Large global-in-time solutions to a nonlocal model of chemotaxis
Piotr Biler, Grzegorz Karch, Jacek Zienkiewicz

TL;DR
This paper develops a mathematical framework for global solutions to a chemotaxis model with fractional diffusion, establishing conditions for existence and blowup based on initial data norms.
Contribution
It introduces new criteria for global existence and blowup of solutions in a nonlocal chemotaxis model with fractional diffusion.
Findings
Global solutions constructed under optimal initial data conditions.
Blowup criteria derived using Morrey space norms.
Analysis of radial solutions in the nonlocal chemotaxis model.
Abstract
We consider the parabolic-elliptic model for the chemotaxis with fractional (anomalous) diffusion. Global-in-time solutions are constructed under (nearly) optimal assumptions on the size of radial initial data. Moreover, criteria for blowup of radial solutions in terms of suitable Morrey spaces norms are derived.
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Large global-in-time solutions
to a nonlocal model of chemotaxis
Piotr Biler
Instytut Matematyczny, Uniwersytet Wrocławski, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland
,
Grzegorz Karch
Instytut Matematyczny, Uniwersytet Wrocławski, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland
and
Jacek Zienkiewicz
Instytut Matematyczny, Uniwersytet Wrocławski, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland
Abstract.
We consider the parabolic-elliptic model for the chemotaxis with fractional (anomalous) diffusion. Global-in-time solutions are constructed under (nearly) optimal assumptions on the size of radial initial data. Moreover, criteria for blowup of radial solutions in terms of suitable Morrey spaces norms are derived.
Key words and phrases:
model of chemotaxis; fractional Laplacian; global existence of solutions; blowup of solutions.
2010 Mathematics Subject Classification:
35Q92, 35B44, 35K55, 35A01
The authors were supported by the NCN grant 2013/09/B/ST1/04412.
1. Introduction
Formulation of the problem
We consider in this paper the following version of the parabolic-elliptic Keller–Segel model of chemotaxis in space dimensions
[TABLE]
supplemented with the nonnegative initial condition
[TABLE]
Here the unknown variables and correspond to the density of the population of microorganisms (e.g. swimming bacteria or slime mold) and the density of the chemical secreted by themselves that attracts them and makes them to aggregate. In this work, a diffusion process described by model (1.1)–(1.3) is given by the fractional power of the Laplacian with which is a pseudodifferential operator with a symbol , see e.g. [24] for a comprehensive treatment of nonlocal diffusion operators. In case of sufficiently regular functions, we also have the following well-known representation of the fractional Laplacian with
[TABLE]
where, by e.g. [20, Th. 1], [30],
[TABLE]
The initial datum in (1.3) is a nonnegative function of the total mass which is conserved during the evolution of (suitably regular) solutions
[TABLE]
Note, however, that a natural scaling for system (1.1)–(1.2)
[TABLE]
leads to the equality , i.e. for , the total mass of a rescaled solution can be chosen arbitrarily with suitable .
The -problem in the classical case
Let us now describe previous results which motivated us to write this work. Since there is already a huge amount of literature on different models of chemotaxis, we are going to limit ourselves to those publications, which are directly related to this paper. We begin with the classical case of and where mass plays a crucial role. Namely, if is a nonnegative measure of mass , then there exists a unique solution which is global-in-time, see e.g. [1, 18, 17]. These results have been known previously for radially symmetric initial data, see [11, 12, 4, 13] for recent presentations. On the other hand, if , then this solution cannot be continued to a global-in-time regular one, and a finite time blowup occurs, cf. [2, 37, 29], and [7, 4] for radially symmetric case. The radial blowup is accompanied by the concentration of mass equal to at the origin. In the general case, this concentration phenomenon occurs with a quantization of mass equal to , , cf. [41, Ch. 15].
Parabolic-elliptic model in higher dimensions
Now, we discuss the case of and in the model (1.1)–(1.3). It is well-known that problem (1.1)–(1.3) with has a unique local-in-time mild solution for every with , see [3, 25, 27]. For solvability results in other functional spaces, see also [5, 16, 25, 31, 40]. In particular, previous works have dealt with the existence of global-in-time solutions with small data in critical spaces, i.e. those which are scale-invariant under the natural scaling (1.7), cf. e.g. [3, 5, 25, 31].
Here, as usual, a mild solution satisfies a suitable integral formulation (7.1) of the Cauchy problem (1.1)–(1.3). Due to a parabolic regularization effect, this solution is smooth for , hence, it satisfies the Cauchy problem in the classical sense. Moreover, it conserves the total mass (1.6) and is nonnegative when . Proofs of these classical results can be found e.g. in [3, 28, 29, 31].
It is well known that system (1.1)–(1.2) possesses local-in-time solutions which cannot be continued to the global-in-time ones, see [7, 36, 37, 9] for recent results. If , a sufficient condition for blowup is that is well concentrated, namely
[TABLE]
for some and a (small, explicit) constant . In all these cases, at the blowup time , we have see ([2, 9]). Results on fine asymptotics of solutions at the blowup time can be found e.g. in [26, 38].
Criteria for a blowup of solutions with large concentrations can be expressed in terms of related critical Morrey space norms (see Remark 2.11 below for more details), and we have found that the size of such a norm is also critical for the global-in-time existence versus finite time blowup. Such results for radially symmetric (and -symmetric) solutions of the -dimensional classical Keller–Segel model with and has been recently studied in [13, 14].
Subcritical case
Various results on local-in-time (and also global-in-time) solutions to the Cauchy problem (1.1)–(1.3) with subcritical in various functional spaces (Lebesgue, Besov, Morrey) have been obtained in e.g. [15, Th. 2.2], [16, Th. 1.1], [9, Th. 2.1], [31, Th. 2] and Section 7 below. They are, roughly speaking, analogous to those for . Nonexistence of global-in-time solutions to problem (1.1)–(1.2) with corresponding to large initial conditions has been proved in [9, 10, 33, 34, 35].
Supercritical case
For supercritical there are results on the local-in-time solvability of (1.1)–(1.3) with the initial data in Besov spaces in [40, Th. 1, Th. 2, Th. 3, Remark 10]. Other solvability results with rather smooth initial data , , , can be found in [35, Th. 1.1], see also Theorem 2.3 below. Recall that (see [40, Remark 7]) if is radially symmetric and nonnegative, then the solution constructed in [40, Th. 1, Th. 2] is also radially symmetric, nonnegative and satisfies the -conservation property (1.6).
Brief description of results in this work
Motivated by the existence of the threshold value of mass playing a crucial role in the study of problem (1.1)–(1.3) on the plane and with , we try to identify threshold size of initial data such that corresponding solutions of problem (1.1)–(1.3) with and either exist or do not exist for all . In this work we limit ourselves to nonnegative radially symmetric solutions. First, in Theorem 2.1, we show that system (1.1)–(1.2) has a singular stationary solution of the form where the constant is calculated explicitly, below. This singular solution plays a crucial role in our construction of global-in-time solutions. In Theorem 2.3, we consider problem (1.1)–(1.3) with and we assume that a nonnegative, radial and sufficiently regular initial datum stays below the singular steady state . In this case, we always construct global-in-time solutions. Global-in-time solutions of problem (1.1)–(1.3) with are obtained in Theorem 2.4. Here, however, we have to assume that the initial datum stays below in the following integral sense
[TABLE]
where is arbitrary and fixed.
The quantity plays a crucial role in Theorem 2.9 where we show that some solutions cannot exist for all . In that theorem, we show that there exists a critical constant such that if for some , then the corresponding solution of problem (1.1)–(1.3) with cannot be global-in-time. Theorem 2.9 implies also that problem (1.1)–(1.3) is locally ill-posed in the space , see Remark 2.11 for more detail. At the end of this work, in Remark 8.1, we try to estimate the value of the number and to compare it with the critical value required in the construction of global-in-time solutions in Theorem 2.4.
This paper is constructed in the following way. In the next section we state and discuss all our results. Section 3 contains calculations leading to the singular stationary solution . Section 4 and 5 contain the proofs of Theorem 4.1 (for ) and Theorem 5.1 (for ) asserting that if an initial datum stays below the steady state then so is the corresponding solution. These two comparison principles allow us to construct global-in-time for in Theorem 2.3 proved in Section 6, and for in Theorem 2.4 proved in Section 7. Our blowup results stated in Theorem 2.9 are proved in Section 8.
The case of classical diffusion in the Keller–Segel system is studied using different methods, and the results on the optimal conditions for global-in-time existence of radial and nonnegative solutions will appear in our forthcoming work.
Notation
In the sequel, denotes the usual norm, denotes the Sobolev space norm, and ’s are generic constants independent of , , … which may, however, vary from line to line. The frequently used Morrey space norms are denoted by , for their definitions, see (2.5). Integrals with no integration limits are meant to be calculated over the whole . The relation as means: .
2. Statement of results
As we have already mentioned in Introduction, the critical value of mass decides whether a nonnegative integrable initial datum in problem (1.1)–(1.3) with and leads to a global-in-time solution or not. In the case of , mass cannot play such a role anymore due to the scaling (1.7). Thus, when studying a blowup phenomenon of solutions to problem (1.1)–(1.3), the following natural question arises: how to determine threshold for a size and for a singularity of an initial datum such that the corresponding solution of problem (1.1)–(1.3) is still regular and global-in-time? In this paper, in the series of four theorems, we partially answer this question in the case of radially symmetric nonnegative solutions of problem (1.1)–(1.3) with .
We begin by emphasizing that this question is intimately related to the existence of stationary, radial, and homogeneous solutions of system (1.1)–(1.2) which (by a scaling argument) must take the form
[TABLE]
For and , the function is the well-known Chandrasekhar solution of system (1.1)–(1.2). Due to its singularity at , it is neither weak nor distributional solution for . In our first theorem, we construct counterparts of the Chandrasekhar solutions to system (1.1)–(1.2).
Theorem 2.1** (Singular stationary solutions).**
Let , , and
[TABLE]
Then is a distributional, stationary solution to system (1.1)–(1.2).
The proof of this theorem, given in Section 3, involves formulas for convolutions of Bessel potentials with explicitly given constants. Here, we emphasize only that the assumptions and are necessary for to be a solution in the distributions sense.
Remark 2.2*.*
Note that the limiting value of as is just as is for the Chandrasekhar solution.
The exact form of stationary solutions will play a crucial role in the statements and the proofs of our next results. In the following two theorems, we construct global-in-time radially symmetric solutions to problem (1.1)–(1.3) with and , respectively, and with large, sufficiently regular, nonnegative initial conditions which are below the singular steady state . Methods presented in this work cannot be applied to problem (1.1)–(1.3) with .
Theorem 2.3** (Global-in-time solutions in supercritical case).**
Assume , with , and . Consider a radially symmetric initial datum . There exists ( sufficiently close to ) and ( sufficiently large) such that if satisfies
[TABLE]
then problem (1.1)–(1.3) has a radially symmetric, global-in-time solution
[TABLE]
such that for each . Moreover, this solution satisfies the bound
[TABLE]
The proof of Theorem 2.3 given in Section 6 is based on a comparison principle involving the singular steady state which is rather unusual property of solutions to models of chemotaxis. More precisely, we show below in Theorem 4.1 that if a sufficiently regular radial initial datum satisfies estimate (2.2) then the corresponding solution must stay below a special barrier constructed with the use of the singular steady state .
In our next theorem, we construct global-in-time solutions in the subcritical case and with initial conditions in the homogeneous Morrey spaces . These spaces are defined for by their norms
[TABLE]
The key property is another version of the comparison principle which is valid for integrated (radial) solutions.
Theorem 2.4** (Global-in-time solutions in the subcritical case).**
Let , and . Assume that the nonnegative radial initial datum satisfies
[TABLE]
for some fixed and , where the number is defined in Theorem 2.1. Then, the corresponding solution of system (1.1)–(1.2) is nonnegative, global-in-time and satisfies the estimates
[TABLE]
This theorem is proved in Section 7.
Remark 2.5*.*
Note that for the singular stationary solution we have
[TABLE]
Thus, assumption (2.6) means that the nonnegative is (in a certain – averaged – sense) below the singular steady state, analogously as in Theorem 2.3, assumption (2.2).
Remark 2.6*.*
Observe that if for some then, by definition (2.5), we have for all and . Thus, we shall use the estimate with in the proof of Theorem 2.4.
Remark 2.7*.*
On the other hand, if a nonnegative radial function satisfies
[TABLE]
with a fixed and , then in fact belongs to the Morrey space , see Proposition 7.1 below for the proof. Thus, inequality (2.6) expresses a certain assumption on in terms of the norm in .
Remark 2.8*.*
As we have mentioned above, inequality (2.6) means that the radial and nonnegative initial datum belongs to the Morrey space . This is the scaling invariant space (cf. (1.7)), and problem (1.1)–(1.2) with and small initial conditions from has a global-in-time solution . The proof of this fact for can be found in [3, 31], however, an extension of those results to every is immediate. Theorem 2.4 extends those results in the case of radial and nonnegative initial data replacing a smallness assumption in by imposing inequality (2.6). Moreover, we show below in Theorem 2.9 that if is sufficiently large, then the corresponding solution cannot be global in time.
In our last main result, we formulate new sufficient conditions for the nonexistence of global-in-time solutions to problem (1.1)–(1.3).
Theorem 2.9** (Blowup of solutions).**
Let . Consider a local-in-time, nonnegative, classical, radially symmetric solution of problem (1.1)–(1.3) with a nonnegative radially symmetric initial datum . There exists a constant such that
- (i)
if
[TABLE]
then the solution cannot exists for all .
- (ii)
If, moreover,
[TABLE]
then the solution cannot be defined on any time interval with some .
Remark 2.10*.*
The novelty of these blowup results consists in using local properties of solutions instead of a comparison of the total mass and moments of a solution (like ) as was done in e.g. [36], [28], [9]. For different blowup results, see also [9] and [40, Th. 4].
Remark 2.11*.*
Condition (2.7) means that the Morrey space norm in of the initial datum is large enough, see Proposition 7.1 below. Moreover, condition (2.8) applies only to initial conditions which are singular at the origin. This condition implies that problem (1.1)–(1.3) is ill-posed in for every .
Remark 2.12*.*
Notice that Theorem 2.9 holds true for , as well. In this case, results in Theorem 2.9 are generalizations and improvements, while their proofs are simplifications of those in [13, 14], where problem (1.1)–(1.3) with was considered. In particular, the estimate for the number proved in [14, Th. 1.1] was twice worse than that one in this work, cf. Remark 8.1 for more detail.
3. Radial singular stationary solutions
We are in a position to prove that system (1.1)–(1.2) has singular radial stationary solutions.
Proof of Theorem 2.1..
Suppose that of the form (2.1) satisfies time-independent system (1.1)–(1.2) in the distributions sense. To determine the constant in (2.1) for and some , observe that by equation (1.2), we have
[TABLE]
Now, let us rewrite equation (1.1) with as
[TABLE]
where the equality is meant in the distributions sense, and it is valid for .
Now, applying the Riesz potential
[TABLE]
which is the inverse of (see e.g. [39, Ch. V, Sec. 1, (4)]) we interpret (3.1) as
[TABLE]
Recalling the formula for convolutions
[TABLE]
valid if and (see e.g. [39, Ch. V, Sec. 1, (8)]) we may apply equation (3.3) to the identity
[TABLE]
whenever . Finally, by relation (3.3), we obtain
[TABLE]
Remark 3.1*.*
It is useful to notice the following asymptotic formula
[TABLE]
by (8.5). This will be used at the end of Section 8 to an asymptotic comparison of sufficient conditions for blowup with those for global-in-time existence.
Remark 3.2*.*
As a by-product of above computations, we obtain the following useful formula valid for
[TABLE]
Similarly as relations (3.5) have been derived form (3.2) and (3.3), we may write for the following more general formula which we will use later on
[TABLE]
4. Pointwise comparison principle
In order to show that a local-in-time solution can be continued globally-in-time, we have to deal with a problem of its apriori control. By this reason, we prove two comparison principles: the pointwise comparison principle and the averaged comparison principle which roughly state that if a radial and regular solution begins below a singular steady state given by formula (2.1) than it must stay below this function for all time.
In this section, we prove a pointwise comparison for such solutions. An analogous result for radial distributions of solutions is obtained in the next section.
Theorem 4.1** (Pointwise comparison principle).**
Let , , and . For every and every there exist (* sufficiently close to ) and (sufficiently large) such that every radial solution of system (1.1)–(1.2) with the properties*
[TABLE]
and
[TABLE]
satisfies the estimate
[TABLE]
First, we formulate an elementary observation (see also [13, Lemma 2.1]) which will be used in the proof of Theorem 4.1 as well as in the proof of blowup in Theorem 2.9 further.
Lemma 4.2**.**
Let be a radially symmetric function, such that with and for , solves the Poisson equation . Here, the area of the unit sphere is denoted by
[TABLE]
Then
[TABLE]
Proof.
By the Gauss–Stokes theorem, we obtain for the radial distribution function of
[TABLE]
Thus, for the radial function and , we arrive at the identity
[TABLE]
which completes the proof.
Remark 4.3*.*
Notice that each radial function satisfies for the equality
[TABLE]
which results immediately from the definition of in (4.5) written in the polar coordinates.
Lemma 4.4**.**
For each , , and , the following inequality
[TABLE]
holds, where is defined in (1.5), — in (3) and — in (4.4).
Proof.
We note that inequality (4.7) is equivalent to the following relation for the Gamma function
[TABLE]
Indeed, this is an immediate consequence of the relation
[TABLE]
obtained from (1.5) and (4.4), and of
[TABLE]
by (3), as well as of the property of the Gamma function: . Now, estimate (4.8) is, in turn, equivalent to the following one
[TABLE]
that is, to
[TABLE]
where is the Euler Beta function defined as
[TABLE]
Clearly, for , inequality (4.9) is satisfied. For , by the Hölder inequality, we obtain
[TABLE]
and
[TABLE]
with
[TABLE]
since . Putting those inequalities together, we arrive at inequality (4.10).
Let us begin the proof of the comparison principle.
Proof of Theorem 4.1. Let be a solution of problem (1.1)–(1.3) for an initial datum satisfying relations (4.1) and (4.2). The proof of inequality (4.3) is by contradiction. Suppose that there exists , which is the first moment when hits the barrier defined in (4.2). By apriori regularity of and by property (4.1) the value of is well defined. Moreover, there exists satisfying .
In the following, we use the numbers
[TABLE]
which are the values of corresponding to the intersection points of three curves forming the graph of the barrier . Here, we choose so large to have . We consider an auxiliary function
[TABLE]
where the value of depends on in the following way
[TABLE]
Here, the constant will be chosen later on. It is easy to see that as a function of attains its local maximum at . Indeed, by the choice of , the function hits the modified barrier at a constant part of its graph. Hence, the existence of such that would contradict the choice of as the first hitting point of the barrier. Thus, we have
[TABLE]
Taking into account formula (1.2), equation (1.1) can be rewritten as
[TABLE]
Here, we have the identity
[TABLE]
Thus, for radially symmetric solutions, by Lemma 4.2 and formula (4.13) we get
[TABLE]
where the radial distribution function is defined in (4.5). Hence, by equation (4.15) we obtain at the point and
[TABLE]
Our goal is to show that the right-hand side of equation (4.17) is strictly negative. It will give a contradiction because has to increase as a function of in a neighborhood of to hit the barrier at point (recall that is constant in a neighborhood of ) at a moment of time .
We begin by auxiliary results. For radial functions , abusing slightly the notation, we will simply write and , where and . In this new notation, we rewrite the last term on the right-hand side of (4.17) as follows:
[TABLE]
In order to deal with the fractional Laplacian term in (4.17) with , we use the definition (1.4) with the constant (1.5). Applying formula (1.4) to the function we arrive at
[TABLE]
Recalling the notation , let us express the second term on the right-hand side of (4.19) for radially symmetric in polar coordinates as follows
[TABLE]
where the function is defined by
[TABLE]
with denoting the unit sphere in and . This function satisfies
[TABLE]
Moreover, it is clear that the function has a singularity at . Now, by a direct calculation, we obtain
[TABLE]
where
[TABLE]
is the Poisson kernel of the unit ball in , which for a fixed is harmonic in . It is classical that the function is subharmonic with respect to , thus the averages given by formula increase as the functions of . Hence, by equation (4.22), the function is a strictly increasing function on .
Next, we come back to equality (4.17) and we observe that its right-hand side can be written by (4.18), (4.19) and (4.20) in the following way
[TABLE]
where
[TABLE]
We are in a position to show that the right-hand side of equality (4.17) is strictly negative by finding the maximizer of for each fixed on the set of all nonnegative functions satisfying
[TABLE]
and where the parameter is defined in (4.14).
We consider three separate cases depending on the value .
Case 1. . Here, by definition (4.14), we have and by the definition of , we obtain . We extend the class of considered functions by looking for the maximum value of quantity in (4.24) for the functions satisfying . In this case, the first term on the right-hand side of (4.24) reduces to
[TABLE]
Since for , , and for each (see Lemma 4.4), we obtain
[TABLE]
Hence, the integral in (4.26) increases as increases with respect to and, under the constraint , its maximum is attained at a constant function .
The integrand of the second integral on the right-hand side of (4.24) is nonpositive also because of the constraint by the definition of and . Its maximum equals zero and this is attained at the constant function , as well.
Consequently, for each , the quantity attains its maximum at the constant function . Now, we may pass to the limit using the formula from (4.23) to conclude that the right-hand side of equality (4.17) attains its maximum (under the constraint ) at the constant function . Hence, using formulas (4.18) and (3.5), we have got
[TABLE]
where the last inequality is obtained because and .
Case 2. , where and are defined in (4.12). Similarly as was in Case 1, we look for the maximum of in (4.24) within an extended class of admissible functions . Let us first show that where is arbitrary at this stage of the proof. Indeed, using inequalities (4.27) and , we get
[TABLE]
Hence, again as before, the first term on the right-hand side of (4.24) is nonnegative in the class of functions satisfying . Thus, as in Case 1, passing to the limit , and under the constraint , we obtain that the constant function maximizes the right-hand side of (4.23), i.e.
[TABLE]
To continue, we recall that
[TABLE]
with — a consequence of formula (3.6). We also need the inequality , which is obvious by the definition of . Note also that we have got the inequality
[TABLE]
because this is equivalent to estimate (4.7). Thus, given there exists , sufficiently close to , such that
[TABLE]
Case 3. . Here, by definition (4.14), we have . Thus, equation (4.17) reduces to
[TABLE]
We estimate the right-hand side of equation (4.28) under the constraint
[TABLE]
By the definition of we have , and thus
[TABLE]
Since and , we have
[TABLE]
Remember that for and for . Moreover, as in the case of the function in (4.21), the following quantity
[TABLE]
is increasing as a function of . Therefore, the maximal value of is attained at . Now, we come back to equation (4.30). Using the above estimates and the relation , we obtain
[TABLE]
Since , we may choose sufficiently large so that is sufficiently small so that \frac{\partial}{\partial t}\widetilde{u}(x_{t_{0}},t){\big{|}_{t=t_{0}}}<0 by (4.32). This completes the proof of Theorem 4.1.
5. Averaged comparison principle
We prove in this section a counterpart of Theorem 4.1 for radial distributions of solutions.
Theorem 5.1**.**
Let and be such that . Consider a solution of system (1.1)–(1.2) with the radially symmetric initial data satisfying the integrated bound
[TABLE]
for some , , , and (the number is defined in (3)). Then there exists such that for each initial condition (1.3) satisfying condition (5.1) with a certain the inequality
[TABLE]
is satisfied for all and .
First, we need the following asymptotic result in the proof of this comparison principle.
Lemma 5.2**.**
Let . The fractional Laplacian of the indicator function of the unit ball satisfies the relation
[TABLE]
with some number . Moreover, is an increasing function on , for , and if .
Proof.
Observe that from definition (1.4)
[TABLE]
Thus, the statements on the sign of for and as well as those on the monotonicity of are clear; it suffices to check the value of when .
Now, without loss of generality we may consider with , since the problem is rotationally invariant. First, we show that for the half-space , we have
[TABLE]
Indeed, if , then denoting with , we have
[TABLE]
Similarly as above, for we have
[TABLE]
again with
[TABLE]
To complete the proof, it suffices to show that for with the unit ball centered at the origin, the estimate
[TABLE]
holds as . By the translational invariance and homogeneity, it suffices to consider the annulus centered at : Clearly, holds whenever and the volume of is less than . Therefore, splitting the integration domain into dyadic pieces we get
[TABLE]
Proof of Theorem 5.1. Begin with an arbitrary and which will be specified later on. Similarly as in the proof of Theorem 4.1, we proceed by contradiction and we define as the first moment when hits the barrier . Because of the inequalities and inequality in (5.1), the number is well defined; moreover, for some such that , we have .
Define R_{\#}=\left(\epsilon s/K\right)^{1/(\alpha-\gamma)}>0\ as the intersection point of the graphs and which exists because . We consider the function
[TABLE]
where solves problem (1.1)–(1.3) and is the radial distribution function of defined in (4.5). Moreover, we replace in formula (5.8) the exponent by if .
Let us now derive equalities needed in the remainder of this proof. Similarly as was in the proof of Theorem 4.1, one can prove that as a function of attains its local maximum at . Hence
[TABLE]
By relation (4.6) we may express in terms of in the following way
[TABLE]
Using the definition of the fractional Laplacian and elementary computations, we obtain
[TABLE]
where
[TABLE]
Properties of the function have been studied above in Lemma 5.2.
For radially symmetric solutions , and , we have by the Gauss–Stokes theorem, Lemma 4.2, equations (4.6) and (5.10)
[TABLE]
Thus, using equations (5.9), (5.11) and (5.12), we obtain
[TABLE]
Our ultimate goal is to prove that \frac{\partial}{\partial t}z(R_{t_{0}},t){\big{|}_{t=t_{0}}}<0 which implies that decreases in time when it hits the barrier at the point , and which is in a contradiction with the fact that attains a local maximum at this point. Recalling that we consider two cases.
Case 1. We assume that . Hence, by the definition of , we obtain that . We will find the upper bound of the right-hand side of formula (5.13) under the pointwise constraint
[TABLE]
**Case 2. ** Now we suppose that , hence . We will find the upper bound of the right-hand side of formula (5.13) with under the pointwise constraint
[TABLE]
We deal with both cases simultaneously with the goal to obtain \frac{\partial}{\partial t}z(R_{t_{0}},t){\big{|}_{t=t_{0}}}<0. We fix and, under the constraints either of Case 1 or of Case 2, we compute the upper bound of the expression
[TABLE]
Similarly, we have the upper bound for the integral over large
[TABLE]
Since , we have by the asymptotic formula (5.3) that
[TABLE]
By the above computations, the upper bound for the derivative \frac{\partial}{\partial t}z(x_{t_{0}},t)\big{|}_{t=t_{0}} is obtained by evaluating (5.13) for in Case 1, and for in Case 2. Let us calculate the right-hand side of (5.13) at these functions.
In Case 1, by formula (3) and (3.6), we obtain that for
[TABLE]
where the constants
[TABLE]
obviously satisfy .
Thus, applying the third of equalities leading to (5.13) with and the corresponding , we get
[TABLE]
Now, we look at the sign of the right-hand side in (5.16) in Case 1 and in Case 2 separately.
In Case 1, we have the inequality which holds true if . Thus, for , the inequality follows, hence the estimate
[TABLE]
holds. By the continuity argument applied to (5.16), there exists such that for all , we still have \frac{\partial}{\partial t}z(R_{t_{0}},t){\big{|}_{t=t_{0}}}<0.
In Case 2, we use the function and in the calculations leading to (5.16), which gives the following counterpart of inequality (5.16)
[TABLE]
for each . This completes the proof of Theorem 5.1.
6. Global-in-time solutions for
We are in a position to prove Theorem 2.3 and we proceed in the usual way: we construct local-in-time solutions which can be then extended globally in time due to the comparison principle proved in Section 4.
First, we consider a doubly regularized (a parabolic regularization together with a smoothing of the nonlinearity) counterpart of problem (1.1)–(1.3)
[TABLE]
with a constant and where is a smooth approximation of the Dirac measure (e.g. with , for ), , .
Lemma 6.1**.**
Suppose that a function is radial and satisfies with the exponent for some . Then, problem (6.1)–(6.3) supplemented with such an initial condition possesses a unique nonnegative, radial solution on a time interval with .
Proof.
A construction of such local-in-time solutions is standard and it can be based on the Duhamel formula (cf. (7.1) below) written for the initial-value problem for system (6.1)–(6.3). See Section 7 for a counterpart of such reasoning.
Note, however, that the length of the interval of the existence of the solution constructed in Lemma 6.1 depends on . The following lemma implies immediately that such a solution can be continued to a common interval with independent of and of .
Lemma 6.2**.**
Let , , be such that . Consider a solutions of the regularized problem (6.1)–(6.3).
- (i)
Then, for all , the inequality
[TABLE]
holds true with a constant independent of . In particular, for an initial datum satisfying , we have the estimate for all .
- (ii)
Let be controlled apriori. Then, there exist increasing functions on such that inequality
[TABLE]
holds for .
Proof.
Here, we denote for each , .
Item (i). Using equation (6.1) and the Leibniz rule (skipping the integrals of good sign coming from all the diffusion terms) we have got
[TABLE]
Here, to obtain second inequality, we have skipped integrals of good sign coming from all the diffusion terms because
[TABLE]
for each and by the Stroock–Varopoulos inequality, see e.g. [8, Prop. 3.1]. Now, we estimate the terms for and , separately.
For , we use the decomposition with the kernels
[TABLE]
Evidently, we have if . Thus, for , we obtain that together with the estimate
[TABLE]
for each multiindex with integers . By an elementary argument, we can also show that if with suitably large , .
For , we proceed as follows
[TABLE]
Using the estimate (valid for ) in the computations above, we obtain the inequality
[TABLE]
and thus
[TABLE]
Now, if , then
[TABLE]
Next, choosing as the first moment when , we obtain the estimate
[TABLE]
which gives immediately that .
Item (ii). Let us estimate again a generic term in (6.6) obtained from the Leibniz formula
[TABLE]
Here, the assumption on the radial symmetry of is crucial because by Lemma 4.2, we have got the equations
[TABLE]
obtained from equality (see Lemma 4.2) with , (this is identity (4.6)), are bounded since is apriori .
For , , we have , and consequently .
For , , we recall by formulas (6.7) that . By the recurrence assumption with the norm bounded by , so that . Similarly, we get .
For , , by recurrence, we infer that and
[TABLE]
and we are done.
In the following lemma, we pass to the limit and in the regularized problem (6.1)–(6.3).
Lemma 6.3**.**
Let , , , and . For every such that and , there exists a solution of problem (1.1)–(1.3) the function is defined on where is defined in Lemma 6.2. This solution satisfies
[TABLE]
Moreover, we have .
Proof.
Let for some and . Suppose that a solution exists on the interval , , with , being the common existence time for with . If , then this solution can be continued onto . By Lemma 6.2 we have for so independently of ,. Assume . By compactness, we are able to extract a subsequence which is in , and the limiting function solves system (1.1)–(1.2) with .
We also need a technical lemma on a decay property of radial solutions.
Lemma 6.4**.**
Suppose that is a radial solution of system (1.1)–(1.2) with satisfying bound (4.2) with a sufficiently small . Moreover, suppose that satisfies , and the estimates
[TABLE]
with , some and a sufficiently large fixed . Then uniformly on each interval , .
Proof.
The estimate (7.13) is, in fact, satisfied for sufficiently smooth solutions, e.g. those constructed either in this Section 6 or in [35]. Let be a smooth bump function supported on an annulus: , and its scaling , . Define the moment of by
[TABLE]
Computations similar to those in the proof of Theorem 2.9 in Section 8 lead to the bound
[TABLE]
This, in turn, gives
[TABLE]
which by radial symmetry implies that
[TABLE]
when . Indeed, the spherical shell of radius and of width contains unit balls.
On the other hand,
[TABLE]
for with a sufficiently big . The condition (6.13) implies now that
[TABLE]
Next, we consider the truncation where has its support in the unit ball. If for some with
[TABLE]
then, denoting again by the function , from inequalities (6.12) and (6.14) we obtain
[TABLE]
Indeed, if , then
[TABLE]
and we are done. Otherwise, if , then
[TABLE]
In both the cases, for we get the conclusion since the inequality is satisfied for .
Proof of Theorem 2.3..
The proof of this theorem is a standard application of Lemma 6.3, Lemma 6.2 and the pointwise comparison principle in Theorem 4.1.
Let us fix , , , . By Lemma 6.3 there exists such that the system (1.1)–(1.2) has a solution , with the space defined in (6.9). We will show that this solution can be continued onto the interval , to , with . First, observe that by assumptions of Theorem 2.3 and property (6.9), there exist , and such that , so that by Lemma 6.4, condition (4.1) of Theorem 4.1 is satisfied. Consequently the estimate
[TABLE]
holds for each . In particular, by Lemma 6.2 we infer that . Take , close to . By Lemma 6.3, the solution with the initial condition exists on an interval of length (at least) . Therefore, the solution of the original Cauchy problem can be continued onto , which shows the claim.
7. Unique global-in-time solutions for
In this section, we prove Theorem 2.4 by constructing global-in-time solutions in the homogeneous Morrey space . Let us begin with auxiliary estimates.
Proposition 7.1**.**
There exists a constant such that for each nonnegative and radially symmetric with we have the inequality
[TABLE]
Proof.
The second inequality results immediately from the definition of the norm in , see (2.5). For the proof of the first inequality, we fix and where . By comparison of the volumes, one can prove that the spherical shell contains at least disjoint balls of radius , where is a number depending on the dimension only. Thus, by the radial symmetry of , we obtain
[TABLE]
with another constant . Consequently, since and , we have the estimate
[TABLE]
for each . Computing the upper bound with respect to and , we complete the proof of the first inequality.
Since we assume that , we do not need to construct local-in-time solutions via the regularized problem (6.1)–(6.3). We present here a standard construction, cf. e.g. [3, 25, 31] for related computations, which work in the subcritical case in suitable Morrey spaces. Here, by a solution, we understand the mild solution of problem (1.1)–(1.3) which satisfies the Duhamel formula
[TABLE]
with the bilinear form
[TABLE]
Here
[TABLE]
denotes the semigroup generated by the fractional Laplacian on , and is its integral kernel: . The function is of selfsimilar form
[TABLE]
It is well known (see e.g. [24, Ex. 3.9.17]) that for the function has an algebraic decay at infinity
[TABLE]
and . We also need estimates for which has the form (see e.g. [19])
[TABLE]
for some smooth function , and satisfies the relations
[TABLE]
[TABLE]
In the sequel, we will use the estimates for the semigroup and for its gradient acting in the Morrey spaces similar to those for the action in the Lebesgue spaces. These are analogous to the estimates for the heat semigroup for in [22, Prop. 3.2], [42, Th. 3.8, (3.71)–(3.75), (4.18)] recalled in [3, (13)–(14)], and can be, e.g., obtained using inequalities (7.6)–(7.8).
For
[TABLE]
holds. Moreover, for , the estimate for the gradient of the semigroup reads
[TABLE]
We also recall from [22, Prop. 3.1] a version of estimates of the Riesz potential in the Morrey norms. For being a fundamental solution of in with , we have the estimates
[TABLE]
as well as
[TABLE]
with and , so that . Below, we shall only use the following particular version of inequality (7.12):
[TABLE]
We are ready to formulate and prove a local-in-time existence result which is valid even without radial symmetry assumption on .
Proposition 7.2**.**
Given with , there exist and a unique local-in-time mild solution
[TABLE]
Proof.
We supplement the space with the usual norm
[TABLE]
and we shall find the solution of equation (7.1)–(7.2) by the Banach fixed point theorem. First, we note that by inequalities (7.9), we have got with a constant independent of and of . Next, we estimate the bilinear form (7.2) in the norm of the space . For all , by inequalities (7.10) and (7.13), we obtain the estimates
[TABLE]
and, analogously,
[TABLE]
The usual reasoning (see e.g. [3, 25, 31]) completes the construction of a unique solution in the space for sufficiently small depending on .
Proof of Theorem 2.4.
A local-in-time solution is constructed in Proposition 7.2. Since , this solution is sufficiently regular (e.g. ) which can be proved repeating the reasoning from [21]. This solution is radial and nonnegative if the corresponding initial datum is so, by a usual comparison argument. To prove that this local-in-time solution can be extended to all , it suffices to show that neither nor can blowup in a finite time.
By assumptions Theorem 2.4 and by Remark 2.6, there exist constants and such that
[TABLE]
Then, applying Proposition 7.1, one can immediately check that with . Thus, by the comparison principle proved in Theorem 5.1 combined with Proposition 7.1, there exists a number independent of such that and for all .
Next, we estimate the -norm of both sides of equation (7.1) using inequalities (7.10) and (7.11) with in the following way
[TABLE]
Thus, the -norm of the solution is controlled locally in time thanks to a singular Gronwall type argument (cf. [23, 1.2.1, 7.1.1]), because
[TABLE]
and because by Theorem 5.1 combined with Proposition 7.1.
8. Blowup of radially symmetric solutions
In this section we prove Theorem 2.9 using the method of truncated moments which is reminiscent of that in the papers [37, 29, 13] for and in our recent papers [13, 14, 6], adjusted to the case . First, we define a continuous bump function and its rescalings for
[TABLE]
The function is piecewise , with its support , and satisfies
[TABLE]
The action of the fractional powers of the Laplacian operator on functions like leads to formulas involving hypergeometric functions. In the particular case , it follows from [32, p. 39] that this is a linear polynomial in
[TABLE]
with the constant
[TABLE]
The relation used to obtain asymptotics of
[TABLE]
follows from the Stirling formula. Moreover,
[TABLE]
holds similarly as was shown in [6, Lemma 4.3], so that we have the inequality
[TABLE]
with
[TABLE]
Indeed, is the least number such that the inequality holds for each , the minimum of that expression being attained at .
Now, consider a “local moment” of the solution defined by
[TABLE]
with the weight function as in (8.1). The evolution of is determined by
[TABLE]
the second equality followed from the “integration by parts” for . Thus, applying inequality (8.6) and Lemma 4.2, we obtain
[TABLE]
Let us write the terms on the right-hand side of inequality (8) in the radial variables, explicitly. We have
[TABLE]
and likewise after the integration by parts
[TABLE]
Now, the application of the Cauchy inequality shows that
[TABLE]
Therefore, the inequality
[TABLE]
implies
[TABLE]
for some constant . For the computation of , we used above the relations
[TABLE]
and
[TABLE]
the latter following from the definition of the Euler Beta function (4.11). Now, if initially
[TABLE]
then strictly increases in time, and blows up in a finite time which is a contradiction if is a global-in-time radially symmetric, nonnegative solution.
The proof of Theorem 2.9 (i) is complete because for each .
Next, under condition (8.12), inequality (8.11) implies that
[TABLE]
for some . Consequently,
[TABLE]
Under assumption (2.8), there exist a constant and a sequence such that . Thus, for any , we obtain for asymptotically when , which implies that cannot be defined on any interval with some .
Remark 8.1*.*
A sufficient condition (8.12) for blowup can be expressed for in terms of the Morrey norm of , and we estimate that critical quantity sufficient for blowup asymptotically as . Observe that
[TABLE]
[TABLE]
The radial concentration of appearing in the assumptions of Theorem 2.9
[TABLE]
and the upper bound of the moments are equivalent. Indeed, since for each locally integrable function , each and we have
[TABLE]
and
[TABLE]
Therefore if ; i.e. the upper bound of the moments, the radial concentration of as well as the Morrey norm for are comparable by Proposition 7.1. Note that we have asymptotically
[TABLE]
Thus, condition (8.12) is satisfied if, e.g.,
[TABLE]
with as in (8.14) and where
[TABLE]
— and this leads to a blowup.
Therefore, we established that the asymptotic discrepancy between the critical quantity for the global-in-time existence of solutions in Theorem 2.3 and the bound on the radial concentration guaranteeing the finite time blowup, is of order because of relations (8.16) and (3), i.e. .
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