Free boundary value problems for abstract elliptic equations and applications
Veli Shakhmurov

TL;DR
This paper investigates free boundary value problems for elliptic differential-operator equations with variable coefficients, establishing uniform maximal regularity and Fredholm properties in vector-valued Hölder spaces.
Contribution
It introduces new results on the regularity and Fredholmness of free boundary problems for elliptic equations with variable coefficients.
Findings
Established uniform maximal regularity in vector-valued Hölder spaces
Proved Fredholmness of the free boundary value problem
Extended theory to variable coefficient elliptic equations
Abstract
Free bondary value problem for elliptic differential-operator equations with variable coefficients is studied. The uniform maximal regularity properties and Fredholmness of this problem are obtained in vector-valued Holder spaces.
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Taxonomy
TopicsDifferential Equations and Boundary Problems · Advanced Mathematical Modeling in Engineering · Differential Equations and Numerical Methods
**Free boundary value problems for abstract elliptic equations and applications **
Veli B. Shakhmurov
Department of Mechanical engineering, Okan University, Akfirat, Tuzla 34959 Istanbul, Turkey,
E-mail: [email protected]
Abstract
Free bondary value problem for elliptic differential-operator equations with variable coefficients is studied. The uniform maximal regularity properties and Fredholmness of this problem are obtained in vector-valued Holder spaces.
**MSC 2010: 35xx, 47Fxx, 47Hxx, 35Pxx **
**Key words: Free **boundary value problems, Differential-operator equations, Banach-valued function spaces, Operator-valued multipliers, Interpolation of Banach spaces, Semigroup of operators.
**1. Introduction, notations and background **
In last years, the maximal regularity properties of boundary value problems (BVPs) for differential-operator equations (DOEs) have found many applications in PDE, psedo DE and in the different physical process (see for references , , , , ).
Let be a domin in and is a Banach space. will denote the spaces of -valued bounded uniformly stongly continuous and -times continuously differentiable functions on . For it denotes by Let denote the set of complex numbers. For the space will be denoted by Moreover, denotes spaces of -valued bounded strongly continiously differentiable functions of arbitrary order. We put and Let is a valued function and . Consider
[TABLE]
The boundaries of are given by
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Consider the following problem: Given Find a pair of functions possessing the regularity
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and satisfying the following equations a.e.
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[TABLE]
[TABLE]
where is a linear operator in a Banach space and represents a generic point in . Moreover, denotes the Laplace operator with respect to the Euclidean metric, denotes the derivative in direction of the outer unit normal at .
Maximal regularity properties of partial DOEs in spaces were studied in , , , The results in and were restricted to rectangular domain and equations that were not contained mixed derivatives in leading part. Moreover, problems investigated in and involve only bounded operator coefficients. In the Dirichlet problem for the elliptic differential-operator equation of the second order in general domain was studied.
In contrast to all above we study general BVP for equation with unbounded operator coefficients in the general domain.
Consider the BVP
[TABLE]
[TABLE]
where is a boundary of region and are real-valued functions on
We say that the problem is maximal -regular (or separable in Holder space ) if:
(1) for all there exists a unique solution satisfying a.e. on
(2) there exists a positive constant independent of such that
[TABLE]
Let denote the operator generated by the problem for , i.e.,
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[TABLE]
The paper is organized as follows: Section1 collects definitions and background materials, embedding theorems of Sobolev-Lions spaces.
Let be the set of complex numbers and
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Let and be two Banach spaces. denotes the space of all bounded linear operators from to For it will be doneted by
A linear operator is said to be positive in a Banach space with bound if is dense on and
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with , where is an identity operator in .
Sometimes instead of will be written and will denoted by It is known that ( there exist fractional powers of positive operator Let denote the space with graphical norm
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A linear operator is said to be positive in uniformly in if is independent of, is dense in and
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for all and .
Let be a domain in . and will denote the spaces of -valued bounded uniformly strongly continuous and -times continuously differentiable functions on respectively.
Let denotes the space of -valued strongly bounded continiuous functions that are defined on with the norm
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where
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denotes the space of -valued strongly bounded continiuous functions that are defined on with the norm
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[TABLE]
Let and be two Banach spaces and is continuously and densely embedded into Let be a natural number.
Let are tuples of nonnegative integer numbers and
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denote the space of -valued bounded uniformly stongly continuous and -times continuously differentiable functions on with norm
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For the space will denoted by
Let be a linear operator in a Banach space so that is a generator of analytic semigroup Let
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[TABLE]
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From we obtain the following
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denotes the class of linear operators that are isomorphisim from onto and are negative generators of stronge continious and analytic semigroups.
Let denote the space of all continuous linear operators equipped with the bounded convergence topology. Recall is norm dense in when
Let denote the space of all valued functions such that
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Let denote the Fourier transform. Fourier-analytic definition of valued Besov space on are defined as in , i.e.,
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[TABLE]
[TABLE]
For appropriate domain the space is defined as usulal restriction of the space
For the space will be denoted by .
Let denote the closure of in . Assume that is an open subset of and let denote the restriction operator with respect to , i.e., for Here, is defined as the closure of in and is defined as the closure of in For the spaces will be denoted by and , respectively. Moreover, let denote the closure of in
Let
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with the norm
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Here,
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and
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**Remark 1.1. **In order to formulate our result, let
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and given. Let denote the unique solution of the BVP
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where is a linear operator in a Banach space
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and define
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It is clear to see that Hence, More precisely, by following it can be shown that is a open neighborhood of in and that
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Suppose now that is a classical solution of . We call a classical Hölder solution on if it possesses the additional regularity
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We will prove the following main result
**Theorem 1. **Given , there exist and a unique maximal classical Hölder solution of problem on . Moreover, the mapping defines a local -semiflow on . If and is uniformly continuous then either
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In the first stage, we transform problem into a nonlinear problem on a fixed domain
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with respect to only the unknown function , which determines the free boundary where is a nonlinear operator in
Then, by using the solution of the above problem we will show the exsistence of regular solution of the free BVP
2. Transformed problem
Let be fixed. Define
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where is an identity element in the Banach space
Consider the following transformation
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It is easily verified that is a diffeomorphism of class which maps onto the strip . Moreover,
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Let be an -valued function defined on . Here, denote the restriction of on , where
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**Lemma 2.1. **Given and under the the maps the operators in are transformed into the following:
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where , denote the outer normals according to and , i.e.,
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**Lemma 2.2. **Given and Under the map the problem is transformed into the following:
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A pair is called a solution of the problem if
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and satisfies a.e. on
**Condition 2.1. **Assume the following conditions are satisfied:
(1) , for and
(2) operator is a positive operator in a Banach space for some
In a similar way as in we obtain
**Lemma 2.3. **Assume the Condition 2.1 are satisfied. Then for given we have
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[TABLE]
and
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where , are trace operators from to ,
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[TABLE]
3. Abstract elliptic equation in the fixed domain
In this section we study the elliptic BVP
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where and are differential operators defined by
We will derive a priori estimates as well as isomorphism properties in framwork of abstract Holder spaces.
**Condition 3.1. **Assume the following conditions are satisfied:
(1)
(2) , for and
(3) operator is uniformly positive in a Banach algebra for some
Here denotes the Gateaux derivative of operator function at in the direction of
**Lemma 3.1. **Suppose the Condition 3.1 is satisfied and is Gateaux differentiable for , . Then the map is bounded linear operator-function from into and have continious derivatives of all order with respect to , i.e.
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and
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[TABLE]
[TABLE]
for and
**Proof. **It is clear to see that is bilinear and continuous from into Moreover, the mapping
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are continious and are infinitely many differentible from into By using the definition of the space and Lemma 2.3 we get that for all fixed the operator is bounded linear operator from into So, we obtain that
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Hence, in view of Lemma 2.3 we obtain
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By using we obtain the following:
**Theorem 3.1. **Suppose the Condition 3.1 is satisfied and . Then for and for sufficiently large
(a) the operator is isomorphism from onto
(b) for the operator is isomorphism from onto
(c) For there exists a positive constant , depending only on , , and such that the coercive estimate holds:
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Proof. Indeed, since the domain is a strip, the functios , are fixed smooth functions, by virtue of trace theorem in Hoder space we obtain the assertion.
Consider now, the following BVPs
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Consider the operators and generated by problems and , respectively, i.e.
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and
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From the Theorem 3.5 we obtain that the inverse operators are bounded from , into respectively.
Here,
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Assume , and put Then is the solution of the BVP
**Condition 3.1. **Assume is Gateaux differentiable for , and the operator is uniformly -positive in UMD (see e.g for definitions) Banach algebra
**Lemma 3.2. **Suppose the conditions 3.1 and 3.2 are satisfied. Then we have
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and
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for , and
**Proof. **It follows from Lemma 3.1 and Theorem 3.1 that the map is isomorphism from onto and have continious derivatives of all order with respect to , i.e.
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and
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Then by reasoning as the Lemma 3.4 in we obtain the assertion.
4. The nonlinear operator for free BVPs
In this section we introduce the basic nonlinear operator and we derive some properties of it.
Moreover, we show that the corresponding evolution problem involving this operator is equivalent to the original problem Given we define the following operator
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From lemmas and we get that
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Assume that , and let A function is a classical solution of
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iff and satisfies pointwise.
**Lemma 4.1. **Suppose the Condition 3.1 is satisfied. Then for :
(a) Suppose that is a classical solution of problem on and let Then the pair is a classical solution of on , having the additional regularity
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(b) Suppose that is a classical solution of on , having the regularity Then is a classical solution of on .
**Proof. **The proof is obtained from Lemma 2.2 and definitions of the spaces and .
For fixed consider the operator
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In view of Theorem 3.1 we obtain that
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**Lemma 4.2. **Suppose the conditions 3.1 and 3.2 are satisfied. Then and
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for , and
**Proof. **The assertion is obtained from Lemma 3.1 and Lemma 3.2.
5. Linear equation with constant coefficients
We put
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Consider the problem
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where and are defined by and . By applying the Fourier transform to the problem with respect to we get
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where and are denoted by and respectively.
Let
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There exists an with
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The condition implies that
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Moreover, we define
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**Remark 5.1. **Given and then in view of there is exactly one root of the equation with positive real part. It is given by
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where
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We put
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The main result of this section is the following:
**Theorem 5.1. **Assume the Condition 3.1 is satisfied. Then problem has a unique solution for and is represented by
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Moreover, the estimate holds
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For the proof we need some preparation. Here,
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We need the following lemmas:
**Lemma 5.1. **Assume the Condition 3.1 is satisfied. Then there exists a unique solution of expressing as
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Moreover, the following uniformly in estimate holds
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**Proof. **In view of positivity of operator we know that is analytic semigroup in (see e.g. ). The the equation have a solution on where
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and is a root of with positive real part. Then from the above expresion and the properties of analytic semigroups we get the uniform estimate
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[TABLE]
where is a semigroup generated by
**Lemma 5.2. **Assume the Condition 3.1 is satisfied. Then operator functions and are Fourier multipliears in h^{\alpha}\left(\mathbb{R};E\right)\uniformly with respect to
**Proof. ** In view of and the Remark 5.1 we get that
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[TABLE]
Then by using the multiplier results in we can prove that the operator function , are multipliers in uniformly in and
Let
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Lemma 5.3. Assume the Condition 3.1 is satisfied. Then
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**Proof. **Indeed, by properties of Fourier multiplier operators from in and the theory of analytic semigroups there exists such that we have
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[TABLE]
By estimates and Remark 5.1 we obtain the assertion.
**Proof of Theorem 5.1. ** By Lemma 5.1 the problem has a solution
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By Lemmas 5.2, 5.3 the operator-functions and are Fourier multipliears in h^{\alpha}\left(\mathbb{R};E\right)\uniformly with respect to Then from the estimate 5.11 we obtain trhe assertion.
Here denotes the inverse of operator , i.e.
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**Result 5.1. **From Theorem 5.1 we obtain that the opertor is bounded from into and the following estimate holds
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Consider now the BVP
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[TABLE]
where
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and are defined by .
Here,
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6. Regularity properties of abstract elliptic operator with constant coefficients
Consider the operator
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Here, denotes the constant coefficients version of fixed in by i.e.
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Here,
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We show the following result:
**Theorem 6.1. **Assume the Condition 3.1 is satisfied. Then the operator is an isomorphisim from onto Moreover, the following uniform estimates hold
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[TABLE]
for all and with sufficiently large
**Proof. ** In view of Lemma 3.1 and Theorem 5.1 it is clear to see that the solution of the problem
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has a unique solution exspressed as
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By lemmas 5.1-5.3 and by multiplier result in we get that the operator functions and are multipliers in h^{\alpha}\left(\mathbb{R};E\right)\uniformly with respect to where
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Hence, we obtain the estimate
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Moreover, by definitions of the space we get and the estimate
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Then in view of the above estimate, by reasoning as in the Theorem 5.1 we get the assertion and corresponding esimates.
By reasoning as in Theorem 6.1 we obtain
**Theorem 6.2. **Assume the Condition 3.1 is satisfied. Then the operator is positive and is a generator of an analytic semigroup in .
Proof. Indeed, for positivity of the operator in we need to show the estimate
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i.e. we have to prove the estimate
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for . By reasoning as the above we get that the function is a multiplier in h^{\alpha}\left(\mathbb{R};E\right)\uniformly with respect to where
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So, the operator is positive in . Then is a generator of an analytic semigroup in .
Here
[TABLE]
for and
Consider the operator that is a constant coefficients version of with fixed in by , i.e.
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for
We prove the following result:
**Theorem 6.3. **Assume the Conditions 3.1 and 3.2 are satisfied. Then the operator is an isomorphisim from onto Moreover, the following estimate holds
[TABLE]
[TABLE]
for all , for sufficiently large and
**Proof. **By Lemma 3.1 we have
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where
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[TABLE]
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By using lemmas 5.1-5.3 we get that the operator function
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is a multiplier in uniformly with respect to where
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Then by reasoning as in the Theorem 6.1 we obtain the assertion.
From Theorem 6.3 we obtain
**Result 6.1. **Assume the conditions 3.1 and 3.2 are satisfied. Then the operator is positive and is a generator of an analityc semigroup in .
Consider first of all, the BVP
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where and are defined by . ** **
Let denotes the realizasion operator in generated by for , i.e.
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From we obtain the following:
**Result 6.2. **Assume the Condition 3.1 is satisfied. Then;
(1) problem for sufficientli large has a unique solution for
(2) the uniform coercive estimate holds
[TABLE]
(3) the operator is a positive and is a generator of an analytic semigrop in
The estimate particularly, implies that
Consider the inhomogenous problem
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[TABLE]
Theorem 6.4. Assume the conditions 3.1 and 3.2 are satisfied. Then the operator is an isomorphisim from onto
**Proof. **From definition of , , , from expresion of and by virtue of trace result in we get that
[TABLE]
i.e. the operator is bounded linear from into Hence, in view of Banach theorem it is sufficient to show that the operator is inective and surjective from onto . From Theorem 5.1 we obtain that the corresponding homogenous problem has a zero solution, i.e. the operator is inective. So, it remain to show that this operator is surjective. By Theorem 5.1 we obtain that problem \gamma u=\psi\has a solution for all Moreover, from the Result 6.2 we get that problem has a solution for all Then is a solution of that belongs to i.e. the operator is surgective from onto
From Theorems 5.1 and 6.4 we obtain the following
**Result 6.3. **The soluion of the problem is exspressed as
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where
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here is the restriction operator from into and is an exstension of on , i.e
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-is operator function defined by and is a solution of the equation
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Let be the operator in defined by
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for and
In view of Lemma 3.1 and Lemma 3.2 we get
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where
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[TABLE]
[TABLE]
[TABLE]
where
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[TABLE]
[TABLE]
[TABLE]
Consider the operator that is the constant coefficients version of fixed in which defined by , i.e. from the above equality and from we get
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where
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[TABLE]
For define the operator by
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For later purposes we need the following technical lemmas:
Lemma 6.1. Assume the conditions 3.1 and 3.2 are satisfied. Then:
(a)
(b) There exists a positive constant such that
[TABLE]
for all , where
[TABLE]
here, denotes the two dimensional ball with radius centered at
**Proof. **Indeed, from the expression in view of the Theorem 5.1 and by virtue of trace theorem in we get (a); Then by using the integral mean value theorem and the trace theorem we obtain
[TABLE]
Let
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Lemma 6.2. Assume the conditions 3.1 and 3.2 are satisfied. Then the operator is an isomorphisim from onto Moreover, the following estimate holds
[TABLE]
[TABLE]
for all and for sufficiently large ,
**Proof. **From the expression and Lemma 6.1 by reasoning as in we get that the operator is an isomorphism from onto The Theorem 6.4 implies that the operator is an isomorphism from onto for sufficiently large Then in view of trace theorem in we get that the operator is an isomorphism from onto Moreover, in view of Result 6.3 by reasoning as in the Theorem 6.1 we obtain the estimates for all and for with sufficiently large
Lemma 6.3. Assume the conditions 3.1 and 3.2 are satisfied. Then the operator is an isomorphisim from onto Moreover, the following estimate holds
[TABLE]
[TABLE]
for all and for sufficiently large ,
**Proof. **From the expression by properties of positive operators we get that the map is an isomorphism from onto The Theorem 6.4 implies that the operator is an isomorphism from onto for sufficiently large Then in view of trace theorem in we get that the operator is an isomorphism from onto Moreover, in view of Result 6.3 by reasoning as in the Theorem 6.1 we obtain the estimates for all and for with sufficiently large
In a similar way as Lemma 6.1 and by reasoning as in we obtain
Lemma 6.4. Assume the conditions 3.1 and 3.2 are satisfied. Then the operator is an isomorphisim from onto Moreover, the following estimate holds
[TABLE]
[TABLE]
for all and
**Theorem 6.5. **Assume the conditions 3.1 and 3.2 are satisfied. Then the operator is an isomorphisim from onto Moreover, the following estimate holds
[TABLE]
[TABLE]
for all and
**Proof. **From the expressions and from lemmas 6.2-6.4 we get that the operator is an isomorphism from onto The Theorem 6.4 implies that the operator is an isomorphism from onto for sufficiently large Then in view of trace theorem in we get that the operator is an isomorphism from onto for sufficiently large and
From Theorem 6.5 we obtain
**Result 6.4. **Assume the Conditions 3.1 and 3.2 are satisfied. Then the operator is positive and is a generator of an analytic semigroup in .
From Theorems 6.1, 6.3 and 6.5 we obtain
**Result 6.5. **Assume the Conditions 3.1 and 3.2 are satisfied. Then
[TABLE]
for sufficiently large
In view of theorems 6.3, 6.5 and by lemmas 2.3, 3.1 and Theorem 3.1 we obtain
**Result 6.6. **Assume the Conditions 3.1 and 3.2 are satisfied. The the following estimate holds
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for all
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Let
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Now, we will show that
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**Theorem 6.6. **Assume the Conditions 3.1 and 3.2 are satisfied. Suppose
[TABLE]
Then the operator is an isomorphisim from onto Moreover, the following estimate holds
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[TABLE]
for all and for sufficiently large , . Particularly, the operator is positive and is a generator of an analytic semigroup in .
**Proof. **Indeed, by using Theorems 6.1, 6.3, 6.5, the Results 6.3, 6.5, by reasoning as in lemma 5.4, Theorem 5.6, Corollary 5.7 in and the perturbation results for space we obtain the assertion.
Let
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**Remark 6.1. **Suppose that Then
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From Theorem 5.1 we know that there is a constant such that
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for all satisfying Now define
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7. Coercive estimates for the linearization
It is clear that may be viewed as a principal part of the linearization of with coefficients fixed in . Our main goal in this section is to prove that the operator belongs to the class
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We use the estimates of local operators in the preceding section to derive coercive estimates for the linearization operator . Let
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where
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[TABLE]
Given and set
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and observe that
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Let be given and let denote -localizasion sequence for , the covering has finite multiplicity, diam , and is a partition of unity on with . Moreover, we fix such that
Here, we will prove the following result
**Theorem 7.1. **Assume the conditions 3.1 and 3.2 are satisfied. Suppose that is compact, and that Then there exist , a -localization sequence , and a positive constant such that
[TABLE]
for all and
For proving Theorem 7.1 we need some preparation. Let
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Consider the following equation
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for
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From for , we get
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where
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[TABLE]
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By freezing in coefficients at points we have localized equations
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where
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[TABLE]
[TABLE]
[TABLE]
here
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and , are defined as in ; moreover,
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[TABLE]
[TABLE]
are local operators fixed at points defined by equalities , , respectively. From expressions of by using , we get that
For proving the Theorem 7.1 we need the following lemmas:
**Lemma 7.1. ** The operator is an isomorphisim from onto Moreover, the following estimate holds
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for all and for sufficiently large .
Proof. Consider the equation
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Then, by virtue of Theorem 6.6 we obtain that the operator is an isomorphisim from onto and the estimate holds.
**Lemma 7.2. **There is a positive such that the following local estimate holds
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**Proof. ** From we get
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Then by taking into account of expressions , , , and in view of smoothness of coefficients, choosing sufficiently small we have
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[TABLE]
[TABLE]
**Lemma 7.3. **There is a positive such that the following local estimate holds
[TABLE]
**Proof. ** From the we get
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[TABLE]
Then, by using the smoothness of coefficients and choosing sufficiently small, we get the estimate
**Lemma 7.3. **There is a positive such that the following local estimate holds
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**Proof. **From expressions we get
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Moreover, from expressions and in by boundedness of functions , , we have
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[TABLE]
[TABLE]
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[TABLE]
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Then by boundedness of operator smoothness of coefficients, choosing sufficiently we obtain from the above
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In a similar way, from expressions and in we have
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In view of the condition on the operator boundedness of operator smoothness of coefficients, choosing sufficiently we obtain
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Finally, from expressions an in by boundedness of functions , , we have
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[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
Then the estiamate is obtained from
Now, we can prove the Theorem 7.1.
Proof of Theorem 7.1. By virtue of Theorem 6.6 the following estimate holds
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for all solution of the equation
Whence, using smoothness of coefficients of equations in view of Lemmas 7.1-7.3 for with sufficiently large Re we get
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Moreover, by appling the microlocal analysis reasoning as in theorems 1, 2 in and in theorem 6.2 and as in we obtain the same estimates for corresponding commutators operators. Then from this and from , we get the assertion.
From the Theorem 7.1 by microlocal analysis reasoning as in theorem 6.2 and corollary 6.3 in we obtain
**Corollary 7.1. **Assume the conditions 3.1, 3.2 are satisfied and is compact. Then there exist positive constants and such that
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for all and
**Corollary 7.2. **Let and be given. Then
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Now, by using Theorem 7.1 we can prove Theorem 1.
**Proof of Theorem 1: **Let be given and set Observe that It follows from Lemma 4.1 that we only have to prove that there exist and a unique maximal classical solution of on satisfying
[TABLE]
if and
By reasoning as It follows that is an open subset of . Hence, thanks to Lemma 4.2 and Corollary 7.2, we know that and that
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Let now be fixed and observe that . Thus the very same arguments as above also ensure that
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It is not difficult to see that the maximal -realization of for , is just the linear operator in . Note that
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where denotes the real interpolation. Consequently, invoking Theorem 2.3 in , we find that
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where denotes the class of all operators in s having the property of maximal regularity in the sense of Da Prato and Grisvard . The existence of a unique maximal classical solution of (E)g o and the property of a smooth semiflow on can now be obtained along the lines of the proofs of Proposition 3.5 and Theorem 3.2 in .
Finally suppose that , and that is not true. Then exists in . Hence taking as initial value in one easily constructs a solution of for initial date extending . This contradicts the maximality of .
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