On The Global Existence For The Muskat Problem: DOI 10.4171/JEMS/360
On The Global Existence For The Muskat Problem: DOI 10.4171/JEMS/360
On The Global Existence For The Muskat Problem: DOI 10.4171/JEMS/360
Contents
1. Introduction . . . . . . . . . . . . . . . . . .
2. L2 maximum principle . . . . . . . . . . . .
3. A global existence result for data less than 1/5
4. Global existence for initial data smaller than 1
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201
205
207
211
226
1. Introduction
The Muskat problem models the dynamics of an interface between two incompressible
immiscible fluids with different characteristics, in porous media. The phenomenon has
P. Constantin: Department of Mathematics, Princeton University, Fine Hall 206, Washington Road,
Princeton, NJ 08544-1000, USA; e-mail: const@math.princeton.edu
D. Cordoba: Instituto de Ciencias Matematicas, Consejo Superior de Investigaciones Cientficas,
Serrano 123, 28006 Madrid, Spain; e-mail: dcg@icmat.es
F. Gancedo: Department of Mathematics, University of Chicago, 5734 University Avenue,
Chicago, IL 60637, USA; e-mail: fgancedo@math.uchicago.edu
R. M. Strain: Department of Mathematics, University of Pennsylvania, David Rittenhouse Lab,
209 South 33rd Street, Philadelphia, PA 19104, USA; e-mail: strain@math.upenn.edu
Mathematics Subject Classification (2010): 35A01, 76S05, 76B03
202
been described using the experimental Darcy law that is given in two dimensions by the
following momentum equation:
u = p g(0, ).
|x|
2|x|
(see [20]). As a consequence of L (R2 R+ ) it follows that the velocity belongs
to BMO. Moreover, as K is an even kernel, it has the property that the mean of K (in the
principal value sense) is zero on hemispheres [4], and this yields a bound on the velocity
u(x, t) in terms of C 1, norms (0 < < 1) of the free boundary [11].
203
In order to have a well-posed problem we need to consider initially an interface parameterized as the graph of a function with the denser fluid below: 2 > 1 as in [9]. The
interface is characterized as the graph of the function (x, f (x, t)). This characterization
is preserved by the system and f satisfies
Z
(x f (x, t) x f (x , t))
2 1
,
PV d 2
ft (x, t) =
2
+ (f (x, t) f (x , t))2
(1)
R
f (x, 0) = f0 (x), x R.
The above equation can be linearized around the flat solution, which yields the following
nonlocal partial differential equation:
2 1
3f (x, t),
2
f (, 0) = f0 (), R,
ft (x, t) =
(2)
where the operator 3 is the square root of the Laplacian. This linearization shows the
parabolic character of the problem in the stable case ( 2 > 1 ), as well as the illposedness in the unstable case ( 2 < 1 ). We use the term ill-posedness here to mean
that some solutions do leave the H s spaces right away even for arbitrarily small data.
The nonlinear equation (1) is ill-posed in the unstable situation and locally well-posed
in H k (k 3) for the stable case [9]. Furthermore the stable system satisfies a maximum
principle kf kL (t) kf kL (0) (see [10]); decay rates are obtained for the periodic
case:
kf kL (t) kf0 kL eCt ,
and also for the case on the real line (flat at infinity):
kf kL (t)
kf0 kL
.
1 + Ct
Numerical solutions performed in [12] further indicate a regularizing effect. The decay
of the slope and the curvature is observed to be stronger than the rate of decay of the
maximum of the difference between f and its mean value. Thus, the irregular regions in
the graph are observed to be rapidly smoothed and the flat regions are smoothly bent. It
is shown analytically in [10] that, if the initial data satisfy kx f0 kL < 1, then there is a
maximum principle so that this derivative remains in absolute value smaller than 1.
The three main results we present in this paper are the following:
1) In Section 2, we prove that a solution of (1) formally satisfies
Z
Z
Z
2 1 t
f (x, s) f (, s) 2
2
kf kL2 (t)+
ds
d
dx ln 1+
= kf0 k2L2 .
2
x
0
R
R
Furthermore, we have the inequality
Z
Z
f (x, s) f (, s) 2
dx
d ln 1 +
Ckf kL1 (s).
x
R
R
(3)
204
This identity shows a major difference with the linear equation (2) where the evolution of
the L2 norm provides a gain of half derivative for 2 > 1 :
Z t
2
2
1
kf kL2 (t) + ( )
ds k31/2 f k2L2 (s) = kf0 k2L2 ,
(4)
0
or equivalently
kf k2L2 (t) +
2 1
2
Z
ds
Z
dx
R
d
R
f (x, s) f (, s)
x
2
= kf0 k2L2 .
Notice that this linear energy balance (4) directly implies compactness, whereas compactness does not follow from the nonlinear L2 energy (3).
2) Our second result proves global existence of unique C([0, T ]; H 3 (R)) solutions if
initially the norm (7) of f0 is controlled as kf0 k1 < c0 where
Z
kf0 k1 =
d | | |f0 ( )|.
R
Of course here f denotes the standard Fourier transform of f . There are several results
of global existence for small initial data (small compared to 1 or 1) in several norms
[7, 19, 9, 14] taking advantage of the parabolic character of the equation for small initial
data. For example in [19] and [9], in order to measure the analyticity of the solution,
global existence is shown when kf0 k1 for very small (compared to 1) and
Z
d | |2 eb(t)| | |f0 ( )| eb(t) (1 + |b(t)| 1 ),
(5)
R
where 0 < < 1 and b(t) = a ct/2. Here c depends on the RayleighTaylor condition
and a ct/2.
For the Hele-Shaw problem, [7] proves the global existence in time for small analytic
perturbations of the circle, and nonlinear asymptotic stability of the steady circular solution. Also recently [14] considers the Muskat problem in a periodic geometry, and proves
the well-posedness as well as the exponential stability of a certain flat equilibrium.
The key point for our result, in comparison to previous work [7, 19, 9, 14], is that the
constant c0 can be easily explicitly computed (see (8)). We have checked numerically that
c0 is not that small: it is greater than 1/5.
3) In Section 4 we prove global in time existence of Lipschitz continuous solutions in
the stable case. Being a solution of (1) is understood in its weak formulation:
T
dt
R
dt
=
0
2 1
dx x (x, t)
PV
2
R
f (x, t) f (, t)
d arctan
x
R
(6)
205
for all Cc ([0, T )R). For initial data f0 satisfying kf0 kL < and kx f0 kL < 1
we prove that there exists a solution of (6) that remains in the spaces C([0, T ] R)
L ([0, T ]; W 1, (R)) for any T > 0. We point out that, because of the condition f
L (R), the nonlinear term in (6) has to be understood as a principal value for the integral
of two functions, one in H1 , the Hardy space, and the other in BMO [20].
Kim [16] studied viscosity solutions for the one-phase Hele-Shaw and Stefan problems. For the Muskat problem, previous results of global existence [7, 19, 9, 14]
need small initial data more regular than Lipschitz. We show here that we just need
kx f0 kL < 1, therefore
f0 (x) f0 ()
< 1.
x
Notice that if we consider the first order term in the Taylor series of ln(1 + y 2 ) (absolutely
convergent for |y| < 1), then the identity (3) becomes (4).
2. L2 maximum principle
In this section we provide a proof of the identity (3). As we are in the stable case, we take
without loss of generality ( 2 1 )/(2 ) = 1 to simplify the exposition. The contour
equation (1) can be written as follows:
Z
f (x, t) f (x , t)
ft (x, t) = PV x arctan
d.
R
We multiply by f , integrate over dx, and use integration by parts to observe
Z
Z
f (x, t) f (x , t)
1 d
d fx (x) arctan
kf k2L2 (t) = dx
2 dt
R
R
Z
Z
f (x, t) f (, t)
= dx
d fx (x) arctan
.
x
R
R
We use the splitting
Z Z
1 d
f (x, t) f (, t)
f (x, t) f (, t)
2
kf kL2 (t) =
arctan
dx d
2 dt
x
x
R R
Z Z
fx (x)(x ) (f (x, t) f (, t))
f (x, t) f (, t)
arctan
dx d
x
x
R R
= I1 + I2 .
We also use the function G defined by
Z
p
G(x) = x arctan x ln 1 + x 2 =
0
dy arctan y.
206
Z Z
ln 1 +
R R
f (x, t) f (, t)
x
2
dx d,
f (x, t) f (, t) 2
ln 1 +
dx d 4 2 kf kL1 (t),
x
R
which shows that there is no gain of derivatives for the stable case. If the initial data are
positive, then kf kL1 (t) kf0 kL1 follows from [10], so that the dissipation is bounded in
terms of the initial data with zero derivatives.
For the proof of the inequality, we denote by J the integral
Z Z
ln 1 +
J :=
R R
f (x) f (x )
2
dx d.
and therefore
207
2|f (x)|2
dx d = K.
ln 1 +
2
R
Z Z
J 2
R
K=2
dx
{x : |f (x)|6=0}
2|f (x)|2
d ln 1 +
,
2
R
dx |f (x)| = 4 2 kf kL1 .
This concludes our discussion of the L2 maximum principle (3) for (1).
3. A global existence result for data less than 1/5
In this section we prove global existence of C([0, T ]; H 3 (R)) small data solutions. A key
point is to consider the norm
Z
kf ks :=
d | |s |f( )|, s 1.
(7)
R
This norm allows us to use Fourier techniques for small initial data that give rise to a
global existence result for classical solutions. The key point is that (7) appears naturally
when taking the Fourier transform of the equation in our computations below (see (9) and
(10)). As a result, (7) provides sharper constants than the ones that one could obtain with
different norms.
Theorem 3.1. Suppose that initially f0 H 3 (R) and kf0 k1 < c0 , where c0 is a constant
such that
X
2
(2n + 1)2+ c02n 1
(8)
n1
for a fixed 0 < < 1/2. Then there is a unique solution f of (1) that satisfies f
C([0, T ]; H 3 (R)) for any T > 0.
Remark 3.2. We compute the limit case = 0, so that
X
2
(2n + 1)2 c02n 1
n1
for
s
q
1
14 52/3
3
7 p
+ 2 5(9 39 38) 0.2199617648835399.
0 c0
3
3
9 39 38
In particular,
2
X
(2n + 1)2.1 c02n < 1
n1
if say c0 1/5.
208
The remainder of this section is devoted to the proof of Theorem 3.1. The contour
equation for the stable Muskat problem (1) can be written as
(9)
Z
R
f (x)f (x) 2
f (x)f (x) 2
x f (x) x f (x )
1+
d.
(10)
We define
1 f (x) :=
f (x) f (x )
.
d | | sgn(f( ))ft ( )
Z
=
d | | sgn(f( ))(| |f( ) F(T )( )).
R
We will show that the first term dominates the second if initially
q
kf0 k1 <
(4 13)/6,
q
where
(4
X
x2
=
(1)n+1 x 2n ,
1 + x2
n=1
to obtain
T (f ) =
1 X
(1)n
n1
x (1 f )(1 f )2n d.
(11)
Notice that
F(1 f ) = f( )m(, ),
F(x 1 f ) = i f( )m(, ),
m(, ) =
Therefore
F(x (1 f ) (1 f )2n ) = ((i fm) (fm) (fm))(, ),
1 ei
.
209
with 2n convolutions, one with i fm and 2n 1 with fm. Using (11) we obtain
F(T )( ) =
Z
Z
Z
i X
d
d1 d2n ( 1 )f( 1 )m( 1 , )
(1)n
n1
R
R
R
i=1
where Mn = Mn (, 1 , . . . , 2n ) is given by
i
Mn := (1)n
Since m(, ) = i
R1
0
2n1
Y
m( 1 , )
m(i i+1 , ) m(2n , ) d.
Z
R
(12)
i=1
ds ei(s1) we obtain
Mn (, 1 , . . . , 2n ) = mn (, 1 , . . . , 2n ) (1 2 ) (2n1 2n )2n
with
i
i
=
mn =
Z
ds1
1 ei( 1 )
R
2n1
X
exp i
(sj 1)(j j +1 ) + i(s2n 1)2n
Z
ds2n
j =1
1
Z
ds1
0
Z 1
ds2n
0
Z 1
d
PV exp(iA)
PV
d
exp(iB)
ds1
where
A=
2n1
X
j =1
j =1
B = ( 1 ) +
2n1
X
j =1
= +
2n
X
2n
X
j =1
sj j
2n1
X
j =1
sj j +1 .
sj j
2n1
X
j =1
sj j +1 ,
210
It follows that
F(T )( ) =
XZ
d2n mn (, 1 , . . . , 2n ) ( 1 )f( 1 )
d1
n1 R
2n1
Y
(i i+1 )f(i i+1 ) 2n f(2n ),
i=1
XZ
n1 R
d2n | | | 1 | |f( 1 )|
d1
R
Z
2n
d | | |f ( )|
d | | |f ( )|
,
Z
(2n + 1)
R
n1
and therefore
Z
Z
d | | |F(T )( )|
X
d | |2 |f( )| 2
(2n + 1)kf k2n
1
n1
2kf k21 (3 kf k21 )
2
d | | |f ( )|
.
(1 kf k21 )2
R
q
2
2
2
2
Notice 2x (3 x )/(1 x ) < 1 if 0 x < (4 13)/6 0.256400964. If
q
kf0 k1 < (4 13)/6, then this inequality will continue to hold for some time so that
Z
d
kf k1 (t) 0,
dt
q
(13)
211
n1
|g|C = sup
is bounded by
Z
Z
C
|g(x + y) g(x)|
ix iy
C
| | |g(
)| d,
=
sup
g(
)e
(e
1)
d
|y|
|y|
R
R
x, y6=0
x, y6=0
sup
and therefore
kf kC 2,
Z
Z
2+
C kf kL +
d | | |f ( )| +
d | | |f ( )| .
R
We conclude that the solution can be continued for all time if kf0 k1 is initially smaller
than a computable constant c0 , and kf0 k2+ is bounded. The constant c0 is defined by the
condition
X
2
(2n + 1)2+ c02n 1,
n1
f (x) f (x )
ft = x PV arctan
d,
(14)
R
where = ( 2 1 )/2. We first extend the sense of the contour equation with a weak
formulation: for any Cc ([0, T ) R), a weak solution f should satisfy (6). We show
here that this is the case if kx f0 kL < 1. Then it follows that kf kL (t) kf0 kL
and kx f kL (t) kx f0 kL < 1 as in [10]. Then the solution is in fact Lipschitz
continuous by Morreys inequality. The main result we prove below is the following:
212
Theorem 4.1. Suppose that kf0 kL < and kx f0 kL < 1. Then there exists a global
in time weak solution of (6) that satisfies
f C([0, T ] R) L ([0, T ]; W 1, (R)).
In particular f is Lipschitz continuous.
The rest of this section is devoted to the proof of Theorem 4.1. The first step is to prove
global in time existence of classical solutions to the regularized model (15) below. This
is done in Section 4.2. Prior to that, in Section 4.1 we prove some necessary a priori
bounds. Then, in Section 4.3 we explain how to approximate the initial data. Section 4.4
shows how to prove the existence of solutions of (6), subject to the strong convergence
established in Section 4.5.
From now on, in the next two subsections we write f = f for the solution to (15)
for the sake of simplicity of the notation. The regularized model is given by
Z
(15)
ft (x, t) = C31 f + fxx + x PV d arctan(1 f (x)).
R
where C > 0 is a universal constant fixed below, the operator 31 f is given by the
formula
Z
f (x) f (x )
31 f (x) = c1 ()
d,
(16)
||2
R
with 0 < cm c1 () cM for 0 1/4, and we define
1 f (x) :=
f (x) f (x )
,
()
with () = () = /|| and > 0 is small enough. Initially we consider the data
f0 W 1, (R) with kx f0 kL (R) < 1. We will explain how to approximate this initial
data later on in Section 4.3.
4.1. A priori bounds
In this section we show two a priori bounds for the regularized system (15). We prove the
following result:
Proposition 4.2. Let f (x, t) be a regular solution of the system (15). Then
kx f kL (t) kx f0 kL < 1,
kf kL (t) kf0 kL ,
for any t > 0.
213
x PV
arctan(1 f (xt )) d
(see [5, 10] for more details regarding the differentiability of M(t)). Using formula (16)
it is easy to check that the second and the third term above have the correct sign. We have
to deal with the third one. Now
Z
Z
and thus
1
(x)
d
x f (x) PV
2
R 1 + (1x f (x))
f (x)f ()
Z
|x|2
(1 ) PV
d.
2
R 1 + (1x f (x))
I (x) =
(18)
Therefore I (xt ) 0 (since x f (xt ) = 0). Then M 0 (t) 0 for a.e. t (0, T ] and
M(t) M(0). Analogously, we check the evolution of
m(t) = min f (x, t) = f (xt , t)
x
Ix .
2
2
|x
|
1
+
(1
R
x f (x))
Z
1
f (x) f (x )
J 2 (x) = PV
d,
2
f (x))2
||
1
+
(1
R
to find
Jx1 (x)
1
1
d
2
(x
)
1
+
(1
R
x f (x))
Z
()
fx (x) f (x)f
1
x
(2 ) PV
d
2
|x |
1 + (1x f (x))2
R
Z
21x f (x)
fx (x)(x ) (f (x) f ())
PV
|x |2
(1 + (1x f (x))2 )2
R
fx (x)(x ) (1 )(f (x) f ())
d,
|x |2
= fxx (x) PV
214
and we split further Jx1 (x) = K 1 (x) + K 2 (x) + K 3 (x) + K 4 (x) where
Z
1
1
1
d,
K (x) = fxx (x) PV
()
1 + (1 f (x))2
R
Z
fx (x) f (x)f (x)
1
2
K (x) = PV
d,
2
f (x))2
||
1
+
(1
R
Z
fx (x) f (x)f (x)
2
d,
K 3 (x) = PV
2
f (x))2
||
1
+
(1
R
Z
fx (x) f (x)f (x)
21 f (x)
K 4 (x) = PV
d
2
||
(1 + (1 f (x))2 )2
R
(fx (x)|| (1 )1 f (x)).
For J 2 it is easy to check that
Z
fx (x) fx (x )
d
2
Jx (x) = PV
2
f (x))2
||
1
+
(1
R
Z
fx (x) fx (x ) 2(1 f (x))2 d
PV
.
||2
(1 + (1 f (x))2 )2
R
Next, as we did before, we consider M(t) = maxx fx = fx (xt , t). Then M(t) is differentiable (as we explained previously). It follows that
M 0 (t) = fxt (xt , t) = C31 fx (xt ) + fxxx (xt ) +
Ix (xt ).
Now we claim that if M(t) < 1 then M 0 (t) 0 for a.e. t. We can conclude analogously
for m(t) = minx fx > 1, m0 (t) 0 for a.e. t.
We check that if M(t) < 1, then
C31 fx (xt ) + fxxx (xt ) +
Ix (xt ) 0.
We can use in some cases the following formula for the operator 31 fx :
31 fx (x) = c2 ()
Z
R
C 1
3 fx (xt ) + K 2 (xt ) 0,
2
(19)
215
C 1
3 fx (xt ) + J 2 (xt ) 0,
2
by (16). In fact
C 1
3 fx (xt ) + K 2 (xt )
2
Z
fx (xt ) f (xt )f (xt )
= PV
||2
R
Cc2 ()
Cc2 ()
2
2 (1 f (xt )) +
2
1 + (1 f (xt ))2
d.
C 1
3 fx (xt ) + J 2 (xt )
2
Z
Cc ()
Cc ()
fx (xt ) fx (xt ) 21 (1 f (xt ))2 + 21
= PV
||2
1 + (1 f (xt ))2
R
Z
fx (xt ) fx (xt ) 2(1 f (xt ))2 d
PV
0.
||2
(1 + (1 f (xt ))2 )2
R
|f (xt ) f (xt )|
< 1.
||12
6=0
|f |C 12 = sup
Now we will check that if kf kL kf0 kL and kfx kL < 1 then |f |C 12 < 1 for
small enough uniformly. We replace 2 by without loss of generality. If kf0 kL = 0 or
kfx kL = 0 then there is nothing to prove. Otherwise
|f (xt ) f (xt )|
kfx kL
||1
216
|f |C 1 max{kfx kL , kfx kL
(2kf0 kL )/(1) }.
Now it is clear that given kf0 kL , if kfx kL < 1 there exists 0 > 0 such that |f |C 1
1 for any 0 0 .
4.2. Global existence for the regularized model
In this section we use the a priori bounds to show global existence. Local existence can be
easily proved using the local existence proof for the non-regularized Muskat problem (1),
as in [9]. We use energy estimates and the Gronwall inequality. We have the following
result.
Proposition 4.3. Let f (x, t) be a regular solution of the system (15). Then
Z t
kf k2L2 (t) + kx3 f k2L2 (t) (kf0 k2L2 + kx3 f0 k2L2 ) exp
C()G(s) ds
(20)
for
G(s) = kf k4L + kf k2L + kfx k4L (s) + kfx k2L (s) + 1
and any t > 0.
Estimate (20) allows us to find f C([0, T ]; H 3 (R)) for any T > 0 by the a priori
bounds.
Furthermore, as we did for (1), it follows that
d
kf k2L2 (t) =
dt
2
Z Z
R R
f (x, t) f (, t) 2
1
ln
1
+
dx d
|x |
(x )
217
where
L1 =
x3 f (x)x3
Z
PV
R
L2 =
fx (x) fx (x )
d dx,
()
Z
fx (x) fx (x ) (1 f (x))2 d
3
3
x f (x)x PV
dx.
()
1 + (1 f (x))2
R
R
The term fx (x) cancels out in L1 due to the PV. An integration by parts further shows
that
Z
R
For L2 one finds
Z
fx (x) fx (x ) (1 f (x))2 d
x4 f (x)x2 PV
dx,
()
1 + (1 f (x))2
R
R
L2 =
M1 =
x4 f (x)
x3 f (x) x3 f (x ) (1 f (x))2 d
dx,
()
1 + (1 f (x))2
x2 f (x) x2 f (x ) fx (x) fx (x )
()
()
R
R
2(1 f (x)) d
dx,
(1 + (1 f (x))2 )2
Z
Z
fx (x) fx (x ) 3 (2 6(1 f (x))2 ) d
4
M3 =
f (x)
dx.
R x
()
(1 + (1 f (x))2 )3
R
3
M2 =
x4 f (x)
Z
Z
d
||>1
Z
dx +
Z
d
||<1
dx
The identity
x2 f (x) x2 f (x ) =
Z
0
x3 f (x + (s 1)) ds
218
yields
|M2 |
Z
ds
||<1
d
||12
Z
ds
||>1
d
||23
d
dx,
N2 =
d
dx,
N1 =
||>1
R
||<1
R
and then
16
|N1 |
kfx k2L
Z
||>1
d
||33
Ckfx k2L kfx kL2 kx4 f kL2 Ckfx k2L (kf kL2 + kx3 f kL2 )kx4 f kL2 .
To finish, the equality
Z
fx (x) fx (x ) =
0
x2 f (x + (s 1)) ds
0
0
||<1 ||
R
|x4 f (x)| |x2 f (x + (r 1))| |x2 f (x + (s 1))|
Ckfx kL kx4 f kL2 kx2 f k2L4 .
The estimate
Z
Z
kx2 f k4L4 = (x2 f )3 x2 f dx = 3 (x2 f )2 x3 f x f dx 3kfx kL kx2 f k2L4 kx3 f kL2
R
yields
|N2 | Ckfx k2L kx4 f kL2 kx3 f kL2 .
Using Youngs inequality we obtain
d 3 2
k f k 2 C()(kf k4L + kf k2L + kfx k4L + kfx k2L + 1)(kf k2L2 + kx3 f k2L2 ),
dt x L
and therefore the Gronwall inequality yields (20).
219
0,
(x) = (x).
Now the standard mollifier (x) = (x/)/ continues to satisfy the normalization condition above.
For any f0 W 1, (R) with kx f0 kL < 1, we define the initial data for the regularized system as follows:
( f0 )(x)
.
f0 (x) =
1 + x 2
Notice that f0 H s (R) for any s > 0, and
kf0 kL kf0 kL .
More importantly, kx f0 kL < 1 when kx f0 kL < 1 if is sufficiently small (here
will generally depend upon the size of kf0 kL ).
In particular
x f0 (x) =
( x f0 )(x)
( f0 )(x)
2x
,
2
1 + x
(1 + x 2 )2
and clearly
( x f0 )(x)
1 + x 2 k( x f0 )kL (R) kx f0 kL (R) .
On the other hand, by splitting into |x| 2/3 and |x| > 2/3 we have
2x(1 + x 2 )2 2 max{ 1/3 , }.
On the unbounded region we have
Z
=
R
(x, 0)( f0 )(x)
1
1 dx,
1 + x 2
I2
Z
(x, 0)( f0 )(x) dx.
=
R
220
I2 =
((, 0))f0 (x) dx.
R
The
L1
Thus, it remains to check the convergence of the rest of the terms in (6).
4.4. Weak solution
In this section we prove that solutions of the regularized system converge to a weak solution satisfying the bounds
kf kL (t) kf0 kL ,
kx f kL (t) kx f0 kL < 1.
(21)
Given a collection of regularized solutions {f } to (15), we have the uniform (in > 0)
bounds
kf kL (t) kf0 kL , kx f kL (R) (t) 1, > 0.
(22)
This implies that there is a subsequence (denoted again by f ) such that
Z TZ
Z TZ
f (x, t)g(x, t) dx dt
f (x, t)g(x, t) dx dt,
0
T
Z
0
x f (x, t)g(x, t) dx dt
R
R
T
Z
x f (x, t)g(x, t) dx dt,
Z
dt
Z
f (x) f (x )
PV d arctan
()
R
Z
Z T Z
f (x) f (x )
dx x (x, t) PV d arctan
dt
0
R
R
dx x (x, t)
R
where () = /|| . The other terms will converge in the usual obvious way (since
they are linear).
221
Choose M > 0 so that supp() BM . For any small > 0 and any large R 1
with R > M + 1, we split the integral as
Z
Z
Z
Z
d =
d +
d +
d.
R
BR B
BRc
We first prove that the first and last integrals separately are arbitrarily small independent
of for R > 0 sufficiently large and for > 0 sufficiently small. One finds that
arctan f (x) f (x ) .
()
2
Here we do not need any regularity for f , and we conclude that
Z T Z
Z
f (x) f (x )
dt
dx x (x, t) PV
d arctan
kx kL1 ([0,T ]R) .
()
0
R
B
Therefore this term can clearly be made arbitrarily small, depending upon the smallness
of .
We now estimate the term integrated over BRc . We note that
Z 1
Z 1
d
1
arctan y =
(arctan(sy)) ds = y
ds,
ds
1
+
s2y2
0
0
and therefore
Z
arctan y = y 1
0
s2y2
ds
.
1 + s2y2
This is morally the first order Taylor expansion for arctan with remainder in integral form.
From this expression we have
f (x) f (x )
d arctan
()
BRc
Z
Z
f (x) f (x ) 3 1
= HR (f ) PV
d
()
BRc
0 1 + s2
Z
PV
s 2 ds
f (x)f (x) 2
()
HR (f ) := PV
d
.
()
BRc
The principal value is evaluated at infinity (if necessary). For the second term on the left
hand side notice that the integral is over BRc and the principal value is not necessary. In
particular, we have
Z
Z 1
Z
Ckf0 k3
d
Ckf k3
.
d
ds
L
c
33
R
BR
0
R
222
This term is therefore arbitrarily small if R is chosen sufficiently large. We are going to
show the same for
Z
M
IR :=
M
dx x (x, t)HR (f ).
We write IR = JR + KR where
Z
JR := lim
n M
Z M
KR := lim
n M
dx x (x, t)
d
n
n
Z
dx x (x, t)
d
R
f (x )
,
()
f (x )
.
()
f (x) f (x )
,
()
f (x) f (x )
dt
dx x (x, t)
d arctan
BR B
()
0
R
Z T Z
Z
f (x) f (x )
dt
dx x (x, t)
d arctan
.
BR B
0
R
We conclude by first choosing R sufficiently large and > 0 sufficiently small and then
sending 0. Note that R and will generally depend upon the size of kf0 k , but this
does not affect our argument.
223
t[0,T ]
f
Ckf0 kL (R) ,
sup
t (t)
2,
t[0,T ]
W
(BR )
(23)
where C does not depend on R or . From this we will conclude that for any finite R > 0
there exists a subsequence such that f f strongly in L ([0, T ]; L (BR )).
We define the space W2, (BR ) as follows. For v L (BR ) we consider the norm
Z
.
(x)v(x)
dx
kvk2, =
sup
W02,1 (BR ): kk2,1 1
BR
Here W02,1 (BR ) is the usual set of functions in W 2,1 (BR ) which vanish on the boundary
of BR together with their first two weak derivatives. Now the Banach space W2, (BR )
is defined to be the completion of L (BR ) with respect to the norm k k2, . In general
this is all we need for our convergence study. This will be explained after the proof of
Lemma 4.5 below. The full space W2, may be large, but because we are going to deal
with f and df /dt both in L ([0, T ]; L (BR )), it is not difficult to find the norms of
both functions in W2, (BR ).
These spaces are suitable because
W 1, (BR ) L (BR ) W2, (BR ).
Now the embedding L (BR ) W2, (BR ) is continuous, and the embedding
W 1, (BR ) L (BR ) is compact by the Arzel`aAscoli theorem.
We now proceed to discuss the convergence argument. Arguments related to Lemma
4.5 below are described for instance in [6]. However in [6] reflexive Banach spaces are
used. None of the spaces used here are reflexive.
Lemma 4.5. Consider a sequence {um } in C([0, T ] BR ) that is uniformly bounded
in the space L ([0, T ]; W 1, (BR )). Assume further that the weak derivative dum /dt
is in L ([0, T ]; L (BR )) (not necessarily uniformly) and is uniformly bounded in
L ([0, T ]; W2, (BR )). Finally suppose that x um C([0, T ]BR ). Then there exists
a subsequence of um that converges strongly in L ([0, T ]; L (BR )).
Proof. Notice that it is enough to prove that the convergence is strong in the space
L ([0, T ]; W2, (BR )) because of the following interpolation theorem: for any small
> 0 there exists C > 0 such that
kukL kuk1, + C kuk2, .
224
This holds for all u W 1, (BR ). See, for example, [6, Lemma 8.3]. Here we can replace
reflexivity with the BanachAlaoglu theorem in W 1, (BR ).
Let t, s [0, T ] be arbitrary. We have
Z t
um
um (t) um (s) =
d
( ).
s
This holds rigorously in the sense that
Z
Z
Z t
Z
um (t) dx
um (s) dx =
d
for any
BR
2,1
W (B
BR
R ).
BR
um
( ) dx
(24)
Clearly,
R)
um
sup
|t s|,
( )
2,
[0,T ]
W
(BR )
and therefore
kum (t) um (s)kW 2, (B
where
R)
L|t s|,
(25)
um
L = sup sup
.
( )
2,
mN [0,T ]
W
(BR )
Now we consider {tk }kN = [0, T ] Q. We have um (tk ) W 1, (BR ) for any m and k.
By the standard diagonalization argument, we can get a subsequence (still denoted by m)
such that
um (tk ) u(tk )
in L (BR ) for any k as in the Arzel`aAscoli theorem.
Consider > 0. Since [0, T ] is compact, there exists J N such that
J
[
[0, T ]
tkj
, tk +
.
6L j
6L
j =1
Then there exists Nj such that for all m1 , m2 Nj ,
kum1 (tkj ) um2 (tkj )kW 2, (B
R)
< /3.
t[0,T ]
R)
< .
We find that the sequence is uniformly Cauchy in L ([0, T ]; W2, (BR )), and it converges strongly to an element of L ([0, T ]; W2, (BR )).
t
u
Now we apply Lemma 4.5 to prove the strong convergence which was claimed in
Section 4.4. It remains to prove that for any solution f to (15) we have f /t
L ([0, T ]; L (BR )) (but not uniformly) and that the second inequality in (23) holds
for all sufficiently small > 0 and for any R > 0.
225
Recall that f C([0, T ]; H 3 (R)). Then in (15) the first two linear terms are
bounded easily. The last term can be written as
Z
fx (x) fx (x ) (1 f (x))2
1
e
d
N L = C()3 f
()
1 + (1 f (x))2
R
e a constant, and therefore
for C()
|N L(x, t)| C()kf kH 3 (t),
by Sobolev embedding.
The norm of f /t W2, (BR ) is given by
Z
f
f
dx
=
sup
(x, t)(x).
t (t)
2,
t
W
(BR )
W 2,1 (B ): kk
1 R
R
W 2,1
Since vanishes on the boundary of BR , we can think of (x) as being zero outside of
the ball of radius R. Then we are allowed to integrate over the whole space R, which
is important because we want to estimate the non-local operator 31 in this norm via
integration by parts. Then we have
Z
Z
Z
I=
31 f (x)(x) dx =
31 f (x)(x) dx =
f (x)31 (x) dx,
BR
and therefore
|I | kf kL (t)k31 kL1 .
We compute
1
Z
(x) = c
R
(x) (x )
d =
||2
d = J1 (x) + J2 (x),
d +
||<1
||>1
thus
Z
Z
|J1 (x)| dx
R
||>1
d
||2
Z
dx (|(x)| + |(x )|) CkkL1 (BR ) .
R
(x) (x ) x (x)
d,
||2
x (x + (s 1)) ds,
(x) (x ) =
0
(x) (x ) x (x) =
Z
(s 1) ds
dr xx (x + r(s 1))
0
226
allow us to find
Z
Z
|J1 (x)| dx
Z
ds
||<1 0
Z
dx |xx (x + r(s 1))| 2kxx kL1 (BR ) .
dr
0
R)
+ kfxx
kW 2, (B
R)
Using exactly the arguments from Section 4.4 with say R = = 1 we have
Z
Z
dx x (x) PV d arctan(1 f (x)) Ckk 1,1 kf0 kL (R) .
W
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