This paper studies elliptic and parabolic equations with variable coefficients in exterior domains, establishing boundary value problem properties and well-posedness for various related problems.
Contribution
It introduces new results on the separability and well-posedness of boundary value problems for elliptic and parabolic equations with variable coefficients in exterior domains.
Findings
01
Well-posedness of boundary value problems established
02
Separability properties of elliptic equations proved
03
Well-posedness of various parabolic problems derived
Abstract
The abstract elliptic and parabolic equations on exterior domain are considered. The equations have top-order variable coefficients. The separability properties of boundary value problems for elliptic equation and well-posedness of the Cauchy problem for parabolic equations are established. In application, the well-posedness of Wentzell-Robin type mixed probem for parabolic equation, Cauchy problem for anisotropic parabolic equations and system of parabolic equations are derived
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsDifferential Equations and Boundary Problems · Numerical methods in inverse problems · Advanced Mathematical Modeling in Engineering
Full text
Differential operators in exterior domain and application
Veli B. Shakhmurov
Okan University, Department of Mechanical Engineering, Akfirat, Tuzla 34959
Istanbul, Turkey, E-mail: [email protected]
AMS: 35xx, 47Fxx, 47Hxx, 35Pxx
Abstract
The abstract elliptic and parabolic equations on exterior domain are
considered. The equations have top-order variable coefficients. The
separability properties of boundary value problems for elliptic equation and
well-posedness of the Cauchy problem for parabolic equations are
established. In application, the well-posedness of Wentzell-Robin type mixed
probem for parabolic equation, Cauchy problem for anisotropic parabolic
equations and system of parabolic equations are derived
**Key Words: **differential-operator equations, exterior problems,
semigroups of operators, Banach-valued function spaces, operator-valued
Fourier multipliers, interpolation of Banach spaces
**1. Introduction, notations and background **
Boundary value problems (BVPs) for differential-operator equations (DOEs)
have been studied extensively by many researchers (see [3, 5, 8-23, 26] and the references therein). A comprehensive introduction
to the DOEs and historical references may be found in [13]
and [26]. The maximal regularity properties for differential
operator equations have been studied in [2],[8],[9] and [17-23] for
instance. The main objective of the present paper is to discuss the exterior
BVPs for the following DOE with variable coefficients
[TABLE]
[TABLE]
where σ is an exterier domain, i.e. σ=(−∞,∞)/[0,b],a=a(x) is a
complex-valued function, ε is a positive parameter, νi=2i+2p1,p∈(1,∞);A=A(x), Aj=Aj(x) are linear operator functions in
a Banach space E, αi, βi are complex numbers, μk∈{0,1}.
In this paper, the E-valued Lp-separability properties of this
problem is obtained. Especially, we prove that the corresponding
differential operator is R-positive and also is a negative generator of
the analytic semigroup.
Note that, the principal part of the corresponding differential operator is
non selfadjoint. Nevertheless, the sharp uniform coercive estimates for the
resolvent of corresponding differential operators are established. In
section 6, nonlocal BVP for degenerate abstract elliptic equation considered
in the moving domain. By using the maximal regularity properties of linear
problem (1.1) we derive the existence and uniqueness of BVP
for the following nonlinear degenerate abstract equation
[TABLE]
in exterior domain, where a is a complex valued function, B and F are
nonlinear operator in a Banach space E.
Then, by using the separability properties of the elliptic problem (1.1), the Lp(σT;E)
well-posedness is established for the following parabolic interior mixed
problem
[TABLE]
[TABLE]
[TABLE]
Here
[TABLE]
and Lp(σT;E) denotes the space of all E-valued p-summable functions with mixed norm i.e., the space of
all E-valued measurable functions f defined on σT for which
[TABLE]
Moreover, let we choose E=L2(0,1) in (1.1)
and A to be differential operator with generalized Wentzell-Robin boundary
condition defined by
[TABLE]
[TABLE]
where αij are complex numbers, a1,b1, c are
complex-valued functions and u(0)(x)=u(x). Then, we get the Lp~(Ω)−
well- posedness of the following Wentzell-Robin type mixed problem for
parabolic equation
[TABLE]
[TABLE]
[TABLE]
[TABLE]
where p~=(p,2), ε is a
small parameter and Ω=σT×(0,1).
Note that, the regularity properties of Wentzell-Robin type BVP for elliptic
equations were studied e.g. in [41, 42] and the
references therein. The maximal regularity properties of DOEs in Banach
spaces were considered e.g. in [2, 4, 9, 16, 21-23, 25].
Let Lp(Ω;E) denote the space of strongly measurable E-valued functions that are defined on Ω with the norm
[TABLE]
The Banach space E is called an UMD-space if the Hilbert operator (Hf)(x)=ε→0lim∣x−y∣>ε∫x−yf(y)dy is bounded in Lp(R,E),p∈(1,∞) (see. e.g. [7]). UMD spaces
include e.g. Lp, lp spaces and Lorentz spaces Lpq,p, q∈(1,∞).
Let R denote the set of real numbers, C be the set of
the complex numbers and
[TABLE]
Let E1 and E2 be two Banach spaces. L(E1,E2)
denotes the space of bounded linear operators from E1 into E2. For
E1=E2=E it will be denoted by L(E).
A linear operator A is said to be φ-positive in a Banach space E with bound M>0 if D(A) is dense on E and (A+λI)−1L(E)≤M(1+∣λ∣)−1 for any λ∈Sφ,0≤φ<π, where I is the identity operator in E. Sometimes A+λI will be written as A+λ and will be
denoted by Aλ. It is known [24, §1.15.1]
that a positive operator A has well-defined fractional powers Aθ. Let E(Aθ) denote the space D(Aθ) with norm
[TABLE]
Let S(Rn;E) denote the Schwartz class, i.e., the space of
all E-valued rapidly decreasing smooth functions on Rn and C(Ω;E) denotes the space of all E-valued norm bounded
functions on Ω. Let F denote the Fourier transformation. A
function Ψ∈C(Rn;L(E)) is called
Fourier multiplier in Lp,γ(Rn;E) if the map
[TABLE]
is well defined and extends to a bounded linear operator in Lp(Rn;E). The set of all multipliers in Lp(Rn;E) will denoted by Mpp(E).
Definition 1.1. A Banach space E is said to be a
space satisfying multiplier condition with respect to p∈(1,∞) if for any Ψ∈C(1)(R;L(E)) the R-boundedness (see e.g. [9, § 4.1]) of the set
[TABLE]
implies Ψ∈Mpp(E).
**Remark 1.1. **Note that if E is UMD space, then for example, by [25], [9], [11] this space satisfies the multiplier condition.
By (E1,E2)θ,p, 0<θ<1,1≤p≤∞ we will denote the interpolation spaces obtained from {E1,E2} by the K-method [24, §1.3.2].
The operator A(x) is said to be φ-positive uniformly
with respect to x∈G in E with bound M>0 if D(A(x)) is independent ofx, D(A(x)) is dense in E and (A(x)+λ)−1≤1+∣λ∣M for all λ∈S(φ),0≤φ<π, where M is
independent of x.
The φ-positive operator A(x),x∈σ is said
to be uniformly R-positive in a Banach space E if there exists φ∈[0,π) such that the set
[TABLE]
is uniformly R-bounded, that is
[TABLE]
Let E0 and E be two Banach spaces and E0 is
continuously and densely embedded into E. Let σ be a domiın in R. Consider the Sobolev-Lions type space Wpm(σ;E0,E) that consisting of all functions u∈Lp(σ;E0) that have generalized derivatives u(m)∈Lp(σ;E) with the norm
[TABLE]
The embedding theorems play a key role in the perturbation theory of DOEs.
For estimating lower order derivatives we use following embedding theorems
from [21]:
Theorem A1. Assume the following conditions are satisfied:
(1) E is a Banach space satisfying the multiplier condition with respect
to p;
(2) A is an R-positive operator in E,σ⊂R;
(3) 0≤j≤m,0≤μ≤1−mj, 1<p<∞; h is
a positive parameter that 0<h<h0<∞;
(4) There exists a bounded linear extension operator from Wpm(σ;E(A),E) to Wpm((−∞,∞);E(A),E).
Then the embedding DjWpm(σ;E(A),E)⊂Lp(σ;E(A1−mj−μ))
is continuous. Moreover, for u∈Wpm(σ;E(A),E) the following estimate holds
[TABLE]
Consider the DOE with variable coefficients on (−∞,∞)
[TABLE]
where a(.) is a real-valued function, ε is a
positive parameter, A(.) and Aj(.) are
linear operator functions in a Banach space E,λ is a complex
parameter.
Let ω1=ω1(x), ω2=ω2(x) be roots of the equation a(x)ω2+1=0.
From [21] we obtain
**Theorem A2. **Suppose the following conditions are
satisfied:
(1) E is a Banach space satisfying the multiplier condition with respect top∈(1,∞);
(2) A(x) is an R-positive operator in E for φ∈[0,π) uniformly with respect to x∈[0,1] and A(x)A−1(x0)∈C((−∞,∞);L(E)) for a.e. x0∈(−∞,∞);
(3) for any δ>0 there is a positive C(δ) such
that
[TABLE]
for u∈(E(A),E)21,∞ and ∥A0(x)u∥≤δ∥Au∥E+C(δ)∥u∥ for u∈D(A);
(4) a∈Cb(−∞,∞) and Reωk=0 and ωkλ∈S(φ)
for λ∈S(φ), 0≤φ<π,k=1,2. a.e. x∈R;
Then problem (1.6) has a unique solution u∈Wp2(R;E(A),E) for f∈Lp(R;E). Moreover, for ∣argλ∣≤φ and sufficiently large ∣λ∣ the following uniform coercive estimate holds
[TABLE]
Consider the nonhomogenous BVP for DOE with constant coefficients on half
plane
[TABLE]
[TABLE]
where ϰ∈(E(A),E)2ν,p, a is a complex number, ε is a positive parameter, νi=2i+2p1;A is a linear operator in a Banach space E,λ is a complex parameter, αi are complex numbers and ν∈{0,1}, αν=0.
Let ω1, ω2 be roots of equation aω2+1=0.
From [22] we obtain.
**Theorem A3. **Suppose the following conditions are
satisfied:
(1) E is a Banach space satisfying the multiplier condition with respect top∈(1,∞);
(2) A is an R-positive operator in E for φ∈[0,π);
(4) a is a complex number such that Reωk=0 and ωkλ∈S(φ) for λ∈S(φ), 0≤φ<π,k=1,2.
Then problem (1.7) has a unique solution u∈Wp2(0,∞;E(A),E) for f∈Lp(0,∞;E). Moreover, for ∣argλ∣≤φ and sufficiently large ∣λ∣ the following uniform coercive estimate holds
[TABLE]
Consider the nonlocal BVP for DOE with constant coefficients
[TABLE]
[TABLE]
where fk∈(E(A),E)2ppμk+1,p, A is a linear operator in a Banach space E,ε is a
positive parameter, νi=2i+2p1, λ is a
complex parameter, a,αki,βki are complex numbers
and μk∈{0,1}.
From [20] we obtain.
Theorem A4. Suppose the following conditions are satisfied:
(1) E is a Banach space satisfying the multiplier condition with respect top∈(1,∞);
(2) A is an R-positive operator in E for φ∈[0,π);
(3) a is a complex number such that Reωk=0 and ωkλ∈S(φ) for λ∈S(φ), 0≤φ<π,k=1,2;
Then problem (1.8) has a unique solution u∈Wp2(0,1;E(A),E) for f∈Lp(0,1;E) and fk∈(E(A),E)2pνk+1,p. Moreover, for ∣argλ∣≤φ and sufficiently large ∣λ∣ the
following uniform coercive estimate holds
[TABLE]
[TABLE]
By virtue Lions Petree trace theorem (see of [24, §1.8.2]) we obtain
Theorem A5. Assume m and j are integers, 0≤j≤m−1,θj=pmpj+1, p∈(1,∞);ε∈(0,1) is a parameter, x0∈[0,b].
Then, the linear transformation u→u(j)(x0) is bounded from Wpm(0,b;E0,E) onto (E0,E)θj,p and the following inequality holds
[TABLE]
**2. Abstract equation with variable coefficients **
Consider the exterior BVP for differential-operator equation with
variable coefficients
[TABLE]
[TABLE]
where a=a(x) is a complex-valued function, ε is
a positive parameter, νi=2i+2p1, u=u(x), f=f(x),x∈σ are E-valued unknown and
date functions; A=A(x) and Aj=Aj(x)
are linear operator functions in a Banach space E,λ is a complex
parameter, αi,βi are complex numbers, μk∈{0,1} and σ=R∖[0,b].
A function u∈Wp2(σ;E(A),E) satisfying the equation (2.1) a.e. on σ is said to be
the solution of the equation (2.1) on σ.
Consider the problem (2.1)−(2.2). Let X=Lp(σ;E) and Y=Wp2(σ;E(A),E). Let ω1=ω1(x), ω2=ω2(x) be roots of equation a(x)ω2+1=0.
The main result of this section is the following:
**Theorem 2.1. **Assume the following conditions are satisfied:
Suppose the following conditions are satisfied:
(1) E is a Banach space satisfying the multiplier condition with respect top∈(1,∞);
(2) A(x) is an R-positive operator in E for φ∈[0,π) uniformly with respect to x∈[0,1] and A(x)A−1(x0)∈C(σˉ;L(E)) for x0∈(0,1);
(3) for any δ>0 there is a positive C(δ) such
that
∥A1(x)u∥≤δ∥u∥(E(A),E)21,∞+C(δ)∥u∥ for u∈(E(A),E)21,∞ and
[TABLE]
for u∈D(A);
(4) a∈C(σˉ), Reωk=0 and ωkλ∈S(φ) for λ∈S(φ), 0≤φ<π,k=1,2. a.e. x∈σ.
Then problem (2.1)−(2.2) has a unique solution u∈Wp2(σ;E(A),E) for f∈Lp(σ;E). Moreover, for ∣argλ∣≤φ and sufficiently large ∣λ∣ the following uniform coercive estimate holds
[TABLE]
Proof. First of all, we will show the uniqueness of solution. Let G1,G2,...,Gn... be regions in R and φ1,φ2,...,φn... correspond to a partition of unit on σ, which functions φj are smooth functions on R, supp φj⊂Gj and j=1∑∞φj(x)=1 for x∈σ. Then for all u∈Y we have u(x)=j=1∑∞uj(x),
where uj(x)=u(x)φ(x). Let
u∈Y be a solution of (2.1)−(2.2). Then from
(2.1)−(2.2) we obtain
[TABLE]
where
[TABLE]
[TABLE]
[TABLE]
By Lemma A5,ϰ1,ϰ2∈(E(A),E)2p1,p. By freezing coefficients in (2.4) we obtain that
[TABLE]
[TABLE]
where
[TABLE]
Since functions uj(x) have compact supports, by extending uj(x) on the outsides of supp φj we obtain BVPs
for DOEs with constant coefficients
[TABLE]
Since a is uniformly bounded on σ for all small ρ>0 there is
a large r0>0 such that ∣a(x)−a(±∞)∣≤δ for all ∣x∣≥r0. Let
[TABLE]
Cover Or0(0) by finitely many intervals Gj=Orj(x0j) such that
[TABLE]
Define coefficients of local operators, i.e.
[TABLE]
and
[TABLE]
for each j=1,2,.... Then, for all x∈σ and j=0,1,2,....we get
[TABLE]
Let φj such that [math], b∈ supp φj. Then by
virtue of Theorem A4 we obtain that problem (2.8) has a
unique solution uj
and the coercive uniform estimates hold
[TABLE]
where, ∥.∥Gj,p denote E-valued Lp-norms
on Gj and Ep=(E(A),E)2p1,p.
Then by using Theorems A1 and A6 we obtain from the above estimate
the following
[TABLE]
Let φj such that [math], 1∈ˉ supp φj. Hence, ϰk=0. Then in a similar way, Theorem A2 and Theorem A3
imply the same estimates
[TABLE]
for domains Gj adjoin the boundary point [math] and b. Hence, using
properties of the smoothness of coefficients of equations (2.5),(2.7) and choosing diameters of suppφj
sufficiently small, we get
[TABLE]
where δ is a sufficiently small positive number and C(δ) is a continuous function. Consequently, from (2.9)-(2.11) by using Theorem A1 we get
[TABLE]
[TABLE]
Choosing δ<1 from the above inequality we have
[TABLE]
Then using the equality u(x)=j=1∑∞uj(x) and the estimate (2.12) for u∈Y
we have
[TABLE]
Let u∈Y be solution of problem (2.1)−(2.2).
Then for ∣argλ∣≤φ we have
[TABLE]
Then by Theorem A1, by virtue of (2.12) and (2.14) for sufficiently large ∣λ∣ we
have
[TABLE]
Consider the operator Oε in X generated by problem (2.1)−(2.2), i.e.,
[TABLE]
[TABLE]
The estimate (2.15) implies that the problem (2.1)−(2.2) has only a unique solution and the operator O+λ has an invertible operator in its rank space. We need
to show that this rank space coincides with the space X. We consider the
smooth functions gj=gj(x) with respect to the partition
of the unique φj=φj(x) on σ that
equal one on supp φj, where supp gj⊂Gj and ∣gj(x)∣<1. Let us construct the
function uj for all j, that are defined on Ωj=σ∩Gj and satisfying the problem (2.1)−(2.2).
The problem (2.1)−(2.2) can be expressed as
[TABLE]
[TABLE]
Consider the Lp(Gj;E)−realization of the above local
operators Ojλε=Oεj+λ defined as
[TABLE]
[TABLE]
By virtue of Theorem A1, for f∈Lp(Gj;E), ∣argλ∣≤φ and sufficiently large ∣λ∣ we have
[TABLE]
Extending uj zero on the outside of suppφj and passing
substitutions uj=Oεjλ−1υj in (2.17), obtain equations with respect to υj.
[TABLE]
By virtue of Theorem A1 and estimate (2.17), in view of
the smoothness of the coefficients of the expression Kjλ, for
sufficiently large ∣λ∣ we have ∥Kjλ∥<δ, where δ is sufficiently small.
Consequently, equations (2.18) have unique solutions υj=[I−Kεjλ]−1gjf . Moreover,
[TABLE]
Whence, [I−Kεjλ]−1gj are bounded
linear operators from X to Lp(Gj;E). Thus, we obtain
that
[TABLE]
are solutions of (2.18). Consider the linear operator (Uε+λ) in X such that
[TABLE]
It is clear from the constructions Uεjλand
the estimate (2.17) that operators Uεjλ
are bounded linear from X to Y and
[TABLE]
Therefore, (U+λ) is a bounded linear operator from Lp to Lp. Let O denote the operator in X generated by BVP (2.1)−(2.2). Then act of (O+λ) to u=j=1∑∞φjUεjλf gives (O+λ)u=f+j=1∑∞Φεjλf, where Φεjλ are
a linear combination of Uεjλ and dxdUεjλ. By virtue of embedding Theorem A1, the
estimate (2.19) and from the expression Φεjλ we obtain that operators Φjλ are bounded linear
from X to Lp(Gj;E) and ∥Φεjλ∥<1. Therefore, there exists a bounded linear invertible operator(I+j=1∑∞Φεjλ)−1. So, we obtain that the BVP (2.1)−(2.2) for f∈X has a unique solution
[TABLE]
[TABLE]
Then by using the above representation and by using Theorem A1 we
obtain the estimate (2.3).
**Result 2.1. **Theorem 2.1 implies that the differential operator Oε has a resolvent (Oε+λ)−1 for ∣argλ∣≤φ, and the
uniform estimate holds
[TABLE]
3. R-**positive properties of the abstract
differential operator **
Result 2.1 implies that the operator O is positive in Lp(σ;E). In the following theorem we prove that this operator is R-positive of the operator O in Lp(σ;E).
**Theorem 3.1. **Let all condition of Theorem 2.1 be satisfied. Then
the operator O is R-positive in Lp(σ;E).
Proof. Consider first of all the problem with constant coefficents
[TABLE]
[TABLE]
where a is a complex number, A is a linear operator in a Banach space E,λ is a complex parameter, ε is a positive
parameter, νi=2i+2p1,αi,βi
are complex numbers, μ1,μ2∈{0,1}.
Consider the operator O0 in X generated by problem (3.1)−(3.2) for λ=0, i.e.
[TABLE]
Since A is a positive operator in E, then in view of [9, Lemma 2.6] there exists semigroups Uεjλ(x)=eε21xω1Aλ21for Reω1<0, Uεjλ(x)=e−ε21(b−x)ω2Aλ21for \mathop{\mathrm{R}e}\omega_{2}>0\that are holomorphic for x>0
and strongly continuous for x≥0. By using a technique similar to that
applied in [26, Lemma 5. 3. 2/1], we obtain
that for f∈D(σ;E(A)) the solution of
the equation (3.1) is represented as
[TABLE]
where
[TABLE]
By taking into account the boundary conditions (3.2), we
obtain the following equation with respect to g1,g2
[TABLE]
By solving the above system and substituting it into (3.3) we
obtain the representation of the solution for problem (3.1)−(3.2):
[TABLE]
[TABLE]
where Bkj(λ) are are uniformly bounded operators in
E and
[TABLE]
Let at first, to show that the set Φ={Gε(λ,x,y);λ∈S(φ)} is
uniformly R-bounded. By using the generalized Minkowcki’s, Young
inequalities and by using of the holomorphic semigroups estimates [9] we have the uniform estimate
[TABLE]
[TABLE]
Due to R-positivity of A, uniform boundedness of operators Bkj(λ) and in view of the Kahane’s contraction principle and from
the product properties of the collection of R-bounded operators [9, Lemma 3.5, Proposition 3.4] we get that the sets
[TABLE]
are uniformly R-bounded. Then by using the Kahane’s contraction principle,
product and additional properties of the collection of R-bounded operators
and in view of R-boundedness of the sets bkj, b0, for all u1,u2,...,uμ∈F, λ1,λ2,...,λμ∈S(φ), and independent symmetric {−1,1}-valued random variables ri(y), i=1,2,...,μ, μ∈N we have the uniform estimate
[TABLE]
[TABLE]
This implies that
[TABLE]
By applying the R-bondedness property of kernel operators (see e.g. the
Proposition 4.12 in [9]) and due to density of D(σ;E(A)) in X ( see e.g.[14, § 2.2] ) we get that the operator O0 is uniformly R-positive in X. From the representation (3.4) of solution
of problem (3.1)−(3.2) it is easy to see that
the operator (O0+λ)−1 can be expressed as a
linear combination of operators Ojλ−1 like (O0+λ)−1. Then, in view the representation (3.4) and by virtue of Kahane’s contraction principle, product and
additional properties of the collection of R-bounded operators we obtain
that the operator O0 is R-positive in Lp(σ;E).
Now, consider the problem (2.1)−(2.2). By virtue
of (2.20) from Theorem 2.1 we obtain that forf∈Lp(σ;E) the BVP (2.1)−(2.2) have a unique solution expressing in the form
[TABLE]
where Oεjλ=Oεj+λ are local
operators generated by BVPs with constant coefficients of type (2.16) and Kεjλ,Φεjλ are uniformly bounded operators defined in the proof of the Theorem 2.1. By virtue of the first part of this theorem, the operators Oj are R-positive in Lp(Gj;E). Then by using the
representation (3.5) and by virtue of Kahane’s contraction
principle, product and additional properties of the collection of R-bounded operators ( see e.g. [9] Lemma 3.5,
Proposition 3.4 ) we obtain the assertion.
4. Abstract Cauchy problem for parabolic equation on exterior domain
Consider the following mixed problem for parabolic DOE equation with
parameter
[TABLE]
[TABLE]
[TABLE]
where σ=(−∞,∞)∖[0,1],αi,βi are complex numbers, ε is a
positive parameter, νi=2i+2p1, d is a positive
number, μk∈{0,1},A(.) and Aj(.) are linear operator functions in a Banach space E
for x∈σ.
For p=(p,p1), Δ+=(0,T)×σ,Lp(ΔT;E) will be
denoted the space of all E-valued p-summable functions with
mixed norm (see e.g. [6]), i.e., the space of all measurable
functions f defined on ΔT for which
[TABLE]
Analogously, Wp2(σT,E(A),E) denotes the Sobolev space with corresponding mixed norm (see [6] for scalar case).
**Theorem 4.1. **Let the conditions of Theorem 2.1 hold for φ>2π. Then for all f∈Lp(σT;E) and sufficiently large d>0 problem (4.1)
has a unique solution belonging to Wp1,2(σT;E(A),E) and the following coercive estimate holds
[TABLE]
**Proof. **The problem (4.1) can be express as the
following Cauchy problem
[TABLE]
where Oε denote the operator generated by (2.1)−(2.2).The Theorem 3.1 implies that the operator Oε is R-positive in X=Lp(σ;E). By
virtue of [24, §1.14], the operator Oε is a generator of an analytic semigroup in X. Then applying [9, Theorem 4.4] we obtain that for f∈Lp1(0,T;X) and sufficiently large d>0 problem (4.2) has
a unique solution belonging to Wp11(0,T;D(O),X) and the following estimate holds
[TABLE]
Since Lp1(0,T;X)=Lp(σT;E), by Theorem 2.1 we have
[TABLE]
These relations and the above estimate prove the hypothesis to be true.
**5. Elliptic DOE on the moving domain **
Consider the BVP on the exterier moving domain σ(s)=R/[0,b(s)]:
[TABLE]
[TABLE]
where αi, βi are complex numbers, a is a complex
valued function; A=A(x) and Aj=Aj(x) are
linear operators in a Banach space E, the end point b(s)
depend on the parameter s and b(s) is a positive continues function on
compact domain Δ⊂R,μk∈{0,1}.
Theorem 2.1 implies the following:
Proposition 5.1. Assume the Condition 2.1 hold for b=b(s). Then, problem (5.1) has a unique solution u∈Wp2((0,b);E(A),E) for f∈Lp(0,b;E) and sufficiently d>0. Moreover, the following
coercive uniform estimate holds
[TABLE]
**Proof. **Under the substitution τ=xb−1(s) the problem (5.1) reduced to the following BVP in fixed domain (0,1):
[TABLE]
[TABLE]
where
[TABLE]
[TABLE]
Then, by virtue of Theorem 2.1 we obtain the required assertion.
6.Nonlinear abstract elliptic problem in exterior domain
Consider the following nonlinear elliptic problem
[TABLE]
[TABLE]
where g is E-valued given function, a is a complex valued function, αi,βi are complex numbers, μk∈{0,1}, σ=R∖[0,b].
In this section we will prove the existence and uniqueness of
maximal regular solution for the nonlinear problem (6.1)−(6.2). Let
[TABLE]
[TABLE]
**Remark 6.1. **By using J. Lions-I. Petree result (see e.g [24, § 1.8.]) we obtain that the embedding DiY∈Ei is continuous and there is a constant C1 such that for w∈Y,W={wi},wi=Diw(⋅),i=0,1,
[TABLE]
For r>0 denote by Or the closed ball in X0 of radios r, i.e.
[TABLE]
Consider the linear problem,
[TABLE]
[TABLE]
where A(x) is a linear operator in a Banach space E for x∈σ, Lk are boundary conditions defined by (6.1) and d>0.
Assume E is a UMD space and A(x) is uniformly R-positive
in E,A(0)A−1(y0)=A(a)A−1(y0). By virtue Theorem 2.1 and Proposition 5.1,
problem (6.3) has a unique solution w∈Y for all g∈X
and for sufficiently large d>0. Moreover, the following coercive estimate
holds
[TABLE]
where the constant C0 do not depend on f∈X and b∈(0b0].
Let ω1=ω1(x), ω2=ω2(x) be roots of equation a(x)ω2+1=0.
**Condition 6.1. **Assume the following satisfied:
(1 a∈C(σˉ), Reωk=0 and ωkλ∈S(φ) for λ∈S(φ), 0≤φ<π,k=1,2. a.e. x∈σ;
(2) E is an UMD space, p∈(1,∞);
(3) F:σˉ×X0→E is a measurable function for
each ui∈Ei,i=0,1 and F(x,U)∈X. Moreover, for
each r>0 there exists the positive functions hk(x) such
that
[TABLE]
[TABLE]
where hk∈Lp(σ) with
[TABLE]
and U={u0,u1}, Uˉ={uˉ0,uˉ1}, ui,uˉi∈Ei and U,Uˉ∈Or.
(4) there exist Φi∈Ei, such that the operator B(x,Φ) for Φ={Φi} is R-positive in E
uniformly with respect to x∈[0,b];B(x,Φ)B−1(x0,Φ)∈C(σˉ;L(E)); B(x,0)=A(x);
(5) B(x,U) for x∈(0,a) is a uniform
positive operator in a Banach space E, where domain definition D(B(x,U)) does not depend on x,U and B: σ×X0→L(E(A),E) is continuous.
Moreover, for each r>0 there is a positive constant L(r)
such that
[B(x,U)−B(x,Uˉ)]υE≤L(r)U−UˉX0∥Aυ∥E for x∈σ, U,Uˉ∈Or and υ∈D(B(x,U)).
**Theorem 6.1. **Assume the Condition 6.1 holds. Then, there exist a
radius 0<r≤r0 and δ>0 such that for each f∈Lp(σ;E) with ∥f∥Lp(σ;E)≤δ there is a unique solution u∈Wp2((σ;E(A),E) of the problem (6.1)−(6.2) with ∥u∥Wp2(σ;E(A),E)≤r.
Proof. We want to solve the problem (6.1)−(6.2) locally by means of maximal regularity of the linear problem (6.3) via the contraction mapping theorem. For this purpose, let w be a
solution of the linear problem (6.3). Consider a ball
[TABLE]
Let w∈Y be a solution of the problem (6.3) and
[TABLE]
Given υ∈Br solve the linear problem
[TABLE]
[TABLE]
where
[TABLE]
Consider the function
[TABLE]
Let first of all, we show that g∈X and ∥g∥X≤M−1r for υ∈Y,∥υ∥Y≤r. Indeed, by Remark 6.1 V∈C(σˉ;X0), one has
[TABLE]
Hence, by assumption (3), g is measurable and
[TABLE]
for a.e. x∈σ. Then, by using the Remark 6.1 and by chousing δ we obtain
[TABLE]
Define a map Q on Or by
[TABLE]
where w is a solution of the problem (6.3) with g defined
by (6.4). We want to show that Q(Br)⊂Br and that Q is a contraction operator in Y provided δ is
sufficiently small, and r is chosen properly. For this aim, by using
maximal regularity properties of the problem (6.3) we have
[TABLE]
[TABLE]
By assumption (3) for υ∈Or we get
[TABLE]
By assumptions (4), (5) and Remark 6.2, for υ∈Or and W=(w,w(1)), w∈Y we have
[TABLE]
[TABLE]
[TABLE]
[TABLE]
By chousing r and b∈(0b0] so that ∥w∥Y<δa by assumptions (3)-(5) we obtain
from the above inequalities
[TABLE]
That is the operator Q maps Br into itself, i.e.
[TABLE]
Let u1=Q(υ1) and u2=Q(υ2). Then u1−u2 is a solution of the problem
[TABLE]
[TABLE]
[TABLE]
In a similar way, by using the assumption (5) we obtain
[TABLE]
[TABLE]
Thus Q is a strict contraction. Eventually, the contraction mapping
principle implies a unique fixed point of Q in Or which is the unique
strong solution
[TABLE]
**7. Exterior BVP for elliptic equations **
The regularity property of BVP for elliptic equations were studied e.g. in [1],[9],[26]. Let Ω=σ×G, where σ=R∖[0,b],G⊂Rn,n≥2 is a bounded domain with (n−1)-dimensional boundary ∂G. Let us consider the following BVP for
elliptic equation with parameter
[TABLE]
[TABLE]
[TABLE]
[TABLE]
where ηk∈{0,1},αi,βi are
complex numbers, ε is a positive parameter,νi=2i+2p1, d>0,
[TABLE]
and a,aα,bα,aiβ,bjβ are
the complex valued functions, μi<2m. Let p=(p1,p).
Let ξ′=(ξ1,ξ2,...,ξn−1)∈Rn−1,α′=(α1,α2,...,αn−1)∈Zn and
[TABLE]
[TABLE]
Let Q denote the differential operator in Lp(Ω) generated by BVP (7.1)−(7.3).
Theorem 5.1. Let the following conditions be satisfied:
(1) a∈C(σˉ), Reωk=0 and ωkλ∈S(φ) for λ∈S(φ), 0≤φ<π,k=1,2. a.e. x∈σ,bα∈C(σ), aα∈C(Ωˉ) for each ∣α∣=2m and aα∈L∞(Ω) for
each ∣α∣<2m;
(2) bjβ∈C2m−mj(∂Ω) for each j, β and mj<2m, j=1∑mbjβ(y∣)σj=0, for ∣β∣=mj,y∣∈∂G, where σ=(σ1,σ2,...,σn)∈Rn is a
normal to ∂G ;
(3) for y∈Ωˉ, ξ∈Rn, λ∈S(φ0), ∣ξ∣+∣λ∣=0 let λ+∣α∣=2m∑aα(y)ξα=0;
(4) for each y0∈∂Ω local BVP in local coordinates
corresponding to y0
[TABLE]
[TABLE]
has a unique solution ϑ∈C0(R+) for
all h=(h1,h2,...,hn)∈Cn and for ξ′∈Rn−1.
Then;
(a) problem (7.1)−(7.3) has a unique solution u∈Wp2,2m(Ω) for f∈Lp(Ω) and sufficiently large d>0. Moreover, the uniform
coercive estimate holds
[TABLE]
(b) the operator Q is R-positive in Lp(Ω).
**Proof. **Let us consider operators A and Ai(x)
in E=Lp1(G) that are defined by the equalities
[TABLE]
[TABLE]
Then the problem (7.1)−(7.3) can be rewritten as
the problem (2.1)−(2.2), where u(x)=u(x,.),f(x)=f(x,.), x∈σ are the functions with values in E=Lp1(G). By
virtue of [2, Theorem 4.5.2] ) the space E=Lp1(G),p1∈(1,∞) satisfies
the multiplier condition. By virtue of [9, Theorem 8.2]
operator A+μ for sufficiently large μ>0 is R-positive in Lp1. Moreover, (1) and (2) implies the (3) condition of Theorem 2.1,
i.e., conditions (1)- (3) of Theorem 2.1 are fulfilled. It is known that the
embedding Wp12m(G)⊂Lp1(G)
is compact (see e.g. [24, § 3],Theorem 3. 2. 5 ).
Using interpolation properties of Sobolev spaces [24, § 4] we obtain that the condition (4) of Theorem 2.1 is satisfied.
Hence, all hypotheses of Theorem 2.1 are valid and the assertion of (a)
holds. Then the Theorem 3.1 implies the assertion (b).
**8. The system of parabolic equation of arbitrary number on exterior
domain **
Consider the Cauchy problem for the system of parabolic equation of
arbitrary number
[TABLE]
[TABLE]
[TABLE]
where a(.),aj(.),bij(x)
are complex valued functions, αi,βi are complex
numbers, ε is a small positive parameter, νi=2i+2p1,d is a positive number, μk∈{0,1},σ=R∖[0,1].
Let p=(p,p1), Δ+=(0,T)×σ and Lp(ΔT)=Lp(ΔT;C) will be denoted the space of all
complex-valued functions with mixed norm i.e., the space of all measurable
functions f defined on ΔT for which
[TABLE]
Analogously, Wp2(ΔT) denotes the
Sobolev space with corresponding mixed norm (see e.g. [6]).
Let E=lq and A(x)=[δijai(x)],Ai(x)=[bij(x)] are diagonal matrices in lq, where i,
j=1,2,...N, δij=1 for i=j and δij=0 and
[TABLE]
[TABLE]
[TABLE]
Condition 8.1. Assume the following conditions are satisfied;
(1)** ** a∈C(σˉ), Reωk=0 and ωkλ∈S(φ)
for λ∈S(φ), k=1,2, aj∈C(σˉ) and aj(x)∈S(φ),x∈σ,0≤φ<π;
(2) bij∈L∞(0,1),∣bij(x)∣≤Caj1−2i−δi(x) for 0<δi<1−2i and
a.e. x∈σ;
(5) p,q∈(1,∞) and j=1∏N∣aj(x)∣<∞ for a.e. x∈σ.
Let
[TABLE]
**Theorem 8.1. AssumeCondition 8.1 are satisfied. **Then for f(x)∈Lp(Δ+;lq) and
for sufficiently large d problem (8.1) has a unique
solution u that belongs to the space Wp1,2(Δ+;lq(A),lq) and the following coercive
estimate holds
[TABLE]
[TABLE]
Proof. Let first all of, we suppose N<∞. Then det A(x)=j=1∏Naj(x).
It is easy to see that
[TABLE]
where D(λ)=j=1∏N(aj(x)+λ)−1, Aji(λ) are
entries of the corresponding adjoint matrix of A+λI. By using the
(1) assumption it is clear to see that the matrix A generates a positive
operator in lq. For all u1,u2,...,uμ∈lq, λ1,λ2,...,λμ∈C and independent
symmetric {−1,1}-valued random variables rk(y), k=1,2,...,μ,μ∈N we have
[TABLE]
[TABLE]
[TABLE]
Since A is symmetric and positive definite, we have
[TABLE]
From (8.2) and (8.3) we get
[TABLE]
i.e., the operator A is R-positive in lq.
Let N=∞, then we define determinant of infinite dimensional matrix A as:
[TABLE]
The resolvent set R(A) of the infinite dimensional matrix A
is defined as:
[TABLE]
In a similar way we obtain that
[TABLE]
where D(λ)=n→∞limj=1∏n(aj+λ)−1 and Aji(λ) are entries of the corresponding adjoint
matrix of A+λ. By reasoning as the above and by taking limit when n→∞ we obtain that the matrix A generates R−positive
operator in lq also for N=∞. From the Theorem 3.1 we obtain
that problem (8.1) has a unique solution u∈Wp1,2(Δ+;lq(A),lq) for f∈Lp(Δ+;lq) and the following uniform
estimate holds
[TABLE]
From the above estimate we obtain the assertion.
9. Wentzell-Robin type mixed problem for parabolic equation
in exterior domain
Consider the problem
[TABLE]
[TABLE]
[TABLE]
where a=a(t,x,y),a1=a1(t,x,y),b1=b1(t,x,y),c=c(t,x,y) are
complex-valued functions on Ω~=σ×(0,1)×(0,T). For p~=(p,p,2)
and Lp~(Ω~) will denote the
space of all p~-summable scalar-valued functions with
mixed norm. Analogously, Wp~2,1(Ω~) denotes the Sobolev space with corresponding mixed norm, i.e., Wp~2,1(Ω~) denotes the space of
all functions u∈Lp~(Ω~)
possessing the derivatives ∂t∂u,∂y2∂2u,∂y2∂2u∈Lp~(Ω~) with the norm
[TABLE]
**Condition 9.1 **Assume;
(1) a(t,.,y),∈C(σˉ), y∈(0,1) and t∈(0,T),Reωk=0 and
ωkλ∈S(φ) for, x∈σ,λ∈S(φ), k=1,2, pk∈(1,∞);
(2) a1(t,x,.)∈W∞1(0,1),a1(t,x,.)≥δ>0,b1(t,x,.),c(t,x,.)∈L∞(0,b) for a.e. x∈σ,t∈(0,T);
In this section, we present the following result:
**Theorem 9.1. **Suppose the Condition 9.1 hold.
Then, for f∈Lp~(Ω~;E)
problem (9.1)−(9.3) has a unique solution u belonging to Wpˉ2,1(Ω~;E(A),E) and the following coercive estimate holds
[TABLE]
Proof. Let E=L2(0,1). It is known [10] that L2(0,1) is an UMD space. Consider the
operator A defined by
[TABLE]
Therefore, the problem (9.1)−(9.3) can be
rewritten in the form of (4.1), where u(x)=u(x,.),f(x)=f(x,.) are
functions with values in E=L2(0,1). By virtue of [30, 31] the operator A generates analytic semigroup in L2(0,1). Then in view of Hill-Yosida theorem (see e.g. [28, § 1.13]) this operator is sectorial in L2(0,1). Since all uniform bounded set in Hilbers sapace is
an R-bounded (see [10] ), i.e. we get that the operator A
is R-sectorial in L2(0,1). Then from Theorem 4.1 we
obtain the assertion.
References
Agmon S., On the eigenfunctions and on the eigenvalues of general
elliptic boundary value problems, Comm. Pure Appl. Math., 1962, 15,
119-147.
2. 2.
Amann H., Linear and Quasi-linear Equations,1, Birkhauser, Basel, 1995.
3. 3.
Arendt W., Duelli, M., Maximal Lp- regularity for parabolic and
elliptic equations on the line, J. Evol. Equ. 2006, 6(4), 773-790.
4. 4.
Agarwal R., Bohner M., Shakhmurov V. B., Maximal regular boundary
value problems in Banach-valued weighted spaces, Boundary value problems,
(1)2005, 9-42.
5. 5.
Ashyralyev, A., Cuevas, C., and Piskarev, C., On well-posedness of
difference schemes for abstract elliptic problems in spaces, Numer. Func.
Anal. Opt., v. 29, No. 1-2, Jan. 2008, 43-65.
6. 6.
Besov, O. V., Ilin, V. P., Nikolskii, S. M., Integral Representations
of Functions and Embedding Theorems, Nauka, Moscow, 1975 (in Russian).
7. 7.
Burkholder D. L., A geometrical conditions that implies the existence
certain singular integral of Banach space-valued functions, Proc. Conf.
Harmonic Analysis in Honor of Antonu Zigmund, Chicago, 1981,Wads Worth,
Belmont, 1983, 270-286.
8. 8.
Dore C. and Yakubov S., Semigroup estimates and non coercive boundary
value problems, Semigroup Forum, 2000, 60, 93-121.
9. 9.
Denk R., Hieber M., Prüss J., R-boundedness, Fourier multipliers
and problems of elliptic and parabolic type, Mem. Amer. Math. Soc. (2003),
166 (788), 1-111.
10. 10.
Favini A., Shakhmurov V., Yakubov Y., Regular boundary value problems
for complete second order elliptic differential-operator equations in UMD
Banach spaces, Semigroup Form, 2009, 79 (1), 22-54.
11. 11.
Haller R., Heck H., Noll A., Mikhlin’s theorem for operator-valued
Fourier multipliers in n variables, Math. Nachr. 244 (2002), 110-130.
12. 12.
Goldstain J. A., Semigroups of Linear Operators and Applications,
Oxford University Press, Oxfard, 1985.
13. 13.
Krein S. G., Linear Differential Equations in Banach
space”, American Mathematical Society, Providence, 1971.
14. 14.
Lunardi A., Analytic Semigroups and Optimal Regularity in Parabolic
Problems, Birkhauser, 2003.
15. 15.
Lions, J-L., Magenes, E., Nonhomogenous Boundary Value Broblems, Mir,
Moscow, 1971.
16. 16.
Sobolevskii P. E., Coerciveness inequalities for abstract parabolic
equations, Dokl. Akad. Nauk, (1964), 57(1), 27-40.
17. 17.
Shakhmurov V. B., Separable anisotropic differential operators and
applications, J. Math. Anal. Appl. 2006, 327(2), 1182-1201.
18. 18.
Shahmurov R., On strong solutions of a Robin problem modeling heat
conduction in materials with corroded boundary, Nonlinear Anal. Real World
Appl., 2011,13(1), 441-451.
19. 19.
Shahmurov R., Solution of the Dirichlet and Neumann problems for a
modified Helmholtz equation in Besov spaces on an annuals, J. Differential
Equations, 2010, 249(3), 526-550.
20. 20.
Shakhmurov V. B., Coercive boundary value problems for regular
degenerate differential-operator equations, J. Math. Anal. Appl., 2004, 292
( 2), 605-620.
21. 21.
Shakhmurov V. B., Embedding and separable differential operators in
Sobolev-Lions type spaces, Math.Notes, 2008, 84(6), 906-928.
22. 22.
Shakhmurov V. B., Separable anisotropic elliptic operators and
applications, Acta.Math. Hungar., 2011, 13(3), 208-229.
23. 23.
Shakhmurov V. B., Nonlinear abstract boundary value problems in
vector-valued function spaces and applications, Nonlinear Anal., 2006,
67(3), 745-762.
24. 24.
Triebel H., Interpolation Theory, Function Spaces, Differential
Operators, North-Holland, Amsterdam, 1978 ( in Russian).
25. 25.