vn + u
) = 0
in B(0, n),
vn + u
=1+u
u
() 1
on B(0, n).
Thus, by the maximum principle,

vn + u
u
n
in B(0, n).
Now clearly vn = (1 u
())
un and thus
(1 u
())
un + u
u
n .
Passing to the limit in n we obtain
(1 u
())
u+u
u
which contradicts u
() < 1. Thus we have u
() = 1.
Now from (4.17) we derive, passing to the limit,
u
u 1.
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60
Since, we already know that lim|x| u

(x) = 1 the result follows. This
completes the proof of the theorem.
We prove now that condition (4.16) is sharp within the class of radial
functions. This was observed in [3] with a different technique (see also [10],
[9]). More recently (R. Pinsky [18]) established the sharpness of condition
(4.16) in the class of functions a satisfying the additional assumption
a(x)
C
.
(1 + |x|)2
(4.18)
So, let a(r) be a function such that

Z +
ra(r) dr = +.
(4.19)
Lemma 4.1. Under the assumption (4.19) there does not exist a bounded
nontrivial radially symmetric solution to
u + a(r)u = 0
in D0 (Rk ).
(4.20)
Proof. Suppose that (4.20) admits a nontrivial bounded positive solution

u(r) (see Theorem 4.3). Integrating the first equality of (4.15) we find
Z r
Z r
Z r
sa(s)u(s) ds =
su00 (s) ds + (k 1)
u0 (s) ds
0
= ru0 (r) + (k 2){u(r) u(0)} = (ru)0 + (k 3)u(r) (k 2)u(0).

Integrating again in r yields
Z r Z s
Z
ru(r) =
(
a()u() d)ds (k 3)
0
For s
r
2
u(s) ds + (k 2)u(0)r (4.21)
we have
Z
Z
a()u() d u(0)
r
2
a() d.
0
Thus from (4.21) we easily obtain

Z Z
1 r s
(
a()u() d)ds (k 3)u() + (k 2)u(0)
u(r)
r r2 0
Z r
1 2
a() d u(0) (k 3)u() + (k 2)u(0).
2 0
By (4.19) the left-hand side of this inequality goes to + with r. This
contradicts the boundedness of u and completes the proof of the lemma.
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61
As a consequence we can now show:

Theorem 4.4. Suppose that for |x| large
a(x) a
(r) = a
(|x|)
(4.22)
where a
satisfies (4.19) then the problem
in D0 (Rk )
u + au = 0
(4.23)
cannot admit nontrivial bounded solutions.

Proof. Suppose that (4.22) holds for |x| R. Then define
(
0 when |x| R,
a
=
a
(r) when |x| > R.
a
is a radially symmetric function satisfying (4.19). Let u be a bounded
solution to (4.23). Let un , vn be the solution of
un + a
un = 0 in B(0, n), un = |u|
on B(0, n),
(4.24)
vn + avn = 0 in B(0, n), vn = |u|
on B(0, n),
(4.25)
where |u| denotes the L -norm of u. It follows from Proposition 3.1 and
the maximum principle that
u < vn un ,
0 un+1 un |u| .
(4.26)
Changing u into u one if needed, can assume that the set

{u > 0} = {x Rk | u(x) > 0}
has a positive measure. Now, clearly, by the uniqueness of the solution to
(4.24), un is radially symmetric. By (4.26) un converges to u solution of
u + a
u = 0
in Rk
and u is radially symmetric. By Lemma 4.1 this implies that u = 0.

Hence from (4.26) we get
u0
which contradicts the fact that {u > 0} is of positive measure.
Remark 4.2. Theorem 4.4 applies for instance when
a(x) =
C0
|x|2
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62
for a constant C0 and |x| large enough. Let r be given by (3.2). Then for
r large enough we have
c
C
r 2
(4.27)
r2
r
for some constants c, C. In other words the technique of Theorem 3.2
cannot work in this case. To show (4.27), recall the definition (3.2) and use
the constant function
u = 1/|r \ r/2 |1/2 H 1 (r \ r/2 )
(| | is the Lebesgue measure); we obtain
Z
Z
C0
dx
C
1
a(x) dx =
2
r
|r \ r/2 | r \r/2
|r \ r/2 | r \r/2 |x|2
r
for r large enough. To obtain the left-hand side inequality of (4.27) we
remark (see Theorem 3.3) that for r large enough
Z
.Z
r dx
r =
ar dx
r \r/2
r \r/2
.Z
C0 r /|x| dx
c
r2
.Z
r dx
r \r/2
r dx
r \r/2
r \r/2
r dx =
r \r/2
c
,
r2
with c = C0 for r = B(0, r). This completes the proof of (4.27).

We conclude this note with the following result.
Theorem 4.5.
Suppose that (4.3) admits a bounded solution, then it admits a positive
solution.
If
Z
a(x)|x|k+2 dx =
(4.28)
|x|>1
then (4.3) cannot admit nontrivial bounded solution such that

0 < c u.
(4.29)
Proof. We first prove the existence of a positive solution. If u < 0, u is

a positive solution. So, we can assume that u changes sign. Then introduce
un solution of
un + aun = 0 in B(0, n), un = |u|
on B(0, n).
(4.30)
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63
One has
0 < un+1 un |u|
(4.31)
and un converges to some fonction u for instance in L1loc (Rk ). Then u is

a solution of (4.3). Moreover by the maximum principle one has u un on
B(0, n) and thus u u . u cannot vanish identically and is the positive
solution we are looking for.
Suppose now that u is a nonnegative bounded solution to
u = au.
Set U (r) =
R
B1
u(r) d where B1 denotes the unit ball of Rk . Then

(r
k1
0 0
k1
U ) = r
Z
a(r)u(r) d
(4.32)
a(r)u(s) dds
(4.33)
B1
hence
rk1 U 0 =
sk1
Z
B1
R
and U (r) = B1 u(r) d is nondecreasing. Moreover U is a solution of
the second order differential equation (4.32). A particular solution is given
(see (4.33)) by
Z s
Z
Z r
1
k1
U=
t
a(t)u(t) ddtds.
k1
0 s
0
B1
The solution of the homogeneous equation is given by
A
rk2
+ B.
Thus we have
U (r) =
A
rk2
Z
+B+
0
1
sk1
t
0
k1
Z
a(t)u(t) ddtds.
(4.34)
B1
Since u is bounded, so is U and necessarily A = 0, B 0. From (4.34) we

derive
Z r
Z s
Z
1
k1
U (r) = B +
t
a(t)u(t) ddtds.
(4.35)
k1
0 s
0
B1
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64
Integrating by parts we get

Z r
Z
1
k1
U (r) = B
t
a(t)u(t) ddt
(k 2)rk2 0
B1
Z
Z r
1
k1
t
a(t)u(t) ddt
+
k2
B1
0 (k 2)t
Z rZ
1
tk2
=B+
ta(t)(1 k2 )u(t) ddt.
k 2 0 B1
r
(4.36)
When
Z
|x|>1
a(x)
dx =
|x|k2
Z
ta(t) ddt = +,
B1
then the equation (4.3) cannot have a solution such that

0 < c u C.
Indeed from (4.36) we would get
Z r2 Z
1
1
U (r) B +
ta(t) ddt(1 k2 )c +
k 2 1 B1
2
which contradicts the fact that u and U are bounded.
Remark 4.3. Using this result one recovers easily the Lemma 4.1.
Acknowledgement: The second and third authors have been supported

by the Swiss National Science foundation under the contracts #20-105155,
#20-113287 #20-111543 and #20-117614. The second author is very grateful to the department of mathematics of Rutgers University for the kind of
hospitality during the preparation of the manuscript. We would like also
to thank Y. Pinchover and R. Pinsky for useful discussions.
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odinger semigroups: path
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odinger semigroups on L1 (RN ). Math. Z. 209, 511518, (1992).
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odinger equation on noncompact Riemannian manifolds. J. Sov. Math. 51, 23402349, (1990).
[9] A. Grigoryan: Analytic and geometric background of recurrence and
non-explosion of the brownian motion on Riemannian manifolds. Bull.
AMS, 36, 1352492, (1999).
[10] A. Grigoryan, W. Hansen: A Liouville property for Schr
odinger operators. Math. Ann. 312, 659716, (1998).
[11] M. Meier: Liouville theorem for nonlinear elliptic equations and systems. Manuscripta Mathematica, 29, 207228, (1979).
[12] J. Moser: On Harnacks theorem for elliptic differential equations.
Comm. Pure Appl.Math., 14, 577591, (1961).
[13] L. Moschini: New Liouville theorems for linear second order degenerate
elliptic equations in divergence form. Ann. Inst. H. Poincare Anal. Non
Lineaire 22, 1123, (2005).
[14] Y. Pinchover: On the equivalence of Green functions of second order elliptic equations in Rn . Diff. and Integral Equations 5, 481493,
(1992).
[15] Y. Pinchover: Maximum and anti-maximum principles and eigenfunctions estimates via perturbation theory of positive solutions of elliptic
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Schr
odinger operators. Preprint, (2006)
[19] M. Rigoli, A. Setti: A Liouville theorem for a class of superlinear
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1536, (2002).
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odinger semigroups. Bull. Am. Math. Soc. 7, 447-526,
(1982).
November 21, 2007
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FREE BOUNDARY PROBLEMS OF THE NONLINEAR

HEAT EQUATIONS COUPLED WITH THE
NAVIER-STOKES EQUATIONS
TAKESI FUKAO
General Education, Gifu National College of Technology,
2236-2 Kamimakuwa, Motosu-shi, Gifu, 501-0495 Japan
Abstract: In this paper, we consider the existence problem for two free boundary
problems of nonlinear heat equations coupled with the Navier-Stokes equations.
The first one is called the Stefan problem and the second one is called the phase field
equations. In both cases we determine the convective vector by the weak solution
of the Navier-Stokes equations in the unknown sub-domain. Firstly, we survey
an existence result of the weak solution which satisfies the variational formulation
of the Stefan problem, by approximation of the interface. Secondly, in the phase
field equations, by comparing with the above result we define an artificial interface
that is the level carve of the order parameter. In 2-dimensional case, it seems that
applying the Lp -theory of parabolic type we can obtain the weak solution for the
phase field equations coupled with the Navier-Stokes equations.
1. Solid-liquid phase transitions

We consider a material which has two physical phases, liquid and solid.
We are interested in the dynamics of their interface, taking account of a
convective flow of the material in the liquid. Our idea is to describe this
phenomenon by the second order partial differential equations, namely the
heat equation with convection governed by the Navier-Stokes equations
in the unknown liquid region. Our purpose is to show the existence of
some solutions for the initial and boundary value problem. The phase field
equations is one of the famous model which describes the solid-liquid phase
transition phenomena. This model has the strong relationship between the
Stefan problem which is also well-known as the effective model. About
the Stefan problem we have some result [10] from the stand point of the
practical situation, in which the convective vector is treated by the weak
supported
by a grant-in-aid for encouragement of young scientists (b) (no.18740095),
jsps.
67
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solutions of the Navier-Stokes equations in the liquid region. But we do not

know that the solution of the Stefan problem is smooth. So it is not easy
to guarantee the liquid region as the exact open set. On the other hand, in
the case of the prototype phase filed equations, it seems that we can gain
the regularity of the solutions by applying the Lp -theory of parabolic type.
We use the following notations: H := L2 (), Y := L4 (), V :=
1
H ()(:= W 1,2 ()), X := W 1,4 () with the usual norms, and Y , V
and X are the dual spaces of Y, V and X; we denote by h, iV ,V the duality pair between V and V . Especially H is a Hilbert space with standard
inner product (, )H and we have the following relations:X V , Y
H Y , V X , where , means that the imbedding is compact.
Moreover we use the following notations for vector valued function spaces:
4
2
D () := {z C
0 (); divz = 0 in }, H := L (), Y := L (),
2
4
1
V := H 1 (), X := W 1,4
(), where for N = 2 or 3, L (), L (), H ()
2
4
1,4
N
and W () are closures of D () in spaces L () := H , L () := Y N ,
H 1 () := V N and W 1,4 () := X N , respectively. They are equipped with
the usual product norms, and Y , V and X are the dual spaces of Y , V
and X; we denote by h, iV ,V the duality pair between V and V . We
see that H is a Hilbert space with the usual inner product (, )H and the
following relations hold: X V , Y H Y , V X .
2. Enthalpy formulation of the Stefan problem
For 0 < T < + and N = 2 or 3, RN be a bounded domain with
smooth boundary := such that is occupied by a material having
two phases of liquid and solid states; ` (t) (resp. s (t)) is the liquid (resp.
solid) region at time t, and these regions are separated by an unknown
interface S(t), namely := ` (t) S(t) s (t) for each t [0, T ]. Now we
denote by := (t, x) the temperature field, by v := v(t, x) the velocity of
the flow of material and by p` := p` (t, x) the pressure field. In the above
setting we consider the following problem (SP)
u
+ v u (u) = f
t
in Q := (0, T ) ,
v
+ (v )v v = (u)g p`
t
divv = 0 in Q` (u),
v=0
in Qs (u) S(u),
in Q` (u),
(2.1)
(2.2)
(2.3)
(2.4)
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69
(u)
+ n0 (u) = h,
n
u(0) = u0 ,
v = 0 on := (0, T ) ,
(2.5)
v(0) = v 0
(2.6)
in ,
where f , h, g, u0 and v 0 are given functions. n is the unit vector outward

normal to . n0 is a positive constant. The above problem (SP) stands
for the weak variational formulation of the classical Stefan problem, introducing a new parameter u, which is called the enthalpy, and a function
: R R defined by
if < 0,
if r < 0,
ks r
u := r [0, L] if = 0, (r) := 0
if 0 r L,
+L
if > 0,
k` (r L) if r > L,
where ks , k` and L are positive constants. It is most important that how to
define the unknown domains Q` (u), Qs (u) and S(u). For i = s, ` we define
[
[
Qi (u) :=
{t} i (t), S(u) :=
{t} S(t),
t(0,T )
where ` (t), s (t) and S(t) are

L
,
` (t) := x ; u(t, x) >
2
t(0,T )

L
s (t) := x ; u(t, x) <
,
2

L
.
S(t) := x ; u(t, x) =
2
It is easy to derive the following variational identity from (2.1), (2.5) and
(2.6):
Z T
Z T
Z T
0
h , uiV ,V dt +
((u) uv, )L2 () dt + n0
((u), )L2 () dt
0
Z
=
Z
(f, )H dt +
0
T
(h, )L2 () dt + (u0 , (0))H
for all W,
(2.7)
where W := { H 1 (Q); (T ) = 0}.

In the paper of Rodrigues [20], the well-posedness for the problem (2.7)
was treated, when the convective vector v is prescribed. Also the papers
of [11] gave the result for this problem in the case when the domain depends on time t. Recently Casella and Giangi [3] was treated the penalized
problem for (SP).
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Next we consider the Navier-Stokes equations in the liquid region. We

employ the standard framework for the Navier-Stokes equations. Accordingly, we define the bilinear functional a(, ) : V V R and trilinear
functional b(, , ) : V V V R by
N Z
N Z
X
X
uj wj
vj
a(u, w) :=
dx, b(u, v, w) :=
wj dx,
ui
x
x
xi
i
i
i,j=1
i,j=1
for all u, v, and w V . A weak variational formulation of Navier-Stokes
equations is described as follows:
Z T
Z T
Z T
0
( , v)H dt +
a(v, )dt +
b(v, v, )dt
0
Z
=
((u)g, )H dt + (v 0 , (0))H
for all W (u),
(2.8)
where

W (u) := L4 (0, T ; X); 0 L2 (0, T ; H), supp Q` (u), (T ) = 0 .
From the mathematical point of view it is extremely difficult to handle this
weak variational formulation of our problem (SP), especially (2.8) because
of the lack of regularity of the enthalpy u. In the paper [10], in order to
avoid this difficulty we replace the liquid region ` (t) and solid region s (t)
by their approximations

L
`, (t) := x ; ( u)(t, x) >
,
(2.9)
2
and

L
s, (t) := x ; ( u)(t, x) <
,
2
(2.10)
respectively, where := (x) is the usual -mollifier in R3 with respect

to the space variable x, and the class W (u) of test functions by
W (u)

:= L4 (0, T ; X); 0 L2 (0, T ; H), supp Q`, (u), (T ) = 0 ,
where for i = `, s
Qi, (u) :=
{t} i, (t).
t(0,T )
Now we introduce a class of weak solutions, which is a reasonable approximation to the original one, as follows:
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Definition 2.1. For a fixed > 0, the pair {u, v} of functions u L (Q)
and v L2 (Q) is called a weak solution of (SP) , if (D1)-(D3) are satisfied:
(D1) (u) L2 (0, T ; V ) L (Q) and u Cw (0, T ; H);
(D2) v L (0, T ; H) L2 (0, T ; V ), v is weakly continuous from [0, T ]
into H, and v = 0 a.e. on Qs, (u);
(D3) u and v satisfy (2.7) and (2.8) with W (u) replaced by W (u).
Theorem 2.1. [10] Assume f L (Q), g W 1, (), h L (),
u0 L () and v 0 H. Then, for each small positive number , there
exist at least one solution {u , v } of (SP) such that the following uniform
estimates in (0, 1]:
|u |L (Q) + |(u )|L2 (0,T ;L2 ()) R0
(2.11)
|v |L (0,T ;H) + |v |L2 (0,T ;V ) R1 ,
(2.12)
and
where R0 and R1 are positive constants which depend on |u0 |L () ,

|f |L (Q) , and |h|L () independent of (0, 1].
As to the limit of solutions {u , v } we have the following result.
Theorem 2.2. [10] Under the same assumption of Proposition 2.1, let
{u , v }>0 be the family of approximate solutions constructed by Proposition 2.1. Then there exists a sequence {n } of positive numbers with n 0
(as n +) such that un := un u weakly in L2 (Q) and v n := v n v
weakly in L2 (0, T ; V ). Moreover u and v satisfy (2.7).
Remark 2.1. As to the vector function v obtained in theorem 2.2 as a limit
of {v n }, it is not clear whether v is a solution of the variational form (2.8)
of the Navier-Stokes equations, because the class W (u) of test functions
for the limit u of {un } is not able to be defined without the regularity of u.
3. Phase field equations with convection
The system of the phase field equations is also well-known that describes the
solid-liquid phase transition phenomena. Mathematically, the Boussinesq
system, namely the system of a heat equation and the Naiver-Stokes equations has been studied in many papers, Foias, Manley, and Temam [7], Mo
rimoto [18], Inoue and Otani
[14], Diaz and Galiano [5], Lorca and Boldrini
[17], Fukao and Kubo [12] and so on. In the paper of Planas and Boldrini
[19] the existence problem for the free boundary problem of the phase field
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72
type was treated, where the domain was separated to three regions; pure
solid, pure liquid, and mushy region. And they consider the Navier-Stokes
equations in the not solid regions. The Carman-Kozeny penalty term has
an important role from the physical view point. In this paper, the different
interpretation of the domain are considered. We separate the region by an
artificial interface. Such a model is well-known as the enthalpy formulation
of the Stefan problem. However, from the Remark 2.1, there is the difficulty
of the free boundary problem because of the lack of regularity of the weak
solution of the Stefan problem. Namely, if we admit an artificial interface
that is defined by the order parameter, then we can treat the Navier-Stokes
equations without the approximation of the interface.
Hereafter let N = 2. We consider the following system (PF):
+ v +
+ v = f
t
t
+ v + 3 =
t
v
+ (v )v v = g p`
t
divv = 0
in Q,
in Q,
(3.2)
in Q` (),
(3.3)
in Q` (),
(3.4)
v = 0 in Qs () S(),
= 0,
n
= 0,
n
(0) = 0 ,
v=0
(0) = 0 ,
(3.1)
(3.5)
on := (0, T ) ,
v(0) = v 0
in ,
(3.6)
(3.7)
where 0 and 0 are given functions. It is most important that how to

define the unknown domains Q` (), Qs () and S(). For i = s, ` we define
[
[
Qi () :=
{t} i (t), S() :=
{t} S(t),
t(0,T )
t(0,T )
where ` (t) and s (t) are determined by the artificial interface between
solid and liquid as follows:
` (t) := {x ; (t, x) > 0},
s (t) := {x ; (t, x) < 0},
S(t) := {x ; (t, x) = 0}.
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We use the notation:

Wp := Wp2,1 (Q) :=

u u
2u
u Lp (Q);
,
,
Lp (Q) .
t xi xi xj
Then W3 , C(Q), see Ladyzenskaja, Solonnikov, and Uralceva [[16], p.80].

Put u+ := max{0, u}, u := max{0, u}. Under these settings, we define
our solution.
Definition 3.1. The triplet {, , v} L2 (Q) C(Q) L2 (Q) is called a
solution of our system (PF) if there exist sequences of functions { , }
L (0, T ; H) L2 (0, T ; V ) W3 and {v } L (0, T ; H) L2 (0, T ; V ) such
that they are approximate solutions for (PF) in the following variational
sense of (3.1)
Z T
Z T
Z T
h 0 , + iV ,V dt
(( + )v , )L2 () dt+
( , )L2 () dt
0
Z
=
for all W,
(f, )H dt + (0 + 0 , (0))H
(3.8)
where W := { L2 (0, T ; V ); 0 L2 (0, T ; V ), (T ) = 0}, and of (3.3),

(3.4)
Z
Z T
Z T
Z T
1 T
( v , )H dt
( 0 , v iV ,V dt+ a(v , )dt+ b(v , v , )dt+

0
0
0
0
Z
=
( g, )H dt + (v 0 , (0))H
for all W ,
(3.9)
where W := { L2 (0, T ; V ); 0 L2 (0, T ; V ), (T ) = 0}, and then

weakly in L2 (0, T ; V ),
in L2 (0, T ; H),
weakly in L2 (0, T ; V ), and uniformly in Q,

v v
v v
weakly in L2 (0, T ; V ),
in L2loc (Q` ())
as 0.
(3.10)
(3.11)
(3.12)
(3.13)
(3.14)
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74
As well, there exist positive constants M1 , M2 , M3 , M4 , and M5 independent of such that

| |L (0,T ;H) + | |L2 (0,T ;V ) M1 := M1 (|f |L2 (Q) , |0 |H , |0 |H ),
(3.15)
| |L2 (0,T ;V ) M1 ,
(3.16)
| |L (Q) M2 := M2 (M1 , |0 |L () , ||),
(3.17)
|v |L (0,T ;H) + |v |L2 (0,T ;V ) M3 := M3 (M1 , |v 0 |H ),

Z
0
|v | dxdt M3 ,
(3.18)
(3.19)
| |W3 M4 := M4 (M2 , M3 , |0 |W 4/3,3 () ).
(3.20)
|0 |L2 (0,T ;V ) M5 := M5 (M1 , M3 , M4 , |f |L2 (Q) ).
(3.21)
To obtain a strong estimate with respect to W3 we completely imitate the

result of Planas and Boldrini by Lp -theory of parabolic type, see Planas
and Boldrini [[19], Theorem 2], essential due to Hoffman and Jang [13].
By virtue of Aubins compactness theorem, see Simon [21], with estimates
(3.15), (3.21), and the imbedding W3 , C(Q) with the estimate (3.20),
there exist some subsequence for > 0, which we also denote by { , }
for simplicity, and functions L (0, T ; H) L2 (0, T ; V ) and W3
such that the convergences (3.10), (3.11), and (3.12) hold. Here for any
s1 , s2 [0, T ] and any with (s1 , s2 ) Q` (), applying the
method of the compact cylinder essentially due to Fujita and Sauer [8], we
have the following estimate:
Lemma 3.1. For any sufficiently small > 0 there exists a positive constant M6 independent of such that
|v 0 |L2 (s1 ,s2 ;H 1 () ) M6 := M6 (M1 , M3 , |g|W 1, () ).
(3.22)
Proof. From the equation (3.9) taking the test function W with
supp (s1 , s2 ) Q` (). Then from the uniform convergence (3.12)
we see that there exists a small > 0 such that supp Q` ( ) for all
with 0 < < , namely
= 0 on . So we have the following estimate
Z s2
hv 0 , iH 1 () ,H 1 () dt
s1
M3 ||L2 (s1 ,s2 ;V ) + M34 ||L2 (s1 ,s2 ;V ) + 2M1 |g|W 1, () ||L2 (s1 ,s2 ;H) .
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75
Thus M6 := M3 + M34 + 2M1 |g|W 1, () .

The estimate (3.18) implies that there exists some subsequence for > 0,
which we also denote by {v } for simplicity, and a function v such that
the convergence (3.13) holds. Define the set V () is the the closure
of {u C (); divu = 0} with respect to V . Then the relation V
V () , L2 () , H 1 () holds. Now we have |v |L2 (s1 ,s2 ;V ()) M2
and (3.22). So Aubins compactness theorem implies that v v in
L2 (s1 , s2 ; L2 ()) as 0. Noting that this is valid for every relatively
compact and open cylindrical subdomain of the form (s1 , s2 ) in Q` (),
we conclude (3.14), since any compact subset of Q` () can be covered by a
finite number of subdomains of the form (s1 , s2 ) . Finally, the estimate
(3.19) implies that |v|2 = 0 a.e. in Q, namely v = 0 a.e. on Qs ().
Thus we see that , , and v satisfies the Definition 3.1. So we can see
that if we assume f L2 (Q), g W 1, (), 0 H, 0 W 4/3,3 () with
0 /n = 0 on , and v 0 H, see Planas and Boldrini [[19], Theorem 2].
Then, there exists at least one solution {, , v} for our system (PF).
References
[1] J. P. Aubin, Un theor`eme de compacite. C. R. Acad. Sci. Paris, 256(1963),
50425044.
[2] G. Caginalp, An analysis of a phase field model of a free boundary, Arch.
Rat. Mech. Anal., 92(1986), 205-245.
[3] E. Casella and M. Giangi, An analytical and numerical study of the Stefan
problem with convection by means of an enthalpy method, Math. Methods
Appl. Sci., 24(2001), 623639.
[4] A. Damlamian, N. Kenmochi, and N. Sato, Phase field equations with
constraints, pp.391404 in Nonlinear Mathematical Problems in Industry,
GAKUTO Internat. Ser. Math. Sci. Appl., Vol.2, Gakk
otosho, Tokyo, 1993.
[5] J. I. Diaz and G. Galiano, Existence and uniqueness of solutions of the
Boussinesq system with nonlinear thermal diffusion, Topol. Methods Nonlinear Anal., 11(1998), 5982.
[6] G. J. Fix, Phase field methods for free boundary problems, pp 580589
in Free Boundary Problems: Theory and Applications, Pitman Rese. Notes
Math. Ser., Vol.79, Longman, London, 1983.
[7] C. Foias, O. Manley and R. Temam, Attractors for the Benard problem:
existence and physical bounds on their fractal dimension, Nonlinear Anal.
11(1987), 939967.
[8] H. Fujita and N. Sauer, On existence of weak solutions of the Navier-Stokes
equations in regions with moving boundaries, J. Fac. Sci., Univ. Tokyo., Sec.
IA. Math., 17(1970), 403420.
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[9] T. Fukao, Free boundary problem for phase field equations and Navier-Stokes
equations without the Carman-Kozeny penalty, preprint.
[10] T. Fukao and N. Kenmochi, Stefan problems with convection governed by
Navier-Stokes equations, Adv. Math. Sci. Appl., 15(2005), 2948.
[11] T. Fukao, N. Kenmochi and I. Pawlow, Stefan problems in non-cylindrical
domains arising in Czochralski process of crystal growth, Control Cybernet.,
32(2003), 201221.
[12] T. Fukao and M. Kubo, Nonlinear degenerate parabolic equations for a thermohydraulic model. to appear in Discrete and Continuous Dynamical Systems, Supplement Volume 2007.
[13] K.-H. Hoffman and L. Jiang, Optimal control of a phase filed model for
solidification, Numer. Funct. Anal. Optim. 13(1992), 1127.
[14] H. Inoue and M. Otani,

Strong solutions of initial boundary value problems
for heat convection equations in noncylindrical domains, Nonlinear Anal.,
24(1995), 10611090.
[15] N. Kenmochi, Solvability of nonlinear evolution equations with timedependent constraints and applications, Bull. Fac. Edu., Chiba Univ.,
30(1981), 187.
[16] O. A. Ladyzenskaja, V. A. Solonnikov and N. N. Uralceva, Linear and quasilinear equations of parabolic type, Translations of Mathematical Monographs,
Vol.23, Amer. Math. Soc., 1968.
[17] S. A. Lorca and J. L. Boldrini, The initial value problem for a generalized
Boussinesq model, Nonlinear Anal., 36(1999), 457480.
[18] H. Morimoto, Nonstationary Boussinesq equations. J. Fac. Sci., Univ.
Tokyo., Sec. IA. Math., 39(1992), 6175.
[19] G. Planas and J. L. Boldrini, A bidimensional phase-field model with convection for change phase of an alloy, J. Math. Anal. Appl. 303(2005), 669687,
[20] J. F. Rodrigues, Variational methods in the Stefan problem, pp.147212 in
Phase Transitions and Hysteresis, Lecture Notes Math., Vol.1584, SpringerVerlag, 1994.
[21] J. Simon, Compact sets in the spaces Lp (0, T ; B), Ann. Mate. Pura. Appl.,
146 (1987), 6596.
[22] R. Temam, Navier-Stokes equations, Theory and numerical analysis, 3rd
edition, Studies in Mathematics and its Applications, Vol.2, North Holland
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auser, Boston, 1996.
November 26, 2007
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Blowupfor
BLOW-UP AT SPACE INFINITY FOR NONLINEAR

HEAT EQUATIONS
YOSHIKAZU GIGA, YUKIHIRO SEKI AND NORIAKI UMEDA

Graduate School of Mathematical Sciences, University of Tokyo, 3-8-1 Komaba,
Meguro-ku Tokyo 153-8914, Japan
1. Introduction
This is a survey paper on blow-up phenemena at space infinity for nonlinear
heat equations. We are interested in a blow-up problem of the Cauchy
problem for nonlinear heat equations

ut = u + f (u), x RN , t > 0,
(1.1)
u(x, 0) = u0 (x), x RN .
Here the nonlinear term f and initial data u0 are assumed to satisfy the
following conditions;
f is a locally Lipschitz continuous function in [0, ) and
Z
d
fulfills f () > 0 for > 0 and
< ;
f
()
1
(A1)
u0 is a nonnegative bounded continuous function in RN .
(A2)
The last condition of (A1) forces f to grow superlinearly at infinity.

A nonlinear evolution equation may have a unique local-in-time solution
in a suitable function space and it can be extend as a solution together with
evolution of time so long as it belongs to the function space. However, in
general, the Cauchy problem is not solvable globally in time; a solution
may blow up in finite time. That is, there may exist a finite time T <
such that the solution ceases to exist in the function space at the time
T . This phenomenon is called blow-up in finite time and we call such
a time T blow-up time. The Cauchy problem (1.1) has a unique localin-time solution u = u(, t) in L (RN ) for any nonnegative initial data
u0 L (RN ). However, it may blow up in finite time. For instance, if the
initial data does not decrease at space infinity, the solution of (1.1) does
77
November 26, 2007
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78
blow up in finite time. We are interested in the blow-up times of solutions

and detailed behavior of solutions at the blow-up times. In particular, we
discuss solutions which blow up at space infinity as we will state later.
2. Various Concepts
Let u be a blow-up solution to the problem (1.1) with initial data u0 . The
notation k k stands for usual sup norm in RN . By a blow-up time, we
mean
tb (u0 ) := sup{ > 0 ; u(, t) is bounded in RN ( i.e. ku(t)k < )
for 0 < t < }.
If tb (u0 ) < , the solution cannot live in L (RN ) beyond the time tb (u0 ).
Therefore it does hold that ku(t)k as t % tb (u0 ). A point in RN
where u is not locally bounded is called a blow-up point. The blow-up set
of u is defined as the set of all blow-up points. Many researchers have tried
to characterize blow-up sets. There is a huge literature on this topic. Notice that a blow-up set may possibly be empty even if a finite time blow-up
occurs. We are just going to discuss such phenomena. We define blow-up
at space infinity as follows:
Definition 2.1. A solution u of (1.1) with blow-up time tb (u0 ) <
is said to blow up at space infinity if there exists a sequence {(xn , tn )}
RN (0, tb (u0 )) such that
|xn | , tn % tb (u0 ) and u(xn , tn ) .
We define TM = tb (M ) with M = ku0 k , which coincides with the blowup time of the solution vM (t) of the corresponding problem for ordinally
differential equation;
0
v = f (v), t > 0,
(2.1)
v(0) = M.
It is easily seen that a unique solution to (2.1) exists and it is expressed as
Z
d
1
,
(2.2)
vM (t) = G (TM t)
with G(v) =
f
()
v
where G1 is the inverse function of G. Clearly, TM = G(M ). For example,
if f (u) = up , (p > 1) then vM (t) = (TM t)1/(p1) with = (p1)(p1)
and TM = (p 1)1 M p+1 and if f (u) = eu , then vM (t) = log(TM t)
with TM = eM . By the comparison principle, we have ku(, t)k vM (t)
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for any solution u to the problem (1.1). Thus, in general, tb (u0 ) TM .

Definition 2.2. Let u0 belong to L (RN ) and set M = ku0 k . A
solution u to the problem (1.1) with initial data u0 is said to blow up at
minimal blow-up time or the least (possible) blow-up time provided that
tb (u0 ) = TM .
By definition and the strong maximum principle ([12]), one is able to show
that a solution with minimal blow-up time necessarily blows up at space
infinity:
Theorem 2.3. Assume (A1) and (A2). Suppose that a solution u of
(1.1) with initial data u0 blows up at minimal blow-up time. Then
ku(, t)k = lim sup u(x, t) = vM (t) in [0, TM ).
R |x|R
Hence, in particular, the initial data u0 should satisfy

lim sup u0 (x) = M.
R |x|R
(2.3)
Moreover, the solution u blows up at space infinity. Namely, there exists a

sequence {(xn , tn )} RN (0, TM ) such that
|xn | , tn % TM and u(xn , tn ) as n .
Corollary 2.4. Assume the same hypotheses with Theorem 2.3. Then
there exists a direction S N 1 , where S N 1 is (N 1)-dimensional
unit sphere, such that
xn(k)
lim
=
k |xn(k) |
for some subsequence {(xn(k) , tn(k) )} {(xn , tn )}.
The proofs of these results are due to [14]. We give a sketch of the proofs
in section 4.
Remark 2.5. Condition (2.3) is not sufficient to raise a blow-up at space
infinity. We will introduce some necessary and sufficient conditions on initial data for a solution to blow up at space infinity at minimal blow-up
time.
Definition 2.6. Let u be a blow-up solution to the problem (1.1). A
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direction S N 1 is said to be a blow-up direction of u if there exists

a sequence {(xn , tn )} RN (0, tb (u0 )) such that
xn
|xn | ,
, tn % tb (u0 ) and u(xn , tn ) as n .
|xn |
If the solution has at least one blow-up direction, we say that directional
blow-up arises. Corollary 2.4 asserts that if the solution of (1.1) blows up at
minimal blow-up time, then directional blow-up does occur. If a direction
S N 1 is not a blow-up direction, we call it non-blow-up direction. Our
interests are characterizing blow-up set and blow-up directions by behavior
of initial data.
Blow-up problems for nonlinear parabolic equations have been studied
for a long time. However, many researchers consider the Cauchy problem
only with initial data which decay at space infinity or the Dirichlet problem
in a bounded domain. Blow-up at space infinity does not occur for such
problems. Only a few researchers studied blow-up at space infinity as far as
we know. Let us recall a few results concerning blow-up at space infinity.
The first result in this topic is due to Lacey [10]. He considered the
Cauchy-Dirichlet problem in one-dimensional half line;
ut = u + f (u), in (0, ) (0, T ),

(2.4)
u(0, t) = 1, t (0, T ),
u(x, 0) = u0 (x), in (0, )

and proved that the solution blows up only at space infinity.
Giga and Umeda [6] considered the Cauchy problem for equation (1.1)
with f (u) = up (p > 1) in higher dimension. Assuming lim|x| u0 (x) =
ku0 k and u0 6 ku0 k , they proved that the solution blows up at minimal
blow-up time and blow-up occurs only at space infinity. They ([7, 8]) dealt
with the Cauchy problem (1.1) with general nonlinear term f satisfying
condition (GU). They weakened condition on initial data, which leads to a
refinement sufficient condition for blow-up at space infinity and discussed
directional blow-up. They characterized blow-up directions according to the
behavior of the mean value of u0 on ball. Although they also deal with signchanging solutions, we discuss only nonnegative solutions for simplicity.
Seki, Suzuki and Umeda [14] not only generalized the results of [7] to
degenerate quasilinear parabolic equations ut = (u) + f (u) but also gave
necessary and sufficient conditions for a solution to blow up at minimal
blow-up time and conditions for a direction to be a blow-up direction. The
equation is a generalization of porus medium equation with reaction term;
ut = um + f (u) with m 1. Moreover, the nonlinear term f can be
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taken from very wide class of functions. For example, when m = 1, f (u) =
(1 + u){log(1 + u)} with > 2 is allowed in [14]. One of the author
obtained the same results for a quasilinear parabolic equation which is a
generalization of fast diffusion equation ut = um + f (u) with 0 < m < 1
in [13], although the assumption of f is a little stronger than [14].
This note is organized as follows. We introduce typical results in the
next section and show main ideas of their proofs in 4. In the final section
we show, as applications of their results, some examples of directional blowup, such as a solution which has a single blow-up direction and a solution
whose set of blow-up directions coincides with arbitrary given closed set in
S N 1 . We also prove the solution does not blow up at minimal blow-up
time if the initial data is an almost periodic function.
3. Typical results
R
We set (x) = ( RN e|y| dy)1 e|x| . The mean value function of u0 with
weight is defined by
Z
A (x; u0 ) =
(y x)u0 (y)dy,
RN
which plays significant roles. For a direction RN , we consider some

conditions on u0 for to be a blow-up direction.
There exists a sequence {xn } RN such that
|xn | ,
xn
and A (xn ; u0 ) ku0 k .
|xn |
(A3 )
Definition 3.1. Let u0 be a bounded continuous function in RN and set

M := ku0 k . A direction S N 1 is said to be a direction of mean
convergence of u0 (to M ) if condition (A3 ) is satisfied for .
Actually, condition (A3 ) can be converted to the equivalent conditions
not invoking the weight . Namely, there are some equivalent conditions
for to be a direction of mean convergence of u0 :
|xn | ,
xn
and u0 (x + xn ) ku0 k a.e. in RN as n .
|xn |
(A4 )
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There exists a sequence {xn } RN such that, for each R > 0,

1
xn
and
|xn | ,
|xn |
|BR |
There exists a sequence {xn } R

as n ) such that
|xn | ,
xn
and
|xn |
u0 (x)dx ku0 k as n .
BR (xn )
(A5 )
and a sequence {Rn } (Rn > 1, Rn
1
r[1,Rn ] |Br |
Z
u0 (x)dx ku0 k as n .
inf
Br (xn )
(A6,{Rn } )
Here and hereafter, BR (a) denotes a N -dimensional open ball with radius
R > 0 centered at a RN and BR = BR (0). We refer to [14] for the proof
of the equivalence.
Theorem 3.2. Assume (A1) and (A2). Let M = ku0 k and let S N 1
be a direction of mean convergence of u0 . Then u blows up at minimal
blow-up time and is a blow-up direction. Moreover, for each R > 0,
lim
sup
n xB (x )
n
R
|u(x, t) vM (t)| = 0.
(3.1)
The convergence is uniform on every compact subset of interval (0, TM ).

If we assume a certain growth condition on nonlinear term f , we are able
to show that the blow-up set is empty unless the initial data is constant,
and completely characterize blow-up directions (at minimal blow-up time)
by behavior of initial data. Moreover, we are able to obtain a necessary
and sufficient condition on initial data for a solution to blow up at minimal
blow-up time. The following condition is equivalent to the condition (B) in
[8]:
There exist constants 0 > 0 and p > 1 such that
f ()
is nondecreasing for 0 .
p
(GU )
This condition means that f grows faster more than polynomial growth.
So far, the next condition is the weakest assumption to show these
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results, although it looks more complicated.

There exist C 2 (0, ), c > 0 and 1 0 such that
() > 0, 0 () 0 and 00 () 0 for 1 ;
Z
d
< ;
()
1
f 0 ()() f ()0 () c()0 ()
(F M )
for 1 .
This kind of condition was originally introduced by Friedman and

McLeod [5] to show that, what is called, a single-point blow-up does occur for bell shaped radially decreasing initial data u0 and it has been
re-formulated into weaker version by Fujita and Chen [4] and Chen [1].
One can also find a quasilinear version of this condition in Mochizuki and
Suzuki [11].
Theorem 3.3. Assume (A1), (A2) and (GU ) (or (F M )). Let u be a
solution of (1.1) with initial data u0 which has minimal blow-up time.
Then the following hold:
(i) If the initial data u0 is not a constant, then the solution u blows up
only at space infinity, that is, its blow-up set is empty.
(ii) A direction is a blow-up direction of u if and only if it is a direction of
mean convergence of u0 .
Combining Corollary 2.4 and Theorem 3.3, we obtain necessary and sufficient conditions for a solution of (1.1) blows up at minimal blow-up time.
Theorem 3.4. Assume (A1), (A2) and (GU ) (or (F M )). Suppose that
u0 6 0. Then a solution u of (1.1) blows up at minimal blow-up time if and
only if the initial data u0 has at least one direction of mean convergence.
Corollary 3.5. Assume the same hypotheses with Theorem 3.4. Let u
be a solution of (1.1).Then u blows up at minimal blow-up time if and only
if one of the following two conditions for initial data u0 holds:
|xn | and u0 (x + xn ) ku0 k a.e. in RN as n ;
sup A (x; u0 ) = ku0 k .
xRN
(3.2)
(3.3)
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Remark 3.6. Giga and Umeda [7] first showed two sufficient conditions
on initial data for S N 1 to be a blow-up direction or non-blow-up
direction, respectively and proved that every direction satisfies each of the
conditions by a supplementary argument. On the other hand, Seki, Suzuki
and Umeda [14] established the formulation of Theorem 3.3(ii) via entirely
different approach, adopting a regularizing argument (see Lemma 4.1.2).
As above mentioned, their assumption on initial data is equivalent to that
of Giga and Umeda [7]. Thus, one is also able to prove Theorem 3.3(ii) by
Giga and Umedas approach if one uses the regularizing argument.
4. Ideas of proofs
The proof of Theorem 2.3. The assertion is clear if u0 (x) M = ku0 k .
Thus we may assume that u0 (x) 6 M . Let u be a solution of (1.1) with
minimal blow-up time TM . Contrary to the conclusion, assume that there
were t1 [0, TM ) for which
lim sup u(x, t1 ) < vM (t1 ).
R |x|R
(4.1)
If t1 6= 0, then we see L := supxRN u(x, t1 ) < vM (t1 ) in view of (4.1)

and the strong maximum principle ([12]). A comparison argument gives
u(x, t) vL (t t1 ) in [t1 , t1 + TL ), where vL is the solution of (2.2) with
initial data L replacing M and TL = tb (L). Then we see tb (u0 ) t1 + TL >
TM , which contradicts the assumption that u blows up at minimal blow-up
time TM , that is, tb (u0 ) = TM .
As for the case t1 = 0, we take a radially symmetric, radially nonincreasing and continuous function w0 (x) in RN satisfying u0 (x) w0 (x) M in
RN . Then the solution w of (1.1) with initial data w0 is radially symmetric and radially nonincreasing, and blows up at minimal blow-up time TM .
Then we reach a contradiction in the same way as the case t1 > 0. 2
The proof of Theorem 3.2. Let u (or v) be a supersolution (or subsolution) of (1.1) in RN (0, TM ) satisfying u, v M in RN [0, T ) for some
M > 0. Denote by K the Lipschitz constant of function f on [0, M ]. Then
there is an increasing function CK,M (t) such that for 0 < t < T ,
Z
Z
[v(x, t) u(x, t)]+ (x)dx CK,M (t)
[v(x, 0) u(x, 0)]+ (x)dx
RN
RN
([14] ). For a sequence {xn } satisfying (A3 ), we set un (x, t) := u(x + xn , t)
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and substitute u = un together with v = vM . Then we have

Z
{vM (t)un (x, t)}(x)dx CK,M (t){M A (xn ; u0 )} 0
as n .
RN
On the other hand, for each (0, TM ), we see that u(, ) BC 1 (RN ),
that is, u(, ) is bounded and continuous in RN up to the first derivative.
Thus,
{un } is uniformly bounded and equicontinuous in BR [, TM ]
for every R > 0. Therefore, we are able to extract a subsequence {un0 }
such that {un0 } converges locally uniformly to some continuous function w
by virtue of Ascoli-Arzela theorem. Consequently, we obtain
Z
|vM (t) w(x, t)|(x)dx = 0, t (0, TM ).
BR
Namely, w = vM . Since the limit is independent of the choice of a subsequence, we conclude un vM . Thus, (3.1) holds and is a blow-up
direction. 2
Remark 4.0.1. Theorem 3.2 can be proved even for degenerate quasilinear parabolic equations of the form ut = (u) + f (u) ([14]). For that
case, we employ the results on modulus of continuity due to DiBenedetto
(Lemma 5.2 of [3]) in order to get equicontinuity of {un }.
We present two different procedures to show Theorem 3.3. It is Theorem
3.3(i) that is a basic result in both approaches. The first one is a semilinear version of [14], which comes from the method originally introduced by
Friedman and McLeod [5] to show that a single-point blow-up does occur
for bell shaped radially decreasing initial data. This is valid for a very
wide class of nonlinear term f , such as f (u) = (u + 1){log(u + 1)} with
> 2. The second one relies on a certain non-blow-up criterion around a
given point. It was established by Giga and Kohn (Theorem 2.1 of [9]) for
differential inequality ut u K(1 + |u|)p , (K > 0, p > 1). Our criterion
is its direct extension for equations of (1.1) with general nonlinear term f
satisfying a certain growth condition. Although it does not allow so wide
class of nonlinear term as in the first one, this approach has superiority
that it is applicable even to general semilinear parabolic equation whose
linear part has variable coefficients and to vector valued equations.
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4.1. The proof of Theorem 3.3 (Part 1)

By the strong maximum principle, we have u(x, t) < vM (t) in RN (0, TM ).
Take t1 (0, TM ) and fix it. Let R be a positive number and let
w0 C 2 (BR ) be a radially symmetric and radially nondecreasing function satisfying u(x, t1 ) w0 (x) vM (t1 ), w0 (x) = vM (t1 ) for |x| = R and
w0 + f (w0 ) 0 in BR . Denote by w the solution to the problem
wt = w + f (w), in BR (t1 , TM ),
(4.2)
w = vM (t), on BR (t1 , TM ),
w(x, t1 ) = w0 (x), in BR .
Lemma 4.1.1. Assume (A1), (A2) and condition (F M ). Then for any
compact subset BR ,
sup
w(x, t) < .
(x,t)(,TM )
Proof. We only use well-known technique which has been used in the study
of blow-up sets since it was developed by [5] to show a single-point blow-up
phenomenon. See Proposition 2.6 of [14] for detail. 2
If A (0; u(t1 )) L for some L < M , there is a point z RN such that
u(z, t1 ) L0 for some L0 (L, M ). We consider the solution w to the
problem (4.2) as a supersolution of (1.1). In order to construct a function
w0 (x) as used in (4.2) independently of z, we make use of equicontinuity of
the solution u or a result on modulus of continuity (Lemma 5.2 of [3]). As
a result, for any L00 (L0 , M ) there exists r0 > 0 not depending on z such
that u(x, t1 ) L00 , for |x z| < r0 . Using Lemma 4.1.1 with sufficiently
large R > 0, we are able to show the following lemma:
Lemma 4.1.2. Assume (A1), (A2) and condition (F M ). If A (0; u0 ) L
for some L < M := ku0 k , then there exists a constant CM,L such that
u(0, t) CM,L
for t (0, TM ).
The proof of Theorem 3.3. The statement of Theorem 3.3(i) is immediate

consequence of Lemma 4.1.1. Indeed, we are able to construct, locally in
RN , a supersolultion of (1.1) having no blow-up points, taking R > 0 large
enough. We shall prove (ii) of Theorem 3.3. We have only to show that if
u0 does not satisfy (A3 ), then cannot be a blow-up direction. Assume
that (A3 ) does not hold for some S N 1 . Then there exists an open
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neighborhood D of such that

sup A (x; u0 ) L < M.
x/|x|D
For z RN such that z/|z| D, set uz (x, t) := u(x + z, t). Application of

Lemma 4.1.2 to uz implies
uz (0, t) = u(z, t) CM,L
for t (0, TM ).
Since CM,L is independent of z, we see, with the aid of Lemma 4.1.2, that
is a non-blow-up direction. 2
4.2. The proof of Theorem 3.3 (Part 2)
We first establish a criterion to see whether a point in RN is a non-blow-up
point. Its prototype is found in Giga and Kohn (Theorem 2.1 of [9]).
Lemma 4.2.1. Assume (A1), (A2) and condition (GU ). Let p be the
constant appearing in the condition (GU ) and let a be a point in RN .
Then there exists a constant 0 (0, 1] having the following property:
(i) Suppose that 1 0 and (0, TM ),
u(x, t) vM (t),
for (x, t) Br (a) (, TM ),
(4.3)
and u solves the equation (1.1) in Br (a)(0, TM ), then u is locally bounded

around the point a at t = TM .
(ii) Suppose that p > 3. Then the statement of (i) holds true with 0 = 1.
Remark 4.2.2. This result is stated in Theorem 3.7 of [7]. However,
there is a flaw in their proof. Indeed, we have to divide the argument into
three cases according to the value of p, where p is the constant appearing
in the condition (GU ). Unfortunately, the argument in Theorem 3.7 of [7]
works only for the case 1 < p < 3. However, the proof is completed by
reduction to the case p 3. We take the opportunity to correct the proof.
The proof of Lemma 4.2.1. Translating the coordinates in space variables and by scaling, we may assume, without loss of generality, that
a = 0 and r = 1. In the proof we denote by C a generic positive
constant possibly changing from line to line. Consider a cutoff function
C0 (B1 ) satisfying 0 1 and 1 on B1/2 . The function
w(t) = w(x, t) := (x)u(x, t) satisfies equation
wt = w g(x, t) + (x)f (u),
in B1 (0, TM ),
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where g(x, t) = 2 (u) u. Then the representation formula of

solutions gives us
Z t
w(t) = e(t ) w( ) +
e(ts) (g(s) + f (u(s)))ds,
where {et }t0 is the heat semigroup in B1 with Dirichlet boundary condition. Using the L -L estimates, we have
ke(ts) g(s)kL (B1 ) C(t s)1/2 ku(s)kL (B1 ) .
Thus we obtain
Z
kw(t)kL (B1 ) kw( )kL (B1 ) +

C(t s)1/2 ku(s)kL (B1 ) ds
Z t
f (u(s))

ds.
(4.4)
+
kw(s)kL (B1 )

u(s)
L (B1 )
(In [7], estimating the integrand of the last term of (4.4) as (4.5) below,
they use the Gronwall type inequality (Lemma 2.3 of [9]). However, since
the integrand of the middle term of (4.4) has a singularity, the assumption
of the lemma does not satisfied.)
By condition (GU ) and (2.2), it is easily seen that vM (t) C(TM
t)1/(p1) . There are three cases to consider according to the value of p.
The first case is p > 3. The integrand of the second term is bounded by
C(t s)1/2 (TM s)1/(p1) , so that its integral with respect to s over
interval [, t] is bounded by a constant when p > 3. Since 7 f ()/ is
nondecreasing by condition (GU ), it follows from assumption (4.3) that
Z t
Z t

f (vM (s))
f (u(s))
p1
ds
ds.
(4.5)

u(s)
vM (s)
L
(B
)
1
Therefore usual Gronwalls inequality implies

Z t f (u(s))

p1

kw(t)kL (B1 ) C exp
ds CvM (t) .

u(s) L (B1 )
Hence we obtain
u(x, t) CvM (t)
in B1/2 (, TM ).
(4.6)
since 1 on B1/2 . We repeat this manipulation again together with

C0 (B1/2 ) satisfying 0 1 and 1 on B1/4 . Then we obtain
Z t f (u(s))

u(x, t) C + exp
ds in B1/4 (, TM ).

u(s) L (B1/2 )
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On the other hand, it follows from condition (GU ) that

f () p f ()
for 0 < < 1, 1 0 .
(4.7)
From (4.6) and (4.7), we see

Z t
Z t

f (CvM (s) )
f (u(s))
ds
ds

u(s) L (B1/2 )
vM (s)
Z t
Z vM (t)
C
vM (s)p(1) f (vM (s))ds = C
v p(1) dv C(M, p, , ).
vM ( )
Thus we have proved a local boundedness of u; u(x, t) C in B1/4 (, TM ).

The proof of the local boundedness is almost the same for the case p = 3
although it is more involved.
We shall consider the case 1 < p < 3. This case is more difficult to
prove than the case p 3. We shall return to the estimate (4.4). In this
case, an elementary calculation yields
Z t
(t s)1/2 ku(s)kL (B1 ) ds C(N, p)(TM t)1/21/(p1)
Z t
C(N, p)
(TM )1/21/(p1) d
(see Lemma 2.2 of [9] for detail). We write = p1 for simplicity of

notation. Using the Gronwall type inequality (Lemma 2.3 of [9]), we obtain
kw(t)kL (B1 )
Z t
h
kw( )kL (B1 ) + C(N, p)
(TM )1/21/(p1)
Z f (v()) i
n Z t f (v(s)) o
exp
d d exp
ds
v()
v(s)
Z t
h
i
C(M, N, p, ) v( ) +
(TM )1/2(1)/(p1) d (TM t)/(p1)
C(M, N, p, )(TM t)1/21/(p1)
provided that is chosen so that 1/2 (1 )/(p

1) < 0. It follows that
u(x, t) C(M, N, p, )(TM t)1/21/(p1) in B1/2 (, TM ).
We iterate this argument finitely many times. Take the smallest integer k
such that k > 1/(p 1). After k steps later, we have
u(x, t) Ck (M, N, p, )(TM t)1/2(p1)
in B2k (, TM ),
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and then u(x, t) Ck+1 (M, N, p, )(TM t)/(p1) in B2k1 (, TM ).

We argue similarly to the case p 3, so that we get a bound; u(x, t) C
in B2k2 (, TM ). 2
When u0 6 ku0 k , one is able to prove the existence of as in the condition (4.3). The next lemma is reorganization of Lemmas 3.1 and 3.4 of [7].
Lemma 4.2.3. Assume (A1) and (A2). Suppose that u0 6 ku0 k . Then
for any > 0, there exist (0, 1) and (0, TM ) such that
u(x, t) v(t)
in B (, TM ).
(4.8)
Proof. Let u
be a solution to the linear problem
t =
u,
in B1 (0, TM ),
u
u
= u(x, t), on B1 (0, TM ),
u
(x, 0) = u0 (x), in B1 .
Then it is not difficult to show that the assertion (4.8) for u
(see Lemma 3.2
of [7] for detail). Let t1 (0, TM ). We claim that there exists (0, 1)
such that
u(x, t) vM (t)
in B1 (t1 , TM ).
(4.9)
Let w be the solution of the heat equation wt = w in RN (0, ) with

initial data w(x, 0) = M 1 u0 (x). Applying the strong maximum principle
yields w < 1 in RN (0, ), so that there is (0, 1) such that w
in B1 (t1 , TM ]. We set u
:= vM w and observe that it is a supersolution
to (1.1). Thus we see u u
vM in B1 (t1 , TM ) and the claim (4.9)
follows.
Let G(x, y, t, s) be a fundamental solution of the heat equation for the
Dirichlet problem inR B1 . In view of positivity of G, there is a constant
c > 0 such that c B1 G(x, y, t, s)dy 1 for x B . Then if we choose t
sufficiently close to TM , we have
Z tZ
uu
=
G(x, y, t, s)f (u(y, s))dyds
0
B1
t1
Z
f (v(s))ds
0
p
B1
( + )
Z
B1
Z
f (v(s))ds
t1
f (v(s))ds
t1
G(x, y, t, s)dy +
G(x, y, t, s)dy
B1
G(x, y, t, s)dy ( p + )v(t)
for x B .
November 26, 2007
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Blowupfor
91
Hence, choosing so small as to satisfy p +2 < , we get a better estimate:

u(x, t) ( p + 2)v(t) in B (t1 , TM ). Iterating this manipulation finitely
many times yields the assertion (4.8). 2
The proof of Theorem 3.3. We shall prove Theorem 3.3(i). Let a be a
point in RN . Take R > 0 sufficiently large so that a BR . It is proved
that there exists (0, 1) such that
u(x, t) vM (t)
in BR (0, TM ).
(4.10)
in the same way to derive (4.9). Actually, it holds with any > 0 replacing
by Lemma 4.2.3. Therefore, we see that the solution u is locally bounded
around the point a at t = TM via Lemma 4.2.1.
Note that if u(z, t1 ) L0 < M for some t1 [0, TM ), L < L0 < M and
z RN , one is able to construct supersolution w independently of z as in
Part 1. The constant (0, 1) in (4.10) exsits independently of z. Then
the statement (ii) is obtained similarly to that of Part 1 since one is able to
show Lemma 4.1.2 under the assumptions (A1), (A2) and (GU ) by using
Lemma 4.2.1 and Lemma 4.2.3 instead of Lemma 4.1.1. 2
5. Some examples
We shall demonstrate some examples of directional blow-up. Let u be a
solution to the Cauchy problem (1.1) which blows up at minimal blowup time. We denote by S(u0 )( S N 1 ) the set of all blow-up directions.
It is a closed set in S N 1 . Indeed, for any S N 1 \ S, there exist
a constant C > 0 and an open neighborhood D S N 1 of such that
supx/|x|D u(x, t) C. It follows that there are no blow-up directions in
D. Thus S N 1 \ S(u0 ) is an open set in S N 1 .
Example 1. (Single directional blow-up) We give an example of initial
datum such that S(u0 ) consists of a single direction. Let S N 1 be a
direction and set D = {r ; r 0}. For a point x RN , take a point
px D such that dist{x, D} =
p|x px |. Let P be a paraboloid defind by
Pp= {x RN ; |x px | |px |} and let Q = {x RN ; |x px |
2 |px |}. We choose an initial datum u0 BC(RN ) so as to fulfill
u0 (x) = M if x P, |x| 1;
0 u0 (x) < M if x Q \ P ;
u0 (x) = 0 if x 6 Q.
November 26, 2007
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92
Let u be a solution of (1.1) with initial datum u0 . Take a sequence xn = n

(n = 1, 2, ...). Clearly, the sequence {xn } satisfies condition (A3 ), so that
is a direction of mean convergence of u0 . Thanks to Theorem 3.3, it is
a blow-up direction of u. Let 6= be another direction. Then there are
an open neighborfood G of in S N 1 and a constant r0 > 0 such that
{x RN ; |x| r0 , x/|x| G} Q = . It follows that
sup{u0 (x) ; |x| r0 , x/|x| G} L < M
for some L (0, M ). Consequently, cannot be a direction of mean
convergence of u0 to M . From Theorem 3.3, we observe that this is not
a blow-up direction of u. Thus we obtain S(u0 ) = {}.
60
1
0.8
0.6
0.4
0.2
0
50
40
30
20
15
10
10
5
0
0
-10
-5
-10
-15 -20
Example 2. (Directional blow-up for an arbitrary given closed set in

S N 1 ) Let S be a closed subset in S N 1 . We shall construct an initial
We set
datum u0 such that S(u0 ) coincides with S.
D = r0 rS = r0 {x RN ; x = r, S}.
For a point x RN , denote by px D a point in D such that the distance of
x
= |x px |. Let p
P = {x RN ; |x px |
pand D is achieved; dist{x, D}
N
|px |} and let Q = {x R ; |x px | 2 |px |}, where the notation
runs for all such px . We define an initial datum u0 BC(RN ) so as
November 26, 2007
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93
to fulfill
u0 (x) = M if x P, |x| 1;
0 u0 (x) < M if x Q \ P ;
u0 (x) = 0 if x 6 Q.
Then it is proved by the way similar to Example 1 that S(u0 ) = S.

Example 3. (No direction of mean convergence of almost periodic initial data) Let us restrict ourselves to one-dimensional problem. It is easily
seen that if the initial data is a non-constant periodic function, then it has
no direction of mean convergence, so that the corresponding solution does
not blow up at minimal blow-up time. In fact, this is also true for almost
periodic functions. Here a function F defined for < x < is called
almost periodic, if for any > 0 there exists a trigonometric polynomial
T (x) such that
|F (x) T (x)| < ,
< x < +.
Proof. Let u0 be an almost periodic function in R which is not a constant and let M be its maximum. Contrary to the conclusion, suppose
that u0 had a direction of mean convergence to M . Then there exists a
sequence {xn } R such that u0 (x + xn ) M a.e. in R as n . From
a characteristic property of almost periodic functions, one can extract a
subsequence, which is also denoted by {xn }, such that the convergence
u0 (x + xn ) M is uniform (see Chapter 1 of [2]). Take a point y R
such that m := u0 (y) < M . Define H := M m and zn := y xn . Then
|u0 (zn + xn ) M | = H for all n. This means that there is no subsequence
{xn0 } {xn } for which the sequence u0 (x + xn0 ) is uniformly convergent.
This is a contradiction. 2
Acknowledgement. The second author is grateful to Mr. Tsuyoshi
Yoneda for his discussion on almost periodic functions in Example 3. The
work of the first author was partly supported by the Grant-in-Aid for Scientific Reserch, No.17654037, No.18204011, the Japan Society of the Promotion of Science (JSPS) and by COE Mathematics of Nonlinear Structures
via Singularities (Hokkaido University) sponsored by JSPS. The works of
the second and third authors were supported by the 21st century COE
Program Base for New Development of Mathematics to Science and Technology sponsored by JSPS at Graduate School of Mathematical Sciences,
the University of Tokyo.
November 26, 2007
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94
References
[1] Y.-G. Chen, On blow-up solutions of semilinear parabolic equations; Analytical and numerical studies, Thesis(Ph.D.)-University of Tokyo, 1988.
[2] C. Corduneanu, Almost Periodic Functions, Interscince Publishers, New York,
1968.
[3] E. DiBenedetto, Continuity of weak solutions to a general porous medium
equation, Indiana Univ. Math. J. 32(1983), 83-118.
[4] H. Fujita and Y.-G. Chen, On the set of blow-up points and asymptotic
behaviours of blow-up solutions to a semilinear parabolic equation, Analyse
Mathematique et Applications, Contrib. Honneur Jaques-Louis Lions, (1988),
181-201.
[5] A. Friedman and B. McLeod, Blow-up of positive solutions of semilinear heat
equations, Indiana Univ. Math. J. 34(1985), 425-447.
[6] Y. Giga and N. Umeda, On blow-up at space infinity for semilinear heat
equations, J. Math. Anal. Appl. 316(2006), 538-555.
[7] Y. Giga and N. Umeda, Blow-up directions at space infinity for solutions of
semilinear heat equations, Bol. Soc. Paran. Mat. 23(2005), 9-28.
[8] Y. Giga and N. Umeda, Correction to Blow-up directions at space infinity
for solutions of semilinear heat equations, Bol. Soc. Paran. Mat., 24(2006),
928.
[9] Y. Giga and R.V. Kohn, Nondegeneracy of blow-up for semilinear heat equations, Comm. Pure Appl. Math. 42(1989) 845-884.
[10] A. A. Lacey, The form of blow-up for nonlinear parabolic equations, Proc.
R. Soc. Edinb., Sect. A 98(1984), 183-202.
[11] K. Mochizuki and R. Suzuki, Blow-up sets and asymptotic behavior of interfaces for quasilinear degenerate parabolic equations in RN , J. Math. Soc.
Japan 44 (1992), 485-504.
[12] M. H. Protter and H. F. Weinberger, Maximum principles in Differential
Equations, Englewood Cliffs, N.J. Prentice-Hall, 1967.
[13] Y. Seki, On directional blow-up for quasilinear parabolic equations with fast
diffusion, J. Math. Anal. Appl. 338(2008), 572-587.
[14] Y. Seki, R. Suzuki and N. Umeda, Blow-up directions for quasilinear
parabolic equations, Proc. R. Soc. Edinb., Sect. A, in press.
December 3, 2007
11:18
hastingskindmcleod
DIFFUSION MEDIATED TRANSPORT WITH A LOOK AT

MOTOR PROTEINS
STUART HASTINGS
Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260,
USA, email: sph+@pitt.edu
DAVID KINDERLEHRER
Center for Nonlinear Analysis and Department of Mathematical Sciences,
Carnegie Mellon University, Pittsburgh, PA 15213, email: davidk@cmu.edu
Research supported by NSF DMS 0305794 and DMS 0405343
J. BRYCE MCLEOD
Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260
email: mcleod@pitt.edu
Abstract: In this note we discuss transport properties of weakly coupled parabolic

systems of evolution equations. These arise in the study of molecular motors, like
conventional kinesin, which are responsible for eukaryotic intracellular transport.
It falls under the rubric of what we call diffusion mediated transport. Diffusion
mediated transport generally concerns directed transport or oriented fluctuations
of a system with a high degree of randomness and requires special collaboration
among its various elements to achieve. We discuss how this plays out in multiple
state systems.
1. Introduction
Intracellular transport in eukarya is attributed to motor proteins that transduce chemical energy into conformational changes which lead to directed
mechanical motion. Nanoscale motors like kinesins tow organelles and other
cargo on microtubules or filaments, have a role separating the mitotic spindle during the cell cycle, and perform many other functions. The simplest
description gives rise to a weakly coupled system of evolution equations.
The transport process, to the minds eye, is comparable to a biased coin
toss. This intuition may be confirmed by a careful analysis of the cooperative effects among the conformational changes and the potentials. Two
95
December 3, 2007
11:18
hastingskindmcleod
96
models illustrating this are a two state system and a larger system intended
to account for the neck linker apparatus. We then discuss how collaboration
may fail when connectivity among the elements comprising the network is
disrupted, as in the case of spacers added to the neck-linker. Most of these
remarks are about [11].
Suppose that 1 , ..., n are partial probability densities defined on the
unit interval = (0, 1) satisfying
X
d
di
(
+ i0 i ) +
aij j = 0 in
dx dx
j=1,...,n
di
+ i0 i = 0 on , i = 1, ...n,
dx
(1.1)
Z
(1 + + n )dx = 1.
i = 0 in ,
Here > 0, 1 , ..., n are smooth non-negative functions of period 1/N ,

and A = (aij ) is a smooth rate matrix of period 1/N , that is, aij are
1/N periodic functions with
aii 5 0, aij = 0 for i 6= j and
X
aij = 0, j = 1, ..., n.
(1.2)
i=1,..,n
Note that for > 0 small, the matrix P = 1 + A is a probability matrix.

The system (1.1) is the stationary equations of the evolution system
X
i
i
=
(
+ i0 i ) +
aij j in , t > 0,
t
x x
j=1,...,n
i
+ i0 i = 0 on , t > 0, i = 1, ...n,
x
(1.3)
Z
(1 + + n )dx = 1, t > 0.
i = 0 in ,
Before discussing the result further, let us discuss what we intend by

transport. In a chemical or conformational change process, a reaction coordinate (or coordinates) must be specified. This is the independent variable.
In a mechanical system, it is usually evident what this coordinate must be.
In our situation, even though both conformational change and mechanical
effects are present, it is natural to specify the distance along the motor
track, the microtubule, here the interval , as the independent variable.
December 3, 2007
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hastingskindmcleod
97
We interpret the migration of density during the evolution to one end of

the track as evidence of transport.
Transport results from functional relationships in this system. A
straightforward way to approach this issue is inspection of the dissipation principle which gives an implicit scheme for its solution. This implicit
scheme is based on a Monge-Kantorovich-Wasserstein metric, which, we
recall, may be defined by
d(f, f )2 = inf
|x y|2 dp(x, y)
(1.4)
where P denotes the set of joint distributions for f and f , nonnegative

densities with the same total mass. Let
Z
F () =
{i i + i log i }dx
(1.5)
i=1,...,n
Z
i = 0 and
i dx = 1
i=1,...,n
denote the free energy. Now given a state , determine its successor state
by resolving the variational principle
1
2
d(i , (P )i )2 + F () = min,
i=1,...,n
Z
i dx =
(1.6)
(P )i dx,
where P is the probability matrix above. Below we address why we call

this a dissipation principle. For the moment, determine an implicit scheme
by the rule: given (k1) , set = (k1) and k = in (1.6), then set
= k , k 5 t < (k + 1).
Finally, let 0. Then , the solution of (1.3) in (0, T ) for any
T < .
The interpretation of (1.6) as a dissipation principle is given in [5] and
is based in part on the Benamou and Brenier [3] result that in (1.4)
Z Z
1
d(f, f )2 = min
v 2 f dxdt,
(1.7)
December 3, 2007
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hastingskindmcleod
98
where the minimum is taken over families f (x, t), 0 5 t 5 , of deformations

satisfying
f
+
(vf ) = 0 in (0, ),
t
x
f (x, 0) = f (x) and f (x, ) = f (x).
The right hand side of (1.7) is the minimum dissipation of an ensemble
of highly damped particles initially distributed by f and terminally distributed by f , expressed in an eulerian frame. So the minimum energy
budget in moving the system from to is given by the variational problem (1.6). It has the merit of isolating the free energy, the dissipation,
and the conformational change. This is modulo some modelling of the
entropic contribution, for which we have adopted combinatorial indeterminacy, the simplest possible choice. We may also interpret this as representing a collection of molecular motors as a conformation changing ensemble
of spring-mass-dashpots. Here we are glossing over the many issues present
in modelling small scale systems, where mechanics and chemistry or conformational changes themselves operate at disparate time and length scales.
Our first statement is that the stationary solution of the system (1.1),
which we denote by ] , is globally stable: given any solution (x, t) of (1.3),
(x, t) ] (x) as t
(1.8)
So the migration of density, constituting transport, we referred to previously

may be ascertained by inspection of ] . In the sequel, we simply set = ] .
We shall characterize transport properties of (1.1) by decay properties
of . If the preponderance of mass of is distributed at one end of the
track, then transport is present. Our main result, stated precisely later,
is that with suitable collaboration among the potentials 1 , ..., n and the
rate matrix A, there are constants K and M , independent of , such that
n
X
i=1
i (x +
n
X
M
1
1
) 5 Ke
i (x), x , x < 1
N
N
i=1
(1.9)
for sufficiently small > 0.

Our objective in this note is to explain what we have found to be the
suitable collaboration mentioned above. A first possibility is to ask simply
for the equilibrium configuration, associated to (1.5), that is, its minimum
December 3, 2007
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hastingskindmcleod
99
energy configuration, given by

1 i (x)
]i (x) = e , x , i = 1, ..., n
Z
Z
1 (x)
n (x)
Z = (e + + e )dx,
(1.10)
which is 1/N periodic in . This solution does not exhibit transport and
for it to be a solution of (1.1) means that the equations decouple and
A = 0 in .
This is a detailed balance situation, separately for the Markov Process
described by the n individual Fokker-Planck Equations and for the Markov
chain with transition matrix P . So, to favor transport, equilibrium should
not be attained and detailed balance broken. But failure of detailed balance
is far from sufficient to produce transport.
We illustrate this in Figure 1 where solutions of a two species system
for two arrangements of symmetric potential wells are shown. The matrix
A was chosen constant, which favors a maximum amount of transport.
Detailed balance fails for the solutions. Asymmetry of the potentials was
suggested early in the study of motor proteins, cf. [2], [17], and it is known
that the microtubules and actin filiments which host motors are polarized,
is suspected to play a role here. Asymmetry itself is insufficient. In Figure
2, asymmetric potentials differ from each other by a slight shift, actually
1/8 period, and there is no noticable transport in the solution.
If we adopt the pragmatic notion that in a two species system, the two
species function in the same way, we are led to interdigitated potentials j
of the form in Figure 3. This is not a reason, of course. We discuss this
further below.
We are led to the intriguing question of the relationship between the
j and A. Even under the most most propitious circumstances, one may
always add to the system independent uncoupled equations. So it is necessary, in view of (1.2), that
aii 6 0 in
But where and how? What are the possibilities here? The basic mechanism of diffusional transport is that mass is transported to specific sites
determined by minima and local minima of the potential. For directed
transport, to the left toward x = 0, for example, in any subinterval of a period interval, there should be some i which is increasing. This explains the
December 3, 2007
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hastingskindmcleod
100
2.0
1.8
species densities
1.6
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
0.6
0.7
0.8
0.9
1.0
1.8
1.6
species densities
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
0.0
0.1
0.2
0.3
0.4
0.5
Figure 1. Solutions of (1.1) for two state systems with symmetric potentials placed
symmetrically (left) and symmetric potentials placed asymmetrically (right) showing lack
of transport of density. A was chosen constant to optimize the possibility of transport.
Detailed balance is not satisfied by the solutions
result shown in Figure 2, where the potentials are asymmetric and transport is not present. Moreover, some interchange must take place: mass
in states associated to each of the j which is decreasing should have the
opportunity to change to the ith state. This is reminiscent of an ergodic
hypothesis. It does not say that all states are connected, but it will be a
very strong condition since it will be required to hold near all the minima
of all of the potentials. In the the neck linker example we have mentioned,
the condition fails and so does the conclusion of our theorem. We give a
more precise description below.
We have, in the above discussion, tacitly assumed the existence of a
December 3, 2007
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hastingskindmcleod
101
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0.00
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
0.6
0.7
0.8
0.9
1.0
3.0
2.5
density
2.0
1.5
1.0
0.5
0.0
0.0
0.1
0.2
0.3
0.4
0.5
Figure 2. Slightly shifted asymmetric wells, left, and the solutions of (1.1), right, illustrating lack of transport. The matrix A was chosen to optimize transport possibilities.
positive solution of (1.1). In fact, under suitable conditions on the aij , we

can assert not only the existence of a solution of (1.1), without assuming
a priori its positivity, but also that it is unique and necessarily positive.
Sufficient conditions for this are (1.2) together with the hypothesis that,
with P = 1 + A the probability matrix already mentioned, that
aij 6 0 in , or more generally,
Z
Q =
P (x)dx is ergodic,
(1.11)
Qk
i.e.,
has all positive entries for some integer k.
Further, we can prove that the positive stationary solution, (x) say,
of (1.1) is globally stable in the sense that given any initial data f (x) with
December 3, 2007
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hastingskindmcleod
102
1.0
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.0
Figure 3. Asymmetric periodic potentials symmetrically interdigitated, the configuration which promotes transport
corresponding solution (x, t) of (1.3) there exist c > 0 and > 0 such that
(x, t) = c (x) + O(et ) as t
(1.12)
There are various ways of proving this, they all depend on ideas from positive operators. In these frameworks, we define the operator eS by expressing
the solution of (1.3) by
(x, t) = etS f (x), x , t > 0.
From the maximum principle, eg. [25], this is a positive operator. This enables us to apply a variant of the Krein-Rutman Theorem, the appropriate
generalization of the Perron-Frobenius Theorem for matrices, to understand the spectrum of S. We refer to [4], [11] for additional details. In [23],
Perthame succeeds in constructing an appropriate entropy function for the
system, at least when the number of species n = 2.
We take this opportunity to thank our collaborators Michel Chipot and
Michal Kowalczyk for their help. We also thank Bard Ermentrout, Michael
Grabe, and Jonathan Rubin, and the Mathematical Biology Seminar of the
University of Pittsburgh for generosity of spirit and their interest.
2. Main transport result
Here we state our main result about transport in multiple state systems.
Theorem 2.1. Suppose that is a positive solution of (1.1), where the
coefficients aij , i, j = 1, ..., n and the i , i = 1, ..., n are smooth and 1/N-
December 3, 2007
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hastingskindmcleod
103
periodic in . Suppose that (1.2) holds and also that the following conditions are satisfied.
(i) Each i0 has only a finite number of zeros in .
(ii) There is some interval in which i0 > 0 for all i = 1, ..., n.
(iii) In any interval in which no i0 vanishes, j0 > 0 in this interval for
at least one j.
(iv) If I, |I| < 1/N , is an interval in which i0 > 0 for i = 1, .., p and
i0 < 0 for i = p + 1, .., n, and a is a zero of at least one of the k0
which lies within of the right-hand end of I, then for sufficiently
small, there is at least one index i, i = 1, ..., p, with aij > 0 in
(a , a) for some > 0, all j = p + 1, .., n.
Then, there exist positive constants K, M independent of such that
n
X
i=1
i (x +
n
X
M
1
1
i (x), x , x < 1
) 5 Ke
N
N
i=1
(2.1)
for sufficiently small .

We give a sketch of the proof intended to highlight the role of (iv). Let
= 1/N denote the period. Adding the equations in (1.1) gives
di
d X
(
+ i0 i ) = 0 in
dx i=1,...,n dx
and by the boundary condition
X
i=1,...,n
di
+ i0 i ) = 0 in
dx
(2.2)
This suggests application of the Gronwall Lemma. It will be successful only

in subintervals where all the i0 are positive, and there are some by (ii). So
let us consider, for a fixed index , the th -equation of the system,
X
00 + 0 0 + 00 + a +
aj j = 0 in I
(2.3)
j6=
Equation (2.3) represents a balance between and the other j . As seen

P
below in Step 3, since items in the
are nonnegative, they can be discarded and (2.3) can be employed to find an upper bound for when
is increasing. We can then exploit it to impede the growth of the other
{j }. Namely, {j } cannot be too large without forcing negative. But
December 3, 2007
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hastingskindmcleod
104
this can only be assured if the coupling is really there, namely if aj > 0.
This is the motivation for the ergodic type hypothesis in (iv).
Given 0 , 0 < 0 < 1 , fix the period interval = [0 , 0 + ]. We
now limit our attention to .
Select intervals a + [, ] about zeros a of the i0 . On the complement,
there is a k() > 0 with
i0 = k() or i0 5 k(). i = 1, ..., n
(2.4)
Step 1: By (ii), there is at least one interval I0 = x0 + [L0 , L0 ] with

i0 = k() in I0
(2.5)
Then
K0
d X
i 5
dx i=1,...,n
2
and by Gronwall,
X
i (x0 + L0 ) 5 e
i=1,...,n
i in I0
i=1,...,n
K0
i (x0 L0 )
(2.6)
i=1,...,n
This is the exponential decay we are seeking. The remainder of the argument is to prove that (2.6) is not compromised when (2.5) does not hold.
P
Step 2: We check the zeros a of the i0 . Although
i may grow
exponentially in these intervals, they are finite, say N , in number and we
may choose them of small length. So restricting ,
X
X
M0
i (a )
i (a + ) 5 e
i=1,...,n
i=1,...,n
with, eg.,
N M0 < K0 L0
(2.7)
Also assume that 5 of (iv). Now is fixed and in the sequel we suppress
dependence of various constants on it.
Step 3: Both inequalities hold in (2.4) and we must exploit the coupling.
Let I = [, ] be an interval where
i0 = k, i = 1, ..., p,
j0 5 k, j = p + 1, ..., n,
| a| < 5 for some zero a of the
(2.8)
k0 ,
k = 1, ..., n.
Choose a favorable , = 1, ..., p, from (iii), and assume that (iv) holds,
i.e., aj > 0, j = p + 1, ..., n in 5 x 5 , and consider the equation
December 3, 2007
11:18
hastingskindmcleod
105
(2.3) for . We can integrate this for a more convenient form, which gives
us
1
d
d
(x) =
()e ( (x) ())
dx
dx Z
X
1
1 x
(a + 0 ) +
aj j e ( (s) ()) ds in I

j6=
(2.9)
We shall use this in the two ways described at the beginning of the proof
sketch. First, the sum in the right hand side of (2.9) is nonnegative, so
we can omit it. Note also that is increasing so (x) () > 0 in
I. After some manipulation and applications of Gronwall, this leads to the
upper bound
(x) 5 K( () + |0 ()|), x I
(2.10)
Consequently, with
X
C() =
( () + |0 ()|),
=1,...,p
we obtain an upper bound for the favorable states which reads

X
(x) 5 KC(), x I
(2.11)
=1,...,p
where K depends only on and the problem parameters.

Returning to (2.2), we then find the estimate
K1
K2
d
(p+1 + + n ) =
C() +
(p+1 + + n ), in I. (2.12)
dx
This will tell us that if p+1 + + n is large at some x , it becomes

exponentially larger for x = x . We shall then show that this leads to a
contradiction. In fact, we claim
K1
p+1 + + n 5
C() in I.
(2.13)
K2
This will conclude the proof. Suppose that
K1
AC() with A > 1, for some x I. (2.14)
(p+1 + + n )(x ) =
K2
Integrating (2.12) then gives us that
K2
K1
(p+1 + + n )(x) =
C(A 1)e (xx )
K2
K1
(2.15)
+
C, x < x <
K2
C = C().
December 3, 2007
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hastingskindmcleod
106
Now, as foretold, we return to (2.9). Precisely, from (iv), aj > 0 for

j = p + 1, ..., n, so there is a > 0 such that
ap+1 p+1 + + an n = (p+1 + + n ) in [ , ].
Using this and integrating (2.9), we find numbers M, M1 and M2 such that
05
(x)
K1 M
5 M1 (A 1)M2
e , in [ , ].
C()
K2
(2.16)
Now for A > 1, (2.16) cannot hold for small since the right hand side
becomes negative. Thus (2.13) holds for sufficiently small.
The theorem now follows by concatening the three Steps.
3. Correlated and uncorrelated heads in a three state
system
One of the simplest systems we may consider is a two state system for
the unknown (x, t) = (1 (x, t), 2 (x, t)), a solution of (1.3) with n = 2.
Let us assume for this a configuration of potentials resembling (3) and a
conformation change matrix

1 2
A=
(3.1)
1 2
where the support of the i is assumed to be a neighborhood of the minima
of the potentials j . The conditions of Theorem 2.1 are satisfied, in particular, the ergodic-type condition (iv). The result of a sample simulation
is given in Figure 4 and is a standard way to model conventional kinesin,
cf [1], [4], [5]. The two heads are correlated.
We may attempt a slightly increased degree of sophistication. The two
heads of conventional kinesin are known to be connected by a rigid protein
structure, called the neck linker, [29]. Hackney et al. in a recent experiment describe the decrease of transport properties of a version of kinesin
(a chimera) fashioned by extending the neck linker through insertion of a
spacer, rendering it more flexible, [9]. The two kinesin heads then fail to
be correlated. Abstracting this situation, we may consider a three state
system for conventional kinesin consisting of head-one, head-two, and the
neck linker states. The neck linker does not participate in transport, so, in
our framework, it is accounted for only in the conformation change matrix
A. This will be a novel feature of the system, since we shall have only
an ordinary differential equation for 3 . The two heads are not connected
December 3, 2007
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hastingskindmcleod
107
6
5
density
4
3
2
1
0
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
Figure 4. Computed solution for two state rachet for interdigitated asymmetric potentials, period 4. Plot shows summed density 1 + 2 .
directly to each other but only to the neck linker. The system has the form
X
i
i
=
(
+ i0 i ) +
aij j in , t > 0, i = 1, 2
t
x x
j=1,...,3
X
d3
=
a3j j in , t > 0
dt
j=1,..,3
(3.2)
+ i0 i = 0 on , t > 0, i = 1, 2,
x
Z
i = 0 in ,
(1 + 2 + 3 )dx = 1, t > 0.
where the 3 3 matrix A has the generic representation
0
A = 0 .
(3.3)
The stationary system for (3.2) is just

X
d
di
(
+ i0 i ) +
aij j = 0 in , i = 1, 2
dx dx
j=1,...,3
X
a3j j = 0 in
j=1,...,3
di
+ i0 i = 0 on , i = 1, 2,
dx
(3.4)
December 3, 2007
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hastingskindmcleod
108
Let us begin by revisiting the result about correlated two state systems
in the present context. Thus we assume that all of the items in (3.3) do
not vanish identically. In particular we assume that, in accord with (1.2),
a11 0 a13
A = 0 a22 a23
a31 a32 a33
(3.5)
supp aij = a neighborhood of the minima of 1 and 2
(3.6)
and
There are only 4 independent quantities in (3.5) owing to (1.2) and we

assume that the supports of these functions are all equal. We may suppose
that 3 = 0 outside supp a33 so that the last equation in (3.4) always makes
sense. This can be guaranteed in the evolution system (3.2) by choice of
suitable initial data. Eliminating 3 , we now find a new system for 1 and
2 alone of the form
d1
d
(
+ 10 1 ) 1 1 + 2 2 = 0 in , i = 1, 2
dx dx
d2
d
(
+ 20 2 ) + 1 1 2 2 = 0 in , i = 1, 2
dx dx
di
+ i0 i = 0 on , i = 1, 2,
dx
where, with the excruciating details, forms of 1 are
a23
a23
1 =
a31 =
a31
a33
a13 + a23
a13
a23
= a11 (1
)=0
= a11
a13 + a23
a13 + a23
(3.7)
(3.8)
and similarly for 2 . The new system (3.7) for just 1 and 2 satisfies the
conditions of Theorem 2.1. Thus the conclusion of the theorem applies, and
we recapture our prior result. The result of a simulation is given in Figure
5 on the left.
We can decorrellate the heads. The idea, obviously, is to choose the
{aij } so that (3.4) decouples. So assume in (3.5) that
1 = supp a11 = supp a13 = a neighborhood of the minima of 1
2 = supp a22 = supp a23 = a neighborhood of the minima of 2 , and
1 2 =
(3.9)
December 3, 2007
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hastingskindmcleod
109
4.5
4.0
3.5
density
3.0
2.5
2.0
1.5
1.0
0.5
0.0
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
4.5
4.0
3.5
density
3.0
2.5
2.0
1.5
1.0
0.5
0.0
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
Figure 5. Two state rachet with neck linker with heads correlated (left) and heads
uncorrelated (right). Red plot is the sum of the head densities 1 + 2 and gray plot
is the neck linker density 3 . The left plot illustrates transport. In the uncorrelated
example, there is no transport and it turns out that 3 = 1 + 2 .
Note now that from (3.8), 1 = 0 and the same for 2 .

We find for the system (3.4),that
d
di
(
+ i0 i ) = 0 in , i = 1, 2
dx dx
3 = 1 or 2 or 0 in
di
+ i0 i = 0 on , i = 1, 2,
dx
(3.10)
which is the same except for mass fractions, cf. (1.10), as writing that
1 = ]1 and 2 = ]2
December 3, 2007
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hastingskindmcleod
110
where there is no transport. The result of a simulation is given in Figure 5

on the right.
References
[1] Ajdari, A. and Prost, J. (1992) Mouvement induit par un potentiel
periodique de basse symetrie: dielectrophorese pulse, C. R. Acad. Sci. Paris
t. 315, Serie II, 1653.
[2] Astumian, R.D. (1997) Thermodynamics and kinetics of a Brownian motor,
Science 276 (1997), 917922.
[3] Benamou, J.-D. and Brenier, Y. (2000) A computational fluid mechanics
solution to the Monge-Kantorovich mass transfer problem, Numer. Math. 84
, 375393.
[4] Chipot, M., Hastings, S., and Kinderlehrer, D., Transport in a molecular motor system (2004) Math. Model. Numer. Anal. (M2AN) 38 no. 6,
10111034
[5] Chipot, M., Kinderlehrer, D. and Kowalczyk, M. (2003) A variational
principle for molecular motors, Meccanica, 38, 505518
[6] Doering, C., Ermentrout, B. and Oster, G. (1995) Rotary DNA motors.
Biophys. J. 69(6), 2256-67
[7] Dolbeault, J., Kinderlehrer, D., and Kowalczyk, M. Remarks about
the flashing rachet, to appear Proc. PASI 2003
[8] Hackney, D.D. (1996) The kinetic cycles of myosin, kinesin, and dynein,
Ann. Rev. Physiol., 58, 731 - 750
[9] Hackney, D.D., Stock, M. F., Moore, J., and Patterson, R. (2003)
Modulation of kinesin half-site ADP release and kinetic processvity by a
spacer between the head grounps, Biochem., 42, 12011 12018
[10] Hastings, S. and Kinderlehrer, D. (2005) Remarks about diffusion mediated transport: thinking about motion in small systems, Nonconvex Optim.
Appl., Springer, 79, 497-511
[11] Hastings, S., Kinderlehrer, D. and McLeod, J.B. Diffusion mediated
transport in multiple state systems, to appear
[12] Howard, J. (2001) Mechanics of Motor Proteins and the Cytoskeleton,
Sinauer Associates, Inc.
[13] Huxley, A.F. (1957) Muscle structure and theories of contraction, Prog.
Biophys. Biophys. Chem. 7, 255318.
[14] Jordan, R., Kinderlehrer, D. and Otto, F. (1998) The variational
formulation of the Fokker-Planck equation, SIAM J. Math. Anal. Vol. 29 no.
1, 117.
[15] Kinderlehrer, D. and Kowalczyk, M (2002) Diffusion-mediated transport and the flashing ratchet, Arch. Rat. Mech. Anal. 161, 149179.
[16] Kinderlehrer, D. and Walkington, N. (1999) Approximation of
parabolic equations based upon Wassersteins variational principle, Math.
Model. Numer. Anal. (M2AN) 33 no. 4, 837852.
[17] Magnasco, M. (1993) Forced thermal rachets, Phys. Rev. Lett. 67, 1477
1481
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[18] Okada, Y. and Hirokawa, N. (1999) A processive single-headed motor:

kinesin superfamily protein KIF1A, Science Vol. 283, 19
[19] Okada, Y. and Hirokawa, N. (2000) Mechanism of the single headed
processivity: diffusional anchoring between the K-loop of kinesin and the C
terminus of tubulin, Proc. Nat. Acad. Sciences 7 no. 2, 640645.
[20] Otto, F. (1998) Dynamics of labyrinthine pattern formation: a mean field
theory, Arch. Rat. Mech. Anal. 141, 63-103
[21] Otto, F. (2001) The geometry of dissipative evolution equations: the
porous medium equation, Comm. PDE 26, 101-174
licher, F., Ajdari, A. and Prost, J. (1999) Energy
[22] Parmeggiani,A., Ju
transduction of isothermal ratchets: generic aspects and specific examples
close and far from equilibrium, Phys. Rev. E, 60 no. 2, 21272140.
[23] Perthame, B. The general relative entropy principle
[24] Peskin, C.S.. Ermentrout, G.B. and Oster, G.F. (1995) The correlation ratchet: a novel mechanism for generating directed motion by ATP
hydrolysis, in Cell Mechanics and Cellular Engineering (V.C Mow et.al eds.),
Springer, New York
[25] Protter, M. and Weinberger, H.(1967) Maximum principles in differential equations, Prentice Hall, Englewood Cliffs, N. J.
[26] Purcell, E. M.,(1971) Life at low Reynolds Number Am. J. Phys. 45, 3-11
[27] Reimann, P. (2002) Brownian motors: noisy transport far from equilibrium,
Phys. Rep. 361 nos. 24, 57265.
[28] Schliwa, M., ed (2003) Molecular Motors, Wiley-VCH Verlag, Wennheim
[29] Vale, R.D. and Milligan, R.A. (2000) The way things move: looking
under the hood of motor proteins, Science 288, 8895.
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Springer, New York, N.Y.
December 17, 2007
16:51
Ikeda
MATHEMATICAL STUDY OF SMOLDERING

COMBUSTION UNDER MICRO-GRAVITY
KOTA IKEDA
Mathematical Institute, Tohoku University, Sendai 980-8578, Japan
MASAYASU MIMURA
Department of Mathematics / Institute for Mathematical Sciences school of
Science and Technology Meiji University, Kawasaki 214-8571, Japan
Abstract: Various finger-like smoldering patterns are observed in experiments

under micro-gravity. For theoretical understanding of such pattern phenomena, a
model of reaction-diffusion system has been proposed. In this paper, we consider
a large-time behavior of solutions and show nonexistence results of traveling wave
solutions. We also consider how the solution behaves if a parameter is large.
1. Introduction
It is shown in [4] that thin solid, for an example, paper, cellulose dialysis bags and polyethylene sheets, burning against oxidizing wind develops
finger-like patterns or fingering patterns. The oxidizing gas is supplied in
a uniform laminar flow, opposite to the directions of the front propagation
and the authors of [4] control the flow velocity of oxygen, denoted by VO2 .
When VO2 is decreased below a critical value, the smooth front develops
a structure which marks the onset of instability. As VO2 is decreased further, the peaks are separated by cusp-like minima and a fingering pattern
is formed. In addition, thin solid is stretched out straight onto the bottom plate and they also control the adjustable vertical gap, denoted by a
parameter h, between top and bottom plates. Experimentally, fingering
pattern occurs for small h, which implies that fingering pattern appears in
the absence of natural convection. Similar phenomena have been observed
in a micro-gravity experiment in space (see [2]).
Here we propose a phenomenological model described by the following
reaction-diffusion system for the (dimensionless) temperature u, the density
113
December 17, 2007
16:51
Ikeda
114
of paper v, the concentration of the mixed gas w.
u
u
= Leu +
+ k(u)vw aum , (x, y) I , t > 0,
t
x
v
(RD)
= k(u)vw,
(x, y) I , t > 0,
w = w + 0 w k(u)vw,
(x, y) I , t > 0,
t
x
where the constants Le, called Lewis number, a and are positive parame0
ters, and are nonnegative parameters, m 1, k(u) is a nonlinear term
called Arrhenius kinetics and defined by k(u) = exp(1/u), I (, )
is a bounded interval (0, lx ) or a whole line (, ), Rn is a bounded
Pn
domain, and = 2 /x2 + i=1 2 /yi2 is Laplacian as usual. We suppose
that if I = (0, lx ), u, w satisfy
u
w
u
(0, y, t) =
(lx , y, t) = 0,
(0, y, t) = 0,
x
x
x
for any y and t > 0, and if I = (, ),
lim u(x, y, t) = 0,
|x|
lim w(x, y, t) = wr ,
w(lx , y, t) = wr > 0
lim w(x, y, t) = wl 0
for any y and t > 0. In both cases we also suppose that u, w satisfy
u
w
(x, y, t) =
(x, y, t) = 0
for x I, y and t > 0, where is the unit exterior normal vector on

. We suppose that initial values u0 , v0 and w0 satisfy
u(x, y, 0) = u0 (x, y) 0,
v(x, y, 0) = v0 (x, y) 0,
w(x, y, 0) = w0 (x, y) 0.
0
In numerical simulations, we take = 0 and as a controlled param0

eter. If is large, a smooth flame front is observed (see Figure 1 (a)).
0
When is decreased, the instability of a smooth flame front occurs. As
0
is decreased further, a fingering pattern is formed (see Figure 1 (b), (c)).
Numerical simulations suggest that the model (RD) exhibits a qualitative
agreement with the experimental results. This motives us to discuss analytically (RD) from pattern formation viewpoints. As the first step, we will
show the existence and uniqueness of global solution of (RD) and to study
the asymptotic behavior of the global solution.
This paper is organized as follows; In Section 2, we show the global existence and uniqueness of a solution of (RD) (Theorem 2.1). Furthermore
December 17, 2007
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Ikeda
115
(a)
(b)
large
Figure 1.
(c)
small
various patterns in (RD)
we have the upper bound of a solution of (RD) (Lemma 2.1). In Section 3,

we consider the asymptotic behavior of a global solution given in Section 2
(Theorem 3.1). In Section 4, we obtain the nonexistence results of a traveling wave solution (Lemmas 4.1, 4.2). From experiments and simulations,
0
we expect that there is a stable traveling wave solution if is large. Then
we would like to prove the existence of a traveling wave solution and in general, however, it is difficult. Hence it is necessary to obtain such conditions
as there are no traveling wave solutions. We prove that there are no traveling wave solutions if a or is large. In addition, we also obtain the upper
bound of the wave speed of a traveling wave solution in Lemma 4.2. In Sec0
tion 5, we have the asymptotic behavior of solutions of (RD) as .
0
If is large, oxidizing gas supplied immediately spreads throughout the
domain and a smooth front occurs, as described previously. We consider
0
the limit of and show that the three-components system (RD) can
be reduced to other two-components system (Theorem 5.1).
2. Existence and uniqueness of a global solution

In this section, we prove the existence and uniqueness of a global solution.
We replace w by z such as w = z + , where = (x) is a smooth positive
0
function and satisfies (lx ) = wr and (0) = 0 if I = (0, lx ), or wr as
x and wl as x if I = (, ). Then we consider the
December 17, 2007
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Ikeda
116
following system derived from (RD) with respect to (u, v, z);
u
u
=Leu +
+ k(u)v(z + ) aum ,
(x, y) I , t > 0,
t
x
v
= k(u)v(z + ),
(x, y) I , t > 0,
t
z =z + 0 z k(u)v(z + ) + 00 + 0 0 , (x, y) I , t > 0.

t
x
(2.1)
The initial values u0 , v0 and z0 are
u(x, y, 0) = u0 (x, y) 0,
v(x, y, 0) = v0 (x, y) 0,
z(x, y, 0) = w0 (x, y) (x) z0 (x, y)
(2.2)
for x I and y . We suppose that u satisfies

u
u
(0, y, t) =
(lx , y, t) = 0, if I = (0, lx ),
x
x
lim u(x, y, t) = 0,
if I = (, )
(2.3)
|x|
for y and t > 0 and z does

z
(0, y, t) = z(lx , y, t) = 0, if I = (0, lx ),
x
lim u(x, y, t) = 0,
if I = (, )
(2.4)
|x|
for y and t > 0. In addition we suppose that u, z satisfy

z
u
(x, y, t) = 0,
(x, y, t) = 0
(2.5)
for x I, y and t > 0.

We easily prove the existence and uniqueness of a global solution of the
above system. In the proof, we shall use the standard theory of an analytic
semigroup and prove the existence of the following integral equation;
Z t
(t) = T (t)0 +
T (t s)F ((s))ds,
(2.6)
0
where = (u, v, z) , 0 = (u0 , v0 , z0 )t , T (t) is a semigroup generated by a

differential operator A defined by
0
Le + x 0
A=
0
0
0
0
0
0 +
x
December 17, 2007
16:51
Ikeda
117
and
k(u)v( + z) aum
.
F () =
k(u)v( + z)
00
0
0
k(u)v( + z) + +
We consider the integral equation (2.6) in the functional space X defined

by
X = Lp (I ) L (I ) Lp (I )
for p > n + 1. And the domain of A, denoted by D(A), is defined by
2,p
D(A) = WN2,p (I ) L (I ) WN,0
(I ),
where WN2,p (I ) is defined by

2,p
WN
(I ) = {u W 2,p (I ) |
u
= 0 for x I, y and u satisfies (2.3)}
2,p
and WN,0
(I ) is defined by
2,p
WN,0
(I ) = {z W 2,p (I ) |
z
= 0 for x I, y and z satisfies (2.4)}.
The functional space W 2,p (I ) is a usual Sobolev space.
We assume that u0 D(L

u ), v0 C (I ) and z0 D(Lz ) for
1/2 < < 1 and 0 < < 1. The functional spaces D(Lu ) and D(Lz ) are
called fractional spaces where Lu = Le 0 /x and Lz = /x
(see Section 2.6 of [3]). And C (I ) is the H
older space with a H
older
exponent . Then we have the following theorem for existence of a global
solution.
Theorem 2.1. Assume that p > n + 1, 1/2 < < 1, 0 < < 1, and
C 2 . In addition, suppose that the function has the second order
continuous derivatives in x I and they belong to Lp (I ) C (I ).
Then, for any (u0 , v0 , z0 ) D(L

u ) C (I ) D(Lz ), there exists a
unique global classical solution (u, v, z) of (2.1), (2.2), (2.3), (2.4) and
(2.5).
To prove that the solution exists globally, we need to obtain a priori
estimate.
Lemma 2.1. Let (u, v, z) be a solution given in Theorem 2.1 and set w =
z + . Then there exists a constant R > 0, depending on initial values
u0 , v0 and w0 , such that for any (x, y) I , t > 0,
0 u R,
0 v R,
0 w R.
December 17, 2007
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Ikeda
118
3. Asymptotic behavior of u, v and w

In this section we consider the asymptotic behavior of classical solutions of
(RD).
Theorem 3.1. Set I = (0, lx ) and let (u, v, z) be a solution given in Theorem 2.1 and w = z + . Then u, v and w have the following asymptotic
behavior (i), (ii), (iii) as t :
(i) For any (x, y) I , limt u(x, y, t) = 0.
(ii) There exists v (x, y) L (I ) such that limt v(x, y, t) =
v (x, y) for (x, y) I and the function v has a positive value
at any points (x, y) I where v0 (x, y) > 0.
(iii) For any (x, y) I , limt w(x, y, t) = wr .
We need lemmas to prove Theorem 3.1. As the first step of the proof
of Theorem 3.1, we consider the reaction term k(u)vw and prove that it
approaches 0 as t .
Lemma 3.1. Let (u, v, z) be a solution given in Theorem 2.1 and set w =
z + . Then it holds that k(u)vw 0 as t at any (x, y) I .
Proof. It is easy to see that there exists v (x, y) such that v(x, y)
v (x, y) as t because v decreases monotonically. Hence we can show
that vt 0 as t . at any (x, y) I . From the second equation of
(RD), we complete the proof.
The previous lemma implies that u, v or w approach 0. In fact, the
function u must tend to 0 as t .
Lemma 3.2. Let (u, v, z) be a solution given in Theorem 2.1. Set I =
(0, lx ) and w = z + . Then it holds that u 0 as t at any (x, y)
I .
Proof. From Lemma 3.1, there exists T > 0 such that k(u)vw aum /2
for any t > T and (x, y) I . Then u satisfies
u a m
u
x 2
for any t > T and (x, y) I . Now we use a constant R given in Lemma
2.1 and define q = q(t) by a solution of
0
a
q = um , t > T,
q = R, t = T.
(3.1)
2
ut Leu +
December 17, 2007
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Ikeda
119
Using u R and applying the comparison principle to u and q, we have

u q for t > T . It is easy to see that q 0 as t . Hence u approaches
0, which completes the proof.
Now we are in position to prove the asymptotic behaviors (ii), (iii) of
Theorem 3.1.
Proof. Let q = q(t) be a function given in the proof of Lemma 3.2. As
stated previously, we have 0 u q for any t > T and (x, y) I . Let
M be a constant defined by M supu>0 k(u)/um . Then it follows from
w R, as stated in Lemma 2.1, and the second equation of (RD) that
Z t
v(x, y, t) v(x, y, T ) exp(M R
um ds)
T
2M R
(q(T ) q(t)))
= v(x, y, T ) exp(
a
v(x, y, T ) exp(
2M R
q(T )).
a
(3.2)
Here we have an estimate of v(x, y, T ) such as

Z T
v(x, y, T ) = v0 (x, y) exp(
k(u)wds) v0 (x, y) exp(RT ),
(3.3)
because of w R and k(u) < 1. Therefore it follows from (3.2) and (3.3)
that v (x, y) > 0 if v0 (x, y) > 0.
Next we prove (iii) of our theorem. In the third equation of (RD), we
set = w wr . Then satisfies the equation
0
= +
k(u)vw,
(3.4)
t
x
and the boundary conditions (2.4) and / = 0 for x I, y and
0
t > 0. Using the analytic semigroup Tz (t) generated by Lz = + /x,
we rewrite (3.4) to the following integral equation
Z t
(t) = Tz (t T)(T)
Tz (t s)k(u(s))v(s)w(s)ds
T
for t > T, where T > T is sufficiently large and we omit the space variable
of functions for the convenience of readers. Here T was taken in the proof
of Lemma 3.2. In fact we can show that there exists a constant c0 > 0 such
that
1
kTz (t)kL (I) c0 min{1, }kkL(I)
t
December 17, 2007
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Ikeda
120
for any L (I ). Let = (t) be a fundamental solution of

0
2
=
+
,
t
x2
x
x (, ), t > 0,
which has a singularity at (x, t) = (0, 0). Then we can show that
kkL(I) is a super-solution of Tz (t), where kkL (I) is
a convolution of and kkL(I) as usual. Similarly, kkL (I)
is a sub-solution of Tz (t). Applying usual L L1 and L L estimates
to kkL(I) , we obtain
1
kTz (t)kL (I) k1kL(I) kkL(I) c0 min{1, }kkL(I) .
t
Hence it follows that
Z t
c0
k(t)kL (I) p
k(T)kL (I) + c0 R2
kk(u(s))kL(I) ds
T
t T
Z t
c0
p
k(T )kL (I) + c
a(q(s))m ds
T
t T
c0
k(T)kL (I) + 2c(q(T) q(t))
=p
t T
for a constant c > 0, from which we have
lim sup k(t)kL (I) 2cq(T).

t
Since T is any large constant and q 0 as t , q(T) tends to 0 as

T goes to . Therefore we have kkL (I) = kw wr kL (I) 0 as
t .
4. Nonexistence of a traveling wave solution
From the results of experiments and simulations, we expect that there exists
a traveling wave solution independent of y-direction and moving opposite
to the flow of the oxidizing gas, which is a positive solution of (RD) and
can be written such as u(x, t) = U (x ct), v(x, t) = V (x ct) and w(x, t) =
W (x ct), where c > 0 is a wave speed. Here we set z = x ct. Then our
equations satisfied by (U, V, W ) have the forms
0
00
0
m
cU = LeU + U + k(U )V W aU ,
0
(4.1)
cV = k(U )V W,
cW 0 = W 00 + 0 W 0 k(U )V W,
December 17, 2007
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Ikeda
121
where the prime 0 is d/dz, and boundary conditions are

U () = 0,
V (+) = vr > 0,
W (+) = wr > 0, W () = wl (< wr ).
In this paper, we consider the conditions of the parameters as there does
not exist a traveling wave solution, although we would like to prove the
existence of a traveling wave solution (U, V, W, c). Recalling the constant
M , defined in the previous section.
Lemma 4.1. If a M vr wr , there exists no traveling wave solution.
Proof. We assume that there exists a traveling wave solution (U, V, W, c)
for a M vr wr . It is easy to see that V vr and W wr . From the
boundary condition, the function U must have the maximum at some point.
0
Then we have U = 0 there and from the first equation of (4.1)
00
LeU = aU m k(U )V W U m (a M vr wr ) 0,
which is a contradiction.
Next we show that there does not exist traveling wave solutions if is
large.
Lemma 4.2. Set m = 1. Then there exists a constant c independent of
Le, such that (4.1)
possesses no traveling wave solutions with the wave
speed c satisfying c > Lec .
From this lemma, we can
state that the wave speed of traveling wave
solutions must satisfy c Lec if exists. This is the upper bound of
the wave speed.
Proof. From Lemma 4.1, we can assume a < M vr wr without loss of
generality. Here we set f (U ) = k(U )vr wr aU . Then f (U ) has zeros
at U = 0, U1 , U2 for 0 < U1 < U2 . Moreover it holds that f (U ) < 0 for
0 0 for U1 < U < U2 , which implies that f (U ) is a
nonlinear term of a bistable type. Therefore there exists a traveling wave
solution Q = Q(
z ) with the wave speed c independent of Le, such that
0
00
Lec Q = LeQ + f (Q), Q() = U2 , Q(+) = 0,
0
where z = x ( Lec )t and
prime = d/d
z (see Theorem 4.2 of
the
[1]). Setting q(x, t) = Q(x ( Lec )t), we know that q satisfies
q
2q
q
= Le 2 +
+ f (q).
t
x
x
December 17, 2007
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Ikeda
122
Now we assume that there

exists a traveling wave solution (U, V, W )
with the wave speed c > Lec . We have obtained V vr and
W wr in Lemma 4.1. Then u(x, t) = U (x ct) satisfies
u
2u
u
Le 2 +
+ f (u)
t
x
x
and u < U2 for < x < . Hence for some h R, we have u(x, t) <
q(x
t > 0, that is, U (x ct) < Q(x h
h, t) for any < x < and
( Lec )t). However, since c > Lec , U must reach Q at some
point in a finite time, which is a contradict.
5. Behavior of solutions for large
If is sufficiently large, we expect that flame uniformly spreads like the

0
figure (a) of Figure 1. Now we formally set in (RD) and have
w/x = 0. Then, from the boundary condition of w, we obtain w wr
and (RD) is reduced to the new system (SS) as follows;
u
u
= Leu +
+ k(u)vwr aum , (x, y) I , t > 0,
t
x
(SS)
v = k(u)vwr ,
(x, y) I , t > 0.
t
0
We expect that the solution of (RD) is close to that of (SS) if is sufficiently

large. In the following, we assume that the initial value of (RD), denoted
0
0
0
by (u0 , v0 ), depends on the parameter and is close to that of (SS),
denoted by (u0 , v0 ), as follows:
0
ku0 u0 k 0,
kv0 v0 kL (I) 0,
(5.1)
where kk kkLp(I) +kL

u kLp (I) for p > n+1. On the other hand,
we do not need to assume that the initial value of w of (RD), denoted by
0
w0 , is close to wr .
0
Theorem 5.1. Let (u , v , z ) be a solution of (RD) given in Theorem

0
2.1 with an initial value (u0 , v0 , z0 ) D(L

u ) C (I ) D(Lz ) for
0
1/2 < < 1 and 0 < < 1 which depends on the parameter , and
0
set w = z + . Let (u, v) be a solution of (SS) with an initial value

0
0
(u0 , v0 ) D(L
u ) C (I ). Assume that (u0 , v0 ) and (u0 , v0 ) satisfy
December 17, 2007
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Ikeda
123
(5.1). Then it holds that

0
sup ku (, , t) u(, , t)k 0,
0tT
sup kv (, , t) v(, , t)kL (I) 0,
0tT
sup kw (, , t) wr kL (I(K,)) 0
tT
0
as for any , T, K > 0.

In the following, we prove the only
w wr , is a solution of
= k(u)vw +
,
t
x
(x, y, 0) = w0 (x, y) wr ,
(0, y, t) = 0, (lx , y, t) = 0,
(x, y, t) = 0,
case of I = (0, lx ). Setting =
(x, y) I , t > 0,
(x, y) I ,
y , t > 0,
(5.2)
(x, y) I , t > 0,
where we abbreviate u , v and w as u, v and w for simplicity. At first we

0
study the property of the semigroup Tz (T ), generated by Lz = + /x.
Lemma 5.1. For any L (I ) and t 0,
kTz (t)kL (I) kkL (I) .
0
Moreover, for any L (I ) and t 4lx / ,

0
kTz (t)kL (I) exp(
( )2
t)kkL(I) .
8
Proof. The first statement has already been proved in Section 3.

t) denoted by
Let = (x,
0
2
t) = exp( ( ) t + (lx x))kkL (I) .
(x,
4
2
Then satisfies
0

2
=
+
,
x I, t > 0,
x2
x
t
0) kkL(I) ,
(x,
x I,
x , t) > 0, t > 0,
(0, t) 0, (l
x
December 17, 2007
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Ikeda
124
L (I) . Hence we have

from which we have kTz (t)kL (I) kk
0
( )2
t + lx )kkL(I)
4
2
0
( )2
exp(
t)kkL(I)
8
kTz (t)kL (I) exp(
for any L (I ) and t 4lx / .

We rewrite (5.2) to an integral equation
Z t
(t) = Tz (t)(w0 wr )
Tz (t s)k(u)vwds.
0
From Lemmas 2.1 and 5.1, we have

0
kkL(I) exp(
+
+
( )2
t)kwr w0 kL (I)
8
t4lx /
0
( )2
exp(
(t s))kk(u)vwkL (I) ds
8
t4lx /0
kk(u)vwkL (I) ds 0
as . On the other hand, we readily show that (u, v) also satisfies

the property of Theorem 5.1 because of the assumption for the initial value
and the standard argument with Gronwalls inequality, which completes
the proof.
Acknowledgement. Special thanks go to Professor Eiji Yanagida for
many stimulating discussions and continuous encouragement.
References
[1] D.G.Aronson and H.F.Weinberger, Nonlinear diffusion in population genetics, combustion, and nerve pulse propagation, Partial differential equations
and related topics, Lecture Notes in Math. 446 Springer (1975) 549.
[2] S.L.Olson, H.R.Baum and T.Kashiwagi, Finger-like smoldering over thin
cellulosic sheets in microgravity, The Combustion Institute (1998) 2525
2533.
[3] A.Pazy, Semigroups of linear operators and applications to partial differential
equations, Springer-Verlag New York 44 (1983).
[4] O.Zik, Olami and E.Moses, Fingering Instability in Combustion, Phys. Rev.
Lett. 81 3836 (1998).
November 22, 2007
9:46
071114ishiwatanonlinearanalysistaiwan
MOTION OF NON-CONVEX POLYGON BY CRYSTALLINE

CURVATURE FLOW AND ITS GENERALIZATION
TETSUYA ISHIWATA
Gifu university, Yanagido 1-1, Gifu, 501-1193, JAPAN
Abstract: The motion of polygons by crystalline curvature is discussed. We
also mention the convexity phenomena and show examples of non-existence of
non-convex self-similar solutions.
1. Introduction
In this short paper we discuss a motion of polygons (t) in the plane by a
crystalline curvature flow:
Vj = Hj
(CCF)
and its generalization:

Vj = g(j , Hj )
(GCCF)
where Vj , j S 1 = R/2Z and Hj denote the normal velocity, the normal

angle and the crystalline curvature of the j-th edge of the solution polygon,
respectively. Here the function g is a continuous function from S 1 R
to R and solution polygons are considered in the special class which is
characterized by an interfacial energy density. The polygon belonging to
this class is called admissible polygon. The definitions and assumptions
are mentioned in the next section. This framework of the interface motion
is introduced by S. Angenent and M.E. Gurtin [3] and J.E. Taylor [14],
independently (history: see [1]).
If the initial polygon is convex, solution polygon keeps its convexity and
any edges never disappear as long as an enclosed area of solution polygon
is positive. The asymptotic behavior of solution polygons, especially extinction rate and limiting shape, is well studied (see [13, 2, 11, 12] and the
references in them). However, there are few results for non-convex case.
K. Ishii and H. M. Soner [8] discussed a motion of admissible polygon by
Vj = Hj . M.-H. Giga and Y. Giga [5] treat more general case and show that
125
November 22, 2007
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126
a degenerate pinching singularity never occur under an assumption on the

function g. And they also mentioned convexity phenomena : Nonconvex
curve becomes convex in a finite time before the extinction time. Figure 1
shows a numerical example of this phenomena. We can see that solution
polygon becomes convex in a finite time and then shrinks to a single point.
The convexity phenomena are well known for a classical curvature flow
v = [6] and its anisotropic version [4]. But this assertion is not valid for
(GCCF) since there exist non-convex self-similar solutions for some cases
[10]. At present, conditions for the convexity phenomena and behaviors of
solution polygons are not clear.
In this paper, we assume some conditions on the function g and the
interfacial energy density and show that (i) the solution polygon belongs to
the admissible class as long as the solution exists, (ii) a crystalline curvature
of each edges becomes non-negative before the extinction time and (iii) the
solution polygon also becomes star-shaped before the extinction time. In
the final section, we discuss some examples of a non-existence of non-convex
self-similar solutions for (CCF).
1
-1
-1
-2
-2
-3
-3
-4
-4
-5
-5
0
0.5
1.5
2.5
t=0
3.5
4.5
0.5
1.5
2.5
3.5
t>0
Figure 1. Numerical example of the convexity phenomena for Vj = Hj . The left is (0)
and the right is a time evolution of (t).
2. Motion of admissible polygons by crystalline curvature

We first mention the Wulff shape which plays important role in definitions
of an admissibility of a polygon and a crystalline curvature. Let = ()
4.5
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127
be a positive continuous function defined on S 1 , which describes an interfacial energy density in the direction of a crystal. It is well-known that
the equilibrium shape of crystal is given as the shape which
attains the
R
minimum of the total interfacial energy on some curve , f (n)ds (Here
f (n) = (), n = (cos , sin )). This minimizing problem is called the
Wulff problem and the solution figure is called the Wulff shape, which is
given by
W =
{(x, y) R2 | x cos + y sin ()}.
S 1
Note that W is always convex. For example, if () 1, then the Wulff

shape is a unit circle. If W is a polygon, then the energy is called
crystalline energy. In this paper, we only treat this case.
Let W and i be N -sided polygon and normal angle of i-th edge of
W for i = 0, 1, , N 1, respectively. We also define a set of normal angles
by
W = {0 , 1 , , N 1 }
Here, there is a following order : 0 < 1 < < N 1 < N := 0 +2.
We next introduce a notion of admissible polygon. Let and P be
an N -sided polygon and its boundary. We denote j-th vertex of , the
j-th edge and a normal angle of the j-th edge for j = 0, 1, . . . , N 1 by
pj = (xj , yj ), Sj and j in anticlockwise order, respectively. We also define
pN (= (xN , yN )) := p0 and N := 0 . Then the j-th edge and the boundary
of are described by Sj := {(1 t)(xj , yj ) + t(xj+1 , yj+1 ) | 0 t 1} and
SN 1
P = j=0 Sj , respectively. Let N j and T j be a set of normal angles:
= {0 , 1 , , N 1 }, an inward and a tangential normal vectors of
Sj , which are given by N j = (cos j , sin j ) and T j = ( sin j , cos j ),
respectively.
If satisfies the following two conditions, we call an admissible polygon: (1) W = and (2) sj + (1 s)j+1
/ W for any 0 < s < 1 and
j = 0, 1, , N 1. The admissibility is the analogical notion of smoothness
of a closed curve: has all normal angles in W and if j = k W ,
then j+1 , j1 {k1 , k+1 }, that is, normal angle j change smoothly
in W .
Here and hereafter, we only consider admissible polygons. The quantity
defined for admissible polygon by
l (j )
Hj = j
dj
November 22, 2007
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128
is called crystalline curvature. Here dj and l (i ) be the length of Sj and the

length of the edge of the Wulff shape having normal angle j , respectively.
The quantity j is called transition number which is given by
j =
1
(sgn(det(N j1 , N j )) + sgn(det(N j , N j+1 ))).
2
This takes +1 (resp. 1) if P is convex (resp. concave) at Sj in the Nj

direction; otherwise it takes zero. Note that if is convex, then j =
+1 for all j. Let N 0 () := #{j|j = 0}, N + () := #{j|j = 1} and
N () := #{j|j = 1}. Then we have N = N 0 () + N + () + N ()
and N + () N () = N . Note that a crystalline curvature of each edge
of the Wulff shape is always one. This means that the Wulff shape plays a
role like as the unit circle in the usual sense.
In this paper we consider (GCCF) as the generalization of (CCF) and
assume the following conditions on the function g:
Assumption (G1): 7 g(j , ) is Lipschitz continuous on R \ {0} for all
j W .
Assumption (G2): g(j , ) is monotone non-decreasing on and satisfies g(j , 0) = 0, g(j , ) > 0 ( > 0), g(j , ) = g(j , ) and
lim g(j , ) = + for all j W .
Let the initial polygon (0) be N -sided admissible polygon. Then, timelocal solution polygon exists uniquely in the class of N -sided admissible
polygons and we can obtain the time-local solution as long as (t) is N sided admissible polygon because (GCCF) can be written as the following:
dj (t) = (cot(j+1 j ) + cot(j j1 ))Vj
1
sin(j+1 j )
Vj+1
1
Vj1
sin(j j1 )
for j = 0, 1, . . . , N 1.
(2.1)
However, by assumption (G2), we can easily show that at least one edge
disappear in a finite time. Therefore, the solution polygon does not exist
globally in time in the class of N -sided admissible polygons. But the edgedisappearing does not always lead a breakdown of the time evolution of
solution polygon. If the limiting shape which is obtained after some edges
disappear is still admissible, we can continue a time evolution of solution
polygon in the class of admissible polygons beyond the edge-disappearing.
In this case, the number of edges of solution polygon becomes smaller.
That is, the system size of the problem (2.1) may change. But, there is
a possibility that the limiting shape is not admissible and thus we can no
November 22, 2007
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129
longer continue the time evolution of polygons in the class of admissible

polygon.
On the other hand, self-contacting of the boundary P(t) = (t) may
occur before the edge-disappearing. Indeed, some examples and numerical
simulations of split-type self-contacting are shown in [7]. When the solution
polygon splits into some polygons, if each polygons are still admissible, we
can continue to track the motions of each polygons. However, some results
in [7] show that we can not use this procedure in general.
In the next section, we discuss the above two types of singularities and
clarify the conditions which guarantee to track the motion of solution polygon in the class of admissible polygon till the area of solution polygon
becomes zero.
3. Beyond the singularities
We add the following three assumptions:
(W1): ( + ) = () for any S 1 .
(G3): g(j + , ) = g(j , ) for any j W and R.
(G4): For any j W , the function g(, ) satisfies
Z
g(j , )2 d = .
0
The assumption (W1) means that the Wulff shape W is point symmetric. For example, regular hexagon and octagon satisfy (W1). The condition
(G3) means a symmetry of mobility. For an anisotropic crystalline curvature flow, i.e., g(, ) = M () (M () is a positive function called the
mobility.), if M ( + ) = M (), then (G3) holds. The assumption (G4)
seen in [5] and means that the growth rate of g(, ) as is linear
or superlinear. If (G4) fails, the degenerate pinching may occur (see also
[2, 7]).
Under all assumptions, we obtain the following result:
Theorem 3.1. ([9]) Let (0) be a N -sided admissible polygon and assume
that (G1,2,3,4) and (W1) hold. Then, there exists a finite time T1 > 0 such
that (t) is N -sided admissible polygon for 0 t < T1 and there exists k
such that limtT1 dk (t) = 0.
Moreover, one of the following two phenomena occurs exclusively at
t = T1 :
(1) (t) shrinks to a single point, that is, limtT1 dj (t) = 0 for all j.
November 22, 2007
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130
t=0
t=T
Figure 2. Example motion when (W1) does not hold: The two center above edges have
zero crystalline curvature and thus never move in each normal direction. The bottom
edge moves upward and eventually touches the above vertex. The solution polygon splits
into two particles and each polygon is not admissible.
t=0
t=T
Figure 3. Example motion when (G3) does not hold: If g(/2, ) g(3/2, ), the
bottom edge moves upward faster than the above edge and eventually the both edges
touch each other. The solution polygon splits into two particles and each polygon is not
admissible.
t=0
t=T
Figure 4. Example motion when (G4) does not hold: Because of the lack of (G4), the
degenerate pinching occurs. The limiting shape is not admissible.
(2) There exists j0 such that inf 0t<T1 dj0 (t) > 0. Then, the transition number of the edge which disappears at t = T1 is zero and the
limiting shape = limtT1 (t) is N 0 -sided admissible polygon
(N 0 < N ).
This result says that the self-contacting never occur and we can continue
a time evolution of admissible polygon beyond the edge-disappearing.
November 22, 2007
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131
Remark: These three assumptions (G3,4) and (W1) do not come of a

technical reason for the proof. If one of them fails, then we can find counter
examples. Figures 2, 3 and 4 show typical examples.
4. Almost convexity phenomena
In this section we always assume all condition in Theorem 3.1 and consider
a behavior of solution polygons near the extinction time.
Since a number of edges of the initial polygon (0) is finite and new
edges are not generated during the time evolution. By Theorem 3.1, edgedisappearing must happen in a finite time and thus N ((t)) is monotone
non-increasing in time. Hence, we have finite sequence of edge-disappearing
times:
0 < T1 < T2 < < Tm < .
Let T0 = 0. Note that by Theorem 3.1, the solution polygon shrinks to a
single point at the extinction time Tm .
The following result characterizes shapes of solution polygons near the
extinction time.
Theorem 4.1. ([9]) Assume the same conditions in the previous theorem.
Then, we have N ((t)) = 0 and N 0 ((t)) = 0 or 2 for t [Tm1 , Tm ).
Moreover, in the case where N 0 ((Tm1 )) = 2, these two edges which have
zero transition number are adjacent each other.
In the above theorem, the case where N 0 ((Tm1 )) = 0 means that the
solution polygon become convex at t = Tm1 . The non-convex self-similar
solutions are typical solutions for the case where N 0 ((Tm1 )) = 2 with
m = 1.
From this theorem, we easily obtain the following corollaries.
Corollary 4.1. (Almost convexity phenomena)
(1) There exists T Tm1 such that Hj (t) 0 for all j and any
t T .
(2) There exists T Tm1 such that the solution polygon (t) is starshaped for any t T .
Here, the order of T and T depends on the initial shape.
November 22, 2007
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132
Corollary 4.2. (Sufficient condition for convexity phenomenon) If the initial polygon (0) is point symmetric, then the solution polygon becomes
convex at t = Tm1 .
5. Discussion
In this final section we only consider the case Vj = Hj and W is a even
sided regular polygon. This setting satisfies all assumptions in the previous
theorems.
It is known that the convexity phenomena does not always appear for
(GCCF) because there are some examples of non-convex self-similar solutions (see [10]). However, it is shown in [8] that the motion of polygonal
curve by Vj = Hj approximates the motion of smooth curve by curveshortening flow and also well-known that the convexity phenomena always
appear in the later motion (see [6]). Therefore, we expect that the convexity phenomena always appear for Vj = Hj when the number of edges of
W is large.
It is obvious that non-existence results of non-convex self-similar solutions lead a necessary condition for the convexity phenomena. We here
show two examples of them.
P3
P2
P3
P2
P4
P1
P0
P4
P1
P0
P5
P7
P9
P6
P5
P6
N = 6
Figure 5.
P8
P7
N = 8
Non-convex self-similar solutions (left:N = 6, right:N = 8).
Example 5.1. Let N = 6 and l (j ) = 1 for j W :=

{/6, /2, 5/6, 7/6, 3/2, 11/6}. By theorem 4.1, the non-convex self-
November 22, 2007
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133
similar solution has 8 edges and only two adjacent edges have zero crystalline curvature (see Figure 5). We set P0 = (0, 0) and dj = j d0 for
j = 1, 2, , 7. Here j s are positive constants since the solution is selfsimilar. Let consider the upper curve from P0 to P4 , i.e., C1 := 3j=0 Sj .
By geometry, Pj = (xj , yj ) are given by x1 = Ad0 , y2 = Bd0 , x2 =
Ad0 (11 ), y2 = Bd0 (1+1 ), x3 = Ad0 (11 22 ), y3 = Bd0 (1+1 ), x4 =
Ad0 (1 1 22 3 ), y4 = Bd0 (1 + 1 3 ) where A = cos(/3) and
B = sin(/3). By V0 = 0 and V1 = 1/1 d0 , we have d0 = 1/B1 d0
since N 1 T 0 = B. Next let see a motion of P2 . The time derivatives
of x2 and y2 are given by x 2 = Ad0 (1 1 ) = A(1 1 )/B1 d0 and
y 2 = B d0 (1 + 1 ) = (1 + 1 )/1 d0 . On the other hand, Vj = 1/j d0
A
1
1
1
(j = 1, 2) yield that x 2 = (
)
and y 2 =
. Thus we
2
1 Bd0
2 d 0
have 2 = 1 /(1 + 1 ). To consider a motion of P3 , we similarly have
3 = (1 + 1 )/(2 + 1 ). Then we have y4 = Bd0 (1 + 1/(2 + 1 )) > 0
for any d0 > 0 and 1 > 0. Thus the curve C1 does not touch or cross
the x-axis except at the origin. We can also show in the same way that
the lower curve C2 := 7j=4 Sj does not touch or cross the x-axis except
at the origin. This contradicts to the closedness of P(t). Therefore, the
non-convex self-similar solution does not exist.
Example 5.2. Let N = 8 and l (j ) = 1 for j W :=
{/8, 3/8, 5/8, 7/8, 9/8, 11/8, 13/8, 15/8}. The non-convex selfsimilar solution has 10 edges and only two adjacent edges have zero crystalline curvature (see Figure 5). Let j be positive constants. We set
P0 = (0, 0) and dj = j d0 for j = 1, 2, , 9. Let consider the upper curve from P0 to P5 . We can make the relations between j and
1 for j = 2, 3, 4 in the same manner in
example
theprevious
and
2
2), 3 =
(
+
2)/(
2
+
4
+
2) and
get 2 = 1 /(1 +
1 1
1
1
3
3
2
4 = ( 21 + 61 + 5 21 + 2)/( 21 + 91 + 11 21 + 6). By these
relations and y5 = d0 [(1 + 1 4 ) cos(/8) + (2 3 ) sin(/8)], we can
show y5 > 0 for any d0 > 0 and 1 > 0. Thus, the non-convex self-similar
solution does not exist.
Acknowledgment
The part of this work was done while the author was visiting the Department of Pure and Applied Mathematics, University of LAquila. The
author is partially supported by Grant-in-Aid for Encouragement of Young
Scientists (No. 18740048).
November 22, 2007
9:46
134
References
[1] F. Almgren and J.E. Taylor, Flat flow is motion by crystalline curvature for
curves with crystalline energies, J. Diff. Geom. 42 (1995) 122.
[2] B. Andrews, Singularities in crystalline curvature flows, Asian J. Math. 6
(2002) 101122.
[3] S. Angenent and M.E. Gurtin, Multiphase thermomechanics with interfacial
structure, 2. Evolution of an isothermal interface, Arch. Rational Mech.
Anal. 108 (1989) 323391.
[4] K.S. Chou and X.P. Zhu, A convexity theorem for a class of anisotropic flows
of plane curves, Indiana Univ. Math. J. 48 (1999) 139154.
[5] M.-H. Giga and Y. Giga, Crystalline and level set flow convergence
of a crystalline algorithm for a general anisotropic curvature flow in the
plane, Free boundary problems: theory and applications, I (Chiba, 1999),
GAKUTO Internat. Ser. Math. Sci. Appli., 13, Gakk
otosho, Tokyo, (2000)
6479.
[6] M. Grayson, The heat equation shrinks embedded plane curves to round
points, J. Differential Geometry 26 (1987), 285-314.
[7] C. Hirota, T. Ishiwata and S. Yazaki, Numerical study and examples on singularities of solutions to anisotropic crystalline curvature flows of nonconvex
polygonal curves, to appear in ASPM.
[8] K. Ishii and H. M. Soner, Regularity and convergence of crystalline motion,
SIAM J. Math. Anal. 30 (1999) 1937 (electronic).
[9] T. Ishiwata, Motion of non-convex polygons by crystalline curvature and
almost convexity phenomena, preprint.
[10] T. Ishiwata, T.K. Ushijima, H. Yagisita and S. Yazaki, Two examples of
nonconvex self-similar solution curves for a crystalline curvature flow, Proc.
Japan Acad. Vol. 80, Ser. A, No. 8 (2004) 151154.
[11] T. Ishiwata and S. Yazaki, On the blow-up rate for fast blow-up solutions
arising in an anisotropic crystalline motion, J. Comp. App. Math. 159 (2003)
5564.
[12] T. Ishiwata and S. Yazaki, A fast blow-up solution and degenerate pinching
arising in an anisotropic crystalline motion, submitted.
[13] A. Stancu, Asymptotic behavior of solutions to a crystalline flow, Hokkaido
Math. J. 27 (1998) 303320.
[14] J. E. Taylor, Constructions and conjectures in crystalline nondifferential
geometry, Proceedings of the Conference on Differential Geometry, Rio de
Janeiro, Pitman Monographs Surveys Pure Appl. Math. 52 (1991) 321336,
Pitman London.
December 17, 2007
16:55
KabeyaNinomiya-proc-fin
FUNDAMENTAL PROPERTIES OF SOLUTIONS TO A

SCALAR-FIELD TYPE EQUATION ON THE UNIT SPHERE
YOSHITSUGU KABEYA
Department of Mathematical Sciences,
Osaka Prefecture University
1-1 Gakuencho, Sakai, 599-8531, Japan
HIROKAZU NINOMIYA
Department of Applied Mathematics and Informatics,
Ryukoku University
Seta, Otsu, 520-2194, Japan
Abstract: A scalar-field type equation on a spherical cap in the unit sphere

under the homogeneous Dirichlet condition is considered and the existence of an
azimuthal solution is discussed. The scalar-field type equation under the azimuthal
condition is reduced to a specific ordinary differential equation and the analysis of
this ODE is crucial. To understand properties of solutions, behaviors of a solution
to the linearized equation are also investigated. The associated Legendre functions
play key roles.
1. Introduction and Results

In this note, we consider the nonlinear elliptic equation
u u + up+ = 0,
in Sn
(1.1)
under the homogeneous Dirichlet boundary condition, where is the

Laplace-Beltrami operator on the sphere, n 3, p > 1, > 0, Sn Rn+1 is
the standard unit sphere, Sn is a geodesic ball (called a spherical cap)
centered at the south pole (0, . . . , 0, 1). Actually, let (y1 , y2 , . . . , yn+1 )
supported in part grant-in-aid for scientific research (c)(no.
society for the promotion of science.
supported in part grant-in-aid for scientific research (c)(no.
society for the promotion of science.
135
19540224),
japan
18540147),
japan
December 17, 2007
16:55
136
Sn . We express yi in the polar coordinates:
k
Y

yk =
sin j cos k+1 , k = 1, 2, . . . , n 2,
j=1
n1

y
=
sin j cos ,
n1
j=1
n1

y
=
sin
sin ,
n
j
j=1
yn+1 = cos 1 .
Note that can be expressed in the polar coordinates as

n

= (1 ) = (1 , 2 , . . . , n1 , ) 0 < 1 < 1 ,
0 i , (i = 2, 3, . . . , n 1), 0 2
with some 1 > 0. Then is written as

u =
n1
X
(sin 1 . . . sin k1 )2 (sin k )kn
k=1
n1
Y
k=1
sin k
2 2 u
2
u o
n
(sin k )nk
k
k
For example, see Section 3 in Chapter 2 of Shimakura [15] by applying

the decomposition of (n + 1) dimensional Laplacian. Here we can consider
(1.1) in the class of radial functions, that is, functions depending only on
the azimuthal angle 1 (=latitude). For a function v depending only on
1 , can be rewritten as

v
1
n1
v =
sin
1
,
(1.2)
1
sinn1 1 1
which is denoted by 1 . Then (1.1) becomes
p
1 v v + v+
= 0.
(1.3)
Although the equation (1.1) is defined on a domain of the unit sphere,

we can project the problem stereographically on the Euclidean space. In
December 17, 2007
16:55
137
N H0,0,...,1L
Q Hy1,y2,...,yn+1L
WH1*L
P Hx1,x2,...,xnL
r=R
WH1*L
r=R
(a)
N H0,0,...,1L
1*
1
BR
Q Hy1 ,y2 ,...,yn+1L
P Hx1 ,x2 ,...,xnL
(b)
Figure 1. Stereographic projection from the north pole to the Euclidean space. (a) a
birds-eye view of the domain, (b) the cross-section at the hyperplane.
view of the stereographic projection from the north pole (0, . . . , 0, 1), any
point (y1 , y2 , . . . , yn+1 ) corresponds to

y1
y2
yn
(x1 , x2 , . . . , xn ) =
,
,...,
1 yn+1 1 yn+1
1 yn+1
on Rn . Expressing (y1 , y2 , . . . , yn+1 ) in terms of xi , we have

2x2
2xn
|x|2 1
2x1
(y1 , y2 , . . . , yn+1 ) =
,
,
.
.
.
,
,
.
|x|2 + 1 |x|2 + 1
|x|2 + 1 |x|2 + 1
See Figure 1. Since (1 ) is a geodesic ball with its radius 1 , its
stereographically projected image is also a ball BR in Rn centered at the
origin with its radius R = cot(1 /2).
The operator can be also rewritten as a weighted differential operator
of the elliptic type as expressed below. After tedious calculations, we obtain
|x|2 + 1 2
|x|2 + 1
u =
u (n 2)
(y u)
2
2

1 + |x|2 n

n2
2
=
div
u
.
2
|x|2 + 1
Thus, in the case of radial function w(r), can be written as

(r2 + 1)n
rn1
w
w =
,
4rn1 r (r2 + 1)n2 r
(1.4)
which we denote by r w. Finally, (1.1) yields

p
r w w + w+
= 0.
(1.5)
December 17, 2007
16:55
138
Although the linear elliptic problems have been considered on the sphere
since 19th century (the Legendre era), nonlinear elliptic problems on the
unit sphere or the spherical caps are now getting attention. For example,
Bandle and Peletier [4], Bandle and Benguria [3] are basic results. In [3], the
problem (1.1) with < 0, n = 3 and the homogeneous Dirichlet condition
is treated. They showed the existence and the non-existence results by
using the variational methods as are done in Brezis and Nirenberg [8].
They emphasized that different phenomena would occur if contains the
southern hemisphere (note that they project the spherical cap from the
south pole and in their sense, this word should be northern hemisphere).
Also related results concerning the existence of a minimizer for the best
Sobolev constants were discussed by Bandle and Peletier [4].
Later, Stingelin [16] considered (1.1) with > 0 and the homogeneous
Dirichlet condition, and showed numerically the bifurcation diagram, which
seemed as if imperfect bifurcations occur (see Figure 2). His diagrams look
very like what we obtained in Kabeya, Morishita and Ninomiya [10]. There
must be the similar mechanism in behind in this problem. We would like to
assure the bifurcation diagram mathematically rigorously. Especially, what
will happen to the bifurcation diagram if we let 1 0?
Recently, Brezis and Peletier [4] studied this problem further than what
Stingelin [16] did and they showed several properties of the bifurcation
diagram for large > 0. Moreover, very recently, Bandle and Wei [5, 6, 7]
studied intensively on this subject from the singular perturbation point of
view, and arrived to almost the same height as in Ambrosetti, Malchiodi and
Ni [1, 2] and Malchiodi, Ni and Wei [13]. Various concentration phenomena
have been observed in [5, 6, 7].
We would like to see what the structure of solutions to (1.5) is. Unfortunately, (1.5) cannot be transformed to a Matsukuma type equation
or the canonical form as discussed in Yanagida and Yotsutani [18, 19] and
theorems in Kabeya, Yanagida and Yotsutani [11] are not applicable.
We should note that (1.5) on Sn has a constant solution 1/(p1) . Although the constant solution is never a solution to the Dirichlet problem,
as in Section 4 of [4], the analysis of the linearized problem is important.
As a first step to analyze the problem, we here consider the linear eigenvalue problem: for given R > 0, find eigenvalues such that
(
r w + (p 1)w = 0,
wr (0) = 0, w(R) = 0,
has a nontrivial solution. However, as for the linear problem, we should
December 17, 2007
16:55
139
better consider the original problem on the spherical cap and find azimuthal
eigenvalues. That is, for given 1 > 0, we consider the problem
(
1 v + (p 1)v = 0
(1.6)
v1 () = 0, v(1 ) = 0
D
and find suitable eigenvalue D
k,1 > 0 and a solution v = k, with k 1
zeros in (1 , ) (k = 1, 2, 3, . . . ). This is equivalent to find k-th azimuthal

1
eigenvalue of , i.e., to find a nontrivial function in H0,az
((1 )) such
that
Z
Z
1/2
2
D
2 dS,
| | dS = (p 1)k (1 )
(1 )
(1 )
where
1
H0,az
((1 ))
Z
)

1/2 2
=0 ,
= (1 )
| | dS < ,
(1 )
1 =1
dS denotes the spherical element and 1/2 is defined as

Z
Z
|1/2 u|2 dS =
(u)u dS
(1 )
(1 )
1
for u C0 ((1 )) and is extended to H0,az
((1 )) by completion. Note
that for a function f depending only on 1 , we have
Z
Z
n1
f (1 ) dS = |S
|
f (1 )(sin 1 )n1 d1 ,
(1 )
where |Sn1 | denotes the area of Sn1 .

As a comparison, we also consider properties of a solution to the following eigenvalue problems
(
1 v + (p 1)v = 0,
(1.7)
v1 () = v1 (0) = 0.
We say that k (k N) is the k-th eigenvalue if a nontrivial solution v = k
to (1.7) changes its sign (k 1) times in [0, ). The first eigenvalue 1 is
zero and the corresponding eigenfunction is a constant.
The explicit forms of the eigenvalues and the eigenfunctions will be
discussed in Section 2. The eigenvalues and the eigenfunctions will play
important roles to the analysis of our goal to prove the imperfect bifurcations (the phenomena that diagrams of solutions look like a bifurcation
diagram although there exists no bifurcating point. See Figure 2).
December 17, 2007
16:55
140
D
What are the behaviors of D
k,1 ? We can expect that k,1 converges
to the eigenvalue k in the whole sphere case.
Theorem 1.1. For any natural number k and for any sufficiently small
D
1 > 0, there holds D
k,1 > k . Moreover, as 1 0, k,1 k and
D
k, k local uniformly in (0, ].
1
Remark 1.1. The convergence of eigenfunctions under the Dirichlet problem to the whole sphere ones might be strange. This would show that the
solution to (1.1) very close to the constant solution have a boundary layer
as the spherical cap approaches to the north pole. The bifurcation diagram
of (1.1) would converge locally uniformly to that of the whole sphere case.
Using the information of eigenfunctions and eigenvalues, we have the existence theorem to the nonlinear problem, which would partially give a rigorous proof of numerically computed bifurcation diagrams (see Figure 2).
Theorem 1.2. Let n 3, (n + 2)/(n 2) p > 1 and 6= k (k =
1, 2, 3, . . . ) but near some j . Then, for sufficiently small 1 > 0, there
exist > 0 and a solution v(; 1 , ) to

1 v v + v p = 0, 1 < 1 < ,
(1.8)
v(1 ) = 0, v1 () = 0, v() = .
The organization of this paper is as follows. Analysis on the linear
problem will be done by using the Legendre associate functions, which will
help us much, in Section 2. Sketches of proofs of Theorems 1.1 and 1.2 will
be given in Section 3.
2. Investigation of the linearized problem
In this section, we investigate (1.6) and (1.7) and find exact solutions to
these problems by using the associated Legendre functions.
Letting t = cos( 1 ) = cos 1 = yn+1 , we have

(1 t2 )n/2
+ (1 t2 )n/21 (p 1) = 0,
(2.1)
t
t
and (2.1) is called a hyper-sphere equation. The fundamental solutions
of (2.1) are expressed by the associated Legendre functions P , Q as
= c1 (1 t2 )/2 P (t) + c2 (1 t2 )/2 Q (t),
(2.2)
December 17, 2007
16:55
141
5.
5.
4.5
4.5
4.
4.
3.5
3.5
3.
3.
2.5
2.5
2.
2.
1.5
1.5
1.
1.
0.5
0.5
0.
0.
0.
1.
2.
3.
(a)
4.
5.
6.
7.
8.
= 0.02
9.
10.
0.
1.
2.
3.
(b)
4.
5.
6.
7.
8.
9.
10.
= 0.002
Figure 2. Bifurcation diagrams of (1.8) when n = 3 and p = 5. The horizontal axes

stand for and the vertical axes do for v().
where
p
(n 1)2 + 4(p 1) 1
n2
=
, =
.
(2.3)
2
2
The associated Legendre functions P and Q are the independent solutions
to the associated Legendre equation

d
2
2 dP
(1 t )
+ ( + 1)
P = 0.
(2.4)
dt
dt
1 t2
In case of n = 2m 1, P has a singularity at t = 1 and hence c1 = 0
must hold. Moreover, if
lim (1 t2 )/2 Q (t)
t1
is finite, then v corresponds to an eigenfunction and does to an eigenvalue.

Since there holds

Q (t) + cos( + ) Q (t) =
sin( + ) P (t),
2
+ should be an integer in this case. That is,
p
(n 1)2 + 4(p 1) 1
n2
+
=`
2
2
for ` = n 2, n 1, . . . when n = 2m 1. Thus, we have
(p 1) = (` + 1)(` + 2 n).
(2.5)
December 17, 2007
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142
Note also that

o
d n
(1 t2 )/2 Q (t)
t1 dt
is finite if + is an integer.
Since 6 Z when n is odd, we have

( + + 1)
Q (t) =
(cos )P (t)
P (t) .
2 sin
( + 1)
lim
(2.6)
(2.7)
m3/2
Also Q
(t) can be expressed in a finite sum of the combinations of the
elementary functions by using
Qm3/2
(t) =
( + m 1/2) (m3/2)
P
(t),
2 ( m + 5/2)
which comes from (2.7),

r

2
1
cos +
,
sin
2
r

1
2i
2
1/2
sin +
,
P
(cos ) =
2 + 1 sin
2
P1/2 (cos )
=i
with t = cos ( = 1 ) and the inductive relation

P+2 (t) 2( + 1)t(1 t2 )1/2 P+1 (t) + ( )( + + 1)P (t) = 0.
We choose a pure imaginary constant so that v should be a real-valued
function.
On the other hand, in case of n = 2m, then Q has a singularity at
t = 1 and there must hold c2 = 0. Similarly, if
lim (1 t2 )/2 P (t)
t1
is finite, then v becomes an eigenfunction. Since Pm1 is also expressed as

dm1
P (t)
dtm1
where P (t) is the Legendre function of the first kind, only in the case where

dm1

< ,
m1 P (t)
dt
t=1
P (t) = Pm1 (t) = (1 t2 )(m1)/2
Pm1 (t) becomes an eigenfunction. Since limt1 |P (t)| = for 6 Z,

more precisely,
P (1 + 2t)
1
(sin ) log t
December 17, 2007
16:55
143
near t = 0 for 6 Z, should be an integer, which is denoted by `. That

is, the eigenvalues are expressed as

n
n
(p 1) = ` +
`+1
(2.8)
2
2
for ` = n/2 1, n/2, . . . when n = 2m. Note that
o
d n
(1 t2 )/2 P (t)
lim
t1 dt
(2.9)
if is an integer and that Pm1 (t) becomes a polynomial for Z.

As a summary in view of (2.5) and (2.8), we see that the eigenvalue k
to (1.7) is expressed as
k = (k 1)(k + n 2)
for k = 1, 2, . . . , well-known eigenvalues for . The case k = 1 corresponds
to the constant eigenfunction. The corresponding eigenfunction k (1 ) is
k (1 ) =
1
sin
(n2)/2
(n2)/2
Qk1+(n2)/2 ( cos 1 )
when n is odd, and is

k (1 ) =
1
sin
(n2)/2
(n2)/2
Pk1+(n2)/2 ( cos 1 )
when n is even. The formulae of the (associated) Legendre functions used

here are seen in Chapters IV and V of [14]. The eigenfunction corresponding
D
to D
k, is denoted by k, .
1
Remark 2.1. Consider the case of n = 3. By (2.3) we see that

p
1
= (p 1) + 1
2
and that a solution to (2.1) is written as

= c3 (1 t2 )1/4 Q1/2 (t)
c5 sin{
c4
=
P 1/2 ( cos 1 ) =
sin 1
p
(p 1) + 1( 1 )}
sin( 1 )
with some constants cj (j = 3, 4, 5). If follows from (1 ) = 0 that we have

the eigenvalues
(
)
2
1
k
D
1 .
k,1 =
p1
1
December 17, 2007
16:55
144
Thus, the solution to (1.6) is explicitly expressed as

c6
c7
k( 1 )
D
P1/2 ( cos 1 ) =
sin
k,1 (1 ) =
sin 1
1
sin 1
where c6 and c7 are normalizing constants. The convergence of D
k,1 is
readily seen. See also [4].
Remark 2.2. All the eigenfunctions, not restricted to the azimuthal ones,
are expressed by the Gegenbauer polynomials. See, e.g. Sections 2 and 4
of Chapter 2 in [15] or Section 4 of Chapter 8 in Taylor [17].
Hence we obtain the following.
Proposition 2.1. The solution to (2.1) satisfies |(t)| as t 1
if 6= k (k = 1, 2, 3, . . . ).
Remark 2.3. This is different from the usual Laplacian case on the Euclidean space, under which the solution of the linearized equation converges
to 0 changing its sign infinitely many times as r . Indeed, a unique
solution to
1 (rn1 ur )r + 2 u = 0,
rn1
u(0) = 1
with > 0 is explicitly expressed as
J(n2)/2 (r)
r(n2)/2
with Cn > 0 being the normalizing constant. This may reflect the difference
of properties of solutions caused by the compactness or non-compactness
of the domain.
u(r) = Cn
3. Sketch of Proofs
We give sketches of proofs of Theorems 1.1 and 1.2 by using the properties
of the associated Legendre functions as discussed in Section 2.
Sketch of a proof of Theorem 1.1. Let (t; ) be a solution of (2.1)
and (1; ) = 1. By (2.2) and (2.3), P (t; ) = (1 t2 )/2 = c1 P (t) +
c2 Q (t) satisfies (2.4). Recall the locally uniform convergence on (1, 1]
of a solution of (2.4) with respect to and the continuity of P and Q
with respect to . More precisely, we consider the case of n = 2m 1
December 17, 2007
16:55
145
(m = 2, 3, ). In this case, P (t; ) = c2 Q (t) as stated in Section 2. If

= k , then P (t; ) vanishes at t = 1. If (k , k+1 ) is close to k ,
then due to the Sturm (or Pr
ufer) comparison principle, Q (t) has k zeros
in (1, 1). We take the smallest zero t1 of Q (t) in (1, 1). This means that
such is an eigenvalue of the homogeneous Dirichlet problem (1.6) with
1 = cos1 (t1 ). The Sturm comparison principle and the uniqueness of
solutions to (2.4) with P (1; ) = 0 also implies that the correspondence
between and t1 is one-to-one.
Note that t1 tends to 1 as k . Since Q Q` as k locally
uniformly in (1, 1] and in view of (2.6), the eigenvalue converges to that
of the whole sphere case.
Similarly, in case of n = 2m if (> k ) is sufficiently close to k (this
implies that is a little bigger than a natural number), then P (t) has the
zero t2 , which are close to t = 1 and
lim (1 t2 )/2 |P (t)| = .
t1
Hence, the same conclusion holds for this case due to (2.9).
Letting 1 0 means that finding closer to k so that the smallest
zero is closer to t = 1.
In either case, the convergence of the norm of D
k,1 to that of k is
D
deduced easily since k,1 has no singularities. 2
Remark 3.1. As in the proof of Theorem 1.1, the smallest zero of the
associated Legendre function converges to the smallest zero t = 1 of
P (t; k ) as k . Thus, from the view point of the associated Legendre
function, the eigenvalues of the Dirichlet problem for (2.4) converges to
the eigenvalues of that at t = 1. However, as a solution on the sphere,
due to the weight (1 t2 )/2 , the zero of P (t; k ) at t = 1 is cancelled
out for = k . The eigenvalues of the Dirichlet problem on the spherical
cap converges to those of the whole sphere (Nuemann) problem as the cap
becomes wider and wider to cover the whole sphere except the north pole.
1
Sketch of proof of Theorem 1.2. We construct a solution in H0,az
((1 ))
by using the contraction mapping principle. We seek a solution of the form
vk,1 = wk,1 (1 ) + sD
k,1 (1 ) + hk,1 (1 , s)
where wk,1 (1 ) is an auxiliary function which converges to 1/(p1) as
1 0. We can follow the argument in [10] to show that there exist s R
December 17, 2007
16:55
146
1
and hk,1 H0,az

((1 )) with hk,1 D
k,1 such that vk,1 satisfies (1.8) for
sufficiently small 1 . 2
Acknowledgment. The authors thank Professor Catherine Bandle for

introducing Dr. Stingelins work and useful private communications. Also
they thank Professor Juncheng Wei for informing us of his results with
Professor Bandle during the conference.
References
[1] A. Ambrosetti, A. Malchiodi, and W.-M. Ni, Singularly perturbed elliptic
equations with symmetry: existence of solutions concentrating on spheres,
Part I, Comm. Math. Phys. 235 (2003), 427466.
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December 17, 2007
16:57
EQVI
EXISTENCE THEOREMS
FOR ELLIPTIC QUASI-VARIATIONAL INEQUALITIES
IN BANACH SPACES
RISEI KANO
Department of Mathematics, Graduate School of Science & Technology, Chiba
University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522 Japan
NOBUYUKI KENMOCHI
Department of Mathematics, Faculty of Education, Chiba University, 1-33
Yayoi-cho, Inage-ku, Chiba, 263-8522 Japan
YUSUKE MURASE
Department of Mathematics, Graduate School of Science & Technology, Chiba
University, 1-33 Yayoi-cho, Inage-ku, Chiba, 263-8522 Japan
Abstract. A class of quasi-variational inequalities (QVI) of the elliptic type is

studied in Banach spaces. The concept of QVI was ealier introduced by A. Bensoussan and J. L. Lions [2] and its general theory was evolved by many mathematicians, for instance, see [7,9,13] and a monograph [1]. In this paper we give a
generalization of the existence theorem due to J. L. Joly and U. Mosco [6,7] from
not only the view-point of the nonlinear operator theory, but also the application
to nonlinear variational inequalities including partial differential operators. In fact,
employing the compactness argument based on the Mosco convergence (cf.[11]) for
convex sets and the graph convergence for nonlinear operaors, we shall prove an
abstract existence result for our class of QVIs. Moreover we shall give some new
applications to QVIs arising in the material science.
1. Introduction
Let X be a real reflexive Banach space and X be its dual. We assume
that X and X are strictly convex and denote by < , > the duality
pairing between X and X. Given a nonlinear operator A from X into X ,
an element g X and a closed convex subset K of X, the variational
inequality is formulated as a problem to find u in X such that
u K,
< Au g , u w > 0, w K.
149
(1.1)
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150
Variational inequality has been studied by many mathematicians, for instance see J. L. Lions and G. Stampacchia [10], F. Browder [5], H. Brezis
[4] and their references.
The concept of quasi-variational inequality was introduced by A. Bensoussan and J. L. Lions [2] in order to solve some problems in the control
theory. Given an operator A : X X , an element g X and a family
{K(v); v X} of closed convex subsets of X, the quasi-variational inequality is a problem to find u in X such that
u K(u),
< Au g , u w > 0, w K(u).
(1.2)
As is seen from (1.2), the constraint K(u) for the quasi-variational inequality depends upon the unknown u, which causes one of main difficulties in
the mathematical treatment of quasi-variational inequalities. The theory of
quasi-variational inequality has been evolved for various classes of the mapping v K(v) and the linear or nonlinear operator A : X X ; see for
instance [6,7,13], in which two approaches to quasi-variational inequalities
were proposed. One of them is the so-called monotonicity method in Banach lattices X (cf. [13]), and for the mapping v K(v) the monotonicity
condition
min{w1 , w2 } K(v1 ), max{w1 , w2 } K(v2 ),
if v1 , v2 X with v1 v2 ,
(1.3)
is required, and an existence result for (1.2) is proved with the help of a fixed
point theorem in Banach lattices. Another is the so-called compactness
method in which some compactness properties are required for the mapping
v K(v) such as K(vn ) converges to K(v) in the Mosco sense, if vn v
weakly in X as n . In this framework, an existence result for (1.2)
was shown by J. L. Joly and U. Mosco [7]. However this result seems not
enough from some points of applications. The objective of this paper is to
generalize the result in [7] to the case that A : X X is the multivalued
u), generated by a semimonotone
pseudo-monotone operator, Au = A(u,
operator A : X X X . In such a case our quasi-variational inequality

is of the form: Find u X and u X such that
u K(u), u Au,
 0, w K(u).
(1.4)
This generalization (1.4) is new and enables us to apply it to the following

quasi-variational inequality arising in the elastic-plastic torsion problem for
December 17, 2007
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151
visco-elastic material: Find u H01 () and u

L2 () satisfying
(u) a.e. on ,
|u| kc (u) a.e. on , u
N Z
Z
X
u (u w)
aij (x, u)
dx +
u
(u w)dx
xi xj
i,j=1

f (u w)dx, w H01 () with |w| kc (u) a.e. on ,
(1.5)
where is a bounded smooth domain in RN , f is given in L2 (), kc ()

is a positive, smooth and bounded function on R and () is a maximal
monotone graph in R R with linear growth at . In this case our
abstract result is applied to
K(v) := {w H01 (); |w| kc (u) a.e. on }
(1.6)
and
u) :=
A(v,
N
X
i,j=1
xj
aij (x, v)
u
xi
+ (u);
(1.7)
it should be noted that the family {K(v); v H01 ()} given by (1.6) does
not satisfy the monotonicity condition (1.3), and that the term (u) of
(1.7) is in general multivalued. Therefore, (1.5) is a new application in the
respect that the differential form in (1.7) is quasi-linear and the additional
term is multivalued in general.
2. Main results
Let X be a real Banach space and X be its dual space, and assume that
X and X are strictly convex. We denote by < , > the duality pairing
between X and X, and by | |X and | |X the norms of X and X , respectively. For various general concepts on nonlinear multivalued operators
from X into X , for instance, monotonicity and maximal monotonicity of
operators, we refer to the monograph [1]. In this paper, we mean that operators are multivalued, in general. Given a general nonlinear operator A
from X into X , we use the notations D(A), R(A) and G(A) to denote its
domain, range and graph of A. In this paper, we formulate quasi-variational
inequalities for a class of nonlinear operators, which is called semimonotone,
from X X into X .
December 17, 2007
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152
) : X X X is called semimonoDefinition 2.1. An operator A(,
tone, if D(A) = X X and the following conditions (SM1) and (SM2) are
satisfied:
u) is maximal monotone
(SM1) For any fixed v X the mapping u A(v,
form D(A(v, )) = X into X .

(SM2) Let u be any element of X and {vn } be any sequence in X such
u) there exists
that vn v weakly in X. Then, for every u A(v,
n , u) and un u in X
a sequence {un } in X such that un A(v
as n +.
:= X X X be a semimonotone operator. Then we
Let A : D(A)
u) for all u X, which
define A : D(A) = X X by putting Au := A(u,
is called the operator generated by A.

Now, for an operator A generated by semimonotone operator, any g
X and a mapping v K(v) we consider a quasi-variational inequality,
denoted by P (g ), to find u X and u X such that
P (g )
u K(u), u Au,
 0, w K(u). (2.1)
Our main results of this paper are stated as follows.

= X X X be a bounded semimonotone
Theorem 2.1. Let A : D(A)
Let K0 be a bounded, closed
operator and A be the operator generated by A.
and convex set in X. Suppose that to each v K0 a non-empty, bounded,
closed and convex subset K(v) of K0 is assigned, and the mapping v K(v)
satisfies the following continuity properties (K1) and (K2) :
(K1) If vn K0 , vn v weakly in X (as n ), then for each
w K(v) there is a sequence wn in X such that wn K(vn ) and
wn w (strongly) in X.
(K2) If vn v weakly in X, wn K(vn ) and wn w weakly in X, then
w K(v).
Then, for any g X , the quasi-variational inequality P (g ) has at least
one solution u.
The following theorem is a slightly general version of Theorem 2.1.
= X X X be a bounded semimonotone
Theorem 2.2. Let A : D(A)
Suppose that to each v X
operator and A be the operator generated by A.
a non-empty, bounded, closed and convex subset K(v) of X is assigned and
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153
there is a bounded, closed and convex subset G0 of X such that

K(v) G0 6= ,
v X,
(2.2)
and
inf
w Aw
< w , w v >
as |w|X uniformly in v G0 .
|w|X
(2.3)
Furthermore, the mapping v K(v) satisfies the following condition (K1)

and the same condition (K2) as in Theorem 2.1:
(K1) If vn v weakly in X, then for each w K(v) there is a sequence
wn in X such that wn K(vn ) and wn w in X.
Then, for any g X , the quasi-variational inequality P (g ) has at least
one solution u.
In our proof of Theorems 2.1 and 2.2 we use some results on nonlinear
operators of monotone type, which are mentioned below.
= X X X be a semimonotone
Proposition 2.1. Let A : D(A)
operator and let A : X X . Then, the following two properties (a) and
(b) are satisfied:
(a) For any v, u X, A(v, u) is a non-empty, closed, bounded and
convex subset of X .
(b) Let {un } and {vn } be sequences in X such that un u weakly
n , un ),
in X and vn v weakly in X (as n ). If un A(v
un g weakly in X and lim supn < un , un >< g, u >, then

u) and limn =< g, u >.
g A(v,
n
Proof. Property (a) immediately follows from the maximal monotonicity
) for each v X. Now we show (b). Assume that {un }, {vn } and
of A(v,
{un } are such as in the statement of (b), namely,

un u weakly in X, vn v weakly in X, un g weakly in X (2.4)
and
n , un ), lim sup < g, u > .
un A(v
n
(2.5)
Now we note from (SM1) that

< un wn , un w > 0,
n , w).
w X, wn A(v
(2.6)
w), use (SM2) to choose a sequence

For any w X and any w A(v,
{w
n } with w
n A(vn , w) and w
n w in X . Then, by substituting this
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EQVI
154
sequence wn and letting n in (2.6) we have with the help of (2.4)

and (2.5)
< g w , u w > 0,
w).
w X, w A(v,
u), since A(v,

) is maximal monotone. CorreThis implies that g A(v,
n , u)
sponding to this g A(v, u), by (SM2) choose a sequence gn A(v
such that gn g in X . Then, by taking w = u and wn = gn and letting

n in (2.6) we obtain
lim inf < un , un u > lim inf < gn , un u >= 0,
n
namely, lim inf n < un , un >< g, u >. Therefore, on account of (2.5),

it holds that
lim < un , un >=< g, u > .
Thus (b) has been seen.

We consider a class of nonlinear operators A : D(A) = X X satisfying the following properties (PM1) and (PM2):
(1) (PM1) For any u X, Au is a non-empty, closed, bounded and
convex subset of X .
(2) (PM2) Let {un } be a sequence in X such that un u weakly in X.
If un Aun , un g weakly in X and lim supn < un , un >
< g, u >, then g Au and limn < un , un >=< g, u >.
This class of nonlinear operaors A is called pseudo-monotone. The above
proposition says that the operator generated by semimonotone A is pseudomonotone. As to pseudo-monotone operators we refer to [4,8] for fundamental results on their ranges.
Proposition 2.2. Let A1 : D(A1 ) X X be a maximal monotone
operator and A2 : D(A2 ) = X X be a maximal monotone operator.
Suppose that
inf
v1 A1 v,
v2 A2 v
< v1 + v2 , v v0 >
as |v|X , v1 D(A1 ).
|v|X
Then R(A1 + A2 ) = X .
For a proof of Proposition 2.2, see [4,5,8].
December 17, 2007
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EQVI
155
3. Proof of main theorems

We begin with the proof of Theorem 2.1.
Proof of Theorem 2.1: The theorem is proved in the following two steps:
) is strictly monotone from X into X for every
(A) The case when A(v,
v X; (B) The general case as in the statement of Theorem 2.1.
(In the case of (A))
Let v be any element in K0 and fix it. We consider the variational inequality
with state constraint K(v), namely, to find u X and u X such that
u),
u K(v), u (v) A(v,
 0, w K(v). (3.1)
This problem is written in the following form equivalent to (3.1):

u) + IK(v) (u),
g A(v,
(3.2)
where IK(v) () : D(IK(v) ) X is the subdifferential of the indicator

function of K(v), i.e.
(
0
if z K(v),
IK(v) (z) :=
if z X K(v);
note that IK(v) is maximal monotone. It follows from Proposition 2.2 that
) + IK(v) ) = X ; in fact, the coerciveness condition of Proposition
R(A(v,
2.2 for A1 := IK(v) and A2 := A(v, ) is automatically satisfied, since
D(A1 ) = K(v) is bounded in X. Hence there exists an element u which
satisfies (3.2) (therefore (3.1)) for each v K0 . Moreover, the solution u
) and u K0 . Using this fact,
is unique by the strict monotonicity of A(v,
we define a mapping S from K0 into itself which assigns to each v K0 the
solution u K0 of (3.1), i.e. u = Sv.
Next, we show that S is weakly continuous in K0 . Let {vn } be any
sequence in K0 such that vn v weakly in X, and put un = Svn ( K0 )
for n = 1, 2, . Now, let {unk } be any weakly convergent subsequence of
{un } and denote by u the weak limit; note by condition (K2) that u K(v).
We are going to check that u is a unique solution of (3.1). To do so, first
n , un ) such that
observe that there is un A(v
< un g , un w > 0,
w K(vn )
(3.3)
Using condition (K1), we find a sequence {

uk } such that u
k K(vnk ) and
), we may assume
u
k u in X (as k ). By the boundedness of A(,
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EQVI
156
that unk u weakly in X for some u X . Now, taking n = nk and

w=u
k in (3.3), we see that
lim sup < unk , unk > = lim sup{< unk , unk u
k > + < unk , u
k >}
k
lim sup{< g , unk u

k > + < unk , u
k >}
k
= 
Therefore it follows from Proposition 2.1 that
u),
u A(v,
lim < unk , unk >= .
(3.4)
We go back to (3.3) with n = nk . For any w K(v), we use (K1) to

choose a sequence wk K(vnk ) such that wk w in X. Taking n = nk
and w = wk in (3.3) and passing to the limit as k in (3.3), by (3.4)
we obtain the variational inequality (3.1). Thus u = Sv, and S is weakly
continuous in K0 .
Since K0 is a weakly compact and convex set in X, we infer from the
well-known fixed-point theorem for compact mappings that S has at least
one fixed point in K0 . This fixed point u is clearly a solution of our quasivariational ineqality P(g ).
(In the case of (B))
u) by A (v, u) := A(v,
u) + J(u) for any u, v X
We approximate A(v,
and with parameter (0, 1]; note that the duality mapping J from X into
X is strictly monotone and hence A is a semimonotne operator such that
A (v, ) is strictly monotone for every v X. By the result of the case (A),
for each g X there exists a solution u K0 of the quasi-variational
inequality
u K(u ), u Au , 0, w K(u ), (3.5)
Now, choose a sequence {n },
where A is the operator generated by A.
with n 0, such that un := un u weakly in X for some u K0 .
Then, by conditions (K1) and (K2), we see that u K(u) and there is a
sequence {
un } such that u
n K(un ) and u
n u in X. Moreover, by the
boundedness of {un := un } in X , we may assume that un u weakly

in X for some u X . Substitute un and u
n for u and w in (3.5) with
December 17, 2007
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EQVI
157
= n , respectively, and pass to the limit as n to get

lim sup < un , un u >
n
= lim sup{< un + n Jun , un u

n > + < un + n Jun , u
n u >}
n
= lim sup{< g , un u
n > + < un , u
n u >}
n
0.
Since A is pseudo-monotone from X into X (cf. Proposition 2.1), it follows
from the above inequality that
u Au,
lim < un , un >= .
(3.6)
Now, for each w K(u), by (K1) we choose {w

n } such that w
n K(un )
and w
n w in X, and then substitute them for w in (3.5) with = n to
have
< un + n Jun g , un w
n > 0.
(3.7)
By (3.6), letting n + in (3.7) yields that 0. Thus

u is a solution of our quasi-variational ineqality P(g ).
Next we proceed to the proof of Theorem 2.2.
Proof of Theorem 2.2: Put d1 := supwG0 |w|X and

< w , w v >
d2 := sup |w|X ; w X, inf

|g |X (1 + d1 ), v G0 .
w Aw
|w|X
By condition (2.3), d2 is finite. Also we put M0 := d1 + d2 + 1, and for any
number M M0 consider the closed ball BM := {w X; |w|X M } as
well as bounded closed and convex sets KM (v) := K(v) BM for all v X.
Since G0 BM , (2.2) implies that KM (v) is non-empty for every v X.
We now show that conditions (K1) and (K2) in Theorem 2.1 with K0 =
BM and K() = KM () are satisfied. The verification of (K2) is easy. We
check condition (K1) for K0 = BM and K() = KM () as follows. Let
w be any element in KM (v). Then, by condition (K1) for K(), for a
sequence {vn } BM weakly converging to v there is a sequence {wn } such
that wn K(vn ) and wn w in X. In the case of |w|X < M , we see
that |wn |X < M and hence wn KM (vn ) for all large n. In the case of
|w|X = M , choose an element v0 K(v) G0 and put
wm := (1
1
1
)w + v0 ,
m
m
m = 1, 2, .
(3.8)
December 17, 2007
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158
Clealy wm KM (v) and |wm |X < M . Therefore, according to the above

m
argument, for each m there is a sequence {wnm }
n=1 such that wn KM (vn )
m
m
and wn w in X as n . For each m choose a number n(m) so that
1
|wm wnm |X m
for all n n(m). We may choose {n(m)}
m=1 so that
n(m 1) < n(m) for all m = 0, 1, , where n(0) = 1. We put
wn = wnm
if
n(m) n < n(m + 1), m = 0, 1, .
(3.9)
It is easy to see that wn KM (vn ) and wn w in X.

By the above observation we can apply Theorem 2.1 to find an element
uM such that
uM KM (uM ), uM AuM ,
< uM g , uM w > 0,
w KM (uM ).
(3.10)
Also, by condition (2.3), {uM ; M M0 } is bounded in X, so that there

are a sequence {Mn } with Mn and elements u X, u X such
that un := uMn u weakly in X and un := uMn u weakly in X as
n . We note u K(u) by (K2). It follows from (K1) that for each
w K(u) there is a sequence {w
n } such that w
n K(un ) and w
n w
in X. In particular, denote by {
un } the sequence {w
n } corresponding to
w = u. Here, we substitute Mn and u
n for M and w in (3.10) to obtain
< un g , un u
n > 0. Hence it follows that
lim sup < un , un u >
n
= lim sup {< un g , un u

n > + < un , u
n u > + < g , un u
n >}
n
0.
By the pseudo-monotonicity of A this implies that
u Au,
lim < un , un >= .
n+
By making use of these properties with (K1) and passing to the limit as
n in (3.10) with M = Mn and w = w
n as above, we see that u K(u)
and 0 for all w K(u). Thus u is a solution of our
problem P(g ).
4. Application to obstacle problems
In this section, let be a bounded domain in RN , 1 N < , with smooth
boundary := , and put X := W01,p () or W 1,p (), 1 < p < . Let
ai (x, , ), i = 1, 2, , N, be functions on R RN such that
December 17, 2007
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159
(a1) for all (, ) R RN the function x ai (x, , ) is measurable

on for each i = 1, 2, , N ;
(a2) for a.e. x the function (, ) ai (x, , ) is continuous on
R RN for each i = 1, 2, , N ;
(a3) there are positive constants c0 , c00 and c1 , c01 such that
c0 ||p1 c00 ai (x, , ) c1 ||p1 + c01 , i = 1, 2, , N, (4.1)
a.e. x , R, = (1 , 2 , , N ) RN ;
(a4) the following monotonicity property is satisfied:
N
X
i=1

(i i ) 0,
ai (x, , ) ai (x, , )
(4.2)
a.e. x , R, = (1 , 2 , , N ),
= (1 , 2 , , N ) RN .
We define a mapping A0 (, ) : X X X by putting
< A0 (v, u), w >=
N Z
X
i=1
ai (x, v, u)
w
dx, u, v, w X,
xi
(4.3)
and A0 u by A0 (u, u) for every u X. Also, let be a maximal monotone

Rr
operator from D() = R into R such that the primitive (r)

:= 0 (s)ds
of satisfies that
c2 |r|p c02 (r)

c3 |r|p + c03 ,
r R,
(4.4)
where c2 , c02 , c3 and c03 are positive constants. Now, we consider an operator
u) := A0 (v, u) + (u) for all v, u X. It
A : X X X given by A(v,
is easy to see from (4.3) and (4.4) that A is a bounded and semimonotone
operator from X X into X .
Application 4.1. (Gradient obstacle problem)
Let X = W01,p (), and kc be a Lipschitz continuous real function on R
such that
0 < kc (r) k , r R,
(4.5)
where k is a positive constant, and put

K(v) := {w X; |w| kc (v) a.e. on }, v X.
(4.6)
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160
Also, we set
K0 := {w X; |w| k a.e. on }, ;
(4.7)
note from the Sobolev imbedding theorem that K0 is compact in C().

Lemma 4.1. The family {K(v); v X} and the set K0 , which are respectively given by (4.6) and (4.7), satisfy conditions (K1) and (K2).
Proof. We prove (K2). Suppose that vn K0 , wn K(vn ), vn v
and hence
weakly in X and wn w weakly in X. Then, vn v in C()
kc (vn ) kc (v) in C(). Therefore, given > 0, there exists a positive

integer n such that
|kc (vn ) kc (v)| on , n n .
(4.8)
|wn | kc (vn ) kc (v) + a.e. on , n n .
(4.9)
This shows that
Clearly the set K (v) := {w X; |w| kc (v) + a.e. on } is bounded,

closed and convex in X, so that K (v) is weakly compact in X. Now, we
derive by letting n + in (4.9) that w K (v). Since > 0 is arbitrary,
we have w K(v). Thus (K2) holds.
Next we show (K1). Suppose that v K0 , w K(v) and {vn } K0
we
such that vn v weakly in X. By the compactness of K0 in C()
have that vn v in C(). Since cw K(v) for all constant c (0, 1) and
cw w as c 1 in X, it is enough to show the existence of a sequence {w
n }
such that w
n K(vn ) and w
n w
in X, when w
= cw for any c (0, 1).
In such a case, by conditions (4.5) and (4.8), we can take a small > 0 so
Furthermore, for this > 0 we can find a
that |w|
kc (v) a.e. on .
positive integer n such that kc (v) kc (vn ) + for all n n . This implies
that |w|
kc (vn ) a.e. on , namely w
K(vn ) for all n n . Now we
define {w
n } by putting
w
n =
for n n ,
some function in K(vn ) for 1 n < n .
Clearly this is a required sequence in condition (K1).
December 17, 2007
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161
According to Lemma 4.1, we can apply Theorem 2.1 to solve the following quasi-variational inequality:
u X, |u| kc (u) a.e. on , u Lq () with u (u) a.e. on ;
Z
Z
X
N Z
ai (x, u, u)(uxi wxi )dx +
u (u w)dx
f (u w)dx,
i=1
w X with |w| kc (u) a.e. on ,

(4.10)
where f is given in Lq (), p1 + q1 = 1.
Application 4.2. (Interior obstacle problem)
Let be a one-dimensional bounded open interval, say (0, 1), X :=
W 1,p (0, 1), 1 < p < , and let a1 (x, , ) be a function which satisfy
(a1)-(a4) with N = 1. Let be the same as above.
Also, let kc () be a Lipschitz continuous real function on R such that
kc (r) k , r R,
(4.11)
where k is a constant, and put

K(v) := {w X; w kc (v) on (0, 1)} , v X.
(4.12)
Clearly, the constant function k belongs to K(v) for all v X. Futhermore, it follows from (4.1) and (4.4) that
Z
1
0
{a1 (x, v, vx )vx + v (v k )} dx c4 |v|pX c04 ,
(4.13)
v X, v Lq (0, 1) with v (v) a.e. on (0, 1),

where c4 and c04 are positive constants.
Lemma 4.2. The family {K(v); v X} and the set G0 := {k } satisfy
conditions (2.2), (2.3), (K1) and (K2).
Proof. We observe that X is compactly embedded in C([0, 1]). On account
of this fact, the verification of (K1) and (K2) can be done in a way similar
to that in the proof of Lemma 4.1. Also, (2.2) and (2.3) are immediately
seen from (4.11), (4.12) and (4.13).
December 17, 2007
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162
Now, given f Lq (0, 1), by applying Theorem 2.2 we find functions u

and u such that
u X, u kc (u) on (0, 1), u Lq (0, 1) with u (u) a.e. on (0, 1),
Z 1
Z 1
{a1 (x, u, ux )(ux wx ) + u (u w)} dx
f (u w)dx,
w X with w kc (u) on (0, 1).

(4.14)
Application 4.3.(Boundary obstacle problem)

We consider a quasi-variational inequality with constraints on the boundary.
Let X := W 1,p (0, 1), 1 < p < , and let a1 (x, , ) be a function satisfying
condition (a1)-(a4) with N = 1. Let be the same as above. Also, let
kci (), i = 0, 1, be two Lipschitz continuous real functions on R such that
kci (r) k , R, i = 0, 1,
where k is a constant. We define

K(v) := w X; w(i) kci (v(i)), i = 0, 1 , v X,
(4.15)
and G0 = {k }, being the singleton set of constant function k . Then it is

easy to see that G0 and the family {K(v)} satisfy conditions (2.2), (2.3),
(K1) and (K2) in the statement of Theorem 2.2. Therefore, by Theorem
2.2, for each f Lq (0, 1), p1 + 1q = 1, we find functions u and u such that
u X, u(i) kc (u(i)), i = 0, 1, u Lq (0, 1)
with u (u) a.e. on (0, 1);
Z 1
Z 1
{a
(x,
u,
u
)(u
w
)
+
u
(u
w)}
dx
f (u w)dx,
1
x
x
x
0
0
w X with w(i) kc (u(i)), i = 0, 1.
In Applications 4.2 and 4.3 we supposed that the space dimension of

is one, since we do not know whether condition (K1) or (K1) holds or not
in higher space dimensional cases.
Application 4.4. Next we consider a system of quasi-variational inequality
including quasi-linear partial differential operators. Let ak (u1 , u2 ), k = 1, 2,
be continuous functions with respect to u1 and u2 on R R such that
c5 ak (u1 , u2 ) c05 ,
u1 , u2 R,
December 17, 2007
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163
and let k (uk ), k = 1, 2, be maximal

R rmonotone operators from D(k ) = R
into R and the primitives k (r) := 0 k (s)ds satisfy that
c6 |r|pk c06 k (r) c7 |r|pk + c07 , r R, k = 1, 2,
where pk , k = 1, 2, are constants satisfying 2 pk < . Our problem

is formulated in the space X := W 1,p1 (0, 1) W 1,p2 (0, 1), and define an
operator A0 : X X by
Z 1
< A0 (v, u), w > =

a1 (v1 , v2 )|u1,x |p1 2 u1,x w1,x dx
0
a2 (v1 , v2 )|u2,x |p2 2 u2,x w2,x dx,
v := (v1 , v2 ), u := (u1 , u2 ), w := (w1 , w2 ) X,

u) := A0 (v, u)+(1 (u1 ), 2 (u2 )),
as well as an operator A : X X by A(v,
u) are respectively written
namely, the first and second compornent of A(v,
in the form
(a1 (v1 , v2 )|u1,x |p1 2 u1,x )x + 1 (u1 )
and (a2 (v1 , v2 )|u2,x |p2 2 u2,x )x + 2 (u2 ),
which are multivalued, in general, because of 1 (u1 ) and 2 (u2 ). As was
already seen just before Application 4.1, A is bounded and semimonotone
from X into X . Further let kkc (u1 , u2 ), k = 1, 2, be Lipschitz continuous
functions with respect to u = (u1 , u2 ) on R R such that kkc k on
R R for a constant k . Then, given fk Lqk (0, 1), p1k + q1k = 1, k = 1, 2,
by virtue of Theorem 2.2 there exist vector functions u = (u1 , u2 ) X and
u = (u1 , u2 ) Lq1 (0, 1) Lq2 (0, 1) such that
uk kkc (u1 , u2 ) on (0, 1), uk k (uk ) a.e. on (0, 1), k = 1, 2,
Z 1
ak (u1 , u2 )|uk,x |pk 2 (uk,x wk,x )dx

0
Z 1
Z 1
+
u
(u
w
)dx
fk (uk wk )dx,
k
k
0
0
wk W 1,pk (0, 1) with wk kkc (u1 , u2 ) on (0, 1), k = 1, 2.

5. Application to problems with non-local constraints
Let be a bounded domain in RN , 1 N < , with smooth boundary
:= , and let X := W 1,p () or W01,p (), 1 < p < . Let ai (x, , ), i =
1, 2, , N , and be as in the previous section; conditions (4.1), (4.2) and
December 17, 2007
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164
(4.4) are satisfied as well. Furthmore let kc () be a Lipschitz continuous

function on R with bounded Lipschitz continuous derivative kc0 () on R;
condition (4.11) is satisfied as well.
Given a singlevalued compact mapping : X X, we define constraint
sets K(v) in X by
K(v) := {w X; w kc (v) a.e. on },
v X.
(5.1)
Clearly, K(v) is non-empty, closed and convex in X for every v X.

Lemma 5.1. The family {K(v); v X} given by (5.1) and the set G0 :=
{k } satisfy conditions (K1) and (K2).
Proof. Assume that vn v weakly in X and let w be any function in
K(v), namely w kc (v) a.e. on . We note that vn v in X and
hence kc (vn ) kc (v) in X. Putting wn = w kc (v) + kc (vn ), we
see that wn K(vn ), wn w in X. Thus (K1) is verified. Next, assume
that wn K(vn ), wn w weakly in X and vn v weakly in X. Then
wn w and vn v in Lp () as well as kc (vn ) kc (v) in Lp (). Hence
w kc (v) a.e. on , that is w K(v). Thus (K2) is obtained.
For the same mapping A := A0 + as in the previous section, all
the conditions of Theorem 2.2 are verified. Therefore, given a function
f Lq (), p1 + q1 = 1, there exists a function u X and u Lq () such
that
u X, u kc (u) a.e. on , u (u) a.e. on ,
X
Z
Z
N Z
ai (x, u, u)(uxi vxi )dx +

u (u w)dx
f (u w)dx,
i=1
w X with w kc (u) a.e. on .

(5.2)
Next, consider typical examples of the mapping .
(Example 5.1) Consider the case when p = 2 and X := W 1,2 (). Let be
a positive number. Then, for each v X, the boundary value problem
v + v = u in ,
v
= 0 on ,
n
(5.3)
has a unique solution v in W 2,2 (). Now, we define : X X by v = u,

where v is the solution of (5.3) for u X. Since is bounded and linear
from X into W 2,2 (), we see that is compact from X into itself; in
fact, = (I )1 . In this case, given f L2 (), the quasi-variational
December 17, 2007
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165
inequality (5.2) with p = 2 is a system to find u W 1,2 () with u L2 ()

and v W 2,2 () such that
u kc (v) a.e. on , u (u) a.e. on ,
Z
N Z
a
(x,
u,
u)(u
w
)dx
+
u (u w)dx
i
xi
xi
i=1
Z
(5.4)
f (u w)dx, w X with w kc (v) a.e. on ,
v + v = u a.e. on ,
v
n = 0 a.e. on ,
and by virtue of Theorem 2.2 the above system has at least one solution
{u , v } for each (0, 1]. Also, see [12] for a related non-local quasivariational inequality.
Proposition 5.1. Assume that the space dimension is one, p = 2 and
= (0, 1). Let {u , v }(0,1] be a family of solutions of (5.4). Then
{u , v } is bounded in W 1,2 () W 1,2 (), and for any weak limit u of
{u } as 0 is a solution of the interior obstacle problem (4.14).
Proof. By testing k of (4.11) in quasi-variational inequality in (5.4) with

u = u , it is easy to see that {u }(0,1] is bounded in W 1,2 (0, 1), hence
is relatively compact in C([0, 1]). Now, let u be any weak limit of {u }
and choose a sequence n with n 0 so that un := un u weakly in
W 1,2 (0, 1), hence un := un u uniformly on [0, 1], as n . Putting
vn := vn and multiplying n vn + vn = un by vn and vn , we obtain
Z 1
Z 1
Z 1
2
2
|vn | dx +
|vn | dx
|vn ||un |dx,
0
1
0
|vn |2 dx +
1
0
|vn |2 dx
|vn ||un |dx,

0
whence {n |vn |2L2 (0,1) } is bounded and {vn } is bounded in W 1,2 (0, 1).
Since vn un = n vn 0 in L2 (0, 1) and un kc (vn ), it follows from
the above esitimates that
vn u weakly in W 1,2 () and uniformly on [0, 1]
(5.5)
as well as
kc (vn ) kc (u) uniformly on [0, 1], u kc (u) on (0, 1).
(5.6)
December 17, 2007
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166
Let w be any function with w kc (u) on (0, 1). Given > 0, choose a
positive integer n so that
w + kc (u) + kc (vn ),
u + kc (u) + kc (vn ),
on (0, 1), n n ;
(5.7)
this is possible on account of (5.5) and (5.6). Now, take u + as w the

quasi-variational inequality in (5.4) which un satisfies, to get
Z 1
Z 1
Z 1
a1 (x, un , un,x )(un,x ux )dx+

un (un u)dx
f (un u)dx,
0
where
L (0, 1) is a function satisfying
we have
Z 1
Z
H := lim sup
a1 (x, un , un,x )(un,x ux )dx +
un
un (un )
a.e. on (0, 1). Then
un (un u)dx M0 ,
where M0 is a positive constant. Since > 0 is arbitrary, it holds that

H 0. This inequality implies by the pseudo-monotonicity property that
Z 1
Z 1
(5.8)
lim
a1 (x, un , un,x )(un,x ux )dx +
un (un u)dx = 0
n
and
lim
a1 (x, un , un,x )w
x dx +
0
a1 (x, u, ux )w
x dx +
0
1
0
1
un wdx
(5.9)
u wdx,
w
W 1,2 (0, 1),
where u L2 (0, 1) with u (u) a.e. on (0, 1). Going back to the quasivariational inequality (5.4) with = n and u = un and v = vn for any
n n , we obtain by (5.7)
Z 1
Z 1
Z 1
ai (x, un , un,x )(un,x wx )dx+
un (un w)dx
f (un w)dx
0
1,2
for all w W (0, 1) with w kc (u) on (0, 1). Letting n in this

equality and using (5.8) and (5.9), we see that
Z 1
H(u, w) :=
ai (x, u, ux )(ux wx )dx
0
u (u w)dx
f (u w)dx M0
0
December 17, 2007
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167
for all w W 1,2 (0, 1) with w kc (u) on (0, 1). By the arbitrariness of
> 0 we conclude that H(u, w) 0 and u is a solution of quasi-variational
inequality (4.14).
(Example 5.2) The second example of is given as an integral operator as
follows. Let (, , ) be a smooth function on RN RN R such that
|(x, y, r)| c4 |r| + c04 , x, y RN , r R,
where c4 and c04 are positive constants. Then we define : X := W 1,p ()
X by
Z
(v)(x) =
(x, y, v(y))dy, x , v X.
Clearly is compact from X into itself.

Now we give some concrete examples of integral operator .
(Case 1) We consider as the usual convolution operator by means of

mollifier with real parameter 0 < < 1. Let

1
xy
(x, y) := N 0
, x, y RN ,
where
0 (x) :=
n
o
1
,
c exp 1|x|
2
0,
the constant c > 0 being chosen so that

= is given by
( v)(x) =
if |x| < 1,
otherwise,
0 dx = 1. Then, the mapping

RN
(x y)v(y)dy, v X,
(5.10)
as well as the constraint set K(v) = K (v) is of the form:

Z

K (v) = w X; w kc
( y)v(y)dy
a.e. on .
According to the above existence result, for each > 0 problem (5.2) with
:= has at least one solution u ( K (u )). For the family {u } of
solutions we see by taking w = k in inequality (5.2) that {u }0<<1 is
bounded in X. It is a quite interesting question what happens as 0.
Proposition 5.2. Assume that the space dimension is one and = (0, 1).
Let {u }(0,1] be a family of solutions of (5.2) with = . Then {u } is
December 17, 2007
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168
bounded in W 1,p (0, 1) and any weak limit u of {u } as 0 is a solution

of the interior obstacle problem (4.14).
Proof. We take w k in (5.2) with u = u and = to get
Z 1
Z 1
Z 1
a1 (x, u , u,x )u,x dx +

u (u k )dx
f (u k )dx.
0
It is easy to see from this inequality that {u } is bounded in W 1,p (0, 1).
Now let u be any weak limit of {u } in W 1,p (0, 1) and choose a sequence
n 0 so that un := un u weakly in W 1,p (0, 1) and uniformly on [0, 1].
In this case we have that n un u uniformly on [0, 1] and u kc (u) on
(0, 1). Therefore, in a way similar to that of Proposition 5.1, we can prove
that u is a solution of the quasi-variational inequality (4.14).
(Case 2) Consider = (0, 1) and define (x, y) by

s(x y), if y [x, 1),
(x, y) :=
0,
if y (0, x),
(5.11)
where s() is a non-negative smooth function on R such that s(x) = 0 for

x 0. Then, we define : X := W 1,p (0, 1) X by
Z 1
(v)(x) =
s(x y)v(y)dy, v X,
0
where kc () is as before. In this case, by the definition of quasi-variational

inequality any solution u of (5.2) has to satisfy that
Z 1

u(x) kc
s(x y)u(y)dy , a.e. x (0, 1).
(5.12)
0
As is easily understood, the behaviour of u satisfying (5.12) is controlled

by that of s(), and some suitable classes of functions s() are expected
to play a role of an effective control space, for instance, in optimal design
problems. In this sense, it is interesting to derive necessary conditions of
u in order to satisfy (5.12). For instance, it is easily checked from (5.12)
that u(1) kc (0), because, by (5.11), s(1 y) = 0 for all y (0, 1). This
means that it may be possible to control the solution u of problem (5.2) by
appropriate choice of convolution kernel s().
(Case 3) In case (x, y) is constant || on RN RN , where || is the volume
of , we define
Z
1
(v)(x) =
|v(y)|dy, x , v X := W 1,p ().
||
December 17, 2007
16:57
EQVI
169
In this case, we see that is a continuous mapping from the weak topology
of X into R, which is regarded as a compact mapping from X into itself.
References
(1) C.Baiocchi and A.Capelo, Variational and Quasivariational Inequalities, John Wiley and Sons, Chichester-New York-Brisbane-TorontoSingapore, 1984.
(2) A. Bensoussan and J.L. Lions, Nouvelle formulation de problemes
de controle impulsionnel et applications, C. R. Acad. Sci. Paris
Ser. A, 276(1973), 1189-1192.
(3) A. Bensoussan, M. Goursat, J.L. Lions, Contr
ole impulsionnel et
inequations quasi-variationnelles stationnaires, C. R. Acad. Sci.
Paris Ser. A, vol.276(1973), 1279-1284.
(4) H.Brezis, Equations

et ineaires dans les espaces vectoriels en dualite,
Ann. Inst. Fourier, Grenoble, 18 (1968), 115-175.
(5) F.E. Browder, Nonlinear monotone operators and convex sets in
Banach spaces, Bull. Amer. Math. Soc., 71(1965), 780-785.
(6) J.L. Joly and U. Mosco, Sur les inequations quasi-variationnelles,
C. R. Acad. Sci. Paris Ser. A, 279(1974), 499-502.
(7) J.L. Joly and U. Mosco, A propos de lexistence et de la regularite
des solutions de certaines inequations quasi-variationnelles, J. Functional Analysis, 34(1979), 107-137.
(8) N.Kenmochi, Nonlinear operators of monotone type in reflexive
Banach spaces and nonlinear perturbations, Hiroshima Math. J.,
4(1974), 229-263.
(9) T. Laetsch, A uniqueness theorem for elliptic quasi-variational inequalities, J. Functional Analysis, 18(1975), 286287.
(10) J.L. Lions and G. Stampacchia, Variational inequalities, Comm.
Pure Appl. Math., 20(1967), 493-519.
(11) U. Mosco, Convergence of convex sets and of variational inequalities,
Advances Math., 3(1969), 510-585.
(12) N. Nassif and K. Malla, Etude

de lexistence de la solution dune
inegalite quasi variationnelle apparaissant dans la theorie des semiconducteurs, C. R. Acad. Sci. Paris Serie 1, 294(1982), 119-122.
(13) L. Tartar, Inequations quasi variationnelles abstraites, C. R. Acad.
Sci. Paris Ser. A, 278(1974), 1193-1196.
December 17, 2007
17:1
taiwan2006
ASYMPTOTIC BEHAVIOR OF SOLUTIONS OF SOME

SEMILINEAR HEAT EQUATIONS IN RN
KAZUHIRO ISHIGE AND
TATSUKI KAWAKAMI
Mathematical Institute, Tohoku University,

Aoba, Sendai 980-8578, Japan
Abstract:We consider the Cauchy problem of the semilinear heat equation,

t u = u + f (u) in RN (0, ),
u(x, 0) = (x) 0 in RN ,
where N 1, f C 1 ([0, )), and L1 (RN ) L (RN ) satisfying some

suitable conditions. We study the asymptotic behavior of the solutions
in the Lq space for q [1, ] by using the relative entropy methods .
Key Words and Phrases. asymptotic behavior, semilinear heat equation, Cauchy problem, relative entropy methods.
2000 Mathematics Subject Classification Numbers. 35K55, 35B40.
1. Introduction
We consider the Cauchy problem of the semilinear heat equation,

t u = u + f (u) in RN (0, ),
u(x, 0) = (x)
in RN ,
(1.1)
where N 1, f C 1 ([0, )), t u = u/t, and

L1 (RN ) L (RN ),
0 in RN .
(1.2)
Throughout this paper we assume that there exists a continuous function

h on [0, ), satisfying

f ( )
h( ) for all > 0;

(H1)
h is increasing on [0, ) such that

Z
(H2)
h( N/2 )d < .
1
ishige@math.tohoku.ac.jp
sa4m10@math.tohoku.ac.jp
171
December 17, 2007
17:1
taiwan2006
172
The typical examples of f (u) which we treat in this paper are

up
(p > 1 + 2/N ),
u1+2/N (1 + (log u)2 ) ,
( < 1/2).
In this paper we study the asymptotic behavior of the solutions for the
semilinear heat equations (1.1).
The asymptotic behavior of the solutions of semilinear heat equations
has been studied by many mathematicians (see [6], [7], [8], [9], [10], [12],
[13], [16], [17], [18], and the references therein). Among others, Kawanago
[13] studied the asymptotic behavior of the solutions of the semilinear heat
equation with f (u) = up . In particular, for the case p > 1 + 2/N and
p < (N + 2)/(N 2), he proved that, for any nonzero, nonnegative initial
data L1 (RN ) L (RN ) satisfying |x| L1 (RN ), if the solution u
exists time globally and supt>0 ku(t)kL1 (RN ) < , the solution u satisfies
lim t(11/q)N/2 ||u(t) c G(t)||Lq (RN ) = 0,
q [1, ],
(1.3)
where
c = kkL1 (RN ) +
f (u)dxdt,
RN

|x|2
G(x, t) = (4t)N/2 exp
.
4t
(See also Remark 1.1.) Gmira and Veron [9] studied the asymptotic behavior of the solution u of (1.1) with f (u) = up . In particular, for the case
p > 1 + 2/N , they proved that, for any nonzero, nonnegative initial date
L1 (RN ),
lim tN/2 max |u(x, t) c G(x, t)| = 0,
xPa (t)
a > 0,
where Pa (t) = {x RN : |x| at1/2 }.

On the other hand, Toscani [19] studied the asymptotic behavior of the
solutions of the linear heat equation by using the relative entropy methods,
and proved
ku(t) c G(t)kL1 (RN ) C(1 + t)1/2 , t 0,
for some positive constant C (see also [1]). Furthermore Carrillo and
Toscani [2] extended the arguments in [1] and [19], and studied the asymptotic behavior of the solutions of the porous medium equation ut = um
(m > 1). Recently, Dolbeault and Karch [4] applied the arguments in [19] to
the solution of (1.1), and obtained the asymptotic behavior of the solutions
under the nonnegativity condition of the function f .
In this paper, for the Cauchy problem (1.1), we give a sufficient condition
for (1.3) to hold true. Furthermore, by modifying the arguments in [2], we
1
N
study the decay rate of t 2 (1 q ) ku(t) c G(t)kLq (RN ) as t .
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Now we state the main results of this paper. The first result gives the
asymptotic behavior of the solutions of (1.1) in the Lq spaces (1 q ).
Theorem 1.1. Assume (H1) and (H2). Let u be the solution of (1.1) under
the condition (1.2) such that
sup ku(t)kL1 (RN ) < +, lim ku(t)kL (RN ) = 0.
(1.4)
t>0
Then, for any q [1, ], there holds

N
lim t 2 (1 q ) ku(t) c G(t)kLq (RN ) = 0,
(1.5)
where
c = kkL1 (RN ) +
f (u)dxdt > 0.
RN
Remark 1.1. Assume (H1) and (H2). Let u be the solution of (1.1) under
the condition (1.2).
(1) Let f (u) = up with p > 1 + 2/N . Then, by the comparison principle, the solution u satisfies the condition (1.4). So, if f (u) = up with
p > 1 + 2/N , Theorem 1.1 holds without the condition (1.4).
(2) Let f (u) = up with p > 1 + 2/N and (N 2)p < N + 2. Assume
2
L2 (RN , e|x| /4 dx). Then, by [13], the solution u satisfies either
(i) the solution u blows-up in a finite time,
N
(ii) the solution u exists time globally and ku(t)kL(RN ) t 2 as t ,

or
1
(iii) the solution u exists time globally and ku(t)kL(RN ) t p1 as
t .
Furthermore, for the time global solution u of (1.1), if u satisfies (ii), then limt ku(t)kL1 (RN ) < , and if u satisfies (iii),
then limt ku(t)kL1 (RN ) = .
In particular, we see that, if
limt ku(t)kL1 (RN ) = , Theorem 1.1 does not necessarily holds.
The second theorem is the main result of this paper. We study the decay
rate of ku(t) c G(t)kLq (RN ) as t , without the nonnegativity of f .
(Compare with [4].)
Theorem 1.2. Assume the same conditions as in Theorem 1.1. Furthermore assume the conditions
(H3)
lim sup N h( ) <

0
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and
Z
(1 + |x|2 )(x)dx < .
(1.6)
RN
Then, for any q [1, ] and T > 0, there exist positive constants C and
such that
Z
12
N
(1 1q )
21
N
2
2
t
ku(t) c G(t)kLq (RN ) Ct + C
h(
)d
(1.7)
t
for all t T .
Remark 1.2. For the case f (s) 0 on [0, ), the inequality (1.7) gives
an optimal decay rate of ku(t) G(t)kLq (RN ) as t (see [11]).
The rest of this paper is organized as follows: In Section 2 we study
the L estimate of the solutions of (1.1) by the comparison principle and
the explicit representation of the solutions for the heat equation, and prove
Theorem 1.1. In Section 3, we study the asymptotic behavior of the entropy
functional as s . Furthermore, by using the Csiszar-Kullback type
inequality, we study the asymptotic behavior of u as s in L1 (RN ),
and prove Theorem 1.2.
In this section we give an upper estimate of the solution u of (1.1), and
prove Theorem 1.1.
In order to prove Theorem 1.1, we prove the following lemma. This
lemma is the key lemma of proving Theorem 1.1.
Lemma 2.1. Assume the same conditions as in Theorem 1.1. Then there
exists a constant C1 such that
N
ku(t)kL(RN ) C1 (1 + t) 2 ,
t > 0.
Furthermore there exists a positive constant C2 such that

Z Z
Z
N
|f (u)|dxd C2
h(C1 (1 + ) 2 )d < ,
t
RN
(2.1)
t 0.
(2.2)
Proof. In order to prove (2.1), we recall the Lp -Lq estimate of the heat
equation. In fact, Let 1 q p . Then there exists a constant cp,q
such that
ket kLp (RN ) cp,q t 2 ( q p ) kkLq (RN ) ,
N
t > 0.
(2.3)
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By (1.4), we may put = supt>0 ku(t)kL1 (RN ) . By (H2) and (2.3), there
exists a positive constant t0 such that
Z
N
1
h(2c,1 2 )d < log 2.
(2.4)
2
t0
By (H1) and (H2), we have h(0) = 0, and may take a positive constant
so that
t0 h() <
1
log 2.
2
(2.5)
Then, by (1.4), there exists a positive constant T such that

sup ||u(t)||L (RN ) .
(2.6)
tT
Let z be a solution of

zt = z + h ku(t + T )kL(RN ) z in RN (0, ),
z(x, 0) = u(x, T )
in RN .
By (H1), we have

f (u)

u h(u) h ku(t)kL (RN ) ,
(x, t) RN (0, ).
(2.7)
(2.8)
Then, by the comparison principle and (2.8), we have

0 u(x, t + T ) z(x, t),
(x, t) RN (0, ).
(2.9)
By (2.6), we may put

n
o
N
T = sup s > 0 ; kz(t)kL(RN ) < 2c,1 t 2 for all 0 < t < s > 0,
(2.10)
where c,1 is the constant given in (2.3). Assume that T < . Then we
have
N
2
kz(T )kL (RN ) = 2c,1 T
(2.11)
On the other hand, by (2.7), the function

Z t

w(x, t) = z(x, t) exp
h ku( + T )kL(RN ) d
(2.12)
satisfies the heat equation with w(0) = u(T ). Then, by (2.3), we have
N
kw(t)kL (RN ) c,1 t 2 ku(T )kL1RN c,1 t 2 ,
t > 0.
(2.13)
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Furthermore, by (H1) and (2.4)(2.6), (2.9), and (2.10), we have

Z T
h(||u( + T )||L (RN ) )d
(2.14)
t0 h()d +
t0 h()d +
max{t0 ,T }
h(||z( )||L (RN ) )d
t
Z 0
h(2c,1 2 )d < log 2.
t0
By (2.12)(2.14), we have
kz(T )kL (RN ) = ||w(T )||L (RN ) exp
N
2
< 2c,1 T
h(||u( + T )||L (RN ) )d

0
This contradicts (2.11), and we see T = . Then, by (2.9), we have

N
ku(t + T )kL(RN ) 2c,1 t 2 ,
t > 0.
This inequality together with the boundedness of the solution u implies

(2.1). Furthermore, by (H2), (2.1), (2.8), and (2.9), there exists a positive
constant C such that we have
Z

Z Z
Z

|u|dx d
|f (u)|dxd
h ku( )kL (RN )
RN
t
RN
t
Z

N
C
h C(1 + ) 2 d < , t 0.
t
Therefore we obtain (2.2), and the proof of Lemma 2.1 is complete.

By using Lemma 2.1 and (2.3), we obtain Theorem 1.1 (see [11]).
In this section, by using the relative entropy methods, we prove Theorem

1.2. In order to prove Theorem 1.2, we put
N
v(y, s) = (1 + 2t) 2 u(x, t),
y = (1 + 2t) 2 x,
s=
1
log(1 + 2t).
2
Then the function v satisfies

s v = div(yv + v) + e(N +2)s f (eN s v) in RN (0, ),
v(y, 0) = (y) 0
in RN .
(3.1)
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Let g(y) = (2)N/2 exp(|y|2 /2). Then the function g is a stationary solution of the linear Fokker-Planck equation s v = div(yv+v). Furthermore,
by Theorem 1.1, we have
lim ||v(s) c g||Lp (RN ) = 0,
1 p .
Let
H[v(s)] =
(|y|2 + 2 log v)vdy,

RN
which is a Lyapunov functional of the equation s v = div(yv + v). Let

S > 0. Then, by following the strategy in [2], we study the asymptotic
behavior of entropy functionalH[v(s)]. First, by formal calculation, we
obtain the exponential decay of the relative entropy.
exists a positive constants C1 such that
Z s2
2s1
H[v(s1 )] H[v(s2 )] C1 e
+ C1
e2 h(LeN )d
(3.3)
s1
for all 0 < s1 < s2 . Furthermore there holds that

lim H[v(s)] = H(c g)
Next we obtain the convergence of the mass of the solution of (3.1).

exists a constant C1 and S > 0 such that
Z
|H[c g] H[g(s)]| C1
e2 h(LeN )d,
s
where g(s) = g(y, s) = d(s)g(y) and d(s) = kv(s)kL1 (RN ) = c(t) with
s = 1/2 log(1 + 2t) for all s > S. Furthermore we obtain
Z
v(y, s)
v(y, s)
H[v(s)] H[g(s)] = 2
log
g(y, s)dy, s > 0.
g(y,
s)
g(y,
s)
N
R
Finally we obtain a generalized Csiszar-Kullback inequality (see [3] and
[14]), which is an estimate for L1 -distance of two functions v(s) and g(s) in
term of their relative entropy. Here we remark that
Z
Z
v(y, s)dy =
g(y, s)dy = d(s).
RN
RN
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Lemma 3.3. Assume the same conditions as in Theorem 1.2. Then we

obtain
kv(s) g(s)k2L1 (RN ) 4d(s)(H[v(s)] H[g(s)])
for all s > 0.
By Lemmas 3.1, 3.2 and 3.3, there exists a positive constant C such
that
kv(s) c gkL1 (RN ) kv(s) d(s)gkL1 (RN ) + kc g d(s)gkL1 (RN )
Z
1/2
Ces + C
e2 h(LeN )d
s
for all s > S. This inequality implies the inequality (1.7) with q = 1.
Furthermore, by using the explicit representation of the solutions for the
heat equation and the inequality (1.7) with q = 1, we obtain the inequality
(1.7) with q = . Finally, by the inequality (1.7) with q = 1 and q = ,
we obtain the inequality (1.7) with 1 < q < , and we obtain Theorem 1.2
formally.
The main difficulty of proving Theorem 1.2 rigorously is to prove the
inequality (3.3). It seems difficult to prove the inequality (3.3) by using the
arguments in [1], [2] and [4] directly. In order to prove the inequality (3.3),
we construct the approximate solutions vn (n = 1, 2, . . . ) to (3.1),
s vn = div(yvn + n y + vn )
f (eN s min{vn , L})
+e2s N s
vn in BMn (0, ),
e
min{vn , L}
vn (y, s) = 0
on BMn (0, ),
vn (y, 0) = (y)BMn (y) in BMn ,
where BMn is the characteristic function of the ball BMn , n = n ,

Mn = [1 + 2 log n]1/2 , and is a sufficiently large constant. Furthermore
we consider the functional,
Z
Hn (s) =
(|y|2 + 2 log(vn + n ))(vn + n )dy,
s > 0,
BM n
instead of H[v(s)]. By the term n y, we may obtain some estimates of vn ,

and have several estimates of the time derivative of Hn (s). Then we see
that there exist positive constants C1 and C2 such that
Z s2
Hn (s1 ) Hn (s2 ) C1 e2s1 + C1
e2 h(LeN )d + C2 n1
s1
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for all S < s1 < s2 and all n = 1, 2, . . . . Furthermore, taking the limit of
Hn (s) as n and s , we obtain the inequality (3.3) rigorously, and
complete the proof of Theorem 1.2.
References
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[17] P. Pol
acik and E. Yanagida, A Liouville property and quasiconvergence for
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December 17, 2007
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Shirakawa
WELL-POSEDNESS AND PERIODIC STABILITY FOR

QUASILINEAR PARABOLIC VARIATIONAL
INEQUALITIES WITH TIME-DEPENDENT CONSTRAINTS
KEN SHIRAKAWA
Department of Applied Mathematics, Faculty of Engineering, Kobe University,
1-1 Rokkodai, Nada, Kobe 657-8501, Japan
MASAHIRO KUBO
Department of Mathematics, Nagoya Institute of Technology, Gokiso-cho,
Showa-ku, Nagoya-city, Aichi, 466-8555, Japan
NORIAKI YAMAZAKI
Department of Mathematical Science, Common Subject Division, Muroran
Institute of Technology, 27-1 Mizumoto-cho, Muroran, 050-8585, Japan
Abstract: In this paper, we deal with Cauchy problems for some quasilinear
parabolic variational inequalities subject to time-dependent constraints. With regard to this type of problem, the authors of [8] recently developed a general theory
concerned with the existence and uniqueness of solutions. The main objective of
this paper is to study the key-properties of dynamical systems generated by our
Cauchy problems. To this end, we first prove the well-posedness (including continuous dependence) of solutions on the basis of the earlier work [8]. Eventually,
we focus on the periodic situation of dynamical systems, to validate the results
concerned with the existence of periodic solutions, and the asymptotic stability
from the viewpoint of attractors.
Introduction
Let RN (N N) be a bounded domain with a regular boundary
:= . This paper is devoted to the observation of the asymptotic
stability of a dynamical system generated by the following Cauchy problem
of quasilinear parabolic variational inequality:
Z
Z
u
(t)(u(t)
z)
dx
+
a(x, u(t), u(t)) (u(t) z) dx
Z
+ (b(x, u(t)) f (t))(u(t) z) dx 0, z K(t), a.e. t > 0, (0.1)
u(x, 0) = u (x), a.e. x ;

0
181
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182
subject to a time-dependent constraint:

u(t) K(t), a.e. t > 0;
(0.2)
by convex subsets K(t) (t 0) in appropriate functional space (e.g.

H 1 ()). In the context, a = (a1 , , aN ) : R RN RN is a given
vectorial function with a potential A : R RN R in the sense that
a(x, r, y) = y A(x, r, y) for (x, r, y) R RN . Also, b : R R
is a given function, u0 = u0 (x) is a given initial value, and f = f (t, x) is a
given forcing term.
Parabolic variational inequalities subject to time-dependent constraints
have been studied by numerous mathematicians from various viewpoints
(cf. [2, 3, 5, 6, 7, 8, 10, 12]). We will focus on [8] as being representative of
like-minded research. In [8], the Hilbert space L2 () is taken as the central
range of solutions, and the constraint {K(t)} is settled as a family of closed
and convex subsets in H 1 (). Also, it is assumed that the vector field a =
a(x, u, y) is uniformly elliptic with respect to y and b = b(x, r) is Lipschitz
continuous with respect to r with an x-independent Lipschitz constant.
Using these settings, the authors of [8] have proved theorems concerned
with the existence and the comparison principle (including uniqueness) of
solutions, and they have further exemplified some applications including
the following two situations.
(AP1) Time-dependent double obstacle.
(AP2) Time-dependent boundary constraints.
The results in [8] certainly provide a theory of the solvability in quite
general terms. But, their theory is actually not sufficient to guarantee the
continuous dependence of solutions in the topology of the central range
L2 (), because it is made only for solutions starting from the initial range
K(0) H 1 (), and on top of that, the demonstration method of uniqueness
is based on the L1 -technique devised by Benilan [1].
Thus, the study in this paper will focus on a continuation of the research in [8], with the main objective being to construct a general theory that can cover advanced topics, such as continuous dependence and
attractors. To this end, the assumptions made in [8] will be partially restricted by considering applications to (AP1)-(AP2). Above all, it should
be noted that the constraint {K(t)} and the forcing term f = f (t, x) generally cause the dynamical system to be non-autonomous; yet the notion of
attractors was originally defined for autonomous systems generated by appropriate semigroups. Hence, in the observation by attractors, we will need
December 17, 2007
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183
some special setting to indicate governing semigroups for the dynamical systems under review. As candidates for this setting, we can quote the ideas
found in [4](setting of time-independent constraints), [12](asymptotically
autonomous setting), [5](periodic setting) and [6](setting from pull-back
viewpoints) amongst others. From all these ideas, we have adopted the
periodic setting as in [5](Section 3), on the grounds of the variety of applications.
Consequently, the assertions in the main results will be:
(a1) the existence and uniqueness of the solutions that start from the
L2 -closure of the initial range K(0);
(a2) continuous dependence of solutions;
(a3) existence of periodic solutions under periodic settings of dynamical
systems;
(a4) compactness of flows in periodic dynamical systems, based on the
global boundedness of solutions;
(a5) periodic stability, namely attractors for periodic dynamical systems.
Notations. These are the notations that are used throughout this paper.
Let Q := (0, +) be the time-space coordinate system consisting of
the time-interval (0, +) and the spatial domain RN .
For an abstract Banach space X, the norm of X is denoted by | |X .
In particular, when X has the Hilbert structure, the inner product in X is
denoted by (, )X . For all x0 X and R > 0, we denote by BX (x0 ; R),
the closed ball in X with the center x0 and the radius R. Additionally, we
denote by distX (, ) the Hausdorff semi-distance, defined as:
sup inf |y z|X for all Y, Z X.
yY zZ
For simplicity, the functional spaces L2 () and H 1 () are denoted by

H and V , respectively. In particular, we simply denote by (, ) the usual
inner product in H.
1. Statement of main results

First, we give an exact definition of our Cauchy problem. In the Cauchy
problem {(0.1),(0.2)}, the vector field a : R RN RN and the
function b : R R, are assumed to satisfy the following conditions.
(A) There exists a function A : R RN R such that:
a(x, r, y) = y A(x, r, y), (x, r, y) R RN ;
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184
and A and y A (= a) satisfy the Caratheodory condition. Additionally,

there exist positive constants and C1 such that

a(x, r, y) a(x, r, y) (y y) |y y|2 , x , r R, y,
y RN ,
(
|a(x, r, y)|2 + |A(x, r, y)| + |r A(x, r, y)|2 C1 (1 + |y|2 ),
r R, y RN .
|a(x, r, y) a(x, r, y)| C1 |r r|, x , r,
(1.1)
(B1) b is continuous on R, and for any x , b(x, ) : R R is

Lipschitz continuous with an x-independent Lipschitz constant Lb ; more
precisely |b(x, r) b(x, r)| Lb |r r|, x , r,
r R.
Also, the constraint {K(t) | t 0} is prescribed as a family of closed and
convex subsets in V , the initial value u0 is a given function in H and the
forcing term f is a given function in L2loc ([0, +); H).
Let us denote by (CP; {K(t)}, u0 , f ) the problem {(0.1),(0.2)} when the
data of {K(t)}, u0 and f are specified. Then, the solutions of this problem
are rigorously defined as follows.
Definition 1.1. (Definition of solutions) Let us fix the data of the constraint {K(t)}, the initial value u0 H and the forcing term f
L2loc ([0, +); H). For any fixed T > 0, a function u : [0, T ] H is
called a solution to the Cauchy problem (CP; {K(t)}, u0, f ) on the com1,2
pact interval [0, T ], iff u C([0, T ]; H) Wloc
((0, T ]; H) L2 (0, T ; V ), and
u fulfills (0.1) and (0.2). Also, a function u : [0, +) H is called a
solution to the Cauchy problem (CP; {K(t)}, u0, f ) on [0, +), iff u forms
the solution on any compact interval [0, T] with any T > 0.
Recently, a study of the Cauchy problem (CP; {K(t)}, u0 , f ) was reported in [8], including some results, concerned with the existence, uniqueness and comparison principle of solutions, under more general settings
of a and b. According to this study, the following condition is the keyassumption in proving the solvability of our problem.
1,2
(K) (Assumption for existence) There exists a function Wloc
[0, +),
satisfying the following property ():
() sup |0 |L2 (t,t+1) < +, and s, t 0, z K(s),

z K(t), s.t.
t0
|
z z|H |(t) (s)|(1 + |z|(H)N ),
Z
Z
A(x, w,
z ) dx
A(x, w, z) dx
|(t) (s)|(1 + |z|2

+ |w| |z|
(H)N
(H)N ),
w V.
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185
Remark 1.1. The assumptions listed above are actually restricted versions of those given in [8]. We adopt the restricted situations, especially
after considering the following.
(I) Instead of the inequalities (1.1) as in (A), the authors of [8] have assumed more general ones. The adoption of the restricted inequalities (1.1)
is essential to derive key-inequalities (2.2) and (3.2) which will be seen in
the proofs of uniqueness and boundedness of solutions, respectively.
(II) In () of (K), the authors of [8] originally chose the two values s, t of
time such that s < t. This modification is quite important to show the
absolute continuity of energies (potentials), mentioned in the next section.
Remark 1.2. Other than the modifications reported in Remark 1.1, the
authors of [8] have made an additional assumption for uniqueness. Furthermore, it should be noted that the solutions (on [0, +)) treated in [8]
1,2
actually show the regularity in stronger topology of Wloc
([0, +); H)
Lloc ([0, +); V ) than that given in Definition 1.1. This strong regularity
essentially comes from the point that the initial values are taken from more
regular class K(0) V than the central range H. Consequently, we see
that the existence of solutions starting from K(0) is a direct consequence
of the general theory obtained in [8](Theorem 2.1).
The objective of this paper is to challenge some advanced theme on the
basis of [8], with the main focus being to characterize the asymptotic stability of the dynamical system, generated by (CP; {K(t)}, u0, f ), with use
of attractors. For the sake of the existence of attractors, some compactness
property is required of the dynamical systems under consideration. Hence,
the immediate task is to verify whether our Cauchy problems absolutely
generate dynamical systems with compactness. To this end, we will first
prove the following two theorems.
Theorem 1.1. (Solvability for general initial values) Let us assume conH
ditions (A), (B1) and (K). Then, for any u0 K(0) and any f
L2loc ([0, +); H), the Cauchy problem (CP; {K(t)}, u0 , f ) admits a unique
solution u on [0, +).
Theorem 1.2. (Continuous dependence of solutions) Under conditions
H
(A), (B1) and (K), let us fix any T > 0, any s0 0, any u0 K(s0 )
and any f L2loc ([0, +); H). For given sequences {sn } [0, +),
H
{un,0 | un,0 K(sn ) (n = 1, 2, 3, )} and {fn } L2loc ([0, +); H),
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let {un } be the sequence consisting of solutions un (n = 1, 2, 3, ) of

Cauchy problems (CP; {K(t + sn )}, un,0 , fn ) (n = 1, 2, 3, ) on the compact interval [0, T ]. If un,0 u0 in H and fn f in L2 (0, T ; H) as
n +, then un converges to the solution u of the Cauchy problem
(CP; {K(t + s0 )}, u0 , f ) in the sense that:
un u in C([0, T ]; H) as n +.
On account of the above two theorems, the Cauchy problem (CP;
{K(t)}, u0 , f ) will generate dynamical systems {U (t + s, s) | t 0} (s 0)
consisting of solution operators U (t+s, s) : K(s)
K(t + s)
(t, s 0)
that map initial values u0 K(s) onto the values u(t) of the solutions
of Cauchy problems (CP; {K(t + s)}, u0 , f ( + s)) at time t. Then, it is
easily verified that all dynamical systems {U (t + s, s) | t 0} (s 0) form
continuous evolution dynamical systems.
As mentioned in the introduction, the attractors for dynamical systems
{U (t + s, s)} are founded under the following periodic setting on the timedependence of the constraint and the forcing term.
(P) (Periodic condition) There exists a constant (period) T0 > 0, such that
K(t + T0 ) = K(t) and f (t + T0 ) = f (t) in H, for all t 0.
We further assume the following condition for the perturbation b.
(B2) (Growth condition for b) There exist positive constants C2 and C3 ,
independent of x and r, such that b(x, r) r C2 r2 C3 , x , r R.
These conditions will be key to guarantee the compactness of flows.
Including the above two conditions, we see the existence of the periodic
solutions, stated as follows.
Theorem 1.3. (Periodic solutions) Under the assumptions (A), (B1)H
(B2), (K) and (P), there exists at least one initial value up,0 K(0)
such that the solution up of the Cauchy problem (CP; {K(t)}, up,0 , f ) on
1,2
[0, +) belongs to Wloc
([0, +); H) L (0, +; V ), and forms a periodic function in time with the period T0 ; more precisely up (t + T0 ) =
up (t) in H, for all t 0.
Next, we prove the following theorem, concerned with the global estimates of solutions.
Theorem 1.4. (Global estimates of solutions) Under assumptions (A),
H
(B1)-(B2), (K) and (P), let us fix the data of {K(t)}, u0 K(0)
and f
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L2loc ([0, +); H), to take the solution u of the problem (CP; {K(t)}, u0, f )
on [0, +). Then, there exists a positive constant R0 , independent of u0
and f , such that
Z t+T0
sup |u(t)|2H + sup
|u( )|2(H)N d R0 (1 + |u0 |2H + |f |2L2 (0,T0 ;H) ). (1.2)
t0
t0
Moreover, for any > 0, there exists a positive constant R , depending only
on , such that
Z t+T0
sup |u(t)|2(H)N +sup
|ut ( )|2H d R (1+|u0 |2H +|f |2L2 (0,T0 ;H) ). (1.3)
t
Now, in the light of embedding V , H, we ascertain that the estimates

(1.2)-(1.3) imply the compactness of the flow after a certain large length
of time. Moreover, under the periodic situation of (P), it is possible to
construct a discrete autonomous dynamical system {Uk | k = 0, 1, 2, }
( 0) using k-iterations Uk (k = 0, 1, 2, ) of operators U := U ( +
H
T0 , ) : K( ) K( ) (= K( + T0 ) ) for 0. Then, by virtue of

Theorems 1.1-1.2, we immediately see that all discrete dynamical systems
H
{Uk | k = 0, 1, 2, } ( 0) form semigroups on K( ) ( 0).
With help from the above discrete semigroups {Uk }, the asymptotic
stability for the continuous non-autonomous systems {U (t + s, s)} can be
characterized as follows.
Theorem 1.5. Let us assume (A), (B1)-(B2), (K) and (P). Then, the
following two statements hold.
(I) (Attractors for discrete autonomous systems) For any 0, there
exists a nonempty, connected and compact set A K( ), called the global
attractor, such that:
(i) (invariance) U A = A in H;
(ii) (attractiveness) for any 0 and any bounded subset B K( ) ,

distH (Uk B, A ) 0 as k +.
(II) (Attractors in continuous non-autonomous systems) Let us take the
S
global attractors A ( 0) as in assertion (I), to set A := [0,T0 ] A .
Then:
(iii) (continuous dependence) At+s = U (t + s, s)As for all t, s 0;
(iv) (attractiveness) for any bounded subset B H,
H
sup distH (U (t + , )(B K( ) ), A ) 0 as t +.

[0,T0 ]
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2. Well-posedness of solutions
Throughout this section, we assume conditions (A), (B1) and (K), to prove
Theorems 1.1 and 1.2 concerned with the well-posedness of solutions. We
start with the proof of uniqueness, summarized in the following lemma.
Lemma 2.1. (Proof of uniqueness) For arbitrary data of two initial valH
ues ui,0 K(0) (i = 1, 2) and two forcing terms fi L2loc([0, +); H)

(i = 1, 2), let ui (i = 1, 2) be two solutions to Cauchy problems
(CP; {K(t)}, ui,0 , fi ) (i = 1, 2) on [0, +), respectively. Then, there exists a positive constant C4 , independent of ui,0 and fi (i = 1, 2), such that:
|u1 u2 |2C([0,T ];H) eC4 T (|u1,0 u2,0 |2H +|f1 f2 |2L2 (0,T ;H) ), T > 0. (2.1)
Proof. Let us fix T > 0, and for each solution ui of (CP; {K(t)}, ui,0 , fi )
(i = 1, 2), let us assign the other solution to the test function z in (0.1)
to add both sides of the resultant inequalities. Then, using conditions (A),
(B1) and Schwarz inequality, we calculate that:
d
(2.2)
|(u1 u2 )(t)|2H C4 |(u1 u2 )(t)|2H + |(f1 f2 )(t)|2H ;
dt
a.e. t (0, T ), by putting C4 := (C12 / + 2Lb + 1). The above Gronwall
type inequality implies the asserted inequality (2.1).
Next, for the proofs of the other assertions, we define additional notations as follows.
For any t 0, any C > 0 and any w H, let tC (w; ) : H [0, +]
be a functional, defined as:
Z
A(x, w, z) dx + C(1 + |w|2 ), if z K(t),
H
tC (w; z) :=

+, otherwise.
As shown in [8](Lemma 3.1), each of tC (w; ) (t 0, C > 0, w H) forms
a proper l.s.c. and convex function on H with the effective domain K(t),
and there exist positive constants C and C , independent of t, w and z,
such that:
tC (w; z) C |z|2(H)N + 1, t 0, C C , w H, z K(t). (2.3)
Additionally, for any interval I [0, +), any t I and any C(I; H),
we denote by t(t) the convex function tC ((t); ) on H.
Remark 2.1. The above notations are to show the variational structure
of our Cauchy problems more precisely. In fact, using the subdifferentials
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t(t) of convex functions t(t) (t 0, C([0, +); H)), the variational inequality as in (0.1) can be reformulated into the following form of
evolution equation:
ut (t) + t(t) (u(t)) 3 f (t) b(, (t)) in H, t > 0;
(2.4)
subject to u(t) = (t) in H, t 0.

Evolution equations kindred to (2.4) have been studied comprehensively
by Kenmochi [7], and hence the results from [7] will be referred to frequently
in the rest of this section. Then, the following fact is essential to the
solvability of Cauchy problems associated with (2.4).
(Fact1) Let us fix any compact interval J [0, +), and let us assume
W 1,2 (J; H)L (J; V ), to take any constant R (J) such that R (J)
||L (J;V ) +1. Then, for all s, t J and z K(s), there exist z K(t) and
a positive constant C5 , independent of any of the above data, such that:
z z|H C5 R (J)4 |(t) (s)|(1 + s(s) (z)1/2 ),

|
n
t(t) (
z ) s(s) (z) C5 R (J)4 |(t) (s)|(1 + s(s) (z))
+ (|(t) (s)|H + R (J)|(t) (s)|) s(s) (z)1/2 .

(Fact1) above is verified in a similar way to [9](Lemma 4.1). Also, according
to [7](Theorem 2.7.1), the following fact will play quite an important role
in the argument of continuous dependence.
(Fact2) Let J [0, +) be any compact interval. If {sn } [0, +),

s0 0, {n } C(J; H), C(J; H) L (J; V ), and sn s0 , n
t+s0
n
in C(J; H) as n +, then for any t J, t+s
n (t) converges to (t) on
H, in the sense of Mosco [11], as n +.
(Fact2) above is obtained by making use of conditions (A) and (K).
Let us fix T > 0. Then, in the light of Remark 2.1, it would be expected
that convex functions tu(t) (t [0, T ]) consisting of the solution u would
correspond to some kind of energy (potential) inherent in the generated
dynamical system. From this viewpoint, the following lemma is concerned
with inequalities to characterize the movement of the energies (energyinequalities).
Lemma 2.2. (Energy inequalities) Let us fix the data of the constraint
1,2
{K(t)} with the function Wloc
[0, +) as in (K), the initial value
u0 K(0) and the forcing term f L2loc ([0, +); H), to take the so1,2
lution u Wloc
([0, +); H) L
loc ([0, +); V ) of the Cauchy problem
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(CP; {K(t)}, u0 , f ). Also, let us put

Gf (t) := 1 + |0 (t)|2 + |f (t)|2H for t 0,
and let us fix any compact interval J [0, +) to take any constant R u (J)
such that Ru (J) |u|C(J;H) +1. Then, the function t 7 tu(t) (u(t)) is absolutely continuous on J, and there exists a positive constant C6 , independent
of u0 and f , such that:
Z
1 t
t
s
|ut ( )|2H d
u(t) (u(t)) u(s) (u(s)) +
8 s
Z t
(2.5)

C6 Ru (J)16
Gf ( ) 1 + u( ) (u( )) d, and
Z s
1 t
t
(t s)u(t) (u(t)) +
( s)|ut ( )|2H d
8 Zs
(2.6)
t

Rt
C 6 R
(J)16 Gf ( )d
16
u
s
e
C6 Ru (J) |J|Gf ( ) + u( ) (u( )) d,
s
for all s, t J where s t, and |J| denotes the length of J.

Proof. From the arguments in [7](Section 1) and [8](Section 4), we immediately check that the function t 7 tu(t) (u(t)) forms a function of bounded
variation on J. However, in the restricted situation described in (II) of Remark 1.1, we can refer to the general theory found in [7](Section 2) to see
the absolute continuity of this function on J.
On the other hand, the inequality (2.5) is a direct consequence of the
line of argument in [8](Sections 3-4), and this also implies that:

d
1
u( ) (u( )) + |ut ( )|2H C6 Ru (J)16 Gf ( ) 1 + u( ) (u( )) , (2.7)
d
8
a.e. J. Thus, for every s, t J satisfying s t, another energy inequality
(2.6) is obtained by multiplying both sides of (2.7) by
Rt
16
( s) e C6 Ru (J) Gf ()d and then integrating both sides over [s, t].
Now, let us prepare two subsections, to complete the proofs of Theorems
1.1 and 1.2.
2.1. Proof of the existence of solutions. Let us fix T > 0, and

H
any u0 K(0) to take a sequence {un,0 } K(0) such that un,0
u0 in H as n +. Then, on account of Remark 1.2, we can take
solutions un W 1,2 (0, T ; H) L (0, T ; V ) to (CP; {K(t)}, un,0 , f ) (n =
1, 2, 3, ) starting from the regular class K(0) V . Here, by Lemma 2.1,
we immediately have
|un um |2C([0,T ];H) eC4 T |un,0 um,0 |2H , n, m N.
(2.8)
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Since the above inequality implies that {un } is a Cauchy sequence in the
Banach space C([0, T ]; H), we find a certain limit u
C([0, T ]; H) of this
sequence in the topology of C([0, T ]; H). Hence, the solutions un (n =
1, 2, 3, ) fulfill the energy-inequalities (2.5)-(2.6) under a uniform setting
of the constants Ru n ([0, T ]) with respect to n.
Now, putting u = un (n 2) and z = u1 (t) in (0.1), and then integrating both sides of the resultant inequalities over [0, T ], (2.8) leads to the
()
boundedness of {un (un )} in L1 (0, T ). So, by virtue of (2.3) and (2.8),
{un } is bounded in L2 (0, T ; V ). Furthermore, from the inequality (2.6),
it is seen that {un } is bounded in L (, T ; V ) and {(un )t } is bounded in
L2 (, T ; H) for every (0, T ). Consequently, by a standard diagonal
argument, we find a subsequence {unk } {un } such that:
un k u
strongly in C([0, T ]; H), weakly in L2 (0, T ; V ),

un k u
weakly- in L (, T ; V ),
(0, T ), as k +.
(unk )t u
t weakly in L2 (, T ; H),
Next, let us fix any (0, T ) to apply (Fact1)-(Fact2) by putting

J = [, T ], = u
and n = un (n = 1, 2, 3, ). Then, in the light of (B1),
Remark 2.1 and [7](Theorem 2.7.1), we infer that unk ( + ) converges to
the solution u() of the following Cauchy problem:
( ()
()
ut (t) + ut+
(t)) 3 (f b(, u
))(t + ) in H, t (0, T ],
(t+) (u
u() (0) = u
() in H;
in the topology of C([0, T ]; H) as k +. By the uniqueness of limits,

u() (t) should coincide with u
(t+) for all (0, T ) and t [0, T ]. This
1,2
implies that the function u
C([0, T ]; H) Wloc
((0, T ]; H) L2 (0, T ; V )
Lloc ((0, T ]; V ) is the solution to the Cauchy problem (CP; {K(t)}, u0 , f ).

2.2. Proof of Theorem 1.2. We divide the proof into two steps.
(Step 1) The case that {sunn (0) (un,0 )} is bounded.
In this case, u0 K(s0 ) is immediately seen from (Fact2). For the
energy-inequalities (2.5) for solutions un (n = 1, 2, 3, ), applying Gron(+s )
walls lemma yields the boundedness of the sequence {un n (un )} in the
topology of L (0, T ). Also, on account of the boundedness of sequences
{|un,0 |H } and {sunn (0) (un,0 )}, the inequality (2.5) further leads to the
boundedness of the sequence {un } in W 1,2 (0, T ; H) L (0, T ; V ). Therefore, taking a subsequence if necessary, Ascolis theorem and weak/weak-
compactness of the sequence enable us to see the existence of a limit u of
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{un } in the sense that:

un u strongly in C([0, T ]; H), weakly in W 1,2 (0, T ; H),
weakly- in L (0, T ; V ), as n +.
After this, we can show that u forms, anyway, a solution to the Cauchy
problem (CP; {K(t + s0 )}, u0 , f ), just as in the previous subsection. Thus,
by the uniqueness of solutions, we conclude the assertion of this case.
(Step2) The general case of the sequence {sunn (0) (un,0 )}.
Based on the results from Theorem 1.1 and (Step1), the assertion of this
case will be proved after noting a similar demonstration technique used in
[7](Theorem 2.7.1).
Remark 2.2. Referring to the proof of [7](Theorem 2.7.1), we can further
obtain that
Z t
Z t
+sn
+s0
un ( ) (un ( )) d
u(
(2.9)
) (u( )) d as n +,
s
for all 0 s < t T , Therefore, even for solutions starting from

H
K(0) , the energy-inequality (2.6) will be verified through the limiting observation of the inequalities (2.6) for approximating solutions in
W 1,2 (0, T ; H) L (0, T ; V ).
3. Periodic stability
In this section, we assume all the conditions (A), (B1)-(B2), (K) and (P),
to prove Theorems 1.3-1.5. Under these conditions, we can take at least
1,2
one T0 -periodic function hp Wloc
([0, +); H) L(0, +; V ), such that
hp (t + T0 ) = hp (t) K(t), t 0.
In fact, by the general theory given in [5](Theorem 2.1), such function is,
for example, found as the T0 -periodic solution to the evolution equation:
(hp )t (t) + t(t) (hp (t)) + b(, hp (t)) 3 f (t) in H, t 0;
when 0. By means of this T0 -periodic function, we can see the dissipativity of the dynamical system, stated in the following lemma.
Lemma 3.1. (Dissipativity of the dynamical system) Let us fix the data
of the constraint {K(t)}, to take any solution u of the Cauchy problem
(CP; {K(t)}, u0 , f ) with any initial value u0 K(0)
and any forcing term
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f L2loc ([0, +); H). Then, there exist positive constants C7 and C8 ,
independent of u0 and f , such that:
d
|(u hp )(t)|2H + C7 |(u hp )(t)|2V
dt
(3.1)
C8 (1 + |hp (t)|2V + |(hp )t (t)|2H + |f (t)|2H ), a.e. t 0.
Proof. Let us assign hp (t) to the test function z of the variational inequality in (0.1). Then, from conditions (A) and (B2), we see that:
Z
1 d
|(u hp )(t)|2H + |(u hp )(t)|2(H)N + (C2 |u(t)|2 C3 ) dx
2 dt
(f (t), (u hp )(t)) ((hp )t (t), (u hp )(t)) + (b(, u(t)), hp (t)) (3.2)

1/2
+|C1 (1 + |hp (t)|)|H |(u hp )(t)|(H)N , a.e. t 0.

Thus, the constants C7 and C8 to realize (3.1) will be found by fundamental
calculations using condition (B1).
Now, on account of the above lemma, we can prove Theorems 1.3-1.5,
by referring to the demonstration methods found in [5, 12].
Proof of Theorem 1.3. The proof will be a modified version of that
in [5](Theorem 2.1). In fact, by virtue of Theorems 1.1-1.2 and Lemma
3.1, we find a sufficiently large positive constant Rp , such that the restriction U0 |BH (0;Rp ) of the solution operator U0 = U (T0 , 0) : K(0)
H
K(T0 ) forms a compact map from the closed and convex domain K(0)
BH (0; Rp ) onto itself. Thus, this theorem will be concluded by applying
Schauders fixed point argument for the iteration of U0 |BH (0;Rp ) .
Proof of Theorem 1.4. This theorem will be proved after similar analytical techniques employed in [12](Section 4). Roughly summarized, the
estimate (1.2) will be derived from the key-inequality (3.1) as in Lemma
3.1. Also, another estimate (1.3) is obtained by taking account of (1.2),
(2.6) and Remark 2.2.
Proof of Theorem 1.5. For this theorem, we refer to [5](Theorems 3.13.3), and omit the detailed proofs. Indeed, due to Theorems 1.1-1.4, the
dynamical systems {U (t + s, s)} (s 0) and {Uk } ( 0), prescribed in
Section 1, can be regarded as essentially the same as those in [5](Section
3). Incidentally, according to [5](Theorem 3.1), each of the attractors A
T+ S
( 0) is given in the form of the -limit set A := n=0 kn Uk A of
H
a compact set A := U (BH (0, R ) K( ) ) (called the absorbing set),

where R is a sufficiently large radius obtained using Lemma 3.1.
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4. Applications
In this section, two problems associated with the situations (AP1)-(AP2),
described in the introduction, will be stated as the applications.
4.1. Application to the situation (AP1). Let = [ij ()]
C 1 ()N N be a given function such that (x) is symmetric and positive definite for all x , and let there be an x-independent constant 0 > 0 satisfying ((x)y)y 0 |y|2 (x , y RN ). Let W 1, (R)N be a given
1,2
function, and let gi L (0, +; V L ()) Wloc
([0, +); V L ())
(i = 1, 2) be prescribed obstacle functions such that log (g2 g1 ) L (Q)
P
and sup 0 2i=1 (|(gi )t |L2 (, +1;V ) + |(gi )t |L2 (, +1;L()) ) < +. Let
b C( R) be any function satisfying the conditions (B1)-(B2). With
the above notations, let us set:
a(x, r, y) := (x)[y + (r)], (x, r, y) R RN , and
K(t) := { z V | g1 (t, ) z g2 (t, ), a.e. in } .
(4.1)
(4.2)
Then, referring to [8](Section 5.1), it will be checked that the function

a = a(x, r, y) and the constraint {K(t)}, given in (4.1) and (4.2), fulfill
conditions (A) and (K), respectively. Hence, we can apply the general theory, obtained in Theorems 1.1-1.2, to the following double obstacle problem.
Problem 4.1 (Time-dependent double obstacle problem)
(ut (t), u(t) z) + ([u + (u)](t), (u(t) z))(H)N

+(b(, u(t)) f (t), u(t) z) 0, a.e. t > 0, z K(t);
subject to g u g a.e. in Q, and u(0, ) = u K(0)H .

1
Moreover, the T0 -periodic condition (P) will be verified whenever f and gi

(i = 1, 2) are T0 -periodic in time. Therefore, under this periodicity, the
dynamical system generated by Problem 4.1 will show the key-properties
as in Theorems 1.3-1.5.
4.2. Application to the situation (AP2). In addition to the notations
C 1 ()N N , W 1, (R)N , b C( R) and f L2loc([0, +); H)
1,2
as in the previous subsection, let us take a function g Wloc
([0, +); V )
2
L (0, +; H ()), to consider the following time-dependent boundary
constraints problem.
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Problem 4.2 (Time-dependent boundary constraints problem)
ut ([u + (u)]) + b(, u) = f in Q,
u(t) = g(t) in D (t), ([u + (u)])(t)

) = 0 on N (t),
u(t) g(t),
([u
+
(u)])(t)
0,

on S (t),
([u
+
(u)])(t)
= 0,
(u
g)(t)
u(0, ) = u0 (x) in .
In the context, denotes the unit outer normal vector on , and

D (t), N (t), S (t) (t 0) denote pairwise disjoint subsets to form a timedependent decomposition := D (t) N (t) S (t) (t 0) governed by
given diffeomorphisms (t) = (1 (t, ), , N (t, )) C 2 ()N (t 0) such
that C 2 (Q)N , (0, x) = x (x ), and (t, j (0)) = j (t) (t 0,
j = D, N, S). Now, let a = a(x, r, y) as in (4.1), let us set:

K(t) := z V z g(t) on S (t) and z = g(t) on D (t) , t 0;
and let us assume that sup 0 |gt |L2 (, +1;V ) < +. Then, referring to
[8](Section 5.3) (or [9](Section 5.2)), we will see that the general theory
stated in Theorems 1.1-1.5 is applicable to Problem 4.2, under the required
assumptions by all/part of the conditions (A), (B1)-(B2), (K) and the timeperiodicity of f , g and to realize (P).
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[7] N. Kenmochi, Solvability of nonlinear evolution equations with timedependent constraints and applications, Bull. Fac. Education, Chiba Univ.
30 (1981), 187.
[8] M. Kubo and N. Yamazaki, Quasilinear parabolic variational inequalities
with time-dependent constraints, Adv. Math. Sci. Appl. 15 (2005), no. 1,
335354.
[9] M. Kubo and N. Yamazaki, Elliptic-parabolic variational inequalities with
time-dependent constraints, Discrete Contin. Dyn. Syst., 19 (2007), 335
359.
[10] F. Mignot and J. P. Puel, Inequations devolution paraboliques avec convexes dependant du temps: applications aux inequations quasi-variationelles
devolution, Arc. Rational Mech. Anal. 64 (1977), 5991.
[11] U. Mosco, Convergence of convex sets and of solutions of variational inequalities, Advances in Math. 3 (1969), 510585.
[12] K. Shirakawa, A. Ito, N. Yamazaki and N. Kenmochi, Asymptotic stability
for evolution equations governed by subdifferentials, Recent Developments
in Domain Decomposition Methods and Flow Problems, 287310, GAKUTO
Intern. Ser. Math. Sci. Appl. 11, Gakk
otosho, Tokyo, 1998.
December 17, 2007
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lorentzFinalmakro
GLOBAL BIFURCATION FOR

SEMILINEAR ELLIPTIC PROBLEMS
MARCELLO LUCIA
Universit
at zu K
oln, Mathematisches Institut
50931 K
oln, Germany, mlucia@math.uni-koeln.de
MYTHILY RAMASWAMY
TIFR Center, IISc. Campus, Post Box No. 1234
Bangalore 560012, India, mythily@math.tifrbng.res.in
Abstract: We study the existence of a global branch of solutions for the semilinear
elliptic problem

u = a(x)u + b(x)r(u) , u D01,2 ().
We work in a general domain of Rn , with indefinite weights a, b belonging to some

Lorentz spaces, and the function r is either asymptotically linear or superlinear at
infinity. To derive our result we first prove existence, uniqueness and simplicity of
a principal eigenvalue for linear problems with weight in Lorentz spaces.
1. Introduction
The present paper deals with the semilinear elliptic problem

u = a(x)u + b(x)r(u) ,
u D01,2 (),
(1.1)
where is a real parameter, r a known nonlinearity, a, b are given weights

in a domain (connected open set) of RN and the space D01,2 () is defined
as the closure of C0 (), set of smooth functions having compact support,
with respect to the norm
Z
1/2
kuk :=
|u|2
.
When N 3, or when the domain is bounded, the functional space D01,2 ()

can be identified with a space of functions (see [10]). Due to the particularity of the dimensions N = 1, 2, for the sake of simplicity we will henceforth
assume that N 3.
197
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198
When the function r is such that r(0) = 0, then u 0 solves (1.1) and we
are interested in finding non-trivial solutions. In such a case the question of
existence can be handled by using tools provided by the bifurcation theory
like for example the Rabinowitz Theorem [17]. In order to apply such
results one needs first to understand the linearized problem which, under
suitable assumptions, will be a weighted eigenvalue problem of the type
u = w(x)u,
u D01,2 ().
(1.2)
Both problems (1.1) and (1.2) have attracted a lot of attention because
they naturally arise in mathematical physics or biology (combustion, population dynamics ...). Since in atomic physics the relevant weights are
1
attractive-repulsive potentials with singularities of the type |x|
, it is desirable to study the above problems with coefficients allowed to be singular and
sign changing. Furthermore it is known that Hardys weight w(x) = |x|1 2
arise as critical cases when dealing with existence of eigenfunction for
linear problems. Therefore it is of interest to understand how far small
perturbation of such weights are allowed in Problems (1.1) and (1.2).
An important feature of the linear Problem (1.2) is the existence and
simplicity of a principal eigenvalue. These are the value for which
(1.2) admits a non-negative associated eigenfunction, and by simplicity one
means that the associated eigenspace is of dimension one. When w 1 in
a bounded domain of RN , a proof of these properties can be found in [8].
In [16], it has been shown that the smallest positive eigenvalue for (1.2)
exists and is simple whenever w + 6 0 and w Lr () with r > N2 in a
bounded domain. Sufficient conditions for the existence of principal eigenvalues for the weighted eigenvalue problem in RN have been given by many
authors. Brown, Cosner, Fleckinger introduced in [6], a sufficient condition for the existence of a positive principal eigenvalue, namely the weight
function w be negative and bounded away from 0 at infinity. They also
used another sufficient condition for dimensions N 3 requiring that w
has a positive integral and it decays at infinity faster than |x|1 2 . Brown and
Tertikas (see [7]) relaxed the first condition in [6], by asking the positive
part w+ to be of compact support. Allegretto proved in [1] the existence of
a principal eigenvalue and also infinitely many eigenvalues when w + lies in
N
N
L 2 (). Szulkin and Willem in [19] studied the problem with w in L 2 ()
or having faster decay than |x|1 2 at infinity or at any finite point. An important aspect of these previous works concerning the simplicity of the
principal eigenvalue is that they rely on Harnacks inequality in order to
ensure the associated eigenfunctions to be continuous and strictly positive
December 17, 2007
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199
(or negative) in the domain.

In the present paper we extend all the previous results by considering
weights w belonging to some Lorentz space L(p, q) which are described in
Section 2. It allows us to include some classes of functions not satisfying
the earlier conditions described above. Furthermore, by going to Lorentz
spaces, the importance of the comparison of decay with |x|1 2 becomes clearer.
More precisely the first main result of our paper is the following:
Proposition 1.1. Let w L( N2 , q0 ) with q0 (1, ) and such that w + 6
0. Then

R
Z
|u|2
1,2
+
2
: u D0 (),
wu > 0 ,
(1.3)
1 (w) := inf R
wu2
is a principal eigenvalue and this is the unique positive principal eigenvalue.

Furthermore the associated eigenfunction satisfies > 0 a.e. or < 0
a.e. and is unique up to a constant multiple factor.
If w 6 0 above proposition applied to w provides also existence of a

negative principal eigenvalue
1 (w), which will be simple and the unique
negative principal eigenvalue. Let us emphasize that with our assumptions
the Harnacks inequality does not apply and we may have inf B || = 0
on some B . Nevertheless thanks to a strong maximum principle as
established by Ancona [4] and Brezis, Ponce [5] the set of zeroes of a nonnegative eigenfunction has Lebesgue measure zero. This property will be
sufficient for proving that the eigenspace associated to +
1 (w) has dimension
one if w+ 6 0.
Proposition 1.1 opens the possibility of proving existence of global
branch of solutions for Problem (1.1) when the coefficients a, b have very
less regularity. Positive solution branches have been studied by many authors for nonlinearities which are asymptotically linear (see [3]) and also
for superlinear cases as in [11]. In [12] both asymptotically linear and superlinear nonlinearities have been considered with the restriction that the
coefficients are bounded. But that is not necessary for the existence of a
branch of solutions. Indeed in the present paper we derive existence of at
least one global branch under the only following requirements:
(H1) r C 0 (R),
lim
s0
r(s)
= 0,
s
lim sup
s
|r(s)|
<
|s|
[1, 2 1);
(H2) a L( N2 , q0 ), b L( N2 , q0 ) L(p0 , q0 ) with p0 =
some q0 (1, ).
for some
2
2 1
and for
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200
As in Proposition 1.1, L(p, q) denotes the Lorentz space. Since [1, 2

1), it follows that p0 [ N2 , ) and in particular for bounded domain the
assumption on b reduces to b L(p0 , q0 ) with (p0 , q0 ) as given in (H2). But
for unbounded domain one needs to work on a smaller space. Note also
that (H1) implies r(0) = 0 and we are in fact interested in existence of
non-trivial solutions for Problem (1.1). By defining
S := {(, u) R D01,2 () : (, u) solves (1.1), u 6 0},
our main result is as follows:
Proposition 1.2. Assume (H1), (H2) and a+ 6 0 (resp. a 6 0). Then,
there exists a set C + connected in S bifurcating from +

1 (a) (resp. C
bifurcating from 1 (a)). Moreover, C (resp. C ) is

(i) either unbounded,
(ii) or contains a point (, 0) with 6= +

1 (a) (resp. 6= 1 (a)).
Our results improve considerably the result of [12] since we are working
with weights belonging only to some Lorentz space and we work in any
domain of RN . But in the present paper we shall not discuss the positivity
of the solution of the branch. This issue will be discussed in more details
in a coming work, where we will also see how our assumptions can further
be relaxed.
The paper is organized as follows. Section 2 provides the definitions and
basic properties of the Lorentz L(p, q) spaces. For weights w L( N2 , q0 )
with w+ 6 0, we prove in Section 3 that the positive principal eigenvalue
of the linear problem is unique and its associated eigenspace has dimension
one. In Section 4, we establish existence of at least one global branch of
solutions for the nonlinear problem (1.1) as stated in Proposition 1.2.
2. Prerequisites on Lorentz spaces
The Lorentz L(p, q) spaces, introduced by Lorentz in [14], are generalization
of the Lebesgue Lp spaces. We collect here their main properties and refer
to [13], [18], [20] for more detailed discussions. To introduce their definitions, we start by recalling that the distribution function and nonincreasing
rearrangement of a measurable function f : R are respectively defined
as:

f (s) := {x : |f (x)| > s}, f (t) := inf{s > 0 : f (s) t}. (2.1)
Then f : R R is nonnegative, nonincreasing, continuous from the
right and we easily verify that
December 17, 2007
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201
(i)
(ii)
(iii)
(iii)
f 0, nonincreasing and continuous from the right;

f (f (s)) s, f (f (t)) t;
if f is continuous and strictly
decreasing
f = 1
f ;
R
R then
p
p
f = f and therefore |f | dx = 0 |f (t)| dt.
Observe that for f L p (),

Z
||f ||p =
t p f (t)
ip dt p1
.
t
(2.2)
This can be used to motivate the definition of Lorentz spaces:

Definition 2.1. We define
Z
1
q h p1 iq dt q
t
f
(t)
,
p 0
t
||f ||p,q =
n 1
o
sup t p f (t) ,
if 1 p, q < ,
if 1 p , q = ,
t>0
L(p, q) = {f : R : f measurable, ||f ||p,q < }.
Notice that with this definition we have

L(p, p) = Lp (),
1 p .
The space L(p, ) is known as the weak Lp space and coincides with the
Marcinkiewicz space M p , defined as follows:
Z
1
M p := {f : R : f measurable,
|f | C||1 p }.
When 1 q1 q2 , one can prove (see [[13], Section 1]):

||f ||p,q2 ||f ||p,q1
and
L(p, q1 ) L(p, q2 ).
|| ||p,q
(2.3)
In general
need not be a norm as Minkowski inequality may fail.
In spite of this, it can be used to define a norm on L(p, q). Indeed let us
set
Z
1 t
f (t) :=
f (r)dr,
||f ||p,q := ||f ||p,q .
t 0
We easily see that

Z
h
iq dt 1q
p f (t)
,
t
t
0
||f ||p,q =
sup t p1 f (t) ,
t>0
if 1 p, q < ,
if 1 p , q = .
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202
This is a norm which is equivalent to || ||pq , (see Chapter V, Theorem

3.2, [18]):
||f ||p,q ||f ||p,q
p
||f ||p,q ,
p1
(2.4)
and enjoys the following monotonicity property:

f, g L(p, q) with |f | |g| = kf kp,q kgkp,q .
(2.5)
Under this norm, L(p, q) is a Banach space and the following H

olders
inequality holds (see [13]):
||f g||p,q C||f ||p1 ,q1 ||g||p2 ,q2 ,
(f, g) L(p1 , q1 ) L(p2 , q2 ), (2.6)
whenever
1
1
1
=
+ ,
p
p1
p2
1
1
1
=
+
q
q1
q2
pi , qi [1, ].
This inequality applied with p = q = 1 helps to identify the topological

dual of the Lorentz spaces:
Proposition 2.1.
(a) Let (p, q) (1, ) [1, ) or p = q = 1. Then the dual space of
L(p, q) is isomorphic to L(p0 , q 0 ) where 1/p + 1/p0 = 1 and 1/q +
1/q 0 = 1.
(b) The spaces L(p, q) are reflexive when 1 < p, q < .
A main feature of the Lorentz space is that they allow to improve the
usual Sobolev embedding D01,2 () , L2 () ' L(2 , 2 ) as follows:

Proposition 2.2. (Sobolev-Lorentz embedding).
D01,2 () , L(2 , 2).
Observe that 2 < 2 for N 3 (see for example, appendix in [2]).
3. Existence and uniqueness of principal eigenvalue
For the existence of principal eigenvalue for the problem (1.2), a sufficient
N
condition given by Allegretto in [1] is that the weight function is in L 2 ().
Szulkin and Willem relaxed this in [19] by introducing the following conditions :
December 17, 2007
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203
(H)
V L1loc (), V + = V1 + V2 6 0, V1 L 2 (),

lim
|x| x
|x|2 V2 (x) = 0,
lim
xx0 x
|x x0 |2 V2 (x) = 0 x0 .
Under this condition, the existence of a positive principal eigenvalue and

a sequence of eigenvalues were proved in [19]. Further, they give examples
of weight functions
W1 (x) =
1
,
1 + |x|2
W2 (x) =
1
,
|x|2 (1 + |x|2 )
which do not satisfy (H) and the eigenvalue problems do not possess an
eigenvalue (see also [21]). But the modified versions of these functions,
f1 (x) =
W
W1 (x)
log(2 +
|x|2 )
N2 ,
f2 (x) =
W
W2 (x)
log(2 +
1
|x|2 )
N2 ,
satisfy (H) and the eigenvalue problems possess infinitely many eigenvalues.
N
Observe that none of these functions lie in L 2 ().
By using Lorentz spaces, we will try to relax further the condition (H).
In this section we are doing a first step in this direction by showing that
the classical results concerning the principal eigenvalue for linear weighted
eigenvalue problem holds when

N
wL
, q0 for some 1 < q0 < .
(3.1)
2
First, let us see some examples to compare different conditions.
Example 1: The function W1 does not satisfy the condition (3.1). Denoting by N the volume of the unit sphere in RN we have for w = W1 ,

w (s) = {x : w(x) > s} = N |x0 |N ,
s=
1
, 0 < s < 1,
1 + |x0 |2
1
t [0, ).
2 ,
1 + ( tN ) N

Now it is easy to check that w 6 L N2 , q for any q (1, ) :
)q
Z (
2
1
dt
(||w||N ,q )q =
tN
= for q 1.
2
t
2
t
N
1 + ( )
0
w (t) =
December 17, 2007
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204
N
2 ,
But w L
since
||w||N , =
2
sup
t[0,)
2
N
1 + ( tN )
2
N
= NN .
Thus condition (3.1) is not satisfied by the function W1 and similarly for
W2 .
f1 and W
f2 satisfy condition (3.1). We do the
Example 2: The functions W
f1 . We have
calculation only for w = W

w (s) = {x : w(x) > s} = N |x0 |N ,
where
s=
1 + |x0
|2
w (t) =
1+
Now we check if w L
(||w||N ,q )q =
2
( tN
2
N
N
2 , q0
Z
0
log(2 + |x0 |)
tN
N2 ,
0<s<
log(2 + ( tN ) N )
(log 2) N
N2 , t (0, ).
for some q0 . A direct calculation shows

q
dt
1
,
2

2
2
1 + ( t ) N log(2 + ( t ) N ) N t
N
f1 satisfies condition (3.1) for any q0

which is finite if q > N2 . Thus W
N
( 2 , ).
The following example shows that there are functions failing the condition (H) but satisfying condition (3.1).
Example 3: Consider the following function which is singular all along
the x2 -axis in a square = {(x1 , x2 ) : |xi | < R} in R2 with R < 1,
W3 (x1 , x2 ) =
1
|x1 log(|x1 |)|
in ,
x1 6= 0.
As in Example 1, we have for w = W3 ,

w (s) = {x : w(x) > s} = R |x01 |
where
s=
1
,
|x01 log(|x01 |)|
0<s<
1
,
R log R
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205
w (t) =
1
, t (0, R2 ).
( Rt )| log( Rt )|
We now check that this function satisfies the condition (3.1) (with N = 2):
q
Z R2
Z R2
1
dt
dt
(||w||N ,q )q =
t t
=
C
t
t q
2
t
(
)|
log(
)|
t|
log(
0
0
R
R )|
Z R
dy
=C
< for q > 1.
q
| log R| y
But W3 does not satisfy (H). Indeed the limit of |x|2 W3 (x), as x tends to
0 along the curve x2 = x1 , tends to infinity, while along the x1 axis it

tends to 0. Thus the limit does not exist. The same holds for the function
in a cube = {(x1 , , xN ) : |xi | < R < 1} in RN ,
W3 (x) =
1
2
|x1 | N | log(|x1 |)| N
in .
Thus W3 does not satisfy the condition (H) but satisfies condition (3.1).
There are also functions failing condition (3.1) but satisfying condition
(H). Thus the two conditions are independent. Work is in progress towards
a unifying condition, which will be a relaxation of both these conditions.
Example 4: Consider the function
W4 (x) =
W1 (x)
.
log log(2 + |x|2 )
For the function w = W4 , we check that

1
2 , t (0, ).
log log 2 + ( tN ) N

Now we check if w L N2 , q0 for some q0 . A direct calculation shows
)q
Z (
2
1
dt
q
(||w|| N ,q ) =
tN
2
2
t
t
2
t
1 + ( N ) N log log 2 + ( N ) N
0
Z
dt
C+
2 q
t
M t log log(2 + ( ) N )
N
Z
dy
C+
.
(log
y)q
log M
w (t) =
1+
( tN
2
N
Since log y < y for large y and any > 0, we see that the last integral
is divergent. for any q. But this function does satisfy (H) as |x| tends to
infinity.
December 17, 2007
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206
In our setting the existence of a principal eigenvalue will mainly be a

consequence of the following result:
Proposition 3.1. Let w L( N2 , q0 ) with 1 < q0 < . Then the mapping
Z
1,2
D0 () R,
u 7
w(x) u2 (x) dx
(3.2)
is weakly continuous.
Proof. Note first that for 2 p, q < the mapping

p q
L(p, q) L ,
, v 7 v 2 ,
2 2
is well-defined and continuous.
(3.3)
Indeed, the inequality ||v 2 ||( p , q )

2
||v||p,q ||v||p,q holds for any v L(p, q) (see (2.6)) and for any sequence
un u in L(p, q), we have
2

u u2 p q = (un u)(un + u) p q
n
2,2
2,2
(3.4)

un u p,q un + up,q .
Let un be a sequence bounded in D01,2 (). Then

(i) un is bounded in L(2 , 2) (by Lorentz-Sobolev embedding);
(ii) u2n is bounded in L( 22 , 1) (by continuity of (3.3)) and so u2n is
bounded in L( 22 , q00 ).
Since both spaces D01,2 () and L( 22 , q00 ) are reflexive (note that 1 < q00 <
), we deduce:
un * f weakly in D01,2 ()
and
u2n * g weakly in L(
2 0
, q ).
2 0
We claim g = f 2 . Indeed for each C0 (fixed) we have

Z
Z
Z
|u2n f 2 |||
|un f ||un ||| +
|un f ||f ||| .
|
{z
} |
{z
}
An
(3.5)
Bn
We claim that the right hand-side of (3.5) tends to zero as n . In

order to estimate An , denote by 0 the interior of the support of and
apply H
older inequality (2.6) to derive

An := [un f ]un 1,1 [un f ]0 2,2 un 2 ,2 N, .
Since there is a compact embedding of D01,2 () in L2loc () (because 2 <

2 ) and kun k2 ,2 is bounded (uniformly in n) we deduce that An 0.
December 17, 2007
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207
To estimate Bn , we simply observe that (f, ) L(2 , 2) L( N2 , ) and

therefore f L([2 ]0 , 2). Hence by duality we get lim Bn = 0. So (3.5)
n
tends to zero when the test function C0 (). Since on the other hand
we have also
Z
2
|u2n g||| 0, L([ ]0 , q0 )),
2
we easily deduce that g = f 2 .
To summarize, we have u2n u2 weakly in L( 22 , q00 ) and w L( N2 , q0 ) =

2 0 0
L( 2 , q0 ) . Hence the definition of weak convergence implies
Z

w(u2 u2 ) 0.
n

Thus the proposition is proved.
Based on the above proposition, standard arguments imply that (1.3) is

a principal eigenvalue. With the aim of proving that this is the unique positive principal eigenvalue and that its associated eigenspace is of dimension
one, we need the following weak version of the Strong Maximum Principle
due to Ancona [4] and Brezis-Ponce [5], that in our setting can be stated
as follows:
Theorem 3.1. (Strong Maximum Principle). Let V L( N2 , q0 )()
with V 0. Assume that the following holds in the sense of distribution :
u + V (x)u 0,
u D01,2 () \ {0},
u 0,
and consider the precise representative u

of u. Then, {x : u
(x) = 0}
is a set of H 1 -capacity zero and in particular of Lebesgue measure zero.
The result holds in much wider generality and we refer to [5] for a more
detailed statement. Note that if in the above theorem we make the stronger
assumption V Lploc () for some p > N/2, the usual Strong Maximum
Principle would imply inf B u > 0 for any B . To avoid any confusion,
we make the following definition:
Definition 3.1. We say that R is a principal eigenvalue and
u D01,2 () \ {0} a principal eigenfunction for Problem (1.2) if (, u)
solves (1.2) and u 0.
December 17, 2007
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208
In our setting a principal eigenfunction is not necessarily locally bounded

and may vanish. But note that if > 0 is a principal eigenvalue and u an
associated principal eigenfunction we have
u + w u = w+ u 0,
u 0,
u 6 0,
(3.6)
and so Theorem 3.1 implies that the set u1 (0) is of H 1 -capacity zero. A
similar argument holds if the principal eigenvalue is negative. We can now
prove
Proof of Proposition 1.1:
Existence: As remarked in [[19], Remark 2.4(b)], the weak continuity of
the mapping (3.2) is enough to ensure the existence of 0 solving the
minimizing Problem (1.3). Therefore
Z
= +
(w)w,
0,
w2 > 0,
(3.7)
1
and so
+
1 (w)
is a principal eigenvalue.
Uniqueness: To prove that +

1 (w) is the unique positive principal eigenvalue, let us assume the existence of another pair (, ) (0, ) D01,2 ()
satisfying
= w,
0,
6 0.
(3.8)
From the definition (1.3), we immediately see that

+
1 (w).
(3.9)
To show that equality holds we modify slightly some of the arguments

in [Prop. 4.1, [9]], by taking into account that our eigenfunctions may be
unbounded. Let us define for each k 0 the following truncated function:

k if (x) k,
k (x) :=
(x) if (x) [0, k).
Clearly k L () and it is well-known that k D01,2 (). Hence, both
2k
k and +
are legitimate trial functions in (3.7), respectively (3.8) and
therefore
Z
Z
Z
Z
2
2k
k
( k ) =
+
(w)w
w
,
k
1
+
+
which is equivalent to
Z

Z
2k
2k
+
2
|k | (
) =
1 (w)wk w
. (3.10)
+
+
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209
But, a direct calculation shows that the following Picones identity holds:

2

2k
k
2

) = k (
) .
(3.11)
|k | (
+
+
By plugging (3.11) in (3.10), we get
2 Z

Z

k
2k
+

0
1 (w)wk w
. (3.12)
k ( + ) =
+
Since by Theorem 3.1 the set { = 0} is of measure zero, (3.12) is equivalent

to
2

Z

k ( k )
0

+
{>0}
(3.13)

Z
2k
+
=
1 (w)wk w
.
+
{>0}
Now, letting 0 and k in (3.13) and applying Lebesgue dominated
Theorem to the right handside, we get
Z

0 +
(w)
w2 .
(3.14)
1
Using (3.9) and the fact that
w2 > 0, (3.14) implies = +

1 (w).
Simplicity: let V (+
1 (w)) be the eigenspace associated to the principal
eigenvalue (1.3). Before proving that V1 has dimension one, we observe
that any V (+
1 (w)) satisfies precisely one of the alternative:
(i) > 0 a.e. in ,
Indeed, since
Z
Z
2
|| =
||||2 = +
1 (w)
(iii) or 0. (3.15)
(ii) < 0 a.e. in ,
and
w|| =
w2 ,
we deduce that both and || solve the minimization problem (1.3). As a

consequence
+ = + || V (+
1 (w))
and
= || V (+
1 (w)).
(3.16)
Now by considering the Euler-Lagrange equation satisfied by + , in

the form (3.6) and applying Theorem 3.1 we conclude that + > 0 a.e., or
> 0 a.e. or else + 0. This proves (3.15).
As in [15], we can now modify the continuation argument given in
Lemma 7 of [16]. More precisely, since V (+
1 (w)) 6= {0}, consider 1 , 2
December 17, 2007
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210
V (+
1 (w)) \ {0}. By (3.15) we can assume without loss of generality that
1 , 2 > 0 a.e.. Let us consider the set
T := {t R : 1 + t2 > 0 a.e.}.
We shall show that 1 + t0 2 0 when t0 = inf T .
Claim 1: T 6= and inf T > .
Since 0 T , we see that T 6= . To prove that this set is bounded from
below, let us consider for each , M > 0, the set
A,M := {1 < M, 2 > }.
e > 0. Moreover,
Since 2 > 0 a.e., there exists e > 0 such that |{2 > }|
f such that
since M >0 A,M
= {2 > }, we deduce the existence of M
e
f
M
|A,
eM
eM
f| > 0. Now, for any x A,
f and t < e , we get
f + te < 0.
(1 + t2 )(x) < M
, the function 1 + t2 is negative on a set of positive

Hence, when t < M
e
measure, which proves inf T > .
Claim 2: Setting t0 := inf T , we claim 1 + t0 2 0.
Since 1 + t0 2 V (+
1 (w)) the alternative (3.15) applies and so one of
the following case holds:
(a) 1 +t0 2 > 0 a.e. in , (b) 1 +t0 2 < 0 a.e. in , (c) 1 +t0 2 0.
Assume (a) holds. By setting
E,M := {1 + t0 2 > , 2 < M },
e f
and arguing as in claim (1), we prove |E,
eM
f| > 0 for some , M > 0. Thus,
for any x E,
eM
f and (0,
e
f ),
M
we get

f > 0.
1 + (t0 )2 (x) > e M
Alternative (3.15) implies then 1 + (t0 )2 > 0 a.e., in contradiction

with the definition of t0 . A similar contradiction is reached if we assume
(b). Therefore, the alternative (c) holds, which concludes the proof of the
proposition.
December 17, 2007
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211
Remark 3.1.
(a) In [15], Proposition 1.1 has been stated for weight belonging to
N
L 2 (). Some of the arguments has been repeated for the sake of
completeness.
(b) Existence of a principal eigenvalue when the weight belongs to some
Lorentz space has already been obtained by [22]. Our arguments are
different [22] and here we have completed the result by emphasizing
that uniqueness and simplicity of the positive (or negative) principal
eigenvalue holds.
(c) Note that in [19] the simplicity of a principal eigenvalue is proved
under stronger conditions.
4. Global bifurcation
Existence of global branches for Problem (1.1) will mainly rely on the following result:
Theorem 4.1. (Rabinowitz, [17]) Given a Banach space (B, kk), consider a mapping
G : R B B,
(, u) 7 L(u) + H(, u),
where L : B B is a compact linear operator and H(, ) : B B is a

kH(, u)k
continuous compact mapping satisfying lim
= 0. Denote by
kuk
kuk0

r(L) := R : 1 is an eigenvalue of L with odd multiplicity ,

S := (, u) R B : (, u) is solution of u = G(, u), u 6 0 .
Then, given r(L), S has a connected branch C bifurcating from (, 0)

and
(i) either C is unbounded in RB, (ii) or, C 3 (
, 0) with 6=
r(L).
Let us recast Problem (1.1) in the framework of Theorem 4.1. To this aim
we first note that as a consequence of Riesz Theorem, the mapping
2N
, 2),
u 7 4u,
(4.1)
N +2
is 1-1 with continuous inverse. Based on our hypotheses we will see that
the following mappings are well-defined:

L : D01,2 () D01,2 (),
u 7 (4)1 a(x)u ,
(4.2)
D01,2 () L([2 ] , 20 ) = L(
0
December 17, 2007
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212
H : R D01,2 () D01,2 (),

(, u) 7 (4)1 b(x)r(u) ,
(4.3)
and so finding a solution to Problem (1.1) is reduced to solving

u = L(u) + H(, u),
u D01,2 ().
(4.4)
In order to prove the continuity and compactness of the mappings L, H

we need the following lemma borrowed from [Lemma 4.2,[22]]:
Lemma 4.1. Let V L(p, q) with 1 p, q < . Then for each > 0
there exists a measurable set such that
is bounded,
V L (),
kV \ kp,q < .
Proposition 4.1. Assume (H1)-(H2) hold. Then the mappings L and H

defined by (4.2) and (4.3) are continuous, compact and furthermore
kH(, u)k
= 0.
kuk
kuk0
lim
(4.5)
Proof. Let us introduce the two following mappings

e : L(2 , 2) L([2 ]0 , 2)
L
u 7 a(x)u
e : L(2 , 2) L([2 ]0 , 2)
H
u 7 b(x)r(u)
(4.6)
In order to justify the continuity and compactness of the mappings H, L

we first prove the following general statement
Claim 1: Let u
L(2
, 2) and un L(2 , 2) be a sequence satisfying
2
(i) for some > 2 1 we have un u
in L ( B) for each ball
N
BR ;
(ii) un is bounded in L(2 , 2);
then we claim

a[un u
] [2 ]0 ,2 0

b[r(un ) r(
u)] [2 ]0 ,2 0.
(4.7)

We only give the arguments for b[r(un ) r(
u)] [2 ]0 ,2 . Notice first that
(H1), and the fact that the sequence un is bounded in L(2 , 2) implies the
existence of C > 0 such that
|r(s)| C |s| + |s| ,
(4.8)

un k2 ,2 + u
k2 ,2 + un k2 ,2 + u
k2 ,2 C.
and
Using Lemma 4.1, we can choose a measurable set such that

is bounded,
b L (),
kb\ k N ,q0 + kb\ kp0 ,q0 <

2
.
4C 2
(4.9)
December 17, 2007
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213
We have

u)
b r(un ) r(
[2 ]0 ,2

b r(un ) r(
u)
[2 ]0 ,2

+ b r(un ) r(
u) \
(4.10)
[2 ]0 ,2
Let us estimate the first term appearing in the right hand-side of (4.10).
By setting
1
1
1
:=
= 1 , (notice 0 < < 1),
p
[2]0
p
we get

u ) 0
b r(un ) r(
[2 ] ,2

b p,2 r(un ) r(
u)
(4.11)
,

b L () p,2 r(un ) r(
u ) .
Since un u
in L ( B) for any ball B RN , by using Vitali Theorem we check that kr(un ) r(
u)k
0. Therefore the expression
L
(B)
in (4.11) can be made as small as we wish. Namely there exists n0 N

such that

u )
,
n n0 .
(4.12)
b r(un ) r(
2
[2 ]0 ,2
To estimate the second term in the right hand-side of (4.10) we use (4.8),
(4.9). We get using p10 = 2 21

2 and 1 :

u) \ 0
b r(un ) r(
[2 ] ,2

C b\ N , kun k2 ,2 + k
uk2 ,2
2

+ C b\ p , k|un | k 2 ,2 + k|
u| k 2 ,2
0

(4.13)

C.M un 2 ,2 + u
2 ,2 + un 2 ,2 + u
2 ,2

C.M un 2 ,2 + u
2 ,2 + un 2 ,2 + u
2 ,2
.
2
(In the above formula we have set M = (kb\ k N ,q0 + kb\ kp0 ,q0 )).
2
Putting together (4.10), (4.12), (4.13) we deduce

u)
, n n0 ,
b r(un ) r(
[2 ]0 ,2
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214
Claim 2: Continuity and compactness.

Due to the Sobolev-Lorentz embedding and the fact that 1 in (4.1) is
an isomorphism, it is enough to prove the continuity of the mappings (4.6).
This follows immediately from the embedding L(2 , 2) , L(2 , 2 ) and by
applying claim 1 with = 2 .
Concerning compactness. Let un be a bounded sequence in D01,2 ().
Then there is a subsequence, still denoted un , converging weakly in D01,2 ()
to u
. Then on each bounded open set this sequence converges
strongly in Lp () whenever p [1, 2 ). Hence choosing ( 221 , 2 ) the

sequence un satisfies the conditions stated in claim 1. Therefore (4.7) hold,
and the continuity of (4.1) allows to conclude.
Claim 3: Differentiability.
e is differentiable at u 0. Let
To prove (4.5), it is enough to prove that H
us fix > 0. Thanks to (H1), there exist s0 , C0 > 0 depending only on
such that

r(s)

0 < |s| < s0 ,
s 3 kbk N
2 ,q0
(4.14)
|r(s)|
and
C0 |s| s0 .
|s|
For each u L(2 , 2), let us introduce the sets
E := {x : |u(x)| < s0 }
and
F := {x : |u(x)| s0 }.
Using triangle inequality, H

olders inequality and (4.14), we obtain

br(u) 0 br(u)E 0 + br(u)F 0
[2 ] ,2
[2 ] ,2
[2 ] ,2

b N , r(u)F 2 ,2 + br(u)F [2 ]0 ,2
(4.15)
2

kuk2,2 + C0 b|u| F [2 ]0 ,2
3
If > 1 we simply use H

olders inequality to estimate the second term
in (4.15), and get

br(u) 0
k|u| 2 ,2
ku 2 ,2

[2 ] ,2

+ C0 bkp0 ,
=
+ C0 bkp0 ,
kuk2,2
3
kuk2 ,2
3
kuk2,2

1
+ C0 bkp0 , ku 2 ,2 .
3
Since > 1, the conclusion follows immediately.
December 17, 2007
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215
When = 1, this latter estimate is too rough. In this case we first use
Lemma 4.1 to get a measurable set F such that

F F, F is bounded, bF L (), bF \F N ,q0 <

. (4.16)
2
3C0
And secondly by fixing 1 <

e < 2 1 we note that
e1
|s|
|s| |s|
,
|s| s0 .
s0
(4.17)
2
Then by using (4.16), (4.17) and setting p := 2 2e
, the second term
in (4.15) (with = 1) is estimated as follows

buF 0 bF \F u 0 + buF 0
[2 ] ,2
[2 ] ,2
[2 ] ,2

1e

bF \F N , u 2 ,2 + s0
bF kp, |u|e 2 ,2
2
e

e
(4.18)
1e
bF \F N ,q0 u 2 ,2 + s0 bF kp, u 2 ,2e

2

e

u 2 ,2 + s1e
bF L () F kp, u 2 ,2
0
3C0
Inequality (4.18) shows that we can find > 0 such that

buF 0 2 u
kuk2 ,2 < .
[2 ] ,2
2 ,2
3C0
(4.19)
e is differentiable
By putting together (4.15) and (4.19), we deduce that H
at u 0, which concludes the proof of (4.5).
We now have all the elements for proving the existence of at least one
global branch of solutions for Problem (1.1):
Proof of proposition 1.2: Proposition 1.1 shows that +
1 (a) is an eigenvalue of multiplicity one. Hence Proposition 4.1 together with Theorem 4.1
allow to conclude.

Acknowledgements. The first author was supported by an Alexander
von Humboldt fellowship.
References
[1] W. Allegretto, Principal eigenvalues for indefinite-weight elliptic problems on RN , Proc. Am. Math. Monthly 116 (1992), 701706
[2] A. Alvino, P-L. Lions, G. Trombetti, On optimization problems with
prescribed rearrangements, Nonlinear Anal. 13 (1989), 185220.
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lorentzFinalmakro
216
[3] A. Ambrosetti, P. Hess, Positive solutions of asymptotically linear elliptic

eigenvalue problems, J. Math. Anal. Appl. 73 (1980), 411422.
[4] A. Ancona, Une propriete dinvariance des ensembles absorbants par perturbation dun operateur elliptique, Comm. PDE 4 (1979), 321337.
[5] H. Brezis, A. Ponce, Remarks on the strong maximum principle, Differential Integral Equations 16 (2003), 112.
[6] K.J. Brown, C. Cosner, J. Fleckinger, Principal eigenvalues for problems with indefinite weight function on RN , Proc. Amer. Math. Soc. 109
(1990), 147155.
[7] K.J. Brown, A. Tertikas, On the bifurcation of radially symmetric steadystate solutions arising in population genetics, Siam J. Math. Anal. 22 (1991),
400413.
[8] R. Courant, D. Hilbert Methods of mathematical physics. Vol. I. Interscience Publishers, Inc., New York, N.Y., 1953.
[9] M. Cuesta, Eigenvalue problems for the p-Laplacian with indefinite weights,
Electron. J. Differential Equations 33 (2001), 19.
[10] J. Deny, J.L. Lions, Les espaces du type de Beppo Levi, Ann. Inst. Fourier,
Grenoble 5 (1954), 305370.
[11] A. L. Edelson, M. Furi, Global solution branches for semilinear equations
in Rn , Nonlinear Anal. 28 (1997), 15211532.
[12] J. Giacomoni, M. Lucia, M. Ramaswamy, Some elliptic semilinear indefinite problems on RN , Proc. Roy. Soc. Edinburgh 134 (2004), 333361.
[13] R. Hunt, On L(p, q) spaces, Enseignement Math. (2) 12 (1966), 249276.
[14] G. G. Lorentz, Some new functional spaces, Annals of Math., 51 (1950),
3755.
[15] M. Lucia, On the uniqueness and simplicity of the principal eigenvalue,
Rend. Accad. Naz. Sci. XL Mem. Mat. Appl. 16 (2005), 132142.
[16] A. Manes, A.M. Micheletti, Unestensione della teoria variazionale classica degli autovalori per operatori ellitici del secondo ordine, Bollettino
U.M.I. 7 (1973), 285301.
[17] P.H. Rabinowitz, Some global results for nonlinear eigenvalues problems,
J. Func. Anal. 7 (1971), 487517.
[18] E.M. Stein, G. Weiss, Introduction to Fourier analysis on Euclidean
spaces. Princeton Mathematical Series, No. 32. Princeton University Press,
Princeton, N.J., 1971.
[19] A. Szulkin, M. Willem, Eigenvalue problems with indefinite weight, Studia
Math. 135 (1999), 191201.
[20] L. Tartar, Imbedding theorems of Sobolev spaces into Lorentz spaces, Boll.
Unione Mat. Ital. Sez B Artic. Ric. Mat. (1998), 479-500.
[21] A. Tertikas, Critical phenomena in linear elliptic problems, J. Funct. Anal.
154 (1998), 4266.
[22] N. Visciglia, A note about the generalized Hardy-Sobolev inequality with
potential in Lp,d (Rn ), Calc. Var. Partial Differential Equations 24 (2005),
167184.
December 17, 2007
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Naritafo
GLOBAL EXISTENCE AND ASYMPTOTIC BEHAVIOR

OF GOWDY SYMMETRIC SPACETIMES
WITH NONLINEAR SCALAR FIELD
MAKOTO NARITA
Department of Mathematics, National Taiwan University, 1, Sec.4 Roosevelt Rd.
Taipei, 106, Taiwan
1. Introduction
Our interest is to solve the Einstein-nonlinear scalar equations globally and
to analyze asymptotic behavior of solutions to the equations. Since the
Einstein-nonlinear scalar equations are highly nonlinear, it is too difficult
to solve them without suitable conditions. Therefore, we will treat Gowdy
symmetric spacetimes, which describe spatially compact, expanding universe: under this assumption, the Einstein-nonlinear scalar equations become 1+1-dimensional nonlinear wave equations with constraint equations.
We need also assumptions for nonlinear term of the scalar field (i.e. potential): (1) slow-rolling condition (Hypothesis 2.2), and (2) ending accelerating expansion of the universe (Hypothesis 4.1). These two assumptions
come from inflation paradigm [7], which is the most promising scenario of
our universe in modern cosmology. In addition, we will assume the timelike
convergence condition, which means that kinetic terms dominates than the
potential term of the scalar field, to extend the existence time of solutions
into the past direction.
Under these assumptions, we obtain a global existence theorem, existence of singular solutions into the past direction and energy decay into the
future direction.
1.1. Action
Our action is of the form
Z

S = d4 x g 4R + 2()2 + V () ,
217
(1.1)
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218
where g is a Lorentzian metric on a four dimensional manifold, R is the

Ricci scalar, is a scalar field and V is a potential of .
1.2. Field equations for Gowdy symmetric spacetimes
The Gowdy symmetric spacetimes admit a T 2 isometry group with spacelike
orbits and the twists associated to the group vanish [5]. The topology of
spatial section can be accepted S 3 , S 2 S 1 , T 3 or the lens space [3]. In
this paper, we assume T 3 spacelike topology.
Now, we will choose a coordinate, which is the areal time one. This
means that time t is proportional to the geometric area of the orbits of the
isometry group. Explicitly,
gG = e2(U ) dt2 + e2(U ) d2 + e2U (dx + Ady)2 + e2U t2 dy 2 ,
(1.2)
where /x and /y are Killing vector fields generating the T 2 group

action, and , , U and A are functions of t (0, ) and S 1 . It is also
assumed that functions describing behavior of matter fields are ones of t
and .
Let us show the field equations obtained by varying the action (1.1) in
the areal coordinate (1.2).
Constraint equations
e4U
1
= U 2 + U 02 + 2 (A 2 + A02 ) + 2 + 02 + e2(U ) V (),
t
4t
2
e4U 0
0
0
0.
= 2U U 0 + 2 AA
+ 2
t
2t
2t
(1.3)
(1.4)
Now we define
:= +
1
ln .
2
(1.5)
By using , one can rewrite the above constraint equations as follows:
e4U
1
= U 2 + U 02 + 2 (A 2 + A02 ) + 2 + 02 e2(U ) V (),
t
4t
2
0
e4U 0
0.
= 2U U 0 + 2 AA
+ 2
t
2t
(1.6)
(1.7)
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The following constraint is a matching condition by causing the potential

term.
= 2t2 e2(U ) V ()
= 2te2(U ) V ().
(1.8)
Evolution equations
00 =
0 0

02
00
e4U
+
+
U 2 + U 02 + 2 (A 2 A02 )
2
2
4
2
4t
1
2(U
)
2
02
+ + e
V (),
(1.9)
2
0 0
4U
U 00 = U + U + U + e (A 2 A02 )
U
t
2
2
2t2
1 2(U )
+ e
V (),
2
(1.10)
A
A
0 A 0
A A00 = +
+
4(A U A0 U 0 ),
t
2
2
(1.11)

0 0
1
V ()
00 = +
+
e2(U )
.
t
2
2
4
(1.12)
Hereafter, dot and prime denote derivative with respect to t and , respectively. We will call this system of partial differential equations (PDEs)
Gowdy-nonlinear scalar system. Note that these equations are not independent because the wave equation (1.9) for can be derived from other
equations. Indeed, there are only two dynamical degree of freedom (i.e. U
and A) in the Gowdy symmetric spacetimes.
Wave map The system of the evolution equations is equivalent with the
following system of nonlinear wave and wave map equations:

Z
1
1
SNWM =
dtd g g hAB uA uB + e2(u ) V (u3 ) , (1.13)
2
S1
where
g = dt2 +
1 2
d + t2 d 2 ,
0 , 2,
and
h = dU 2 +
e4U
dA2 + d2 .
4t2
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Every functions depend on time t and . The energy-momentum tensor

T for this system is given of the form:

1
A
B
A B
T = hAB u u g u u
2
1
1
g e2(u ) V (u3 ).
(1.14)
4
The energy is defined as follows:
Z
E(t) =
Ttt
S1

Z
1 2(u1 )
1
A
B
A
B
3
=
hAB t u t u + u u + e
V (u ) , (1.15)
2 S1
2
where
1
= d.
2. Global existence
Now, consider global existence problem. We will show the following theorem:
Theorem 2.1. (See [8]) Let (M, g, ) be the maximal Cauchy development
of C initial data for the Gowdy-nonlinear scalar system. Suppose that
Hypotheses 2.1 and 2.2 hold. Then, M can be covered by compact Cauchy
surfaces of constant areal time t with each value in the range [t0 , ).
2
Hypotheses are as follows:
Hypothesis 2.1. V () is regular with respect to , i.e. V is bounded if
is bounded.
Hypothesis 2.2. There are positive constants CSR1 and CSR2 , such that

1 V ()
1 2 V ()

< CSR2 .
sup
(2.1)
sup
< CSR1 ,
2
S 1 V ()
S 1 V ()
Corollary 2.1. If the following condition holds on t (0, t0 ]:

1
2 e2(U ) V,
2
then the existence time in Theorem 2.1 can be extended to (0, ).
(2.2)
2
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By a theorem in [4], one can show the inextendibility of our spacetimes.

Theorem 2.2. The maximal globally hyperbolic development of data for the
Gowdy-nonlinear scalar system cannot be extended into the future direction
in C 2 -category, that is, no future extension of the original spacetime is
possible.
2
3. Initial singularity
Assume V = e2 , where is a coupling constant. Now, we can construct
singular solutions near singularity t = 0. To do this, expansion of the
solutions near t = 0 will be assumed as follows:

()2
2
= k() +
ln t + 0 () + t (t, ),
(3.1)
4
= 0 () + t (t, ),
(3.2)
U = k() ln t + U0 () + t W (t, ),
(3.3)
A = h() + t24k (A0 () + B(t, )) ,
(3.4)
= () ln t + 0 () + t (t, ),
(3.5)
where
> 0,
0 < k() <
1
,
2
0 > 0,
1 < () < 0,
(3.6)
(3.7)
and
00 2kU00 e4U0 (1 2k)h0 A0
00
0
+ 0 = 0.
2
20
(3.8)
Here, , , W , B and are regular parts of the solutions, whereas other

parts are singular, which are solutions to homogenization equations of
Gowdy-nonlinear scalar system. Now, we have the following theorem:
Theorem 3.1. (See [8]) Choose data such that conditions (3.6), (3.7) and
(3.8) are satisfied. Suppose that is a positive constant less than min{4k, 2
4k, 2, 2 + 2, 2K}. For any choice of the analytic singular data 0 (),
0 (), k(), U0 (), h(), A0 (), (), 0 (), () and 0 (), the Gowdynonlinear scalar system has a solution of the form (3.1)-(3.5), where , ,
W , B, and tend to zero as t 0.
2
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222
To prove the above theorem, we have used the theorem on Fuchsian algorithm [6]. From this, we can conclude there exist singular solutions near
t = 0. In this case, one can check the curvature invariant of our spacetimes
blows up as t 0.
4. Energy decay into the future
In this section, asymptotic behavior of the solutions will be discussed. To
do this, we need the following assumption:
Hypothesis 4.1. There is a positive constant T , such that for any t T
(t, ) = (t, ), which satisfies V () = 0.
From this, one can show the energy is decay as t1 :
Theorem 4.1. (See [9]) Consider a solution to the Gowdy-nonlinear scalar
system. Suppose that Hypotheses 2.2 and 4.1 hold. Then, there are constants and C such that
C
E(t) ,
t .
(4.1)
t
2
To prove this theorem, small data decay estimate is needed at first:
Proposition 4.1. (decay for small data case) Consider a solution to the
Gowdy-nonlinear scalar system. Suppose that Hypotheses 2.2 and 4.1 hold.
Then, there exists a constant > 0 such that if E(t0 ) for some t0 , there
are constants and C such that
C
E(t) ,
t .
(4.2)
t
2
The method to get the above is corrected energy estimate developed by
Choquet-Bruhat and Moncrief [1, 2, 10].
References
[1] Choquet-Bruhat, Y., Future complete U(1) symmetric Einsteinian spacetimes, the unpolarized case, in The Einstein equations and the large scale
behavior of gravitational fields, 251-298, Birkha
user, Basel, 2004.
[2] Choquet-Bruhat, Y. and Moncrief, V., Future global in time Einsteinian
spacetimes with U(1) isometry group, Ann. Henri Poincare 2 (2001), 10071064.
December 17, 2007
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Naritafo
223
[3] Chrusciel, P. T., On space-times with U (1)U (1) symmetric compact Cauchy
surfaces, Ann. Physics, NY 202, (1990) 100-150.
[4] Dafermos, M. and Rendall, A. D., Inextendibility of expanding cosmological
models with symmetry, Classical Quantum Gravity 22, (2005) L143-L147.
[5] Gowdy, R. H., Vacuum spacetimes and compact invariant hypersurfaces:
Topologies and boundary conditions, Ann. Physics, NY 83, (1974) 203-224.
[6] Kichenassamy, S. and Rendall, A. D., Analytic description of singularities
in Gowdy spacetimes, Class. Quantum Grav. 15, (1998) 1339-1355.
[7] Lyth, D. H. and Riotto, A., Particle physics models of inflation and the
cosmological density perturbation, Phys. Rep. 314, (1999) 1-146.
[8] Narita, M., On initial conditions and global existence for accelerating cosmologies from string theory, Ann. Henri Poincare 6, (2005), 821-847.
[9] Narita, M., On Gowdy symmetric spacetimes with nonlinear scalar fields, in
preparation.
[10] Ringstr
om, H., On a wave map equation arising in general relativity, Comm.
Pure Appl.Math. 57, (2004) 657-703.
December 17, 2007
17:15
Sakamotoform
INTERFACES DRIVEN BY REACTION, DIFFUSION AND

CONVECTION
J. HARTERICH
Insititut f
ur Mathematik I, Freie Universit
at Berlin, Arnimallee 2-6, 14195
Berlin, Germany
K. SAKAMOTO
Department of Mathematical and Life Sciences, Hiroshima University, 1-3-1
Kagamiyama, Higashi-Hiroshima, 739-8526 Japan
1. Introduction
1.1. Interfaces driven by reaction-diffusion equations
Interfacial phenomena have been studied in terms of reaction-diffusion
equations. In particular the Allen-Cahn equation
u
= u + g(u),
t
t > 0, x RN ,
(A-C)
where g is a bi-stable reaction term, has been a widely used model to

describe various physical phenonena. Here, bi-stability of g means that it is
the minus of the derivative, g(u) = W 0 (u), of a double well potential W (u)
with non-degenerate wells located at u = u . When W (u ) 6= W (u+ ), a
hyperbolic scaling gives rise to
u
1
= u + g(u),
t
( > 0 is a scaling parameter)
in which case the interface is driven by the difference of potential value

W (u ) W (u+ );
V = c,
where V stands for the normal speed of the interface and c is a constant
determined from W , i.e., c W (u+ ) W (u ).
When the two wells have the same depth, then c = 0 and hence the
interface equation above does not give any information on the motion of
225
December 17, 2007
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Sakamotoform
226
the interface. In this case, we apply a parabolic scaling to (A-C) so that it

has the following form;
u
1
= u + 2 g(u).
t
The motion law of the interface for this equaton is the so called mean
curvature flow, namely,
V = H,
where H stands for the sum of principal curvatures of the interface. Such
interface evolutions for reaction-diffusion equations have been established
by many authors (see [2]).
The purpose of this paper is to investigate what happens to these interface equations when a convection term is added to (A-C).
1.2. Reaction-diffusion with convection
We investigate interfacial phenomena for the following equation;
ut + div f (u) = u + g(u),
(x, t) RN (0, ).
(RDC)
This equation is derived as follows.

When a physical quantity u is carried by a flux J with source term g(u),
then the balance equation is expressed as
u
+ div J = g(u).
(BL)
t
If the flux J is represented by a (vector-valued) function f : R RN and
the gradient of u,
J = u + f (u)
( > 0 viscosity),
(Flux)
equation (BL) reduces to (RDC). In diffusive flow fields, the flux f is supposed to originate from fluid flows, and therefore, should be coupled with
Navier-Stokes equations governing the flow field. We are considering here
a simplified problem without reference to such flow-field equations. From
now on, we set the viscosity equal to 1; = 1
To describe the dynamics of (RDC) as t , we perform a hyperbolic
spatio-temporal scaling; (x, t) (x/, t/) which reduces (RDC) to
ut + div f (u) = u + 1 g(u),
(1.1)
where > 0 is a scaling parameter.

Our objective below is to investigate the dynamics of (1.1) in the singular limit 0.
December 17, 2007
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Sakamotoform
227
To consider the singular limit 0 means that we are describing

the variation of u over large spatial ranges as time t in the
original system.
We work throughout under the following hypotheses.
(H1): (i) g C 2 (R), g(u ) = 0 at u = u , 0, u+ ,
g 0 (u ) < 0,
g 0 (0) > 0,
g 0 (u+ ) < 0 (bi-stable reaction term).
(ii) f C 3 (R, RN )
Well-posedness of initial value problem: Under the hypothesis (H1), the problem (1) with an initial condition
u(x, 0) = (x) BC2unif (RN )
(1.2)
BC2unif (RN ).
possesses a unique global (in time) solution living in

This is proved by a standard way by using abstract theories for
evolution equations (see [1], for example).
2. Planar Waves
First thing to do is to study planar traveling wave solutions. The traveling

wave solution of (1) in the S N 1 -direction; u(x, t) = U ( xst
) satisfies
U 00 (z) + (s f 0 (U (z)) ) U 0 (z) + g(U (z)) = 0,

z R,
(2.1)
(0 = d/dz),
U () = u ,
U (0) = 0,
where s is the wave speed to be determined together with the wave profile.
The following result is obtained by a phase plane analysis.
Proposition 2.1. ([3] and [5])
(i) For each direction S N 1 , there uniquely exists a wave speed
s = s() for which the problem (3) has a unique heteroclinic orbit
connecting (u , 0) (at z = ) and (u+ , 0) (at z = +).
(ii) The wave speed s() depends on as smooth as the nonlinear terms
f 0 (u) and g(u) do on u.
(iii) The wave profile Q(z; ) with Q(0; ) = 0 depends on (z, ) as
smooth as the nonlinear terms f 0 (u) and g(u) do on u, and it is a
(strictly) monotone increasing function of z.
December 17, 2007
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Sakamotoform
228
(iv) If f (u) is even and g(u) is odd in u, then Q(z) is an odd function
of z and the wave speed satisfies s() 0.
An important feature is that the wave speed is orientation (direction)
dependent. This anisotropy later gives rise to anisotropic mean curvature
flows.
It is interesting to note that the wave speed and the wave profile are
related as follows.
s() =
(f (u+ ) f (u ))
1
+
u+ u
u+ u
and
G(u ) G(u+ )
s() = R
+
2
Qz (z; ) dz
g(Q(z; ))dz
Qz (z; )2 f 0 (Q(z; )) dz
R
,
2
Qz (z; ) dz
where G(u) is an anti-derivative of g(u). The first formula looks like a

generalized Rankin-Hugoniot condition for viscous shocks for conservation
laws, while the second expression resembles the wave speed characterization
for bi-stable reaction-diffusion equations, with modification in terms of the
entire wave profile. It is also important to note that s() depends not only
on the asymptotic states (which is the case for reation-diffusion equations),
but also on the entire viscous wave profile.
Lemma 2.1. In the nonlinear eigenvalue problem (2.1), if the nonlinearities are given by
g(u) = R(u u )u(u u+ ),
with u < 0 < u+ , R > 0,
1
f (u) = u2 a + ub, a, b RN ,
2
then, the wave speed s() and wave profile Q(z) are explictly represented as
follows.

q
u + u +
2
s() =
a (a ) + 8R + b ,
4
u+ u + u+ u eD(u+ u )z
,
u + u+ eD(u+ u )z
where D is defined by
q
2
(a ) + 8R a
D=
.
4
Q(z) =
December 17, 2007
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229
Proof. The proof is the same as the case without convection term (see
[6]). One may also substitute these functions into (3) to directly verify the
lemma.
Generically, we expect that the wave speed s() vanishes on a subset in
S N 1 which has codimension at least one. However, we have been unable
to prove or disprove this expectation in general case. The set where s()
vanishes,
P := { S N 1 | s() = 0}
is called a set of pinned directions. When the wave speed is given as in
Lemma 2.1, then P is generically of codimension at least one. Althourgh
this is the case for the specific cases, we make the following hypothesis.
(H2): The set of pinned directions P has codimension at least one in
S N 1 .
3. Results
We now give some of main results. There are two cases, one in which (H2)
is valid, and the other where P = S N 1 .
3.1. When codim P 1
We call this case a hyperbolic scaling case.
Theorem 3.1. Under the hypotheses (H1) and (H2), we consider the
following Cauchy problem

ut = u f 0 (u ) u + 1 g(u )
(3.1)
u (x, 0) = (x).
There exist two functions u0 (x) < u0 (x) and a constant T > 0 such that
the following statement is true: If the initial function satisfies
u0 (x) < (x) < u0 (x),
then the solution u (x, t) converges to a limit u0 (x, t) = lim0 u (x, t) for
almost all (x, t) RN [0, T ]. The limit function u0 (x, t) is a piece-wise
constan function, assuming only two values u and u+ . The bulk regions
(t) := {x RN ; u0 (x, t) = u }
December 17, 2007
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230
are separated by a hypersurface (t), and the hypersurface (interface)

evolves according to the motion law
V = s(),
where V represents the normal velocity of the interface (t), and is a unit
normal vector on (t) pointing into the interior of the bulk region + (t).
If we define -dependent interface (t) by
(t) = {x RN | u (x, t) = 0},
then its motion law is governed by
V =s( )
(
(3.2)
+ H (y, t) +
N
X
Tpq Kpq (y, t)
p,q=1
2
+ O( ),
where is the unit normal vector of (t) (pointing into the interior of
+ region), s( ) is the wave speed evaluated at , H (y, t) is the sum
of principal curvatures (mean curvature, for short) of (t) at y (t),
(Tpq ) is a symmetric, positive semi-definite N N matrix depending only
on (f , g, ), Kpq is a symmetric tensor related to the second fundamental
form of (t).
We note that T > 0 in the statement above is determined by the time
interval where V = s() has a smooth soluiton.
Now, let us give explicit forms to the quantities appearing in the theorem. For this purpose, we use the travelling wave profile Q = Q(z; ). Let
P = P (z; ) be defined by
Z z

P (z) = Qz (z; ) exp
[s() f 0 (Q( ; ) ] d .
0
We also let (t) be represented by 0 as follows.
0 : M [0, T ] 3 (y, t) 7 0 (y, t) (t),

where M is a reference manifold.
December 17, 2007
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Sakamotoform
231
Then, representing by g = (gij ) and h = (hij ) the first and second fundamental forms of (t), respectively, with g1 = (gij ), we have
(0 )p (0 )q jk
g hks gsl ,
y j
y l
Z
1
1
T = M0
L(z) L(z) dz,
P Qz
K pq =
L(z) =
M0 =
Zz
P (z 0 )Qz (z 0 ) [ s() f 0 (Q(z 0 ))] dz 0 ,
P (z)Qz (z) dz > 0.
It is clear from these formula that T is positive semi-definite. Generically,

we expect that the matrix T is positive definite, not only positive semidefinite. To see this, let a RN , then we have
a Ta =
>
M01
1
(L(z) a)2 dz 0.
P Qz
Therefore, a> Ta = 0 implies L(z) a 0, which in turn implies

( s() f 0 (Q(z; ))) a 0.
This is possible for non-zero a only when the vector s() f 0 (Q(z; ))
is parallel to a constant vector for all z R. Generically, we do not expect
that this should happen.
On the other hand, when f 0 (u) = b is a constant vector, then
s() = c + b
where c is the traveling wave speed of
Uzz + cUz + g(U ) = 0,
lim U (z) = u ,
zR
U (0) = 0.
Therefore, we have s() f 0 (Q(z; )) 0, and hence T = 0.
December 17, 2007
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232
3.2. When s() 0

We have been unable to give general conditions which imply s() 0 on
S N 1 . In this subsection, therefore, we assume the following conditions are
fulfilled.
(H3): f (u) is even and g(u) is odd.
Evidently, Proposition 2.1 says that (H3) implies s() 0.
Theorem 3.2. Under the hypotheses (H1) and (H3), we consider the
following problem;

ut = u 1 f 0 (u ) u + 2 g(u )
(3.3)
u (x, 0) = (x).
There exist a class of initial functions and a constant T > 0 such that the
solution u of (3.3) converges to a limit for almost all (x, t) RN [0, T ];
u0 (x, t) := lim u (x, t).
0
The limi function u0 (x, t) is piecewise constant, taking on two values u

and u+ .
The interface (t) separating two bulk regions (t) := {x
RN ; u0 (x, t) = u } evolves according to the following motion law.
V =H+
N
X
Tpq K pq =
p,q=1
N
X
(pq + Tpq ) K pq ,
p,q=1
where
(0 )p (0 )q jk
g hks gsl ,
y j
y l
Z
1
1
T =M0
L(z) L(z) dz,
P Qz
K pq =
L(z) =
Zz
P (z)Qz (z)f 0 (Q) dz 0 ,
A(z) =
P (z) =e
Zz
0
A(z)
f 0 (Q( ; )) d,
Qz (z).
(3.4)
December 17, 2007
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Sakamotoform
233
As before, T is positive semi-definite, and generically positive definite.

It is also of interest to note that T introduces a kind of Riemannian metric
(possibly degenerate) in the ambient space RN . If T were the N N identity
matrix, then TK = tr(hg1 ) would be the sum of principal curvatures of
the interface.
Proposition 3.1. The sum Tpq K pq is a weighted sum of principal curvatures:
Tpq K pq =
N
1
X
w i i ,
i=1
where i (i = 1, 2, . . . , N 1) are principal curvatures of (t) and

wi =
N N
1
X
X
Tpq
p,q=1 j=1
(0 )p (0 )q ji
g .
y i
y j
Therefore, (3.4) is rewritten as

V =
N
1
X
(1 + wi )i ,
(3.4)
i=1
namely, the interface (t) is driven by an anisotropic mean curvature flow.

By inspecting the proof of Theorem 3.2, we obtain the existence result
for equilibrium solutions of (3.3).
Corollary 3.1. Let be anisotropically minimal in the sense that
0=
N
1
X
(1 + wi )i
on .
i=1
If is non-degenerate in the sense that an elliptic linear operator L defined

on does not have 0-eigenvalue, then there exists a family of equilibirum
solutions u (x) of (3.3) for small > 0 so that

u+ x +
lim u (x) =
.
0
u x
The linear operator L has the following explicit form.
LA = A + Tpq [ ( A)p ]
(1)
+ F A + G A
h

q i
(1)
+ H (1) Tpq p
A,
December 17, 2007
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Sakamotoform
234
where is the Laplace-Beltrami operator on ,

H (1) =
N
1
X
(j )2 ,
j=1
A =
N
1
X
j,k=1
(1)
A =
jk A
g
,
y j
y k
N
1
X
j,s,l,k=1
js
A
g hsl glk k ,
y j
y
and F and G are vector fields on to which we do not give explicit forms.
However, we emphasize that L is the linearization of the right hand side of
(3.4) around , relative to normal variations of hypersuface.
4. Some Examples
4.1. Symmetric nonlinearity
We deal with the following specific nonlinearity;
f (u) =
1 2
u a RN ,
2
g(u) = u(u2 1)
Then we obtain; wave profileFQ(z) = tanh(Dz) and wave speed: s() 0.

Note that the -dependency of the wave profile is only throught the quantity
D defined by
D=
1 p
( (a )2 + 8 a )
4
To describe the interface equation, we need to compute:
Qq :=
Q
Daq
z
= p
,
2
2
q
(a ) + 8 cosh (Dz)
( a +2)
P =Qz eA = D (cosh(Dz)) D
Z
Z
( a +4)
A(z) 2
2
M0 =
e
Qz (z) dz = D
(cosh(Dz)) D
dz
December 17, 2007
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Sakamotoform
235
and
M0 Tpq =
eA(z) Qz Qq fp0 (Q) dz
D 2 ap aq
= p
(a )2 + 8
D 2 ap aq
= p
(a )2 + 8
z tanh(Dz) (cosh(Dz))
( a
D +4)
dz
1
a + 4D
(cosh(Dz))
( a
D +4)
dz.
(a )2 + 8, we obtain
ap aq
=
.
(a )2 + 8
Therefore, by using 4D + a =
Tpq
Z
On the other hand, a simple computation yields

1
a (t) D,
2D2 + 1
and the interface equation is given by
Tpq K pq =
V = H(y, t) + a (t)
Arctan( 2D)
(4.1)
Here D > 0 in Q(z) = tanh (Dz) means steepness of the wave profile,
and (4.1) says that the tangential variation of the steepness

Arctan 2D
2
of the wave profile is converted to the normal speed of the interface in the
singular limit. At a formal level, this kind of observation was first given in
[4].
As before, the second term in the right hand side of (4.1) Tpq K pq is
rewritten and (4.1) reduces to
V =
N
1
X
(1 + wi )i ,
i=1
where
wi =

N
1
X
1
0
0
a
gji
(a )2 + 8 j=1 y j
y i
(4.2)
December 17, 2007
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Sakamotoform
236
In other words, (4.2) is interpreted as a weighted mean curvature flow. Note

that wi in (4.2) is 0 when a is parallel to .
Although the matrix T originates from the first order differential operator div f , it exhibits a curvature effect (a second order differential operator)
in the singular limit.
References
[1] D. Daners and P. Koch Medina, Abstract evolution equations, periodic problems and application, Pitman Research Notes 273 (1992).
[2] P. de Mottoni and M. Schatzman, Geometrical evolution of developed interfaces, Trans. AMS 347 (1995), 15331589.
[3] G. F. D. Duff, Limit-cycles and rotated vector fields, Ann. of Math. (2)57
(1953), 1531.
[4] H. Fan and S. Jin, Multidimensional viscous conservation laws with stiff
source terms driven by mean curvature and variation of front thickness,
Quarterly Appl. Math. LXI (4), (2003), 701721.
[5] J. H
arterich and C. Mascia, Front Formation and Motion in Quasilinear
Parabolic Equations, preprint, 2002.
[6] J. D. Murray, Mathematical Biology, Springer (1989).
December 17, 2007
17:17
Taiwn06proceeding(S.Sato)
LIFE SPAN OF SOLUTIONS FOR A SUPERLINEAR HEAT

EQUATION
SHOTA SATO
Mathematical Institute, Tohoku University,
Sendai 980-8578, JAPAN.
Abstract:We discuss the initial-boundary problem
ut = u + f (u) in (0, ),
u(x, t) = 0
on (0, ),
u(x, 0) = (x) in ,
where is a bounded domain in RN with smooth boundary , > 0 is a

parameter, (x) is a non-negative continuous function on , f (u) is a non-negative
superlinear continuous function on [0, ). It is known that if is large, the solution
of this problem blows up in finite time. We show that the life span (or blow up
time), denoted by T (), satisfies
Z
du
+ h.o.t. as .
T () =
|||| f (u)
Moreover, when the maximum of is attained at a finite number of points in ,
we can determine the higher order term of T () which depends on the minimal
value of || at the maximal points. The proof is based on a careful construction
of a supersolution and a subsolution.
1. Introduction
We consider the initial-boundary value problem
ut = u + f (u) in (0, ),
(P)
u=0
on (0, ),
u(x, 0) = (x) in ,
where is a bounded domain on RN with a smooth boundary , > 0

is a parameter, and (x) is a non-negative continuous function on , f (u)
is a non-negative continuous function on .
We denote by T () the maximal existence time of a classical solution of
the problem (P), and we call T () the life span of u. If T () is finite, then
T () is equal to the blow-up time.
237
December 17, 2007
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238
Since the pioneering work of Fujita [2], the blow-up of solutios of the
problem (P) has been studied extensively for the nonlinearity f (u) = up .
Among others, Friedmann and Lacey [1] gave a result on the life span of
solutions of (P) in the case of small diffusion. Subsequently, Gui and Wang
[3], Lee and Ni [4] obtained a leading term of the expansion of T () as
' . They proved that T () is expanded as
T () =
1
M 1p 1p + o(1p )
p1
as . Later, Mizoguchi and Yanagida [5] extended the result and

determined the second term of the expansion of T () as ' . They
proved that when attains the maximum at only one point a , T () is
expanded as
T () =
2
1
M 1p 1p +
M 2(1p)1 |(a)|2(1p) + o(2(1p) )
p1
p1
as . Moreover, Mizoguchi and Yanagida [6] obtained the result on

the life span of solutions of (P) in the case of small diffusion.
In this paper we extend the above results on the life span to more general
nonlinearity f .
Throughout this paper, we assume that the nonlinearity f (u) satisfies
the assumption
(i) f (u) C 2 ((0, )) C([0, )),
(ii) fZ (u), f 0 (u), f 00 (u) > 0 for all u > 0,

(A)
du
(iii)
< .
f
(u)
1
Typical examples of such nonlinearity f are
up , eu and (u + 1){log(u + 1)}p .

It is easy to see that the assumption (A) implies that
lim
f (u)
= ,
u
and a function F (u) is defined by

F (u) :=
dz
.
f (z)
Let M be the maximum of on .

Our first result is concerning the leading term of T () as .
December 17, 2007
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239
Theorem 1.1. Suppose that satisfies C 2 () C(), > 0, 6 0

and (x)| = 0. Then the life span T () of the solution of (P ) satisfies
T () F (M ) + o(F (M ))
as .
We note that the leading term of T () as is exactly equal to the
life span of the solution of the ordinary differential equation

zt (t) = f (z(t)), t > 0,
z(0) = M.
This suggests that the diffusion term has an effect only on higher order
terms of T () as .
In order to state a result on the second order term, we define B()
by the set of maximal points of and introduce the following additional
condition on the nonlinearity f ;
u1+ f 0 (u)
(i) lim
= 0 for all > 0,
u f (u)1+
(B)

d
f (u)
(ii)
0 for some > 2 and all sufficiently large u.
du u log u
Remark 1.1. The functions
up (p > 1), and eu

satisfy (A) and (B). The functions
(u + 1){log(u + 1)}p (p > 1)
satisfy (A), but satisfies (B) if and only if p > 2.
Under the assumption (B), we can determine the second order term of
T () as .
Theorem 1.2. Assume that the assumption (B) holds. Assume that
satisfies the same conditions as in Theorem 1.1, and in addition, B()
consists of a finite number of points and
(D2 (a)x, x) < 0 for all x RN \ {0}
for any a B(). Then the life span of the solution of (P ) satisfies
T () = F (M ) + min |(a)|f (M )1 F (M ) + o(f (M )1 F (M ))
aB()
as .
December 17, 2007
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240
As in [5], we also consider the case where a peak of is flat. In this

case the higher order term becomes exponentially small as follows.
Theorem 1.3. Assume the same condition as in Theorem 1.1. Furthermore assume that there are a point a and a constant d > 0 such that
{x RN ; |x a| d} B().
Then the life span of the solution of (P ) satisfies
T () = F (M ) + o(exp(CF (M )1 ))
as with some constant C > 0.
Since up satisfies the assumptions (A) and (B), those theorems generalize the results in [5].
In order to prove Theorems 1.1-1.3, we employ the scaling
v(x, s) = 1 u(x, t), s = F (M )1 t.
By using this scaling, v satisfies
1
vs = F (M )v + F (M )f (v) in (0, ),
v=0
on (0, ),
v(x, 0) = (x)
in .
We consider this problem as the case of small diffusion and employ the idea
of [6]. However, due to the lack of scaling invariance, the arguments of [6]
do not apply directly. Moreover, in [6], to construct the subsolution, they
use the fact that the solution of ut = up with the initial data u(0) = 0
is identically equal 0. However, since we do not assume f (0) = 0, the
solution of ut = f (u) with the initial data u(0) = 0 may be positive for
t > 0. In order to overcome these difficulties, we derive a positive lower
estimate of the solution and modify arguments of [6] considerably to obtain
the estimate of T ().
This paper is organized as follows: In Section 2 we give some preliminary
estimates of solutions and use those estimates to obtain upper estimates of
the life span of the solution. In Section 3 we show the outline of the proofs
of Theorems 1.1-1.3.
2. Preliminaries
In this section we give some preliminary results which will be used to obtain
upper estimates of the life span.
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By putting
v(x, s) = 1 u(x, t), s = F (M )1 t,
v satisfies
(2.1)
1
vs = F (M )v + F (M )f (v) in (0, ),
v=0
on (0, ),
v(x, 0) = (x)
in .
We denote by S() the life span of the solution v of (2.1). Let q(s; ) be
the solution of the ordinary differential equation

qs (s; ) = 1 F (M )f (q(s; )), s > 0,
(2.2)
q(0; ) = ,
and Q() be the life span of the solution q(s; ). Then we have
q(s; ) = 1 F 1 (F () F (M )s), 0 s Q(),
Q() = F (M )1 F ().
Let G (x, y; s) be the Green function of the Cauchy-Dirichlet problem

Vs = F (M )V in (0, ),
(2.3)
V =0
on (0, ).
Comparing G (x, y; s) with the fundamental solution of Vs = F (M )V
in RN , we have
(2.4)
0 < G (x, y; s) <
1
|x y|2
exp(
)
N/2
4F (M )s
(4F (M )s)
for all (x, y, s) (0, ). Now for large , we obtain a lower estimate
of G (x, y; s) as follows.
Lemma 2.1. ([6]) For any a , > 0, there exist constants C, , 0 > 0
such that if 0 , then the Green function G (x, y; s) of (2.3) satisfies
G (x, y; s) {1 exp(CF (M )1 )}
1
|x y|2
exp(
)
4F (M )s
(4F (M )s)N/2
for all (x, y, s) Ba, Bx, (0, ), where Ba, := {x RN ; |xa| < }.
By using Lemma 2.1 and the representation formula, we obtain the next
lemma on a lower estimate of the solution of (2.1) near the maximal point
of .
Lemma 2.2. Assume the same conditions as in Theorem 1.1 and (a) =
M . Then for any > 0, there exist constants , , 1 > 0 such that
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if 1 , the solution v of (2.1) satisfies v(x, s) > in Ba, for

0 < s < min(, S()).
3. Proofs
In this section we show the outline of proof of Theorems 1.1-1.3. Let us
consider the life span S() of the solution v of (2.1) satisfying S() =
F (M )1 T (). To prove the theorems, we construct a supersolution and a
subsolution of (2.1) and estimate those life span. By the comparison theorem, S() is bounded below the life span of a supersolution and above the
life span of a subsolution. To construct a supersolution and a subsolution,
we use the ordinary differential equationand (2.2) and the Cauchy-Dirichlet
problem (2.3).
At first, let us construct a supersolution of (2.1). In the proofs of Theorems 1.1 and 1.3, we take q(s; M ) as a supersolution of (2.1). In the proof
of Theorem 1.2, for arbitrary s0 with 0 < s0 < 1, we take
q(s; max v(x, s0 ))
as a supersolution of (2.1) with the initial time s0 . Let S()

be the life span
of this. Then it holds
S()
s0 + S()
by the comparison principle.
Next, let us construct a subsolution of (2.1). We take any > 1 and fix
it. By Lemma 2.2, there exist a ball D centered at the origin and ,
1 > 0 such that if > 1 , then v(x, s) > in D for 0 < s < min(, S()).
Let V be a solution of the Cauchy-Dirichlet problem (2.3) with = D and
put
v(x, s) := q(s; V (x, s)).
We denote by S()
the life span of v. The function v(x, s) is bounded at
(x0 , s0 ) if and only if F (V (x0 , s0 )) > F (M )s0 . This implies
S()
= sup{s > 0; F (M )1 F ( k V (, ) kL(D) ) > for (0, s)}.
Since we have
q (s; ) :=
q
(s; ) = f (F 1 (F () F (M )s))f ()1 > 0
and
q (s; ) = f (F 1 (F () F (M )s))f ()2
(f 0 (F 1 (F () F (M )s)) f 0 ()) 0,
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we see
vs (x, s) F (M )
v (x, s) 1 F (M )f (
v (x, s))
= qs (s; V (x, s)) + q (s; V (x, s))Vs (x, s) q (s; V (x, s))F (M )|V (x, s)|2
q (s; V (x, s))F (M )V (x, s) 1 F (M )f (q(s; V (x, s))) 0.
Moreover, since we have
v(x, s) 0 as uniformly (x, s) D (0, ),
if > 0 is sufficiently large, we derive
v(x, s) on D (0, ).
Hence v is a subsolution of (2.1). By the comparison principle, we obtain
S() S().
In order to estimate S()

and S(),
we estimate max v(x, s0 ) and k
V (, ) kL (D) respectively by using Lemma 2.1 and use the assumptions

(A) and (B). This prove the theorems.
References
[1] A. Friedman and A. Lacey, The blow-up time of solutions of nonlinear heat
equations with small diffusion, SIAM J. Math. Anal. 18 (1987) 711721.
[2] H. Fujita, On the blowing up of solutions of the Cauchy problem for u t =
u + u1+ , J. Fac. Sci. Univ. Tokyo Sect. IA Math. 16 (1966) 105113
[3] C. Gui and X. Wang, Life span of solutions of the Cauchy problem for a
semilinear heat equation, J. Differential Equations, 115 (1995) 166172.
[4] T.-Y. Lee and W.-M. Ni, Global existence,large time behavior and life span
of solutions of a semilinear parabolic Cauchy problem, Trans. Amer. Math.
Soc. 333 (1992) 14341446.
[5] N. Mizoguchi and E. Yanagida, Life span of solutions with large initial data
in a semilinear prabolic equation, Indiana Univ. Math. J. 50 (2001) no. 1,
591610.
[6] N. Mizoguchi and E. Yanagida, Life span of solutions for a semilinear
parabolic problem with small diffusion, J. Math. Anal. Appl. 261 (2001)
350368.
December 17, 2007
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OPTIMAL CONTROL PROBLEMS OF QUASILINEAR

ELLIPTIC-PARABOLIC EQUATION
NORIAKI YAMAZAKI
Department of Mathematical Science, Common Subject Division
Muroran Institute of Technology
27-1 Mizumoto-ch
o, Muroran, 050-8585, Japan
Abstract: In this paper we study optimal control problems of a quasilinear
elliptic-parabolic equation with a Signorini-Dirichlet-Neumann type mixed boundary condition. We prove the existence of an optimal control by applying the abstract theory. Also, we consider an approximating problem of our original system.
Then, we prove the relationship between the original control problem and its approximating one. Moreover, we give a necessary condition of the approximating
control problem under some smoothness assumptions.
1. Introduction
We consider a quasilinear elliptic-parabolic equation with a SignoriniDirichlet-Neumann type mixed boundary condition as follows:
Problem (P) :
b(u)t a(x, b(u), u) = f (t, x)
u g(t),
and
in (0, T ) ,
(1.1)
a(x, b(u), u) 0
(u g(t)) a(x, b(u), u) = 0
on (0, T ) S ,
u = g(t)
on (0, T ) D ,
a(x, b(u), u) = 0
on (0, T ) N ,
b(u(0, )) = b(u0 )
in .
Here, is a bounded domain in RN (N 1) with a smooth boundary :=

having disjoint three parts j (j = S, D, N ), and = (1 , , N ) is the
outward normal vector on the boundary . The given function b : R R is
bounded, nondecreasing and Lipschitz continuous, and the term a(x, s, p)
is a quasilinear elliptic vector field satisfying some structure condition, in
particular we assume a(x, s, p) = p A(x, s, p) for a potential function A :
245
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R RN R. Also, f (t, x) is a given function on (0, T ) , and g(t, x)

is a given function on (0, T ) .
Note that the equation (1.1) is called an elliptic-parabolic equation,
since it is elliptic in the region {b0 (u) = 0} and parabolic in {b0 (u) > 0},
respectively.
Problem (P) is the model of flows in partially saturated porous media.
In fact, S , D and N refer to the parts of the boundary in contact with the
atmosphere, reservoirs and impervious layer, respectively. So, the function
g is the pressure in the reservoirs on D , and is the atmospheric pressure
on S .
Elliptic-parabolic problems have been studied by many mathematicians.
For instance, we refer to [1, 2, 3, 6, 7, 8, 10, 11, 12, 13, 14]. In particular, AltLuckhaus [1] studied the problem (P) in the case where the Signorini part
is empty (i.e. S = ). Note that they [1] introduced a class of weak
solutions, without any strong time-derivative of b(u) in L1 (). Later, Otto
[13] proved the uniqueness of the weak solution of [1]. Also, various aspects
of weak solutions have been studied, for instance in [2, 3, 7]. For studies of
strong solutions, we refer to [6, 10, 11, 12].
The aim of the present paper is to investigate the optimal control problem (OP) for (P) as follows:
Problem (OP) : Find the optimal control f F such that
J(f ) = inf J(f ).
f F

Here, F := f L2 (0, T ; H 1 ()) ; ft L2 (0, T ; L2()) is a control space,
and J(f ) is a cost functional defined by
Z
Z
Z
1 T 2
1 T
1 T
|b(u) bd |2L2 () dt +
|f |H 1 () dt +
|ft |2L2 () dt,
J(f ) :=
2 0
2 0
2 0
(1.2)
where f F is the control, u is a unique solution to the state problem (P),
and bd is a given target profile in L2 (0, T ; L2()).
The Signorini-Dirichlet-Neumann type mixed boundary condition in (P)
is very complicated. So, it is difficult to analyze the problem (P) numerically.
Now, from the view-point of numerical analysis, we consider the approximating problems of (P) and (OP). In fact, we employ an approximation of
the boundary condition by the penalty method. Namely, for each (0, 1]
we study an approximating problem of (P) as follows:

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Problem (P) :
b(u )t a(x, b(u ), u ) = f (t, x)
a(x, b(u ), u ) =
in (0, T ) ,
u g(t)
[u g(t)]+
D
S
on (0, T ) ,
b(u (0, )) = b(u0 )
in ,
where j is the characteristic function of (0, T ) j (j = D, S), and [z]+

is the positive part of z.
Next, for each (0, 1] let us consider an approximating control problem of (OP) as follows:
Problem (OP) : Find the optimal control f F such that
J (f ) = inf J (f ).
f F
Here, J (f ) is a cost functional defined by

Z
Z
Z
1 T
1 T 2
1 T
2
J (f ) :=
|b(u ) bd |L2 () dt +
|f |H 1 () dt +
|ft |2L2 () dt,
2 0
2 0
2 0
(1.3)
where f F is the control, u is a unique solution to the state approximating problem (P) , and bd is a given target profile in L2 (0, T ; L2()).
The main object of this paper is to show the relationship between the
original control problem (OP) and its approximating one (OP) . Moreover,
we give a necessary condition of an approximating control problem (OP)
under some smoothness assumptions.
The plan of this paper is as follows. In the next Section 2, we state the
main result (Theorem 2.1) concerning the relationship between (OP) and
(OP) . In Section 3, we consider the state problem (P) and the optimal
control problem (OP) by applying the abstract theory obtained in [6, 12].
In Section 4, we study the approximating problems (P) and (OP) , and
show the relationship between (P) and (P) . Also, we prove Theorem 2.1.
In Section 5, we consider the special form a(x, s, p) = p + k(s), where
k : R RN is Lipschitz continuous. Then, we give a necessary condition
of (OP) under some smoothness assumptions.
Notation: Throughout this paper, we put H := L2 () with usual real
Hilbert space structure. The inner product and norm in H are denoted by
(, ) and by | |H , respectively. We also put V := H 1 () with the usual
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1
norm |u|V := |u|2H + |u|2H 2 , and denote by V 0 the dual space of V .
Furthermore, we denote by h, i the duality pairing between V 0 and V .
Various L -norms, e.g., norms in L (), L (R), etc., are all denoted
by the same symbol | | .
2. Assumptions and main result
At first we list some assumptions on data as follows:
(A1) a(x, s, p) = p A(x, s, p) for some potential function A(x, s, p).
There exist constants > 0, C1 > 0 and C2 > 0 such that
[a(x, s, p) a(x, s, p)] (p p) |p p|2 ,
|a(x, s, p)|2 + |A(x, s, p)| + |s A(x, s, p)|2 C1 (1 + |s|2 + |p|2 ),
|a(x, s, p) a(x, s, p)| C2 (1 + |p|)|s s|
for all x , s, s R, p, p RN . Moreover, a(, , ) and A(, , )
satisfy the Caratheodory condition.
(A2) b : R R is bounded, nondecreasing and Lipschitz continuous.
(A3) g W 1,2 (0, T ; V ).
(A4) The boundary of is smooth, and admits a mutually disjoint
decomposition such as = S D N , where S , D and N
are measurable subsets of , and D has positive surface measure.
Now, we give the weak formulation of (P) in the variational sense. To
do so, we define a non-empty, closed and convex subset K(t) of V for all
t [0, T ] by
K(t) := {z V ; z g(t) on S and z = g(t) on D }.
(2.1)
Definition 2.1. Let f L2 (0, T ; H) and u0 H. Then, a function u :

[0, T ] V is a solution of (P), or (P;f ) when the forcing term f is specified,
if the following items (a)(d) are satisfied.
(a) u L (0, T ; V ) and b(u) W 1,2 (0, T ; H).
(b) u(t) K(t) for a.e. t (0, T ).
(c) For a.e. t (0, T ) the following inequality holds:
Z
(b(u)t , u v) +
a(x, b(u), u) (u v)dx (f, u v)
for all v K(t).

(d) b(u(0)) = b(u0 ) in H.
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Kubo-Yamazaki [12] and Hoffmann-Kubo-Yamazaki [6] established the

general theory of the Cauchy problem and the optimal control problem for
quasilinear elliptic-parabolic variational inequalities with time-dependent
constraints. So, by applying the abstract results obtained in [6, 12], we get
some results for (P) and (OP) as follows:
Proposition 2.1. (cf. [6, 12]) Assume (A1)(A4) and u0 K(0).
(i) Let f W 1,2 (0, T ; H). Then, there is a unique solution u of (P;f ).
(ii) Let bd be an element in L2 (0, T ; H). Then, the problem (OP) has at
least one optimal control f F such that J(f ) = inf f F J(f ).
In Section 3, we give the sketch of the proof of Proposition 2.1.
Now, we state the main theorem in this paper, which is concerned with
the relationship between (OP) and (OP) .
Theorem 2.1. (Relationship between (OP) and (OP) ) Assume (A1)
(A4) are satisfied. Let (0, 1], u0 K(0), and bd be an element in
L2 (0, T ; H). Then, the approximating control problem (OP) has at least
one optimal control f F such that J (f ) = inf f F J (f ).
Moreover, there is a subsequence {k } {} and a function f F
such that f is the optimal control of (OP), and k 0,
fk * f
d
d
f * f
dt k
dt
weakly in L2 (0, T ; V )
as k ,
(2.2)
weakly in L2 (0, T ; H)
as k .
(2.3)
3. Original problems (P) and (OP)

In this section we consider the state problem (P) and the optimal control
problem (OP) by applying abstract results in [6, 12]. In fact, the following
lemmas are key ones to showing Proposition 2.1.
Lemma 3.1. ((K1) of [6, 12]) Assume (A1)(A4). Put
Z t
(t) = C3
|g 0 ( )|V d,
0
where the constant C3 > 0 is dependent only on ||, |b| , |g|L (0,T ;V ) and
C1 . Then, we have the following property ():
(): For any 0 s < t T , w V with |w(x)| |b| a.e. in and
z K(s), there exists z K(t) such that
Z
|
z z|H |(t) (s)|,
Z
A(x, w,
z )dx
A(x, w, z)dx |(t) (s)| (1 + |z|V ) .
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250
Proof. Put z := z g(s) + g(t). Then, we see that z K(t) if z K(s).

Moreover, we observe from [12, Section 5.1] that () holds.
Also, we have the other properties of K(t)( V ) as follows.
Lemma 3.2. ((K2)(K4) of [6, 12]) Assume (A1)(A4). Then, we have:
(k1) There is a constant C4 > 0 such that
|z|V C4 (1 + |z|H )
for all z K(t) and t [0, T ].
(k2) For any z, z K(t) and w, w V with w z, z w, we have

max{w, z} K(t),
min{z, w} K(t).
(k3) If z, z K(t) and [z z]+ 0, then z z, where [z]+ := max{z, 0}.

Proof. We can prove (k1) by (A4) and Poincare inequality. Also, we can
easily show the assertions (k2) and (k3) by the definition (2.1) of K(t).
Proof. [Proof of Proposition 2.1] Kubo-Yamazaki [12] and HoffmannKubo-Yamazaki [6] considered the Cauchy problem and the optimal control
problem of elliptic-parabolic variational inequalities with the more general
time-dependent constraints. By Lemmas 3.1 and 3.2, we can apply the
results obtained in [6, 12] to (P) and (OP), respectively. Thus, we get
Proposition 2.1. For the detailed proof, see [6, 12].
4. Approximating problems (P) and (OP)
In this section, for each (0, 1] we consider approximating problems (P)
and (OP) of (P) and (OP), respectively.
We begin by defining the solution of the approximating problem (P) .
Definition 4.1. Let f L2 (0, T ; H), u0 H and (0, 1]. Then, a
function u : [0, T ] V is a solution of (P) , or (P;f ) when the forcing
term f is specified, if the following items (a)(c) are satisfied.
(a) u L (0, T ; V ) and b(u ) W 1,2 (0, T ; H).
(b) For a.e. t (0, T ) the following variational identity holds:
Z
Z
u g(t)
(b(u )t , z) +
a(x, b(u ), u ) zdx +
zd
D
Z
[u g(t)]+
+
zd = (f, z)
for all z V.
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251
(c) b(u (0)) = b(u0 ) in H.

Now, for each (0, 1] we consider the problem (P) . By the similar argument in Proposition 2.1 (cf. [12]), we easily get the existence-uniqueness
of solutions to (P) as follows.
Proposition 4.1. (cf. [12]) Suppose (A1)(A4), f W 1,2 (0, T ; H),
(0, 1] and u0 K(0). Then, there is a unique solution u of (P;f ) such
that the following boundedness holds:
Z T
2
2
|u |L (0,T ;V ) + |b(u )|L (0,T ;V ) +
|b(u )t (t)|2H dt
0

(4.1)
N1 |u0 |2V + |f |2W 1,2 (0,T ;H) + 1
for some constant N1 > 0 independent of u0 and .
The following Lemma is the key one to proving Proposition 4.1.

Lemma 4.1. ((K1) of [6, 12]) Suppose (A1)(A4), and (0, 1]. Put
Z t
(t) = C5
|g 0 ( )|V d,
0
where the constant C5 > 0 is dependent only on ||, |b| , |g|L (0,T ;V ) and
C1 . Then, we have the following property ():
(): For any 0 s < t T , w V with |w(x)| |b| a.e. in and
z V , there is z V such that
|
z z|H |(t) (s)|,
Z
A(x, w,
z )dx +
A(x, w, z)dx
|
z g(t)|2
d +
2
Z
|z g(s)|2
d
2
([
z g(t)]+ )
d
2
Z
([z g(s)]+ )
d
2
|(t) (s)| (1 + |z|V ) .

Proof. Put z := z g(s) + g(t). Then, we have z V if z V . Moreover,
from the same calculation of [12, Section 5.1], we see that () holds.
By Lemma 4.1, we can prove Proposition 4.1 by the similar method in
[12]. Moreover, by taking account of the boundedness (4.1), we easily show
the relationship between (P) and (P) as follows.
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Proposition 4.2. Suppose (A1)(A4), (0, 1] and u0 K(0). Also,

assume {fn } W 1,2 (0, T ; H), f W 1,2 (0, T ; H),
{fn } is bounded in W 1,2 (0, T ; H),
fn f strongly in L2 (0, T ; H)
as n .
Let u,n be a unique solution of (P) with data {b(u0 ), fn }. Then, there
are subsequences {nk } {n}, {k } {} and a function u L (0, T ; V )
such that u is the unique solution of (P) with data {b(u0 ), f }, and nk ,
k 0 (as k ),
uk ,nk * u weakly- in L (0, T ; V )
b(uk ,nk ) b(u) strongly in C([0, T ]; H)
as k ,
as k .
Now, we prove Theorem 2.1 by using the convergence result as above.

Proof. [Proof of Theorem 2.1] Note that by the same argument in (ii)
of Proposition 2.1, we easily show the existence of optimal control f F
of (OP) so that J (f ) = inf f F J (f ), so, omit the detailed proof.
Now, we show (2.2)(2.3). To do so, for any f F let u be the solution
of (P) with data {b(u0 ), f }. Also, let u be the solution of (P) with data
{b(u0 ), f }. Then, by Proposition 4.2 there is a subsequence {k } {}
such that k 0,
uk * u weakly- in L (0, T ; V )
b(uk ) b(u) strongly in C([0, T ]; H)
as k ,
as k .
(4.2)
Since fk F is the optimal control of (OP)k , we have

Jk (fk ) Jk (f )
(4.3)
!
Z T
Z T
Z T
1
1
1
=
|b(uk ) bd |2H dt +
|f |2V dt +
|ft |2H dt .
2 0
2 0
2 0
Clearly, we infer from (4.2)(4.3) that {fk F ; k (0, 1]} is bounded
in F . Hence, there is a subsequence of {k }, denoted by {k } again, and a
function f F such that k 0,
fk * f weakly in L2 (0, T ; V )
as k ,
(4.4)
d
d
f * f weakly in L2 (0, T ; H)
as k .
(4.5)
dt k
dt
Here, taking account of the Aubins compactness, we may assume that
fk f
strongly in L2 (0, T ; H)
as k .
(4.6)
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Now we denote by uk the solution of (P)k with data {b(u0 ), fk }.

Then, by Proposition 4.2, we can find the solution u of (P) with data
{b(u0 ), f } such that
as k ,
uk * u weakly- in L (0, T ; V )
b(uk )
b(u ) strongly in C([0, T ]; H)
as k .
(4.7)
Therefore, we observe from (4.2)(4.7) that

J(f ) lim inf Jk (fk ) J(f ).
(4.8)
Since f is the arbitrary function in F , we infer from (4.8) that f F is

the optimal control of (OP). Thus, the proof has been completed.
5. Necessary condition of optimal control for (OP)
In this section, we give a necessary condition of the approximating control
problem (OP) under some smoothness assumptions. For simplicity, we
consider the following state problem:
Problem (SP) :
b(u )t [u + k(b(u ))] = f (t, x)
[u + k(b(u ))] =
in (0, T ) ,
u g(t)
h(u g(t))
D
S
on (0, T ) ,
b(u (0, )) = b(u0 )
in ,
where k : R R is a Lipschitz continuous function, and h is a nonnegative continuous function on R defined by
if < r < 0,
0
2
h(r) :=
(5.1)
r
if 0 r < 21 ,
1
1
r 4 if 2 r < +.
Note that (SP) can be considered as the approximating problem of (P)

by replacing a(x, s, p) and [z]+ in (P) by p + k(s) and h(z), respectively.
Thus, by the same arguments in Section 4 (cf. Propositions 4.1 and 4.2),
we have the following results to (SP) .
Proposition 5.1. Assume (A2)(A4), k : R RN is Lipschitz continuous, and h is the non-negative continuous function on R defined by
(5.1). Let u0 K(0), f W 1,2 (0, T ; H) and (0, 1]. Then, there is a
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unique solution u L (0, T ; V ) to (SP) with data {b(u0 ), f } such that

b(u ) W 1,2 (0, T ; H).
Moreover, let bd be an element in L2 (0, T ; H). Then, there exists at
least one optimal solution f F such that
J (f ) = inf J (f ),
f F
(5.2)

where F = f L2 (0, T ; V ) ; ft L2 (0, T ; H) and J () is the cost functional defined in (1.3).
Definition 5.1. (i) We denote by : F L2 (0, T ; H) a solution operator that assigns to any control f F the unique state solution u = (f )
to (SP) with data {b(u0 ), f }.
(ii) Let f F be the optimal solution to (5.2). Then, (u , f ) =
( (f ), f ) is called the optimal pair to the problem (5.2).
By Proposition 5.1, we get the optimal control of (5.2) for (SP) . But,
it is very difficult to show the necessary condition of (5.2) because of b and
k. So, we assume additional conditions for b and k as follows:
(A5) There is a positive constant C6 > 0 such that b0 (r) C6 > 0 for
any r R. Moreover, b0 (r) is smooth and Lipschitz continuous in
r on R.
(A6) There is a positive constant C7 > 0 such that |ki0 (r)| C7 for any
r R and i = 1, 2, , N , where k(r) = (k1 (r), k2 (r), , kN (r)).
Moreover, ki0 (r) is smooth and Lipschitz continuous in r on R for
i = 1, 2, , N .
By the quite standard method (cf. [8]), we can get the necessary condition of the optimal pair (u , f ) = ( (f ), f ) as follows:
Proposition 5.2. Assume (A5)(A6) and the same conditions in Proposition 5.1. For each (0, 1], let f F be the optimal control for (5.2).
Let u be a unique solution of (SP) with the source term f . Then,
there is a unique solution p W 1,2 (0, T ; H) L (0, T ; V ) to the adjoint
equation:

k
0
b (u )(p )t p +
(b(u )) p = (b(u ) bd )b0 (u )
u
in (0, T ) ,
(5.3)
p
1
1
= D p S h0 (u g(t))p
on (0, T ) ,
(5.4)
p (T, ) = 0
in .
(5.5)
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Moreover, f F satisfies the following variational identity:

Z
T
0
(p + f , )dt +
T
0
(f , )dt +
for any F .
T
0
((f )t , t )dt = 0
(5.6)
Remark 5.1. We infer from (5.6) that f F is the weak solution of

(f )tt f + f + p = 0
in (0, T )
(in a distribution sense),
(f )t (T, ) = 0
in .
In order to prove Proposition 5.2, we prepare some lemmas.

Let (0, 1]. Then, for any f F and f F , we put u := (f + f),
u u
u := (f ) and v := . Note that v satisfies the following equation:

N
X
v
+ k ,i (t, x)v = f in (0, T ) ,
xi xi
i=1

N
X
1
v
1
i
+ k ,i (t, x)v = D v S h (t, x)v
x
i
i=1
b (t, x)v
(5.7)
(5.8)
on (0, T ) ,
(5.9)
in ,
(5.10)
b (0)v (0) = 0
where = (1 , , N ) is the outward normal vector on and

b (t, x) =
k ,i (t, x) =
h (t, x) =
b0 (u(t, x) + s(u (t, x) u(t, x)))ds,

0
1
ki (b(u(t, x) + s(u (t, x) u(t, x))))ds,

u
(i = 1, , N ),
h0 (u(t, x) g(t, x) + s(u (t, x) u(t, x)))ds.

0
Here, we give the uniform estimate of v with respect to > 0. Such a

calculation is standard one, so, we omit the detailed proof.
Lemma 5.1. Suppose the same conditions in Proposition 5.2. Then, there
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256
is a positive number N2 > 0 independent of (0, 1] such that

Z T
Z T
sup |v (t)|2H +
|v (t)|2H dt +
|(b v )(t)|2H dt
t[0,T ]
+
+
0
T
|v (t)|2L2 (D ) dt +
|(v )t (t)|2V 0 dt +
22
N2 |f|
L (0,T ;H)
T
0
h (t, x)|v (t, x)|2 ddt

S
|(b v )t (t)|2V 0 dt
for any f F and f F .
(5.11)
Now, we mention the result of the differentiability of and J .

Lemma 5.2. Assume the same conditions in Proposition 5.2. Then,
and J are differentiable at any f F and any direction f F . More
precisely, for any f F and f F , there is a function L2 (0, T ; H)
such that

d
(f + f) (f )
(f + f ) := lim
= ,
(5.12)
d
=0 0

J (f )

d
J (f + f)
J (f + f) := lim
d
=0 0
Z T
Z
=
(b(u) bd , b0 (u))dt +
0
(f, f)dt +
(f, f)dt
(ft , ft )dt,
where u = (f ).
Moreover, the function fulfills the following:

Z
Z
1
h(b0 (u))t , zi +
+
k(b(u)) zdx +
zd
u
D
Z
1
+
h0 (u g(t))z d = (f, z), z V, a.e. t (0, T ),
S
(b0 (u)) (0) = 0
(5.13)
in .
(5.14)
(5.15)
Proof. At first, we show the differentiability of at any f F and any

direction f F . To do so, let (0, 1]. For any f F and f F , we
u u
put u := (f + f), u := (f ) and v := . Then, by (5.11) and
the Aubins compactness, there is a subsequence {n } {} and functions
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257
, L2 (0, T ; V )L (0, T ; H) with t , t L2 (0, T ; V 0 ) such that n 0,

vn * weakly- in L (0, T ; H), weakly in L2 (0, T ; V ),
2
(5.16)
strongly in L (0, T ; H), strongly in C([0, T ]; V ), (5.17)

0
(vn )t * t weakly in L2 (0, T ; V 0 ),
(5.18)
2
bn vn * weakly- in L (0, T ; H), weakly in L (0, T ; V ),
(5.19)
strongly in L (0, T ; H), strongly in C([0, T ]; V ), (5.20)

0
(bn vn )t * t weakly in L2 (0, T ; V 0 )
(5.21)
as n .
Now, we show that the limit of vn satisfies the relations (5.14)(5.15).
Since bn is bounded in L2 (0, T, H) (cf. (A2)), we observe that
bn * b weakly in L2 (0, T ; H) for some b L2 (0, T ; H)
(5.22)
as n . Note from (5.11) that

un u strongly in C([0, T ]; H) and strongly in L2 (0, T ; V )
(5.23)
as n . So, from (A5), (5.23) and the definition of bn , we see that

bn (t, x) b0 (u)(t, x)
a.e. (t, x) (0, T ) .
(5.24)
Thus, by (5.16)(5.24), we have

a.e. on (0, T ) .
= b = b0 (u)
(5.25)
Similarly, we observe from (A6), (5.1) and (5.23) that

k n ,i vn *
ki (b(u))
weakly in L2 (0, T ; H)
(5.26)
for i = 1, 2, , N , and
hn vn * h0 (u g)
weakly in L2 (0, T ; L2 (S ))
(5.27)
as n .
Since vn is the solution of (5.7)(5.10), the following relations hold:

Z X
N

vn
z
bn (t, x)vn t , z +
+ k n ,i (t, x)vn
dx
x
x
i
i
i=1
Z
Z
1
1
z), z V, a.e. t (0, T ),
vn z d +
h v z d = (f,
+
D
S n n
bn (0)vn (0) = 0
in .
By (5.16)(5.27) and passing to the limit in the above relations as n ,

we see that the limit function of vn satisfies (5.14)(5.15). Also, we easily
December 17, 2007
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258
show the uniqueness of solutions of (5.14)(5.15). Hence, v converges to

as 0 in the sense of (5.16)(5.18). Thus, we conclude that the solution
operator is differentiable at any f F and any direction f F .
By the differentiability of , we easily see that the cost functional J
is also differentiable, and the equation (5.13) holds for any f F and any
f F . Thus, the proof of Lemma 5.2 has been completed.
By taking account of Lemma 5.2 as above, we can obtain the necessary
condition of an optimal pair (u , f ) = ( (f ), f ).
Proof. [Proof of Proposition 5.2] At first, we consider the adjoint equation (5.3)(5.5). Taking account of (A2), (A5), (A6) and (5.1), we easily
get a unique solution p W 1,2 (0, T ; H) L (0, T ; V ) to (5.3)(5.5) for
each (0, 1]. In fact, we define the time-dependent variable norm | |t by
Z
|z|2t :=
b0 (u )(t, x)|z(x)|2 dx for any z H and t [0, T ].
Then, we observe from (A2) and (A5) that any variable norms | |t (t
[0, T ]) are uniformly equivalent on H. Moreover, there is a positive constant
C8 > 0 such that for any 0 s < t T and z H,
2

|z|t |z|2s C8 |t s||z|2s .
Thus, by applying the abstract theory established by Damlamian [5], we

get a unique solution p W 1,2 (0, T ; H) L (0, T ; V ) to (5.3)(5.5).
Now, let (u , f ) = ( (f ), f ) be the optimal pair to the problem

d
(f + )
for any F . Since f is a
(5.2). We put := d
=0
minimizer for J (), then, we have

0 lim inf
+0
J (f + ) J (f )
T
0
(f , )dt +
(b0 (u )(p )t , )dt
(b(u ) bd , b0 (u ) )dt +
(, p )dt +
T
0
(f , )dt
((f )t , t )dt
T
0
(f , )dt
h(b0 (u ) )t , p i dt
+
T
0
(f , )dt
T
0
((f )t , t )dt
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259
T
0
(p + f , )dt +
T
0
(f , )dt +
T
0
((f )t , t )dt
(5.28)
for any F , here, we use the relations (5.14)(5.15) and (5.3)(5.5) for
and p , respectively. Since F is arbitrary, we infer from (5.28) that
the optimal control f satisfies the variational identity (5.6).
References
[1] H. W. Alt and S. Luckhaus, Quasilinear elliptic-parabolic differential equations, Math. Z., 183(1983), 311341.
[2] H. W. Alt, S. Luckhaus and A. Visintin, On nonstationary flow through
porous media, Ann. Mat. Pura. Appl., 136(1984), 303316.
[3] J. Carrillo and P. Wittbold, Uniqueness of renormalized solutions of degenerate elliptic-parabolic problems, J. Differential Equations, 156(1999), 93121.
[4] M. Chipot and A. Lyaghfouri, The dam problem for non-linear Darcys
laws and non-linear leaky boundary conditions, Math. Methods Appl. Sci.,
20(1997), 10451068.
[5] A. Damlamian, Non Linear Evalution Equations with Variable Norms, Thesis, Harvard University, 1974.
[6] K.-H. Hoffmann, M. Kubo and N. Yamazaki, Optimal control problems
for elliptic-parabolic variational inequalities with time-dependent constraints,
Numerical Functional Analysis and Optimization, 27(2006), 329356.
[7] A. V. Ivanov and J.-F. Rodrigues, Weak solutions to the obstacle problem for
quasilinear elliptic-parabolic equations, St. Petersburg Math. J., 11(2000),
457484.
[8] A. Kadoya and N. Kenmochi, Optimal Shape Design in Elliptic-Parabolic
Equations, Bull. Fac. Education, Chiba Univ., 41(1993), 120.
[9] N. Kenmochi, Solvability of nonlinear evolution equations with timedependent constraints and applications, Bull. Fac. Education, Chiba Univ.,
30(1981), 187.
[10] N. Kenmochi and M. Kubo, Periodic stability of flow in partially saturated
porous media, Free Boundary Problems, Int. Series Numer. Math., Vol. 95,
Birkh
auser, Basel, 1990, pp. 127152.
[11] N. Kenmochi and I. Pawlow, Parabolic-elliptic free boundary problems with
time-dependent obstacles, Japan J. Appl. Math., 5(1988), 87121.
[12] M. Kubo and N. Yamazaki, Elliptic-parabolic variational inequalities with
time-dependent constraints, Discrete Contin. Dyn. Syst., 19(2007), 335359.
[13] F. Otto, L1 -contraction and uniqueness for quasilinear elliptic-parabolic
equations, J. Differential Equations, 131(1996), 2038.
[14] I. Pawlow, Analysis and Control of Evolution Multi-Phase Problems with
Free Boundaries, Prace habilitacyjne, Polska Akademia Nauk, Instytut
Bada
n Systemowych, 1987.
[15] N. Yamazaki, Doubly nonlinear evolution equation associated with ellipticparabolic free boundary problems, Discrete Contin. Dyn. Syst., 2005, suppl.,
920929.

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6548.

TP 1/9/08 11:58 AM Page 2

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6548.TP 1/9/08 11:58 AM Page 1

International Conference on Nonlinear Analysis

Hsinchu, Taiwan 2025 November 2006

British Library Cataloguing-in-Publication Data

RECENT ADVANCES IN NONLINEAR ANALYSIS

ZhangJi - Recent Advances in Nonlinear.pmd 1

Proceedings Trim Size: 9in x 6in

Preface Proceedings 2006

This book collects different articles of research on nonlinear analysis. These

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Proceedings Trim Size: 9in x 6in

Toyohiko Aiki and Jana Kopfov

Nelly Andre and Itai Shafrir

H. Brezis, M. Chipot and Y. Xie

Yoshikazu Giga, Yukihiro Seki and Noriaki Umeda

Stuart Hastings, David Kinderlehrer and J. Bryce McLeod

Kota Ikeda and Masayasu Mimura

Yoshitsugu Kabeya and Hirokazu Ninomiya

Proceedings Trim Size: 9in x 6in

Risei Kano, Nobuyuki Kenmochi and Yusuke Murase

Kazuhiro Ishige and Tatsuki Kawakami

Ken Shirakawa, Masahiro Kubo and Noriaki Yamazaki

Marcello Lucia and Mythily Ramaswamy

December 17, 2007

Proceedings Trim Size: 9in x 6in

A MATHEMATICAL MODEL FOR BACTERIAL GROWTH

Abstract: We consider a mathematical model for a bacterial growth in a Petri

where c is a positive constant. Also, in their model it is supposed that both

December 17, 2007

Proceedings Trim Size: 9in x 6in

bacteria. Then, it holds that

By using these notations it is assumed that

where {0, 1} is a given number as an initial condition. This means

December 17, 2007

Proceedings Trim Size: 9in x 6in

where is the outward normal vector to the boundary;

where b0 , h0 and g0 are given functions.

if u(t) 6= 1 , 2 , then w is constant in a neighbourhood of t,

if u(t) = 2 , then w is nondecreasing in a neighbourhood of t,

{1} if u(0) < 1 ,

It is clear that w BV (0, T ). Thus the multi-valued operator k :

where Db is a positive constant.

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Proceedings Trim Size: 9in x 6in

where 1 = 0, 1 = 1, c, Di and ci are positive constants, i = 1, 2, s0 and

December 17, 2007

Proceedings Trim Size: 9in x 6in

and the following two continuous functions and . We denote by

( (u) (z))dw 0 for z L1 (; C([0, T ])).

Next, for simplicity we can rewrite P as follows:

b(0, x) = b0 (x), ui (0, x) = u0i (x), i = 1, 2,

where , c, i , ci , i = 1, 2, are positive constants, v0 , b0 , u0i , i = 1, 2, are

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Proceedings Trim Size: 9in x 6in

In order to give a main result of this paper as Theorem 2.1 we prepare

Next, for any > 0 we put

and define by I (; ) : L2 () (, +] the indicator function of the

Here, we consider the following ordinary differential equation,

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Proceedings Trim Size: 9in x 6in