Nonlinear diffusion in transparent media: the resolvent equation
Lorenzo Giacomelli, Salvador Moll, Francesco Petitta

TL;DR
This paper studies a nonlinear PDE involving a diffusion operator with a gradient-dependent term, establishing existence, uniqueness, and regularity of solutions under various boundary conditions.
Contribution
It proves existence and uniqueness of solutions for the PDE with Dirichlet and Neumann boundary conditions, extending results to more general nonlinearities.
Findings
Solutions have zero jump part with respect to Hausdorff measure.
Existence and uniqueness are established for bounded, nonnegative data.
Results extend to more general nonlinearities.
Abstract
We consider the partial differential equation with nonnegative and bounded and . We prove existence and uniqueness of solutions for both the Dirichlet problem (with bounded and nonnegative {boundary datum}) and the homogeneous Neumann problem. Solutions, which a priori belong to a space of truncated bounded variation functions, are shown to have zero jump part with respect to the Haussdorff measure. Results and proofs extend to more general nonlinearities.
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Nonlinear diffusion in transparent media:
the resolvent equation
Lorenzo Giacomelli
Salvador Moll
Francesco Petitta
Abstract
We consider the partial differential equation
[TABLE]
with nonnegative and bounded and . We prove existence and uniqueness of solutions for both the Dirichlet problem (with bounded and nonnegative boundary datum) and the homogeneous Neumann problem. Solutions, which a priori belong to a space of truncated bounded variation functions, are shown to have zero jump part with respect to the Hausdorff measure. Results and proofs extend to more general nonlinearities.
Keywords. Total Variation, Transparent Media, Linear Growth Lagrangian, Comparison Principle, Dirichlet Problems, Neumann Problems
Mathematics Subject Classification (2010). 35J25, 35J60, 35B51, 35B99
††L. Giacomelli: SBAI Department, Sapienza University of Rome, Via Scarpa 16, 00161 Roma, Italy; e-mail: [email protected]
S. Moll: Departament d’Anàlisi Matemàtica, Universitat de València, Spain; e-mail: [email protected]
F. Petitta: SBAI Department, Sapienza University of Rome, Via Scarpa 16, 00161 Roma, Italy; e-mail: [email protected]
1 Introduction
Let be a bounded open set of with Lipschitz continuous boundary, , and . We are interested in the partial differential equation
[TABLE]
with . Equation (1.1) corresponds to the resolvent equation of the following evolution equation:
[TABLE]
When , (1.2) coincides with the nowadays well-known total variation flow: we refer to the monograph [10] for a detailed study of the subject and to [29] for its applications in image processing. The case (the so-called heat equation in transparent media) was considered in [7], where existence and uniqueness of entropy solutions to the Cauchy problem for both (1.1) and (1.2) were obtained. In addition, it was shown in [7] that solutions to the relativistic heat equation
[TABLE]
converge to solutions of (1.2) (with ) as . For , equation (1.2) is the formal limit of the relativistic porous medium equation,
[TABLE]
as the kinematic viscosity tends to (here the maximal speed of propagation has been normalized to ). To the best of our knowledge, Eq. (1.4) was introduced in [28] while studying heat diffusion in neutral gases (precisely with ). Existence and uniqueness of solutions for the Cauchy problem associated to (1.4) were obtained in [5]. Some key-features of solutions, such as propagation of support, waiting time phenomena, speed of discontinuity fronts, and pattern formations, have been recently addressed by many authors [6, 18, 20, 22, 23, 15, 17, 16].
Three points of interest motivate the study of (1.2) and its resolvent equation also for .
(I) Shock formation, . Besides pioneering contributions [12, 13] and numerical simulations [9, 19], the mechanism and the dynamics of shock formation for solutions to (1.4) is not yet fully understood (see in particular [23] for further insights). Since (1.2) and (1.4) formally coincide where , in particular at a discontinuity front, (1.2) may be seen as a prototype equation for investigating such phenomena. More generally, in flux-saturated diffusion equations such as (1.4), one expects to see strong interplays between hyperbolic and parabolic mechanisms: the scaling invariance of (1.2) with respect to should make these interplays more transparent and easier to study qualitatively.
(II) Large solutions, . The analysis of qualitative phenomena, namely the initial propagation of support, also motivates the analysis of (1.2) in the case . Indeed, assume that we are in the case and that a solution to (1.4) has a fixed support during a time interval (in particular, is continuous and equals [math] across its boundary, see [20]). Suppose that (hence ) has unit total mass. Let be defined through
[TABLE]
Formally, the equation satisfied by is
[TABLE]
i.e., is a “large solution” to (1.5.a). In [19], this lagrangian approach was used in the case to show some additional regularity properties for (1.3) (see also [17] for the use of this approach respect to Eq. (1.6) below). Letting , one is led to analyze the problem of large solutions for Equation (1.1) with .
(III) Well-posedness. The last point of interest in (1.2) is of a more theoretical nature: (1.2) stands as a model for autonomous evolution equations in divergence form which, though of second order, have the same scaling of a first order nonlinear conservation law. As mentioned in (I), this structure may lead to simpler qualitative studies. However, at the level of well-posedness, it poses quite a few additional difficulties with respect to (1.4) and other flux-saturated diffusion equations, such as the speed-limited porous medium equation,
[TABLE]
Indeed, while an existence and uniqueness theory is available for both (1.4) and (1.6), it is not yet for (1.2). As first step toward the elaboration of such theory, the aim of this paper is to give an appropriate notion of solutions to (1.1) and to discuss their existence and uniqueness.
We mainly concentrate on the Dirichlet problem,
[TABLE]
where is nonnegative. In fact, consistently with (II), for we assume that and (hence, as we shall see, solutions) are bounded away from zero. On the other hand, for a positive boundary datum does not guarantee positivity of the solution (see e.g. Example 6.1 for ) and, moreover, the case is interesting in view of the relation between (1.2) and (1.4) (see (I) and (II) above). Therefore, for we only assume nonnegativity of the data.
For all , we introduce a notion of solutions for problem (1.7) (see Definitions 4.1 and 5.4) and we prove existence of solutions (see Theorems 4.3 and 5.6) as well as a contraction principle in (see Theorems 4.8 and 5.11). We also show that solutions of (1.7) have diffuse gradients, i.e., their jump set has zero -dimensional Hausdorff measure (see Lemma 4.7 and 5.9), an insight which applies as well to the resolvent equations of (1.4) and (1.6) (cf. Remark 7.3).
According to our notion of solution, the Dirichlet boundary condition transforms into obstacle-type constraints which formally read as follows:
[TABLE]
where denotes the outward unit normal to (see e.g. [10] for the case , in which turns into sign). Now, it is not surprising that in the -framework the boundary datum may not be attained. If this is the case, (1.8)2 and (1.9)2 are natural compatibility conditions: seen together, they formally say that, while approaching , either strictly decreases toward if , or viceversa. The selection criterium given by the sign of can then be understood by a simple heuristic in one space dimension: assuming that is strictly monotone near , (1.7) reduces to
[TABLE]
If for instance , then (1.10) implies that can be attained only if , and otherwise . The case is symmetric. Examples are given in Lemma 6.1(i).
Motivated by (II), we also provide preliminary information on existence or nonexistence of large solutions, i.e., solutions to
[TABLE]
where . We show in particular that, when and is a ball, solutions are bounded independently of the boundary datum, a phenomenon which occurs also for (see [27], and [26] for the corresponding parabolic problem). On the other hand, for solutions with cannot converge to any function in , i.e. large solutions should not exist.
A similar (though simpler) approach leads to analogous results for the homogeneous Neumann problem (see Section 7):
[TABLE]
Also, our analysis of both (1.7) and (1.11) extends to more general forms of the nonlinearities (see Section 7).
The plan of the paper is the following: Section 2 contains definitions, notations, and known results (on divergence-measure fields and TBV-functions) used in the paper. Section 3 is devoted to the construction of suitable approximating solutions. Section 4 discusses well-posedness and regularity of solutions to (1.7) in the singular case, . In Section 5, analogous results are proved for problem (1.7) in the degenerate case, , with some technical complications since a priori bounds do not control down to . Due to that, a few new results on -spaces are given in Section 5.1. Section 6 discusses qualitative features of solutions to (1.7), including global a priori bounds of solutions (), a barrier for the case , and nonexistence of uniform bounds in case . Section 7 deals with the case of homogeneous Neumann boundary conditions and to more general nonlinearities.
2 Preliminaries
2.1 Notation
We denote by the -dimensional Hausdorff measure, by the -dimensional Lebesgue measure, and by the space of finite Radon measures on (see [3, Def. 1.40]). The subscript 0 denotes spaces of compactly supported functions. We recall that is the dual space of . We let , its dual , and
[TABLE]
We use standard notation and properties of functions, for which we refer to [3]. For , we define the truncating functions
[TABLE]
and the spaces
[TABLE]
For , let
[TABLE]
In particular,
[TABLE]
2.2 TBV-functions
Let
[TABLE]
where
[TABLE]
We now outline some properties of which are analogous to those of , the space of integrable functions such that for any (see [3]). Further properties of the space will be proved later in Section 5.1. First of all, may be equivalently defined as
[TABLE]
(see [3, Remark 4.27]). Given , the upper and lower approximate limits of at a point are defined respectively as
[TABLE]
We let and
[TABLE]
The set of weak approximate jump points is the subset of such that there exists a unit vector such that the weak approximate limit of the restriction of to the hyperplane is and the weak approximate limit of the restriction of to is . In [3, Page 237] it is shown that for any , . Moreover, , and for any . Furthermore, arguing as in [3, Theorem 4.34] one obtains the following result.
Lemma 2.1**.**
For any ,
- (i)
and
[TABLE]
- (ii)
is countably rectifiable and .
2.3 Divergence-measure vector-fields
Let
[TABLE]
[TABLE]
In [11, Theorem 1.2] (see also [10, 21]), the weak trace on of the normal component of is defined as a linear operator such that for all and coincides with the point-wise trace of the normal component if is smooth:
[TABLE]
It follows from [21, Proposition 3.1] or [2, Proposition 3.4] that is absolutely continuous with respect to .
Therefore, given and , the functional given by
[TABLE]
is well defined, and the following holds (see [20], Lemma 5.1, Theorem 5.3, Lemma 5.4, and Lemma 5.6).
Lemma 2.2**.**
Let and . Then the functional defined by (2.4) is a Radon measure which is absolutely continuous with respect to . Furthermore
[TABLE]
[TABLE]
and
[TABLE]
We denote by the Radon-Nikodym derivative of with respect to . The following result can be found in [24, Proposition 2.7].
Lemma 2.3**.**
Let , and let be a Lipschitz continuous nondecreasing function. Then
[TABLE]
Consequently,
[TABLE]
In [2, §3] (see also [20]), the normal traces of a vector field are defined on an oriented -hypersurface :
[TABLE]
where are open domains such that and (the definition is seen to be independent of up to a set of zero -measure). In addition [2, Proposition 3.4], it is proved that
[TABLE]
By localization, this notion is then extended to oriented countably -rectifiable sets (these are countable union, up to a -negligible set, of oriented -hypersurfaces). Using this definition, from (2.10) one immediately gets the following:
Lemma 2.4**.**
Let and let be an oriented countably -rectifiable set. Then
[TABLE]
The next result is a consequence of Lemma 2.2.
Lemma 2.5**.**
Let and . Then
[TABLE]
Proof.
By (2.6), the vector field belongs to . As shown in [3, Theorem 3.78], is a countably -rectifiable set oriented by the direction of . Having in mind the way in which traces of are defined over rectifiable sets, it suffices to prove that for any open with a boundary, then
[TABLE]
which follows directly from Lemma 2.2. ∎
We conclude with two properties of the pairing (2.4) for bounded -functions.
Lemma 2.6**.**
Let and let . Then
[TABLE]
Proof.
The proof of (2.12) follows line by line the one in [25, Proposition 2.3] which is based on Lemma 2.3 above. A repeated application of Lemma 2.2 gives
[TABLE]
and (2.13) follows from (2.12). ∎
3 Approximating problems
We let
[TABLE]
and we note that
[TABLE]
For we consider the following approximating problems:
[TABLE]
In this section, using standard monotonicity arguments (see for instance [14] and [30]), we prove the following result.
Lemma 3.1**.**
For any , any , and any , there exists a solution of (3.2) with data in the sense that
[TABLE]
and on . Furthermore,
[TABLE]
and if and .
Proof.
Fix and consider the following auxiliary problems:
[TABLE]
Fix such that on , let , and let
[TABLE]
Then (3.5) is equivalent to solving
[TABLE]
We note that
[TABLE]
for some (depending on , , and ). Existence of solutions follows from, e.g., [14, Corollary 1] with in the space . For its applicability, we need to check:
- •
boundedness of and , which follows from
[TABLE]
- •
monotonicity of , in form of
[TABLE]
which follows from the convexity of the associated Lagrangian,
[TABLE]
- •
coercivity, which follows from
[TABLE]
Uniqueness easily follows by monotonicity. Therefore (3.5) has a unique solution, . Let , and use as test function in (3.3). We obtain
[TABLE]
hence . Choosing , we have , hence is a solution to (3.2). Provided , choosing as test function in (3.3) we obtain
[TABLE]
hence if both and . ∎
4 The singular case
In this section we study (1.7) in the singular case, . We assume:
[TABLE]
[TABLE]
Our definition of solution is the following.
Definition 4.1**.**
Assume , (4.1), and (4.2). A function is a solution to problem (1.7) with data if , , and there exists a gradient-director field such that and satisfies
[TABLE]
[TABLE]
and
[TABLE]
Remark 4.2**.**
Since is locally Lipschitz in ,
[TABLE]
In addition, by (4.1) and (4.4), ; hence .
The main result of this section is the following.
Theorem 4.3**.**
Assume , (4.1), and (4.2). Then there exists a unique solution of (1.7) with data in the sense of Definition 4.1. In addition, and
[TABLE]
4.1 Existence
The proof of the existence part of Theorem 4.3 follows from Lemmas 4.4-4.7 below.
Lemma 4.4** (A priori lower bound).**
Assume , (4.1), and (4.2). Positive constants and , depending only on and , exist such that for any the solution of (3.2) with data satisfies
[TABLE]
Proof.
Let be such that . We choose
[TABLE]
[TABLE]
We claim that is a subsolution to (3.2) for any . On one hand,
[TABLE]
On the other hand,
[TABLE]
[TABLE]
is implied by
[TABLE]
which is true by (4.7). The two additional constraints in (4.7) and (4.8) guarantee that on . This, together with (4.11), implies that in : the argument is analogous, though simpler, to the one used in the proof of Theorem 4.8 below, and therefore we omit it. ∎
Lemma 4.5** (Passage to the limit).**
Assume , (4.1), and (4.2). Then there exists and a pair such that ,
[TABLE]
verifies
[TABLE]
and
[TABLE]
for any nondecreasing , where is defined by (2.1). In particular,
[TABLE]
Proof.
Up to (4.13), the proof is rather standard. Let be as in Lemma 3.1. Lemma 4.4 and (3.4) guarantee that there exists such that
[TABLE]
We define
[TABLE]
Let such that on . We agree that and that . Choosing in (3.3), we obtain
[TABLE]
In what follows, denotes a generic constant independent of . In view of (4.18) we have
[TABLE]
and
[TABLE]
Hence
[TABLE]
and by Hölder and Cauchy-Schwarz inequalities
[TABLE]
By (4.18) and (4.21), along subsequences (not relabeled) we obtain the existence of and such that
[TABLE]
In addititon, (4.12) holds. The limits in (4.23) and (4.25) combine into
[TABLE]
The bound in (4.12) follows from (4.18) and the identity in (4.13) follows from (3.2), (4.22), and (4.26).
Let be nondecreasing and be nonnegative. Testing (3.2) by , after an integration by parts we obtain
[TABLE]
[TABLE]
On the right-hand side we pass to the limit as using (4.18), (4.22) and (4.26):
[TABLE]
Note that, by (4.12), . Integrating by parts on the right-hand side of (4.27) and using Lemma 2.2, we see that
[TABLE]
Since
[TABLE]
from (4.28) and (2.1) we derive
[TABLE]
Hence, by lower semi-continuity ([8, Theorem 1])
[TABLE]
which yields (4.14) and (4.15) by the arbitrariness of . ∎
Lemma 4.6** (Trace inequality).**
Let and be as in Lemma 4.5. Then ,
[TABLE]
[TABLE]
and
[TABLE]
Proof.
Arguing as in Remark 4.2, we see that both and belong to . Hence, using (2.6), we have
[TABLE]
so that and (4.29) follows from (2.7) (applied with replaced by ).
By (4.17), we have
[TABLE]
In particular, . Since is strictly decreasing, . Therefore, (4.32) implies that
[TABLE]
whenever . Hence if , which means that (4.30) holds.
Let . Choosing in (4.15), and, therefore, , then
[TABLE]
Using the sign properties in (4.30), we obtain
[TABLE]
-a.e. on . Therefore
[TABLE]
Passing to the limit as , (4.34) implies that when , and (4.31) follows. ∎
The existence part of Theorem 4.3 is an immediate consequence of the previous Lemmas.
Proof of Theorem 4.3 (Existence).
The pair in Lemma 4.5 has the desired regularity and satisfies (4.3) and (4.4) (see (4.16) and (4.13)). The boundary constraints (4.5) follow from Lemma 4.6. ∎
4.2 Regularity
We now prove the regularity part of Theorem 4.3.
Lemma 4.7** (Regularity of and identification of ).**
Let be a solution to (1.7) in the sense of Definition 4.1. Then and (4.6) holds true.
Proof.
Arguing as in Remark 4.2, we see that . By [3, Proposition 3.69], and . Since , Lemma 2.4 implies that
[TABLE]
hence
[TABLE]
Applying Lemma 2.5 with yields
[TABLE]
Therefore
[TABLE]
-a.e. on . On the other hand,
[TABLE]
Using again that , this yields
[TABLE]
Applying once more Lemmas 2.4 and 2.5, we obtain from (4.38):
[TABLE]
Since is strictly monotone, we conclude that , hence . Consequently, by the chain rule for -functions,
[TABLE]
as measures (recall that denotes the diffuse part of the gradient of ). Therefore and . ∎
4.3 Comparison and Uniqueness
We have the following contraction principle for solutions to (1.7).
Theorem 4.8**.**
Assume . Let and such that (4.1), resp. (4.2), hold. Let and be two solutions of problem (1.7) with data , resp. . If , then
[TABLE]
In particular, the uniqueness part of Theorem 4.3 holds true.
Proof.
Let and be the gradient-director fields associated to , resp. , and let , . We know that
[TABLE]
We also know, by Lemma 4.7, that (4.6) holds for both. Hence
[TABLE]
since and . Multiplying the equations in (4.39) by , applying (2.5), and subtracting the two equalities we obtain
[TABLE]
Let us consider the first term on the right hand side of (4.41). Using the fact that the measure is diffuse, we obtain
[TABLE]
Since are bounded above and below and the mapping is locally Lipschitz, a positive constant , independent of , exists such that . Using also and the fact the measure is diffuse, we see that
[TABLE]
By the coarea formula [3, Theorem 3.40], we get
[TABLE]
since is integrable on . Inserting (4.42), (4.43), and (4.44) into (4.41), dividing by , and letting , we obtain
[TABLE]
where
[TABLE]
Since in ,
[TABLE]
By (2.7) and (4.5b), and -a.e. on . Therefore
[TABLE]
[TABLE]
and we conclude that
[TABLE]
∎
5 The degenerate case
In this section we analyze the degenerate case of Problem (1.7), . As we already mentioned, in contrast with the singular case, for it is natural to allow the data (hence, the solution) to become zero. This reflects into some technical complications in the proofs of both existence and uniqueness, since a priori bounds only guarantee that for any . Therefore, we will need some further properties of the space , which are proved in the next subsection.
5.1 Properties of the space
First of all, we argue that the trace of functions in is well defined.
Lemma 5.1**.**
Let be a bounded open set with Lipschitz boundary and . Then there exists such that
[TABLE]
Moreover,
[TABLE]
and
[TABLE]
(see (2.3) for the definition of ).
Proof.
Since , we have for all . Of course for . Hence, by monotone convergence, the point-wise limit in (5.2) exists a.e. in and . For a.e. , we have
[TABLE]
[TABLE]
[TABLE]
Noting that and recalling (5.2), for any we may find such that
[TABLE]
hence (5.1) follows from the arbitrariness of and the definition of trace of . In order to prove (5.3), for we write
[TABLE]
and the limit is zero because of (5.1). ∎
In view of (5.3), hereafter we will omit the superscript . The next result is a version of Lemma 2.5 for -functions:
Lemma 5.2**.**
Let , and . Then
- (i)
For almost every , and
[TABLE]
[TABLE]
;
- (ii)
[TABLE]
Proof.
Since , for almost any . Therefore, it follows from Lemma 2.2 (applied with in place of ) that and (5.4) holds. By the same argument, (5.5) follows immediately from (2.11).
Let us prove (ii). Let be a non-negative mollifier and . Then, for -a.e. we have
[TABLE]
The second integral on the r.h.s. vanishes in the limit since . For the first one, since
and , for a.e. we have
[TABLE]
hence -a.e. on .
∎
The last auxiliary result we need shows that, as intuition suggests, in case , pairings of the form are oblivious to the values of outside supp.
Lemma 5.3**.**
Let and . Then for a.e. and
[TABLE]
Proof.
Since for a.e. and a.e. , it follows from Lemma 2.2 that for a.e. and . We first prove (5.7) for , i.e.,
[TABLE]
We let and we note that
[TABLE]
Then
[TABLE]
Note that and -a.e. (since ). Therefore, and the conclusion follows using again (5.9).
We now prove the statement for a generic . The argument is the same, but exploits (5.8). We note that
[TABLE]
Therefore
[TABLE]
where . Noting that and arguing exactly as above, we obtain
[TABLE]
where in the last equality we have used that and that -a.e. (here we use again that ). Therefore, recalling the definition of and ,
[TABLE]
∎
5.2 Existence
We can now look at the existence of a solution to (1.7) in the case . We assume:
[TABLE]
We introduce the following notion of solution.
Definition 5.4**.**
Assume and (5.11). A function is a solution of problem (1.7) with data if and there exist such that and satisfies
[TABLE]
[TABLE]
and
[TABLE]
Remark 5.5**.**
The boundary conditions are consistent with those used in [8] for equation (1.4) with .
Definition 5.4 differs from Definition 4.1
since we allow data (and therefore solutions) to become zero: since the equation degenerates, we have little control at and we need to use truncation functions. For data which are bounded away from zero this new formulation is not needed and well-posedness can be obtained as in the previous section with minor modifications. Indeed, if there exists such that for a.e. and , for a. e. , it is straightforward to see that is a subsolution to (3.2). Therefore the approximate solutions, whence the limiting solutions obtained in Lemma 5.7 below, are strictly positive.
The main result of this section is the following.
Theorem 5.6**.**
Assume and (5.11). Then there exists a unique solution of (1.7) with data in the sense of Definition 5.4. Furthermore, ,
[TABLE]
In proving existence of a solution, we will follow the arguments used in the singular case highlighting only the main differences, which are related to the need of using truncation functions.
Lemma 5.7**.**
Assume and (5.11). Then there exists a pair such that and with , such that , and
[TABLE]
Furthermore,
[TABLE]
and
[TABLE]
for any and any nondecreasing , with as in (2.1).
Proof.
Arguments are analogous to those of Lemma 4.5. Let be a function in such that on . Again, for simplicity, we agree that , , and denotes a generic constant independent of . Let be a solution of (3.2) as given by Lemma 3.1. We recall that
[TABLE]
Testing the equation (3.2) by and using that , we get
[TABLE]
and since
[TABLE]
we conclude that
[TABLE]
Because of (5.20) and (5.19), there exist and such that (up to subsequences, not relabeled)
[TABLE]
and (5.21) and (5.22) combine into
[TABLE]
Passing to the limit as in the approximating equations we obtain (5.16).
The proof of (5.17) and (5.18) is a straightforward adaptation of that of (4.14) and (4.15), testing (3.2) by with . Therefore we omit the details. ∎
We have the following:
Lemma 5.8**.**
Assume and (5.11). Let be as in Lemma 5.7. Then
[TABLE]
Furthermore,
[TABLE]
Proof.
The proof is analogous to the one of Lemma 4.6, hence we only show the main differences. For notational convenience, we let . For (5.23), applying (5.18) with , we see that
[TABLE]
We now argue for a fixed and up to -negligible sets. If at some point , it follows from (5.6) that . Hence (5.25) implies that for all : therefore and (5.23) holds. If instead , let and such that . We have
[TABLE]
which implies (5.23) arguing as in the proof of (4.30).
In order to prove (5.24), let and let us fix such that (5.18) holds true. Then and we have
[TABLE]
The rest of the proof is similar to that of (4.31) and we omit it. ∎
The existence part of Theorem 5.6 is an immediate consequence of the previous lemmas:
Proof of Theorem 5.6, existence.
Lemma 5.7 gives the existence of a function , and with such that and (5.12) and (5.13) are satisfied. The boundary datum is achieved in the sense of Definition 5.4 thanks to Lemma 5.8. ∎
5.3 Regularity
In the next two Lemmas, we show that any solution to (1.7) in the sense of Definition 5.4 has the additional regularity properties stated in Theorem 5.6. First we show that, as in the singular case, solutions’ gradients have no jump part.
Lemma 5.9**.**
Assume and (5.11). Let and be such that , and
[TABLE]
for any . Then .
Proof.
Let , , and recall that . Note that and on . Since ,
[TABLE]
and
[TABLE]
Therefore, by (5.5), for almost every ,
[TABLE]
We have
[TABLE]
Arguing as in the proof of Lemma 4.7, Lemmas 2.4-2.5 and (5.32) imply that . Therefore, for almost every : by Lemma 2.1, and the proof is complete. ∎
Lemma 5.10**.**
Let and be such that , and (5.12) holds. Then (5.15) holds.
Proof.
Letting , we notice that
[TABLE]
Therefore
[TABLE]
where in the last equality we have used the fact that . Hence (5.15b) holds and -a.e., whence (5.15a). ∎
5.4 Comparison and uniqueness
The uniqueness part of Theorem 5.6 is an immediate consequence of the following comparison principle.
Theorem 5.11**.**
Assume and and such that (5.11) holds. Let be two solutions of problem (1.7) with data , resp. . If , then
[TABLE]
In particular, the uniqueness part of Theorem 5.6 holds true.
Proof.
Let , resp. , and , resp. , be as in Definition 5.4 for , resp. . In particular,
[TABLE]
In addition, it follows from Lemmas 5.9 and 5.10 that and that (5.15) holds for both pairs. Consequently, (5.15a) and Lemma 5.3 imply that
[TABLE]
Given , we let
[TABLE]
We multiply (5.34)1 by and (5.34)2 by , integrate by parts, and subtract both identities. Then,
[TABLE]
As to , we have
[TABLE]
As to , by Lemma 2.6 and since , we have
[TABLE]
Similarly,
[TABLE]
Then, since and , we can add and subtract to to get
[TABLE]
As to , using Lemma 5.2 we deduce that both and belong to , so that we have
[TABLE]
and
[TABLE]
hence
[TABLE]
As to , again in view of Lemma 5.2, we have
[TABLE]
and
[TABLE]
Therefore, by the coarea formula,
[TABLE]
as . Combining (5.38), (5.39), (5.40), and (5.42), dividing (5.37) by , and passing to the limit as , we obtain
[TABLE]
The boundary integral in (5.43) is non-positive: indeed, implies and , and implies since . Therefore
[TABLE]
Hence, dividing (5.43) by and passing to the limit as and (in this order), we obtain
[TABLE]
Let now . We notice that
[TABLE]
and that
[TABLE]
Therefore
[TABLE]
Since , the chain of inequalities in (5.46) implies that
[TABLE]
Analogously, we of course obtain that a.e. on . Therefore (5.44) may be rewritten as
[TABLE]
and the proof is complete. ∎
Remark 5.12**.**
A supersolution of (1.7) for may be defined as a function which satisfies all properties in Definition 5.4 besides (5.13), which is replaced by
[TABLE]
and (5.14b), which is removed. With this definition, the proof of Theorem 5.11 continues to hold and yields . On the other hand, a subsolution of (1.7) may be defined as a function which satisfies all properties in Definition 5.4 besides (5.13), which is replaced by
[TABLE]
and , which is removed. With this definition, the proof of Theorem 5.11 (with replaced by and replaced by ) continues to hold and yields . Thus, as to the boundary conditions, supersolutions require only that on , whereas subsolutions require only that (5.14b) holds.
In the singular case , analogous considerations lead to suitable definitions of sub and supersolutions for problem (1.7), for which the proof of the comparison principle stated in Theorem 4.8 continues to hold: in this case, supersolutions are only required to satisfy (4.5b), while subsolutions are only required to satisfy on .
6 Qualitative properties
In this section we highlight some qualitative features of solutions to (1.7). Our interest is primarily concerned with their behavior as the boundary value becomes large. As our analysis is based on comparison, we begin with a few examples of explicit solutions: in particular, constant solutions (which may not attain the boundary values) are given in (i) below; these coincide with solutions with large boundary values for , whereas solutions with large boundary values for are given in (ii)-(iv).
Lemma 6.1**.**
Let for some and let be the solution to (1.7) with data and .
- (i)
If , then for all , where is defined by . If , then for all , where is defined by .
- (ii)
If and is sufficiently large, then
[TABLE]
where , positive and increasing, is the unique solution to
[TABLE]
and is the unique solution to
[TABLE]
- (iii)
If , , and , then
[TABLE]
- (iv)
If , , and is sufficiently large, then .
- (v)
If , , , and is sufficiently small, then
[TABLE]
Proof.
Throughout the proof, primes denote differentiation with respect to the radial variable . Since all functions in - are Lipschitz continuous, conditions (4.3) and (5.12) are in fact equivalent to
[TABLE]
(i). If , let and . Then and , so that by the choice of . Condition (6.5) is obviously true. Finally, , hence the boundary condition holds whenever . The case is analogous, choosing .
(ii). Recall here ; we look for a solution of the form (6.1) with and nonnegative, nondecreasing and such that . We define by
[TABLE]
Then
[TABLE]
Condition (6.5) holds since
[TABLE]
The condition in (6.2) implies that on , hence the boundary condition (5.14) holds. The other conditions in (6.2) and (6.3) implies that . It remains to check that and exist and are unique. We discuss the cases and separately.
Case . Since , (6.2) has a unique solution in , with increasing and as (observe that lies above the stationary solution ). Since as and for sufficiently large (recall that ), (6.3) has a solution. Uniqueness of will be shown below for any .
Case . We will argue that there exists a unique solution to (6.2) in with the following properties:
;
in ;
has a unique minimum point .
follows immediately from (6.2) choosing sufficiently large (in particular, ). follows by contradiction: let be the closest point to at which ; if , by (6.2) we have which, together with the fact that , contradicts the definition of ; if then is identically zero, in contradiction with the condition . In order to show , assume by contradiction that in . Then we would have
[TABLE]
a contradiction. Therefore at least one point exists with
[TABLE]
Differentiating (6.2) and using (6.8), one sees that at any point in which . Therefore is unique and for . Since and for sufficiently large (recall that ), there exists such that .
In order to show now that (the zero of ) is unique, we can reunify the cases and . We have that
[TABLE]
Then, since
[TABLE]
it holds that
[TABLE]
Therefore, there exists a unique such that .
(iii). As in (ii), we look for a solution of the form (6.1) with and nonnegative, nondecreasing and such that . We define as in (6.6) and, as in (ii), we obtain that , i.e. , and that satisfies
[TABLE]
The solution to (6.9) can be computed explicitly, leading to (6.4). Condition (6.5) holds (cf. (6.7) and note that is nondecreasing) and on , hence (5.14) holds.
(iv). Let with , so that . Then , so that . Condition (6.5) is obviously true and the boundary datum is attained.
(v). It suffices to define and by
[TABLE]
and to argue as in item (ii) (with and ). ∎
We now draw a few consequences based on comparison. In the (scaling-wise) linear and super-linear case, , solutions blow-up uniformly in the whole domain as the boundary datum becomes large. In particular, no nontrivial large solution can exist.
Proposition 6.2**.**
Let and let for some , with if . Let nonnegative and such that . Then the solutions of (1.7) with data and are such that
[TABLE]
Proof.
In view of the comparison tool given by Theorem 5.11, it suffices to prove the statement for and . In this case solutions are explicitly given by Lemma 6.1(iii)-(iv), whence the result. ∎
On the contrary, in the (scaling-wise) singular case, , solutions are bounded independently of their boundary value:
Proposition 6.3**.**
Let and let for some . Let and let be defined by . Then
[TABLE]
for any nonnegative , where is the solution of (1.7) with data , .
Proof.
Let be the solution to (1.7) with data and for all , as given by Lemma 6.1(i). Then the conclusion follows choosing and applying the comparison tool given by Theorem 4.8. ∎
The (scaling-wise) sublinear case, , lies somewhat in between, in the sense that solutions are locally bounded independently of the boundary value .
Proposition 6.4**.**
Let , , , . Then
[TABLE]
for any nonnegative , where is the solution of (1.7) with data , and
[TABLE]
where , is the unique solution to
[TABLE]
and is the unique solution to .
Proof.
Let and sufficiently large. We consider the solutions with data obtained in Lemma 6.1(ii) and index solutions accordingly, i.e. we let , , and .
Letting , we see that solves
[TABLE]
Hence, by standard ode theory, locally uniformly in as (in fact, uniformly in if ) with as in (6.11), and that converges to . Finally, it follows from Theorem 5.11 that for all sufficiently large, hence the result.
∎
Observe that, in Proposition 6.4, one has that as ; therefore,
[TABLE]
This asymptotic upper bound is optimal, as shown by the following proposition.
Proposition 6.5**.**
Let , , , , , and such that . Then the corresponding solutions of (1.7) are such that
[TABLE]
where is defined as in (6.10) with in (6.11), and is such that as .
Proof.
In view of the comparison tool given by Theorem (5.11), it suffices to prove the statement for the explicit solutions obtained in Lemma 6.1(ii) with and . The proof is identical to the one of the previous Lemma. ∎
Finally, we give two explicit examples of the regularizing effect given by Lemma 4.7: solutions do not jump in the bulk, even if does.
Example 6.6**.**
Let , , , (, and . Then the solution of (1.7) is for all sufficiently small.
Let again . We choose
[TABLE]
so that (hence ) is continuous across and
[TABLE]
hence holds choosing . Finally, imposing we obtain
[TABLE]
which are satisfied for all sufficiently small.
Combining this construction with the one in the previous results –through Bernoulli-type equations– one could in fact provide explicit solutions for any and any constant boundary value. We give a prototypical example in the special case , , where the solution is still explicit.
Example 6.7**.**
Let , , , , (, and . Arguing as in Example 6.6, we see that is the solution to (1.7) if and . Instead, if , we look for solutions of the form
[TABLE]
for a suitable . We choose
[TABLE]
By imposing to to solve problem (1.7) we obtain and
[TABLE]
Integrating and imposing , we obtain
[TABLE]
Observe that the boundary condition is satisfied in the sense of Definition 5.4 as soon as
since at .
7 Homogeneous Neumann boundary conditions and more general nonlinearities
Existence and uniqueness results analogous to Theorems 4.3 and 5.6 hold for (1.7) with homogenous Neumann boundary conditions. The definition of solution is the following one:
Definition 7.1**.**
Let be nonnegative with if . A function is a solution of problem (1.11) with datum if and there exists such that: , satisfies
[TABLE]
[TABLE]
and
[TABLE]
Theorem 7.2**.**
Let be nonnegative with if . Then there exists a unique solution of (1.11) with datum in the sense of Definition 7.1. In addition, ,
[TABLE]
Sketch of the proof.
The proof of Theorem 7.2 closely follows the lines of that of Theorems 4.3, 4.8, 5.6, and 5.11, with many simplifications due to the homogeneous Neumann boundary conditions. We only mention that one has to use the following approximating problems:
[TABLE]
whose solutions satisfy
[TABLE]
The estimates and the passage to the limit in are completely analogous, in fact simpler, due to the absence of boundary terms: for instance, in the proof of Lemma 4.5 one has to use lower semi-continuity of the functional
[TABLE]
(see [1, Theorem 3.1]) which does not contain any boundary contribution. The boundary condition (7.3) can be shown to hold as follows. The fluxes
[TABLE]
satisfy (in view of (2.5) and since on )
[TABLE]
and are such that in and in . Hence, passing to the limit as in (7.5) we obtain
[TABLE]
for all , implying that on . ∎
Remark 7.3**.**
The arguments in Lemmas 4.7 and 5.9, leading to a null singular set, apply also to the resolvent equation of other parabolic equations with linear growth lagrangian, equations, such that of the relativistic heat equation () and the relativistic porous medium equation (, cf. (1.4)),
[TABLE]
or that of the speed-limited porous medium equation (cf. (1.6)),
[TABLE]
studied in [4, 8, 20, 18] under different types of boundary conditions (compare condition (5.28) with (3.26) in [4], (34) in [8], (50) in [20], and condition 3 of Definition 8.3 in [18]). Therefore, the unique solutions of those problems belong as well to . Note, however, that the proof of Lemmas 4.7 and 5.9 does not carry over to , where indeed solutions may have jumps.
Remark 7.4**.**
Throughout the paper, we have focused on the case of a mobility given by the nonlinear term . However, the proofs of both existence and uniqueness of solutions for both problem (1.7) and problem (1.11) still hold in the case of a more general nonlinearity:
[TABLE]
(we use for consistency with (2.2)), where either
- (S)
is a locally continuous strictly decreasing function on
or
- (D)
is a strictly increasing
function.
Of course, (S) and (D) represent the singular case () and the degenerate case () of the previous sections, respectively. The respective assumptions on and are identical (for instance, in case (S) one asks that be strictly positive on ). Definitions 4.1, respectively 5.4, can be modified accordingly, by formally substituting with .
Acknowledgments. The second and third author acknowledge partial support by the Spanish MEC and FEDER project MTM2015-70227-P. The third author has been partially supported by the Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni (GNAMPA) of the Istituto Nazionale di Alta Matematica (INdAM).
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