Strong unique continuation for second order hyperbolic equations with time independent coefficients
Sergio Vessella

TL;DR
This paper establishes a strong unique continuation property for second order hyperbolic equations with time-independent coefficients, showing that flatness on a segment implies local vanishing of solutions.
Contribution
It proves a novel strong unique continuation result for hyperbolic equations with variable coefficients, extending previous understanding of solution behavior.
Findings
Solutions flat on a segment vanish nearby
Unique continuation holds for second order hyperbolic equations
Results apply to equations with variable coefficients
Abstract
In this paper we prove that if is a solution to second order hyperbolic equation and is flat on a segment then vanishes in a neighborhood of .
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Strong unique continuation for second order hyperbolic equations with time independent coefficients
Sergio Vessella
Dipartimento di Matematica e Informatica “U. Dini”, Università di Firenze, Italy
Abstract.
In this paper we prove that if is a solution to second order hyperbolic equation and is flat on a segment then vanishes in a neighborhood of .
Key words and phrases:
Unique Continuation Property, Stability Estimates, Hyperbolic Equations, Inverse Problems.
2010 Mathematics Subject Classification:
35R25, 35L; Secondary 35B60 ,35R30
1. Introduction
In this paper we study strong unique continuation property for the equation
[TABLE]
where are given positive numbers, is the ball of , , of radius and center at 0, , is the second order elliptic operator
[TABLE]
, and is a real-valued symmetric matrix that satisfies a uniform ellipticity condition and entries of are functions of Lipschitz class.
We say that the equation (1.1) has the strong unique continuation property (SUCP) if there exists a neighborhood of such that for every solution, , to equation (1.1) we have
[TABLE]
Property (1.3) was proved (if the matrix belongs to ), , under the additional condition and is bounded, by Masuda in 1968, [Ma]. Later on, in 1978, Baouendi and Zachmanoglou, [Bao-Z], proved the SUCP whenever the coefficients of equation (1.1) are analytic functions. In 1999, Lebeau, [Le], proved the SUCP for solution to (1.1) when . The proof, rather intricate, of [Le] does not seem to adapt to the case of nonvanishing . We also refer to [Si-Ve], [Ve2] where the SUCP at the boundary and the quantitative estimate of unique continuation related to property was proved when .
It is worth noting that SUCP and the related quantitative estimates, has been extensively studied and today well understood in the context of second order elliptic and parabolic equation. Among the extensive literature on the subject here we mention, for the elliptic equations, [A-K-S], [Hö1], [Ko-Ta1], and, for the parabolic equations, [Al-Ve], [Es-Fe], [Ko-Ta2]. In the context of elliptic and parabolic equations the quantitative estimates of unique continuation appear in the form of three sphere inequalities [La], doubling inequalities [Ga-Li], or two-sphere one cylinder inequality [Es-Fe-Ve]. We refer to [Al-R-Ro-Ve] and [Ve1] for a more extensive literature concerning the elliptic context and the parabolic context respectively.
In the present paper we prove (Theorem 2.1) a quantitative estimate of unique continuation from which we derive (Corollary 2.2) property (1.3) for equation (1.1). The crucial step of the proof is Proposition 3.1, in such a Proposition 3.1 we exploit in a suitable way the simple and classical idea of converting a hyperbolic equation into an elliptic equation, see for instance [G, Ch. 6].
More precisely we define the function
[TABLE]
where is a polynomial with the following property:
a) is an approximation of Dirac’s -function,
b) as and , where is a constant.
In this way functions turn out solutions to the elliptic equation
[TABLE]
where , as and . This behavior of allows us to handle in a suitable way a Carleman estimate with singular weight for second order elliptic operators, see Section 2.3 below, in such a way to get for , where . Similarly we prove for every , in , where . So that we obtain (1.3) with . As a consequence of this result and using the weak unique continuation property proved in [Hö2], [Ro-Zu] and [Ta], see also [Is1], and [Bo-K-L], for the related quantitative estimates, we have that in the domain of dependence of .
The quantitative estimate of unique continuation that we prove in Theorem 2.1 can be read, roughly speaking, as a continuous dependence estimate of from , where is arbitrarily small. The sharp character of such a continuous dependence result is related to the logarithmic character of this estimate, that, at the light of counterexample of John [Jo], cannot be improved and to the fact that the quantitative estimate implies the SUCP property. The quantitative estimate of strong unique continuation (at the interior and at the boundary) was a crucial tool, see [Ve3], to prove sharp stability estimate for inverse problems with unknown boundaries for wave equation .
Before concluding this Introduction we mention an open question(to the author knowledge). Such an open question concerns the SUCP, (1.3), for the second order hyperbolic equation with coefficients that are analytic in variable and smooth enough (but not analytic) in variables . This is, for instance, the case of the equation
[TABLE]
where is smooth enough w.r.t and analytic w.r.t. . Concerning this topic we mention [Lu] in which it is proved that if satisfies the conditions: (a) is compact and (b , , for every as , , then vanishes in a neighborhood of .
The plan of the paper is as follows. In Section 2 we state the main result of this paper, in Section 3 we prove the main theorem.
2. The main results
2.1. Notation and Definition
Let , . For any , we will denote , where , and . Given , we will denote by , the ball of , and of radius centered at 0. For any open set and any function (smooth enough) we denote by the gradient of . Also, for the gradient of we use the notation . If we denote by the set of the derivatives of of order , so , and is the hessian matrix . Similar notation are used whenever other variables occur and is an open subset of or a subset . By , , we denote the usual Sobolev spaces of order (in particular, ), with the standard norm
[TABLE]
For any interval and as above we denote
[TABLE]
We shall use the letters to denote constants. The value of the constants may change from line to line, but we shall specified their dependence everywhere they appear. Generally we will omit the dependence of various constants by .
2.2. Statements of the main results
Let , , , and be given number. Let be a real-valued symmetric matrix whose entries are measurable functions and they satisfy the following conditions
[TABLE]
Let and satisfy
[TABLE]
Let
[TABLE]
Let be a solution to
[TABLE]
Let and be given positive numbers and let . We assume
[TABLE]
and
[TABLE]
Theorem 2.1**.**
Let be a weak solution to (2.4) and let (2.1), (2.2), (2.5) and (2.6) be satisfied. For every there exist constants and depending on , , , and only such that for every and every the following inequality holds true
[TABLE]
where
[TABLE]
The proof of Theorem 2.1 is given in Section 3.
The proof of the following Corollary is standard (see, for instance, [Ve2, Remark 2.2]), but we give it for the reader convenience.
Corollary 2.2** (Strong Unique Continuation Property).**
Let be a weak solution to (2.4). Assume that (2.1) and (2.2) be satisfied. We have that, if
[TABLE]
then
[TABLE]
Proof.
We consider the case , similarly we could proceed for . If there is nothing to proof, otherwise, if
[TABLE]
we argue by contradiction. By (2.10) it is not restrictive to assume that
[TABLE]
Now we apply inequality (2.7) with , and passing to the limit as we derive
[TABLE]
by passing again to the limit as , by (2.12), we obtain that contradicts (2.10).
2.3. Auxiliary result: Carleman estimate with singular weight
In order to prove Theorem 2.1 we need a Carleman estimate proved by several authors, here we recall [A-K-S], [Hö1]. In order to control the dependence of the various constants, we use here a version of such a Carleman estimate proved, in the context of parabolic operator, in [Es-Ve], see also [Bou-Ke, Section 8].
First we introduce some notation. Let be the elliptic operator
[TABLE]
Denote
[TABLE]
[TABLE]
Notice that
[TABLE]
Theorem 2.3**.**
Let be the operator (2.13) and assume that (2.1) is satisfied. There exists constants depending on , and only and depending on , and only such that, denoting
[TABLE]
for every and we have
[TABLE]
Remark 2.4**.**
We emphasize that
[TABLE]
Moreover is an increasing and concave function and there exists depending on , and such that
[TABLE]
3. Proof of Theorem 2.1
The primary step to achieve Theorem 2.1 consists in proving the following
Proposition 3.1**.**
Let us assume and . Let be a weak solution to (2.4) and let (2.1), (2.2), (2.5) and (2.6) be satisfied. For every there exist constants and depending on , , and only such that for every the following inequality holds true
[TABLE]
where
[TABLE]
In order to prove Proposition 3.1 we define
[TABLE]
where
[TABLE]
and
[TABLE]
so that we have
[TABLE]
It is easy to check that
[TABLE]
We need some simple lemmas to state the properties of functions .
Lemma 3.2**.**
We have
[TABLE]
where depends on only.
Proof.
[TABLE]
hence, by Schwarz inequality and integrating over we have
[TABLE]
where is a number that we will choose. Now we have
[TABLE]
and, by (2.6),
[TABLE]
Hence, by (2.6), (3.7) and (3.9), we have
[TABLE]
where depends on only. Now, we choose and we get (3.8).
Lemma 3.3**.**
Let be a solution to (2.4) and let (2.1) and (2.2) be satisfied, then is a solution to the equation
[TABLE]
where and it satisfies
[TABLE]
* depending on only.*
In addition, satisfies the following properties
[TABLE]
[TABLE]
where depends on and only.
Proof.
The fact that belongs to is an immediate consequence of differentiation under the integral sign. Actually we have
[TABLE]
hence by Schwarz inequality and taking into account that we have .
Now we prove (3.11).
By integration by parts and taking into account that
[TABLE]
we have
[TABLE]
Hence we have
[TABLE]
Similarly we have
[TABLE]
Now, by (2.4), (3.15), (3.16) and (3.17) we have
[TABLE]
where
[TABLE]
and (3.11) is proved.
Now we prove (3.12).
It is easy to check that, for every we have
[TABLE]
In addition, since
[TABLE]
we have
[TABLE]
By (2.2), (2.6), (3.20a) and (3.20b) we have (3.12).
By Schwarz inequality and (3.21) we have, for any ,
[TABLE]
hence, for , taking into account (2.6), we obtain (3.13).
Finally, let us prove (3.14). To this purpose we firstly observe that applying (3.22) for and taking into account (2.5) we have
[TABLE]
Afterwards, since is solution to elliptic equation (3.11), the following Caccioppoli’s inequality, [Ca], [Gi], holds
[TABLE]
where depends on only. Finally, by (3.7), (3.12), (3.23) and (3.24) we get (3.14).
Proof of Proposition 3.1
Set
[TABLE]
By (3.14) we have
[TABLE]
where depends on and only and
[TABLE]
where .
Now we apply Theorem 2.3.
Denote
[TABLE]
and
[TABLE]
Let us define
[TABLE]
where belongs to and satisfies
[TABLE]
where depends on and only. Notice that if then and if or then .
By density, we can apply (2.18) to the function and we have, for every ,
[TABLE]
where depends on , and only and
[TABLE]
Estimate of .
By (2.19) we have
[TABLE]
where depends on and only.
By (3.12), (3.29a) and (3.30) we have
[TABLE]
where depends on and only.
Now let and satisfy
[TABLE]
[TABLE]
Estimate of .
By (3.13), (3.25) and (3.29b) we have
[TABLE]
hence, by (3.30) we have
[TABLE]
where depends on and only.
Estimate of .
By (3.29c) we have
[TABLE]
Now in order to estimate from above the righthand side of (3.35) we use the Caccioppoli inequality, (3.12), (3.13) and (3.25) and we get
[TABLE]
where depends on , and only.
Let and let be such that . Denote
[TABLE]
By estimating from below trivially the left hand side of (3.28) and taking into account (3.36) we get
[TABLE]
where depends on , and only.
Now, by (2.16), (3.25) and into account that we have
[TABLE]
Now let us add at both the side of (3.37) the quantity
[TABLE]
and by (3.38) we have
[TABLE]
where depends on , and only. Moreover, by (3.33), (3.34) and (3.36) we have
[TABLE]
Now by (3.30), (3.33), (3.34), (3.36) and (3.40) we have that, if (3.32) is satisfied then
[TABLE]
where depends on , and only and
[TABLE]
By a standard trace inequality we have
[TABLE]
and Lemma (3.2) implies
[TABLE]
where depend on , and only.
Now, we choose in (3.44) and using trivial inequality we have that, for any there exist constants and depending on , , and only such that for every we have
[TABLE]
where
[TABLE]
Let us denote
[TABLE]
If then we choose and by (3.45) we have, for
[TABLE]
[TABLE]
where
[TABLE]
Otherwise, if then hence
[TABLE]
This implies
[TABLE]
that, in turns, taking into account (2.6), gives trivially
[TABLE]
Finally, by (3.46) and (3.48) we obtain (3.1).
Conclusion of the proof of Theorem 2.1.
Let . It is not restrictive to assume . Denote
[TABLE]
and
[TABLE]
It is easy to check that is a solution to
[TABLE]
where
[TABLE]
By (2.1a) and (2.1b) we have respectively
[TABLE]
where
[TABLE]
By (2.2) we have
[TABLE]
In addition, by (2.5), (2.6) we have respectively
[TABLE]
and
[TABLE]
Now we apply Proposition 3.1. Denoting we have , therefore
[TABLE]
where
[TABLE]
Finally, come back to the variables and we get (2.7).
Acknowledgment
The paper was partially supported by GNAMPA - INdAM.
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