Dissipative property for a class of non local evolution equations
Severino H. da Silva, Antonio R. G. Garcia, Bruna E. P. Lucena

TL;DR
This paper studies a class of non-local evolution equations, proving well-posedness, smoothness of solutions, existence of a global attractor, and establishing a Lyapunov functional indicating gradient flow behavior.
Contribution
It introduces a new analysis of non-local evolution equations with a Lyapunov functional and demonstrates the gradient property of the flow.
Findings
Solutions are well-posed and smooth with respect to initial data.
Existence of a global attractor for the evolution problem.
Identification of a Lyapunov functional indicating gradient flow.
Abstract
In this work we consider the non local evolution problem \[ \begin{cases} \partial_t u(x,t)=-u(x,t)+g(\beta K(f\circ u)(x,t)+\beta h), ~x \in\Omega, ~t\in[0,\infty[;\\ u(x,t)=0, ~x\in\mathbb{R}^N\setminus\Omega, ~t\in[0,\infty[;\\ u(x,0)=u_0(x),~x\in\mathbb{R}^N, \end{cases} \] where is a smooth bounded domain in satisfying certain growing condition and is an integral operator with symmetric kernel, We prove that Cauchy problem above is well posed, the solutions are smooth with respect to initial conditions, and we show the existence of a global attractor. Futhermore, we exhibit a Lyapunov's functional, concluding that the flow generated by this equation has a gradient property.
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Taxonomy
TopicsStability and Controllability of Differential Equations · Mathematical Biology Tumor Growth · Nonlinear Dynamics and Pattern Formation
Dissipative property for non local evolution equations
Severino H. da Silva
Severino Horácio da Silva
Unidade Acadêmica de Matemática UAMat/CCT/UFCG
Rua Aprígio Veloso, 882, Bairro Universitário, CEP.: 58429-900, Campina Grande - PB, Brazil
[email protected]; [email protected]
,
Antonio R. G. Garcia
Antonio Ronaldo Gomes Garcia
Centro de Ciências Exatas e Naturais, Universidade Federal Rural do Semi-Árido, Mossoró-RN, Brazil, Av. Francisco Mota, 572, CEP.: 59.625-900.
[email protected]; [email protected]
and
Bruna E. P. Lucena
Bruna E. Pereira Lucena
Unidade Acadêmica de Matemática UAMat/CCT/UFCG
Rua Aprígio Veloso, 882, Bairro Universitário, CEP.: 58429-900, Campina Grande - PB, Brazil
Abstract.
In this work we consider the non local evolution problem
[TABLE]
where is a smooth bounded domain in satisfying certain growing condition and is an integral operator with symmetric kernel, We prove that Cauchy problem above is well posed, the solutions are smooth with respect to initial conditions, and we show the existence of a global attractor. Futhermore, we exhibit a Lyapunov’s functional, concluding that the flow generated by this equation has a gradient property.
Key words and phrases:
Non local equation; Well-posedness; Smoothness orbit; Global Attractor; Lyapunov’s functional
2000 Mathematics Subject Classification:
45J05, 45M05, 37B25
Partially supported by CAPES-Brazil
1. Introduction
We consider the non local evolution problem
[TABLE]
where is a real function on , is a bounded smooth domain in and are nonnegative constants; are locally Lipschitz continuous satisfying some growth conditions and is an integral operator with symmetric nonnegative kernel, given by
[TABLE]
where is a symmetric non negative function of class , with
[TABLE]
The dynamics of non local evolution Equations like in (1.1) has attracted the attention of many researchers in the last years; see for instance [1, 2, 3, 5, 6, 8, 9, 10, 11, 15, 16, 17, 21, 22, 24, 28, 30] and [31]. However, the model considered here presents innovation and generalizes the model considered [3, 8, 24] and [25], which can be obtained as a particular case of (1.1) with being the identity, as well as it generalizes the model considered in [21, 24, 28, 9, 10, 11, 30] and [31], which can be obtained as a particular case of (1.1) where is the identity, and the integral operator is the convolution product. When and are identity, and the integral operator is the convolution product, we also obtain as particular case of (1.1) the model considered in [4].
The approache considered here was motivated by similar approaches in [3, 13] and [27], whose basic idea is to find an abstract way to impose Dirichlet boundary conditions in non local evolution equations.
The paper is organized as follows. In Section 2, assuming a growth condition on the functions and , we prove that (1.1) is well posed with globally defined solution. In Section 3 we prove that (1.1) generates a flow in a space which is isometric to . In Section 4, we prove existence of a global attractor, and establish some regularity properties for it. In Section 5, we prove comparison and boundedness results for the solutions of (1.1). Finally, in Section 6, we exhibit a continuous Lyapunov’s functional for the flow generated by (1.1), and we use it to prove that the this flow has the gradient property in the sense of [19].
2. Well posedness
In this section, we prove that the Cauchy problem (1.1) is well posed in the suitable phase space
[TABLE]
with the induced norm of . For this we assume that the functions and satisfy the “suitable” following growth conditions: there exist non negative constants , , and such that
[TABLE]
and
[TABLE]
The space is canonically isomorphic to and we usually identify the two spaces, without further comment. We also use the same notation for a function in and its restriction to for simplicity, wherever we believe the intention is clear from the context.
In order to obtain well posedness of (1.1), we consider the Cauchy problem
[TABLE]
where the map is defined by
[TABLE]
Depending on the properties assumed for , the map given by (1.2) is well defined as a bounded linear operator in various functions spaces and, in particular, it will be well defined in .
To prove that given in (2.6) is well defined, under the conditions given in (2.3) and (2.4), we need of the estimates below for the map , which has been proven in [8].
Lemma 2.1**.**
Let be the map defined by (1.2) and := If , then ,
[TABLE]
where is the conjugate exponent of , and
[TABLE]
Moreover, if , then , and
[TABLE]
Definition 2.2**.**
If is a normed space, we say that a function is locally Lipschitz continuous (or simply locally Lipschitz) if, for any , there exists a constant and a rectangle such that, if and belong to , then ; we say that is Lipschitz continuous on bounded sets if the rectangle in the previous definition may chosen as any bounded rectangle in .
Remark 2.3**.**
The two definitions in (2.2) are equivalent if the normed space is locally compact.
Proposition 2.4**.**
In addition to the hypotheses from Lemma 2.1, suppose that the functions and satisfy the two growth conditions (2.3) and (2.4). Then the function given by (2.6) is well defined in .
Proof.
Consider and let . Then, using Hölder inequality (see [18]) and (2.4), we obtain
[TABLE]
where denotes the conjugate expoent of .
From estimates (2.9) and (2.10), it follows that
[TABLE]
Thus, using (2.11), it follows that
[TABLE]
showing that, in this case, is well defined.
The proof for is straightforward, because if , from (2.4) it follows that and, consequently
[TABLE]
Thus, using (2.4), we obtain
[TABLE]
Hence, from (2.3), we have
[TABLE]
Thus, we conclude the result. ∎
Proposition 2.5**.**
Suppose, in addition to the hypotheses from Proposition 2.4, that the functions and are Lipschitz continuous on bounded. Then the function given by (2.6) is Lipschitz continuous on bounded sets of .
Proof.
Suppose and let be such that and . Then and . Let be the Lipschitz constant of in the interval . Then, for all ,
[TABLE]
From (2.8) it follows that
[TABLE]
Now, if and denotes the Lipschitz constant of in the interval , using (2.7), we have that
[TABLE]
showing that is Lipschitz in bounded sets of as claimed. If , the proof is similar, but simpler. Suppose, finally, that , let be the Lipschitz constant of and denotes the Lipschitz constant of in the interval , where now .
Then, using (2.7), we obtain
[TABLE]
Whence, we obtain
[TABLE]
∎
From Proposition 2.5, it follows from well known results, on ordinary differential equation in Banach space, that the problem (2.5) has a local solution for arbitrary initial condition in . For the global existence, we need the following result ([23] - Theorem 5.6.1).
Theorem 2.6**.**
Let be a Banach space, and suppose that is continuous and , where is continuous and is non decreasing in , for each . Then, if the maximal solution of the scalar initial value problem
[TABLE]
exists throughout , the maximal interval of existence of any solution of the initial value problem
[TABLE]
with , also contains .
Corollary 2.7**.**
Suppose, the same hypotheses from Proposition 2.5. Then the problem (2.5) has a unique globally defined solution for arbitrary initial condition in , which is given, for , by the “variation of constants formula”
[TABLE]
Proof.
From Proposition 2.5, it follows that the right-hand-side of (2.5) is Lipschitz continuous in bounded sets of and, therefore, the Cauchy problem (2.5) is well posed in , with a unique local solution , given by (2.13) (see [7]).
If , from (2.12), we obtain that the right-hand-side of (2.5) satisfies
[TABLE]
If , we have that the right-hand-side of (2.5) satisfies
[TABLE]
Hence, defining , by
[TABLE]
if or by
[TABLE]
in the case , it follows that (2.5) satisfies the hypotheses from Theorem 2.6 and the global existence follows immediately. The variation of constants formula may be verified by direct derivation. ∎
3. Smoothness of the solutions
In this section, in addition the hypotheses from previous section, we assume that the functions , and and are locally Lipschitz and there exist non negative constants and , such that
[TABLE]
[TABLE]
The following result has been proven in [26].
Proposition 3.1**.**
Let and be normed linear spaces, a map and suppose that the Gateaux’s derivative of exists and is continuous at . Then the Fréchet’s derivative of exists and is continuous at .
Using Proposition 3.1, we have the following result:
Proposition 3.2**.**
Suppose, in addition to the hypotheses of Corollary 2.7 that the function and have derivative satisfying (3.14) and (3.15), respectively. Then is continuously Fréchet differentiable on with derivative given by
[TABLE]
Proof.
From a simple computation, using the fact that is continuously differentiable on , it follows that the Gateaux’s derivative of is given by
[TABLE]
The operator is clearly a linear operator in .
Suppose and is the conjugate exponent of . Then, if , using (3.14) and (2.7), we obtain
[TABLE]
Thus, from (2.4) and (3.15), we have
[TABLE]
From (3), we have
[TABLE]
showing that is a bounded operator. In the case , we have that
[TABLE]
showing the boundeness of also in this case.
Suppose now that and belong to . Then
[TABLE]
where
[TABLE]
and
[TABLE]
Fixed and letting in follows that is in a ball of centered . Then, since is locally Lipschitz, there exists , such that
[TABLE]
Thus, using (2.7), we have that
[TABLE]
But, from (3.15) follows that
[TABLE]
Hence,
[TABLE]
Now, using (3.14) and (2.7), we obtain
[TABLE]
Whence we obtain
[TABLE]
Using (2.9) and Hölder inequality, we have
[TABLE]
From (3.17) and (3), follow that
[TABLE]
Thus, to prove continuity of the derivative, we only have to show that
[TABLE]
when
[TABLE]
But, from the growth condition on it follows that
[TABLE]
and a simple computation show that the right-hand is in . Then the result follows from Lebesgue’s Convergence Theorem.
In the case , from (2.8), we obtain
[TABLE]
And the continuity of follows from the continuity of . Therefore, it follows from Proposition 3.1 that is Fréchet differentiable with continuous derivative in . ∎
Remark 3.3**.**
From Proposition 3.2, it follows that the flow generated by (2.5), given by , where is given in (2.13), is with respect to initial condition (see [20]).
4. Existence of a global attractor
We prove, in this section, the existence of a global maximal invariant compact set for the flow of (2.5), which attracts each bounded set of (the global attractor, see [19] and [29]).
We recall that a set is an absorbing set for the flow if, for any bounded set , there is a such that for any .
The following result was proven in [29].
Theorem 4.1**.**
Let be a Banach space and a semigroup on . Assume that, for every , where the operators are uniformly compact for sufficiently large, that is, for every bounded set there exists , which may depend on , such that
[TABLE]
is relatively compact in and is a continuous mapping from into itself such that the following holds: For every bounded set ,
[TABLE]
Assume also that there exists an open set and bounded subset of such that is absorbing in . Then the -limit set of , is a compact attractor which attracts the bounded sets of . It is the maximal bounded attractor in (for the inclusion relation). Furthermore, if is convex and connected, then is connected.
Lemma 4.2**.**
Assume that (2.3) and (2.4) hold with . Then, any positive number , the ball of radius
[TABLE]
is an absorbing set for the flow generated by (2.5).
Proof.
If is a solution of (2.5) with initial condition then, for ,
[TABLE]
But, using Hölder inequality, (2.3) and (2.4), it follows that
[TABLE]
Thus, we have that
[TABLE]
Letting , when
[TABLE]
we have that
[TABLE]
Therefore when ,
[TABLE]
what concludes the proof. ∎
The next result generalizes Theorem 3.3 of [8], Theorem 3.3 of [3] and Theorem 8 of [11].
Theorem 4.3**.**
In addition of the hypotheses assumed in Lemma 4.2, suppose that (3.14) holds and lets Then there exists a global attractor for the flow generated by (2.5) in , which is contained in the ball of radius .
Proof.
If is the solution of (2.5) with initial condition . For we have, by the variation of constants formula,
[TABLE]
Consider
[TABLE]
and
[TABLE]
Then, assuming that , where is a bounded set in , (for example ), it follows that
[TABLE]
Also, using (4.19), we have that , for , where . Therefore, for , we have that
[TABLE]
Thus, using (3.14) and (2.9), we obtain
[TABLE]
It follows that, for and any , the value of is bounded by a constant (independent of and ). Thus, for all , we have that belongs to a ball of . From Sobolev’s Imbedding Theorem, it follows that
[TABLE]
is relatively compact. Therefore, the result follows from Theorem 4.1, the attractor being the set -limit of the ball . ∎
5. Comparison and boundedness results
In this section we prove a comparison result that generalizes the Theorem 2.7 of [25] (where and ) and Theorem 4.2 of [8] (where ).
Definition 5.1**.**
A function is a subsolution of the Cauchy problem for (2.5) with initial condition if for almost all is continuously differentiable with respect to and satisfies
[TABLE]
almost everywhere (a.e.).
Analogously, a function is a super solution if has the same regularity properties as above, satisfies (5.20) with reversed inequality and for almost all .
Theorem 5.2**.**
In addition to the hypotheses of Theorem 4.3, assume that the functions and are monotonic and Lipschitz continuous on bounded with Lipschitz’s constants and , respectively. Let be a subsolution [super solution] of the Cauchy problem of (2.5) with initial condition . Then
[TABLE]
Proof.
Define the operator on by
[TABLE]
Then . Also, since and are monotonic, it follows that is monotonic, that is, for any with (a.e. in we have (a.e. in ).
From (2.7), we obtain
[TABLE]
Since a.e. in , we obtain
[TABLE]
Therefore .
Furthermore, if is a contraction in any subset of functions of with the same values at . In fact
[TABLE]
a.e. in . Hence . Therefore, if is a contraction. Thus, if is a solution of (2.5) with , we have
[TABLE]
on . The same holds for a solution with . If a.e., with and monotonic, it follows that
[TABLE]
Now, if is a subsolution of (2.5), it’s easy to see that
[TABLE]
Therefore , a.e., and since and are monotonic, it follows that a.e. Thus, , where
[TABLE]
Now, from the continuity of , it follows that
[TABLE]
Therefore is a fixed point of , that is, is a solution of (2.5) in with initial condition . Thus, if , then
[TABLE]
where is the solution of (2.5) with initial condition . If is a super solution, we obtain, by the same arguments
[TABLE]
Therefore
[TABLE]
in .
Since the estimates above do not depend on the initial condition, we may extend the result to and, by iteration, we can complete the proof of the theorem. ∎
Remark 5.3**.**
If we add the hypothesis , the comparison result holds in the ball .
In fact, it is enough to prove that . But
[TABLE]
Hence
[TABLE]
Therefore, .
Theorem 5.4**.**
In the same conditions from Theorem 4.3, we have that the attractor belongs to the ball in , where
Proof.
From Theorem 4.3 the attractor is contained in the ball in .
Let be a solution of (2.5) in . Then, for , by the variation of constants formula
[TABLE]
Since for all , we obtain for all letting
[TABLE]
where the equality above is in the sense of . Thus, using (2.3), we have
[TABLE]
Therefore , as claimed ∎
6. Existence of a Lyapunov’s functional
In this section we exhibit a continuous “Lyapunov’s functional” for the flow of (2.5), restricted to the ball of radius in , concluding that this flow is gradient, in the sense of [19].
Initially, we claim that is an invariant set for the flow generated by (2.5).
In fact, let
[TABLE]
be the solution of (2.5) with initial condition Then
[TABLE]
Whence,
[TABLE]
For to exhibit a continuous “Lyapunov’s functional” for the flow of (2.5), we assume that the functions and satisfy the following conditions:
[TABLE]
the function is continuous in and the function
[TABLE]
where is defined by
[TABLE]
has a global minimum in .
Note that if (6.21) holds, it follows that (2.3) holds with and .
Motivated by functionals that appear in [8, 12, 14, 22] and [25], we define the functional by
[TABLE]
where is given in (6.22), which has been adapted from functions considered in [25] and [8].
Note that the functional in (6.23) is defined in the whole space . Furthermore, using the hypotheses on and and Lebesgue’s Dominated Convergence Theorem, we obtain the following result:
Theorem 6.1**.**
In addition to the hypotheses of Theorem 4.3, assume that the hypotheses established in (6.21) and (6.22) hold. Then the functional given in (6.23) is continuous in the topology of
Now we are ready to prove the main result of this section.
Theorem 6.2**.**
In addition of the hypotheses from Theorem 4.3, assume that the hypotheses established in (6.21) and (6.22) hold and that has positive derivative. Let be a solution of (2.5) with . Then is differentiable with respect to for and
[TABLE]
where, for any with ,
[TABLE]
Furthermore, the integrand in is a non negative function and, is a critical point of if only if is an equilibrium of (2.5).
Proof.
From hypotheses on and , it follows that is well defined for all . We assume first that, given , there exists such that for where is a closed finite interval containing . For we write
[TABLE]
As
[TABLE]
the hypotheses on , and imply that is almost everywhere continuous and bounded in for . Thus
[TABLE]
Therefore, we can derive under the integration sign obtaining
[TABLE]
But
[TABLE]
Using the fact that
[TABLE]
it follows that
[TABLE]
This proves the first part of theorem with the additional hypothesis that , for and some , where is a closed finite interval containing .
We claim that this hypothesis actually holds for all . In fact, let be the solution of (2.5) such that for any . Then , where
[TABLE]
Since , it follows easily that for any . As , we obtain by the Comparison Theorem
[TABLE]
for almost every and . Repeating the same argument, starting from inequality for almost every , we obtain , and thus
[TABLE]
and the claim follows by continuity.
To conclude the proof, it is enough to show that is a critical point of if and only if is an equilibrium of (2.5). For this, let be a critical point of the functional , then . Since the integrand is non negative almost everywhere, it follows that
[TABLE]
almost everywhere. Since , for all , we have that
[TABLE]
almost everywhere. But the annihilation of any of these factors implies that
[TABLE]
Reciprocally, if is a equilibrium of (2.5), it is easy to see that . ∎
As a immediate consequence of the existence of the functional , we obtain the following result.
Corollary 6.3**.**
Under the same hypotheses of Theorem 6.2, there are no non trivial recurrent points under the flow of (2.5).
Remark 6.4**.**
The integrand in the functional above is always non negative since is positive and is a global minim of . Thus, is lower bounded.
We recall that a -semigroup, , is gradient if each bounded positive orbit is precompact and there exists a Lyapunov’s Functional for (see [19]).
Proposition 6.5**.**
Assume the same hypotheses of Theorem 6.2. Then the flow generated by equation (2.5) is gradient.
Proof.
The precompacity of the orbits follows from the existence of the global attractor (see Theorem 4.3). From Theorems 6.1 and 6.2, and Remark 6.4, we have existence of a continuous Lyapunov’s functional. ∎
From Proposition 6.5, we have the following characterization of the attractor (see [19] - Theorem 3.8.5).
Theorem 6.6**.**
Assume the same assumptions of Proposition 6.5. Then the attractor is the unstable set of the equilibrium point set of , that is, .
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