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Ajk 080728
Ajk 080728
Ajk 080728
Goro Akagi
Department of Machinery and Control Systems, College of Systems Engineering,
Shibaura Institute of Technology, 307 Fukasaku, Minuma-ku, Saitama-shi, Saitama
337-8570, Japan
e-mail: g-akagi@sic.shibaura-it.ac.jp
Petri Juutinen
Department of Mathematics and Statistics, University of Jyväskylä, P.O.Box 35, FIN-
40014, Finland
e-mail: e-mail: petri.juutinen@maths.jyu.fi
Ryuji Kajikiya
Nagasaki Institute of Applied Science, 536 Aba-machi, Nagasaki 851-0193, Japan
e-mail: kajikiya ryuji@nias.ac.jp
?
Supported by the Shibaura Institute of Technology grant for Project Research
(No. 2006-211459, 2007-211455), and the Grant-in-Aid for Young Scientists (B) (No.
19740073), Ministry of Education, Culture, Sports, Science and Technology.
??
Supported by the Academy of Finland project 108374.
???
Supported by the Grant-in-Aid for Scientific Research (C) (No. 16540179), Ministry
of Education, Culture, Sports, Science and Technology.
2 Goro Akagi et al.
1. Introduction
the comparison principle and the existence of viscosity solutions for the
following eigenvalue problem −∆∞ v/|Dv|2 = λv in Ω, v = 0 on ∂Ω, and
applied these results to an analysis of the asymptotic behavior.
This paper consists of six sections. In Section 2, the definition of vis-
cosity solutions is given and the invariance of solutions for (4) is dis-
cussed. Moreover, the comparison principle and the existence of viscosity
solutions for (4) are reviewed as well. Section 3 provides explicit represen-
tations of viscosity solutions for (4) in two different forms. Furthermore,
Sections 4, 5 and 6 are devoted to the cases (i), (ii) and (iii) mentioned
above respectively.
Notation. We denote by B(x0 ; r) the open ball {x ∈ RN ; |x − x0 | < r} of
radius r > 0 with center at x0 ∈ RN . We write R+ = (0, ∞) and denote
by h·, ·i the inner product in RN . Moreover, we also use the notation:
∂ 2 ∂2
Di = , D = (D1 , D2 , . . . , DN ), Dij =
∂xi ∂xi ∂xj
and D2 denotes the N × N matrix whose (i, j)-th element is Dij 2 . We
2. Viscosity solutions
1
+hp, x − x0 i + hX(x − x0 ), x − x0 i
2 }
+o(|x − x0 |2 + |t − t0 |) as (x, t) → (x0 , t0 ) ,
Now viscosity solutions of (4) are defined as follows (see also [1], [8]):
s − hXp, pi ≤ 0 (7)
s − hXp, pi ≥ 0 (8)
ϕt (x0 , t0 ) − ∆∞ ϕ(x0 , t0 ) ≤ 0
3. Exact solutions
for each k ∈ Z.
10 Goro Akagi et al.
Substituting this relation into (21) and dividing both sides by ζ 2 ,we get
Φ(T − ζ) − 1 α2
α2 (t0 + β)−1/2 2
≥ hXe, ei + o(1) (22)
ζ 2
as ζ → +0. Using L’Hospital’s rule twice with (17), we obtain
Φ(T − ζ) − 1 Φ00 (T − ζ)
lim = lim = −∞,
ζ→+0 ζ2 ζ→+0 2
Φ((4m − 1)T + ζ) + 1 α2
α2 (t0 + β)−1/2 ≤ hXe, ei + o(1) (23)
ζ2 2
as ζ → +0. Since
Φ((4m − 1)T + ζ) + 1 Φ(−T + ζ) + 1
2
= →∞ as ζ → +0,
ζ ζ2
Asymptotic behavior of solutions for a parabolic equation with ∞-Laplacian 13
α2
s − hXp, pi = (t0 + β)−3/2 > 0.
2
Consequently, V (x, t; α, β) becomes a viscosity solution of (4) in Q.
1 ∂ 3
ut = (uξ )2 uξξ = (u ) in R × R+ . (24)
3 ∂ξ ξ
1
B(ξ, t) = t−1/6 (1 − |ξ|4/3 t−2/9 )+
3/2
for ξ ∈ R and t ∈ R+ ,
4
where (x)+ = max{x, 0}. We observe that B ∈ C 1 (R × R+ ) ∩ C ∞ (Λ),
where Λ := {(ξ, t) ∈ R×R+ ; ξ 6= 0 and 1−|ξ|4/3 t−2/9 6= 0}. Furthermore,
we have the following
Proof. We put
η(ξ, t) := (1 − ξ 4/3 t−2/9 )+ ,
Q0 := {(x, t) ∈ Q; x = 0 or |x| = t1/6 }.
Then we have, for ξ, t ∈ R+ ,
1 −7/6 3/2 1
Bt (ξ, t) = − t η + t−25/18 ξ 4/3 η 1/2 ,
24 12
1 −7/18 1/3 1/2
Bξ (ξ, t) = − t ξ η ,
2
1 1
Bξξ (ξ, t) = − t−7/18 ξ −2/3 η 1/2 + t−11/18 ξ 2/3 η −1/2 (η 6= 0).
6 3
Since η = 0 for ξ = t1/6 , we see that B ∈ C 1 (Q)∩C ∞ (Q\Q0 ), DB(x, t) =
0 for (x, t) ∈ Q0 and B becomes a classical solution of (4) in Q \ Q0 .
Let (x0 , t0 ) ∈ Q0 . Then x0 = 0 or η(|x0 |, t0 ) = 0. For (s, p, X) ∈
P 2,± B(x0 , t0 ), we have p = DB(x0 , t0 ) = 0 and
{ −7/6
−t0 /24 if x0 = 0,
s = Bt (x0 , t0 ) = (25)
0 if η(|x0 |, t0 ) = 0.
In both cases x0 = 0 and η(|x0 |, t0 ) = 0, it holds that p = 0 and s ≤ 0.
Therefore for (s, p, X) ∈ P 2,+ B(x0 , t0 ), we have
s − hXp, pi = s ≤ 0,
which shows that B is a viscosity subsolution.
We next deal with P 2,− B(x0 , t0 ). For the case where x0 = 0, we
claim that P 2,− B(0, t0 ) = ∅. Suppose on the contrary that there exists
(s, p, X) ∈ P 2,− B(0, t0 ). It then follows that
1 −1/6 1 −1/6
t η(|x|, t)3/2 − t0 = B(x, t) − B(0, t0 )
4 4
1
≥ s(t − t0 ) + hXx, xi + o(|x|2 + |t − t0 |)
2
as (x, t) → (0, t0 ). Put x = ζe, where e is a unit vector in RN and ζ > 0.
Letting t → t0 , we have
{ }
1 −1/6 ( 4/3 −2/9
)3/2 ζ2
t0 1 − ζ t0 − 1 ≥ hXe, ei + o(ζ 2 ), (26)
4 2
as ζ → 0. Dividing both sides by ζ 2 and noting that
( )
−2/9 3/2
1 − ζ 4/3 t0 −1
lim = −∞,
ζ→+0 ζ2
Asymptotic behavior of solutions for a parabolic equation with ∞-Laplacian 15
1
B(x, t; α) := α3 (t + 1)−1/6 (1 − α−2 |x|4/3 (t + 1)−2/9 )+ .
3/2
4
1
B(x, t; α) = µ2/3 (t + 1)−1/6 (1 − µ−4/9 |x|4/3 (t + 1)−2/9 )+
3/2
4
= µB(x, µ2 (t + 1)).
Therefore (t + 1)−1/6 is the optimal decay rate for the supremum norm of
bounded solutions in Ω = RN .
Proof. To prove the theorem, we recall the explicit representation of the
viscosity solutions B(x, t; α) of self-similar type given in Corollary 1. Let
v(x, t) = B(x, t; α) where α > 0 will be determined later. First, since u0
has a compact support (denoted by supp u0 ), we take R > 0 so large that
supp u0 ⊂ B(0; R). Next, we note that supp v(·, 0) = B(0; α3/2 ). Then we
choose an α > 0 so large that
supp u0 ⊂ B(0; R) ⊂ supp v(·, 0),
v(x, 0) ≥ (α3 /4)(1 − α−2 R4/3 )3/2 ≥ |u0 |∞ for x ∈ B(0; R).
Hence v(x, 0) ≥ u0 (x) in RN . From the comparison theorem (see Theorem
2.1 of [9]), it follows that u ≤ v in Q. Moreover, a similar argument also
implies −v ≤ u in Q. Thus we have (28).
We next derive a decay estimate from below. Let u0 ∈ C0 (RN ) be such
that u0 ≥ 0 in RN and u0 6≡ 0. Then we can take x0 ∈ RN such that
u0 (x0 ) > 0. Thanks to Proposition 1, we can assume x0 = 0 without any
loss of generality. Hence there exists ε > 0 such that u0 (x) ≥ u0 (0)/2 > 0
in B(0; ε). We put w(x, t) := B(x, t; β) with β > 0 so small that
supp w(·, 0) ⊂ B(0; ε) ⊂ supp u0 ,
w(x, 0) ≤ β 3 /4 ≤ u0 (0)/2 ≤ u0 (x) in B(0; ε).
Then w(x, 0) ≤ u0 (x) in RN ,
and the comparison principle yields w(x, t) ≤
u(x, t) in Q. We have, in particular,
1 3
β (t + 1)−1/6 = w(0, t) ≤ u(0, t) ≤ |u(·, t)|L∞ (RN ) .
4
This completes our proof.
We can also obtain the optimal decay rate for the Lp -norm of bounded
viscosity solutions as t → ∞ in the next corollary. It is noteworthy that
the Lp -norm of u(·, t) decays at the rate of O(t(N −p)/(6p) ) if p > N , and
it goes to +∞ if p < N , u0 ≥ 0 and u0 6≡ 0.
Asymptotic behavior of solutions for a parabolic equation with ∞-Laplacian 17
with
[∫ ( )3p/2 ]1/p
α3
Cp,α := |B(·, 0; α)|Lp (RN ) = 1 − α−2 |ξ|4/3 dξ > 0.
4 RN +
with
(ii) We can easily give an example of Ω and ϕ which satisfy all the as-
sumptions of Theorem 7. Indeed, set p(x) := ha, xi + c0 for x ∈ RN ,
where a ∈ RN \ {0} and c0 ∈ R. Moreover, let Ω be a bounded domain
in RN with the boundary ∂Ω, and put ϕ := p|∂Ω . Then φ := p|Ω
becomes the unique classical solution of (2), (3), and furthermore,
|Dφ(x)| = |a| > 0 for all x ∈ Ω. Hence by Theorem 7, for any initial
data u0 ∈ C(Ω) satisfying u0 = ϕ on ∂Ω, every viscosity solution
u(·, t) of (4)–(6) converges to φ as t → ∞ at an exponential rate.
(iii) Aronsson [3] proved that (2), (3) does not admit a non-constant classi-
cal solution φ ∈ C 2 (Ω) for which Dφ(x0 ) = 0 at some x0 ∈ Ω if N = 2
(see also [11]). Moreover, Yu [18] also obtained the same conclusion
for C 2 infinity-harmonic functions with general N .
Theorem 8 (Yu [18]). Let φ ∈ C 2 (Ω) be a solution of (2) in Ω. If
Dφ(x0 ) = 0 for some x0 ∈ Ω, then φ(x) is constant in Ω.
(iv) If φ ∈ C 2 (Ω) and (39) is not satisfied, that is, inf x∈Ω |Dφ(x)| = 0,
then there exist a sequence {xn } in Ω and x0 ∈ Ω such that xn → x0
and Dφ(xn ) → 0 in RN . The case where x0 ∈ Ω can be reduced to
the homogeneous Dirichlet case, i.e., ϕ ≡ 0 on ∂Ω, since Theorem 8
implies that φ is constant. The case where x0 ∈ ∂Ω still remains for
§6.3.
(v) In case Ω is a bounded smooth domain in R2 , every non-constant
solution φ ∈ C 2 (Ω) satisfies inf x∈Ω |Dφ(x)| > 0 (see [3]). Hence we
can ensure the same conclusion as in Theorem 7 by assuming that
φ ∈ C 2 (Ω) instead of (37) with δ > 0.
Now, we proceed to prove Theorem 7.
Proof (Proof of Theorem 7). Define the barrier function v + : Q → R by
v + (x, t) := φ(x) + Ce−λt {φ(x) + |φ|∞ + 1}α ,
where the constants λ > 0 and α ∈ (0, 1) will be determined later and
C := supx∈Ω |u0 (x) − φ(x)|. If x ∈ ∂Ω, then
v + (x, t) ≥ φ(x) = ϕ(x) for all t > 0.
Moreover, we observe that
v + (x, 0) = φ(x) + C{φ(x) + |φ|∞ + 1}α
≥ φ(x) + C ≥ u0 (x) for all x ∈ Ω.
Now we shall determine λ > 0 so that v + becomes a viscosity super-
solution of (4) in Q. To this end, let (x0 , t0 ) ∈ Q and ψ ∈ C 2 (Q) be such
that
min (v + − ψ)(x, t) = (v + − ψ)(x0 , t0 ) = 0. (40)
(x,t)∈Q
Asymptotic behavior of solutions for a parabolic equation with ∞-Laplacian 23
Then the function f + (s) := s + Ce−λt0 {s + |φ|∞ + 1}α is smooth and its
derivative (f + )0 is positive in (−|φ|∞ − 1, ∞). Put
F + (x, s) := ψ(x, t0 ) − f + (s).
Then F + is of class C 2 in Ω × (−|φ|∞ − 1, ∞). We also note that
∂F +
F + (x0 , φ(x0 )) = 0, (x0 , φ(x0 )) = −(f + )0 (φ(x0 )) 6= 0.
∂s
Hence due to the implicit function theorem, there exist a neighborhood
U of x0 and θ ∈ C 2 (U ) such that θ(x0 ) = φ(x0 ) and F + (x, θ(x)) = 0 for
x ∈ U , i.e.,
ψ(x, t0 ) = f + (θ(x)) = θ(x) + Ce−λt0 {θ(x) + |φ|∞ + 1}α . (41)
Moreover, compare (41) with the fact that v + (x, t0 ) = f + (φ(x)) by the
definition of v + , and recall the inequality ψ ≤ v + in Q by (40). Then since
f + is strictly increasing, we have θ ≤ φ in U . Therefore φ − θ attains its
minimum, zero, at x0 . Since φ solves (2) in the viscosity sense, we have
−∆∞ θ(x0 ) ≥ 0. Furthermore, it follows from (37) that |Dθ(x0 )| ≥ δ > 0.
For simplicity of computation, we put
A := φ(x0 ) + |φ|∞ + 1 = θ(x0 ) + |φ|∞ + 1.
Since ψt (x0 , t0 ) = vt+ (x0 , t0 ) by (40), we see that
ψt (x0 , t0 ) = vt+ (x0 , t0 ) = −λCe−λt0 Aα .
Moreover, we differentiate (41) to get
Di ψ(x0 , t0 ) = Di θ(x0 ) + αCe−λt0 Aα−1 Di θ(x0 )
[ ]
= 1 + αCe−λt0 Aα−1 Di θ(x0 ),
2
Dij ψ(x0 , t0 ) = α(α − 1)Ce−λt0 Aα−2 Di θ(x0 )Dj θ(x0 )
[ ]
+ 1 + αCe−λt0 Aα−1 Dij 2
θ(x0 ).
ψt (x0 , t0 ) − ∆∞ ψ(x0 , t0 )
≥ −λCe−λt0 Aα + α(1 − α)Ce−λt0 Aα−2 δ 4
[ ]
≥ Ce−λt0 Aα −λ + α(1 − α) (2|φ|∞ + 1)−2 δ 4 ≥ 0,
We can also establish a lower estimate for the distance between u(·, t)
and φ in a special setting.
Remark 11. If Ω is unbounded, then the Dirichlet problem (2), (3) may
have more than one solution. However, if ϕ is bounded, then by the results
in [7] there exists a unique bounded solution φ to (2), (3) that satisfies
26 Goro Akagi et al.
Here combining the fact that θ(x0 ) = φ(x0 ) with (47), we have
( )2
00 π
h(θ(x0 )) ≥ 0, h (θ(x0 )) = − h(θ(x0 )) ≤ 0,
b−a
which implies
( )2
π
∆∞ ψ(x0 , t0 ) ≥ − e−λt0 h(θ(x0 ))
b−a
[ ]2
× 1 + e−λt0 h0 (θ(x0 )) |Dθ(x0 )|4
( )2
9 4 π
≥− C e−λt0 h(θ(x0 )).
4 b−a
In the last inequality, we have used the fact that |Dθ(x0 )| ≤ C due to
Lemma 2 and
( )
−λt0 0 e−λt0 π 3
|1 + e h (θ(x0 ))| = 1 + cos (s − a) ≤ .
2 b−a 2
Therefore
ψt (x0 , t0 ) − ∆∞ ψ(x0 , t0 )
[ ( )2 ]
9 π
≤ e−λt0 h(θ(x0 )) −λ + C 4 ≤ 0,
4 b−a
b − a −λt
u(x∗ , t) − φ(x∗ ) ≥ e for t > 0,
2π
We finally discuss the case where the stationary solution φ may not satisfy
(37). An example of such a solution is the famous explicit solution of
4/3 4/3
Aronsson, φ(x) = x1 − x2 for x = (x1 , x2 ) ∈ Ω := B(0; 1) with N = 2.
(i) φ+ −
ε and φε are a viscosity supersolution and a subsolution of (2) in Ω,
respectively;
− −
ε = φε = φ on Ω \ Vε and φε ≤ φ ≤ φε on Ω;
(ii) φ+ +
±
(iii) L(φε , x) ≥ ε for x ∈ Ω;
(iv) it follows that
sup |φ(x) − φ±
ε (x)| ≤ 2 diam(Ω)ε, (52)
x∈Ω
Proof. The assertions (i)–(iii) have already been proved in [7], where the
convergence of φ±
ε as ε → +0 is also obtained without any explicit esti-
mate such as (52). Thus it suffices to establish (52). To this end, let us
30 Goro Akagi et al.
if x ∈ Vε . Then φ−ε enjoys the properties (i)–(iii) (see Theorem 2.1 of [7]
for more details), and moreover,
( ) ( )
0 ≤ sup φ(x) − φ− −
ε (x) = sup φ(x) − wε (x) . (53)
x∈Ω x∈Vε
where dUε (x, y) stands for the distance between x and y in Uε (see [7]
for its precise definition), and dUε (x, y) coincides with |x − y|, if the line
segment [x, y] := {(1 − θ)x + θy; θ ∈ [0, 1]} is included in U ε .
Since Uε is open in RN , we can take the largest ball B(x; rε ) included
in Uε , where rε is the distance between x and ∂Uε , and choose zε ∈
∂Uε ∩ ∂B(x; rε ). By Remark 2.16 of [4], we note that
( )
0
|φ(x) − φ(y)| ≤ sup L(φ, x ) |x − y| ≤ ε|x − y|
x0 ∈Uε
Proof. We first treat the case where φ is a subsolution. From the assump-
tions on x0 and θ, we have φ − θ ≤ (φ − θ)(x0 ) in a neighborhood U of
x0 , which gives
with C := supx∈Ω |u0 (x) − φ(x)| + 1 and a constant λ > 0 which will
be determined later. Put C1 := 2 diam(Ω). By (iv) of Lemma 3, we note
that
v + (x, 0) ≥ φ+
ε (x) + C ≥ u0 (x) for x ∈ Ω.
32 Goro Akagi et al.
ψ(x, t0 ) = f + (θε (x)) := θε (x) + Ce−λt0 {θε (x) + |φ|∞ + 2}1/2 . (56)
Moreover, φ+ ε − θε attains its minimum, zero, at x0 . Hence we obtain
−∆∞ θε (x0 ) ≥ 0 from the fact that −∆∞ φ+
ε ≥ 0 in the viscosity sense.
For simplicity of computation, we put
u(x, t) ≥ φ−
ε (x) − Ce
−λε t
(2|φ|∞ + 3)1/2
≥ φ(x) − C1 ε − Ce−λε t (2|φ|∞ + 3)1/2 . (58)
for all t > 0 and ε ∈ (0, 1/C1 ) with positive constants C2 , C3 . Now, put
ε(t) := t−1/p with p > 4. Then we can take a constant t∗ > 0 such that
ε(t) < 1/C1 for all t ≥ t∗ . Hence it follows from (59) with ε = ε(t) that
( )
sup |u(x, t) − φ(x)| ≤ C1 t−1/p + C2 exp −C3 t(p−4)/p for t ≥ t∗ .
x∈Ω
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