Maximal $L^2$-regularity in nonlinear gradient systems and perturbations of sublinear growth
Wolfgang Arendt, Daniel Hauer

TL;DR
This paper establishes maximal $L^2$-regularity for nonlinear gradient systems with sublinear perturbations, extending classical smoothing effects and applying fixed point methods to solve perturbed evolution equations.
Contribution
It introduces a novel approach combining smoothing effects and fixed point theorems to handle sublinear perturbations in nonlinear gradient systems.
Findings
Maximal $L^2$-regularity holds for the perturbed evolution equations.
The method applies to the $p$-Laplacian and $p$-harmonic Dirichlet-to-Neumann operators.
Sublevel sets' compactness is crucial for the results.
Abstract
The nonlinear semigroup generated by the subdifferential of a convex lower semicontinuous function has a smoothing effect, discovered by H. Br\'ezis, which implies maximal regularity for the evolution equation. We use this and Schaefer's fixed point theorem to solve the evolution equation perturbed by a Nemytskii-operator of sublinear growth. For this, we need that the sublevel sets of are not only closed but even compact. We apply our results to the -Laplacian and also to the Dirichlet-to-Neumann operator with respect to -harmonic functions.
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Maximal
-regularity in nonlinear gradient systems and perturbations of sublinear growth
Wolfgang Arendt
Institute of Applied Analysis, University of Ulm, 89069 Ulm, Germany
and
Daniel Hauer
School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia
(Date: March 15, 2024)
Abstract.
The nonlinear semigroup generated by the subdifferential of a convex lower semicontinuous function has a smoothing effect, discovered by H. Brézis, which implies maximal regularity for the evolution equation. We use this and Schaefer’s fixed point theorem to solve the evolution equation perturbed by a Nemytskii-operator of sublinear growth. For this, we need that the sublevel sets of are not only closed, but even compact. We apply our results to the -Laplacian and also to the Dirichlet-to-Neumann operator with respect to -harmonic functions.
Key words and phrases:
Nonlinear semigroups, subdifferential, Schaefer’s fixed point theorem, existence, smoothing effect, perturbation, compact sublevel sets.
2010 Mathematics Subject Classification:
35K92, 35K58, 47H20, 47H10.
The second author is very grateful for the warm hospitality received during his visits at the University of Ulm.
Contents
- 1 Introduction
- 2 Preliminaries
- 3 Main result
- 4 Proof of the main result
- 5 Application to -elliptic functions
- A Brézis’ maximal -regularity theorem
1. Introduction
Let be a real Hilbert space, a proper, convex, lower semicontinuous function and the subdifferential of (see Section 2 for more details). Then is a maximal monotone (in general, multi-valued) operator on , for which the following remarkable well-posedness result holds.
Theorem 1.1** **(Brézis [9]).
Let such that is finite and . Then, there exists a unique such that
[TABLE]
Our aim in this article is to study a perturbed version of (1.1). Let denote the space , (), and be a continuous mapping satisfying the sublinear growth condition
[TABLE]
for some constants , satisfying for a.e. . Then we study the evolutionary problem
[TABLE]
For that, we will use a compactness argument in form of Schaefer’s fixed point theorem (see Theorem 2.1 in Section 2). Recall that lower semicontinuity of is equivalent to saying that the sublevel sets , (), are closed. We will assume more, namely, compactness of sublevel sets . In fact, we need this assumption only for the shifted function given by , which is important for applications. Then our main results says the following.
Theorem 1.2**.**
Let be a proper function such that for some , is convex and has compact sublevel sets. Let and be a continuous mapping satisfying (1.2). Then for every with finite, there exists solving (1.3).
We show in Example 3.6 that the solution is not unique in general. The proof of Theorem 1.2 is based on Brézis’ Theorem 1.1. However, we need it under the hypothesis that merely is convex. We give a proof of this more general result (see Theorem 2.3) in the appendix of this paper. Theorem 1.2 remains also true if where ; however, the solution of (1.3) is merely in in that case.
As application, we consider and a Nemytskii operator. The operator may be the -Laplacian () with possibly lower order terms and equipped with some boundary conditions (Dirichlet, Neumann, or Robin, see [13]) or a -version of the Dirichlet-to-Neumann operator considered recently in [15] and via the abstract theory of -elliptic functions (see [3, 4] and [12]).
2. Preliminaries
In this section, we define the precise setting used throughout this paper and explain our mains tools: Brezis’ result for semiconvex functions and Schaefer’s fixed point theorem.
We begin by recalling that a mapping defined on a Banach space is called compact if maps bounded sets in into relatively compact sets.
Theorem 2.1** **([18], **Schaefer’s fixed point
theorem**).
Let be a Banach space and be continuous and compact. Assume that the “Schaefer set”
[TABLE]
is bounded in . Then has a fixed point.
This result is a special case of Leray-Schauder’s fixed point theorem, but Schaefer gave a most elegant proof (cf [14]), which also is valid in locally compact spaces.
Given a function , we call the set the effective domain of , and is said to be proper if is non-empty. Further, we say that is lower semicontinuous if for every , the sublevel set
[TABLE]
is closed in , and is semiconvex if there exists an such that the shifted function defined by
[TABLE]
is convex. Then, is convex for all , and is lower semicontinuous if and only if is lower semicontinuous.
Given a function , its subdifferential is defined by
[TABLE]
which, if is convex, reduces to
[TABLE]
It is standard to identify a (possibly multi-valued) operator on with its graph and for every , one sets and calls the domain of and the range of .
Now, suppose is proper, lower semicontinuous, and semiconvex; more precisely, let’s fix such that is convex. Then, under those hypotheses on , Brézis’ well-posedness result (Theorem 1.1) remains true.
Remark 2.2** **(Maximal -regularity).
If such that is finite, then Theorem 1.1 says that for every , the unique solution of (1.1) has its time derivative and hence by the differential inclusion
[TABLE]
also . In other words, for , and admit the maximal possible regularity. For this reason, we call this property maximal -regularity, as it is customary for generators of holomorphic semigroups on Hilbert spaces (see [1] for a survey on this subject).
As before, we fix , denote by the space , and write for the norm .
Further, after possibly replacing by a translation, we may always assume without loss of generality that and attains a minimum at [math] with (for further details see [5, p159] or the appendix of this paper). By the convexity of , this implies that , that is,
[TABLE]
With this assumption in mind, we now state Brézis’ -maximal regularity theorem for semiconvex functions.
Theorem 2.3** **(**Brézis’ -maximal regularity for
semiconvex ).**
Let and . Then, there exists a unique satisfying
[TABLE]
Moreover, one has that ,
[TABLE]
Finally, if , then .
To keep this paper self-contained, we provide a proof of this result in the appendix of this paper.
Definition 2.4**.**
Given and , we call a function a (strong) solution of (2.3) (respectively, of (1.1)) if , , and for a.e. , one has that and .
For illustrating the theory developed in this paper, we consider the following standard example: the Dirichlet -Laplacian perturbed by a lower order term.
Example 2.5**.**
Let be an open subset of , (), , and for , let be the closure of with respect to the norm . Then, one has that is continuously embedded into (cf [11, Theorem 9.16]); we write for this .
Further, let be the sum of a maximal monotone graph of satisfying and a Lipschitz-Carathéodory function satisfying ; that is, for a.e. , be Lipschitz continuous (with constant ) uniformly for a.e. , and is measurable on for every . Then, there is a proper, convex and lower semicontinuous function satisfying and in (see [5, Example 1., p53]). We set
[TABLE]
for every . Now, let be given by
[TABLE]
for every . Then the domain of is . The function is lower semicontinuous on , proper, is convex, and for every , is Gâteaux-differentiable with
[TABLE]
for every . Since is dense in , the operator is a single-valued operator on with domain
[TABLE]
The operator is the negative Dirichlet -Laplacian on with a Lipschitz continuous lower order term . Next, we add the function given by (2.8) to the . For this, note that is proper (since for , ) with , convex (since is convex), and lower semicontinuous on . Thus, the function given by
[TABLE]
is convex, lower semicontinuous, and proper with domain and the operator is given by
[TABLE]
and is single-valued provided is dense in . Here, we note that
[TABLE]
Due to Theorem 2.3, for every and , there is a unique solution of the parabolic boundary-value problem
[TABLE]
Here, we write instead of since we rewrote the abstract Cauchy problem (2.3) as an explicit parabolic partial differential equation.
3. Main result
Throughout this section, let be a proper function. We assume that there is an such that is convex and the sublevel set
[TABLE]
Remark 3.1**.**
We emphasize that condition (3.1) does not imply that has compact sublevel sets. This becomes more clear if one considers as the function associated with the negative Neumann -Laplacian on a bounded, open subset of with a Lipschitz boundary . For , (), let , , , and be given by
[TABLE]
for every . Then, for every , the sublevel set of contains the sequence of constant functions , which does not admit any convergent subsequence in . On the other hand, for every and , the sublevel set is a bounded set in and by Rellich-Kandrachov’s compactness, one has that by a compact embedding. Thus, for every and , the sublevel set is compact in .
Let be a continuous function with sublinear growth; that is, there are and satisfying a.e. on such that
[TABLE]
Here we let to use less heavy notation. Then, our main result of this paper reads as follows.
Theorem 3.2**.**
Let and . Then, there exists a solution of
[TABLE]
In particular, if , then problem (3.3) has a solution .
Note that . Thus, the inclusion in (3.3) means that a.e. on . In particular, the following regularity estimates hold for strong solutions of (3.3).
Remark 3.3**.**
For given and , the solution of (3.3) satisfies
[TABLE]
[TABLE]
The main example of perturbations allowed in Theorem 3.2 are Nemytskii operators on . Let be open and be a Carathéodory function, that is,
[TABLE]
Assume furthermore that has sublinear growth, that is, there exist and such that
[TABLE]
Proposition 3.4**.**
Let . Then, the relation
[TABLE]
defines a continuous operator of sublinear growth (1.2).
The proof is routine (cf [19, Proposition 26.7]) if one uses that in if and only if each subsequence of has a dominated subsequence converging to a.e. (which is well known from the completeness proof of ).
We illustrate our result by reconsidering Example 2.5 adding a perturbation of Nemytskii type.
Example 3.5** **(Example 2.5 revisited).
For , let , , and let be given by (2.9). Then, there is an such that is convex and for every , the sublevel set is compact in . Furthermore, let be a Carathédory function with sublinear growth and . Then, there is at least one solution of the parabolic boundary-value problem
[TABLE]
In general, the solutions in Example 3.5 are not unique. We give an example.
Example 3.6** **(Non-uniqueness).
Let , , and be an open and bounded subset of , , with a Lipschitz boundary . Then, there are , such that satisfies
[TABLE]
Thus, for , one has that and the associated Nemytskii operator defined by (3.6) satisfies the sublinear growth condition (1.2). For , let be the energy function (3.2) associated with the negative Neumann -Laplacian on . Then, by Theorem 3.2, for every and every , there is a solution of
[TABLE]
Here, denotes the (weak) co-normal derivative of on (cf [13]). Now, for the initial value on , the constant zero function is certainly a solution of (3.7). For constructing a non-trivial solution of (3.7) with initial value , let be a non-trivial solution of the following classical ordinary differential equation
[TABLE]
For instance, one non-trivial solution is . Since for every constant , , the function is another non-trivial solution of (3.7) with initial value .
4. Proof of the main result
For the proof of Theorem 3.2, we need some auxiliary results. The first concerns continuity and is standard (see Bénilan [8, (6.5), p87] or Barbu [5, (4.2), p128]).
Lemma 4.1**.**
Let , , , such that
[TABLE]
Then,
[TABLE]
for every .
Next, we establish the compactness of the solution operator associated with evolution problem (2.3). Note, for convenience, we write here to denote , (), and recall that the closure in of the effective domain of a semiconvex function is a convex subset of .
Lemma 4.2**.**
Let be the mapping defined dy
[TABLE]
Then, is continuous and compact.
Proof.
(a) By Lemma 4.1, the map is continuous from to .
(b) We show that is compact. Let and such that and for every . Then, by (2.4), (2.5) and by (2.7), for every , there is a such that
[TABLE]
Since for some , it follows that the sequence is equicontinuous on for each . Choose a countable dense subset of . Let . Then by (2.6),
[TABLE]
and since by (2.4), is bounded in , there is a such that is in the sublevel set . Thus and by the assumption (3.1), has a convergent subsequence in . By Cantor’s diagonalization argument, we find a subsequence of such that
[TABLE]
It follows from the equicontinuity of that converges in for all . In particular, converges in for every and by (2.4), is uniformly bounded in . Thus, it follows from Lebesgue’s dominated convergence theorem that converges in . ∎
Remark 4.3**.**
In the previous proof, we have actually shown that is compact from into the Fréchet space .
With these preliminaries, we can now give the proof of our main result. Here, we got inspired from the linear case (cf [2]).
Proof of Theorem 3.2.
First, let .
Let . Then and so, by Brézis’ maximal -regularity result (Theorem 2.3), there is a unique solution of the evolution problem
[TABLE]
Let . Then by the continuity of and since is continuous and compact (Lemma 4.2), the mapping is continuous and compact.
a) We consider the Schaefer set
[TABLE]
We show that is bounded in . Let . We may assume that , otherwise, . Then, one has that and
[TABLE]
It follows from (2.2) that
[TABLE]
Thus and by (1.2),
[TABLE]
for a.e. . It follows from Gronwall’s lemma that (3.4) holds for every . Thus, is bounded in . Now, Schaefer’s fixed point theorem implies that there exists such that ; that is, is a solution of the evolution problem (3.3).
b) Let . Then, by the first part of this proof, there is a solution solution of the evolution problem (3.3). However, by Brézis’ maximal regularity result applied to , it follows that . This completes the proof of this theorem. ∎
5. Application to -elliptic functions
In the previous examples (cf Examples 2.5 and Example 3.6), is a Banach space injected in . Recently, in [12], Chill, Hauer and Kennedy extended results of [3], [4] by Arendt and Ter Elst to a nonlinear framework of -elliptic functions generating a quasi maximal monotone operator on , where is just a linear operator which is not necessarily injective. This enabled the authors of [12] to show that several coupled parabolic-elliptic systems can be realized as a gradient system in a Hilbert space and to extend the linear variational theory of the Dirichlet-to-Neumann operator to the nonlinear -Laplace operator (see also [6, 7, 16] for further applications and extensions of this theory).
The aim of this section is to illustrate that the main Theorem 3.2 of Section 3 can also be applied to the framework of -elliptic functions.
Let us briefly recall some basic notions and facts about -elliptic functions from [12]. Let be a real locally convex topological vector space and be a linear operator which is merely weak-to-weak continuous (and, in general, not injective). Given a function , then the -subdifferential is the operator
[TABLE]
The function is called -semiconvex if there exists such that the “shifted” function given by
[TABLE]
is convex. If and , then -semiconvex functions are the semiconvex ones (see Section 1). The function is called -elliptic if there exists such that is convex and for every , the sublevel sets are relatively weakly compact. Finally, we say that the function is lower semicontinuous if the sublevel sets are closed in the topology of for every . It was highlighted in [12, Lemma 2.2] that
- (a)
If is -semiconvex, then there is an such that
[TABLE] 2. (b)
If is Gâteaux differentiable with directional derivative , (), then
[TABLE]
The main result in [12] is that the -subdifferential of a -elliptic function is already a classical subdifferential. More precisely, the following holds.
Theorem 5.1** ([12, Corollary 2.7]).**
*Let be proper, lower semicontinuous, and -elliptic. Then there is a proper, lower semicontinuous, semiconvex function such that . The function is unique up to an additive constant. *
Thus the operator has the properties of maximal regularity we used before. The following result gives a description of in the convex case and will be important for our intentions in this paper.
Theorem 5.2** ([12, Theorem 2.9]).**
Assume that is convex, proper, lower semicontinuous and -elliptic, and let be the function from Corollary 5.1. Then, there is a constant such that
[TABLE]
with effective domain .
For our perturbation result, we need the compactness of the sublevel sets of . With the help of Theorem 5.2 we can establish a criterion in terms of the given for this property.
Lemma 5.3**.**
Let be proper, lower semicontinuous -semiconvex, and -elliptic. Assume that
[TABLE]
then there is an such that for every , the sublevel set
[TABLE]
Remark 5.4**.**
If is a normed space, then by the Eberlein-Šmulian Theorem hypothesis (5.1) is equivalent to maps weakly convergent sequences in to norm convergent sequences in . This in turn is equivalent to being compact if is reflexive.
Proof of Lemma 5.3.
By hypothesis, there is an such that is convex, lower semicontinuous, and for every , the sublevel sets are weakly relatively compact and closed. By Corollary 5.1, there is a lower semicontinuous, proper function such that is convex and . Applying Theorem 5.2 to and , we have that
[TABLE]
and some constant . For , let be an arbitrary sequence in . By (5.2), for every , there is a such that
[TABLE]
By hypothesis, all sublevel sets of are weakly relatively compact in . Thus, by our hypothesis, the image under is relatively compact in . Consequently, there are a subsequence of and a such that in as . Since and since is lower semicontinuous, it follows that . This shows that is compact. ∎
Now, applying Lemma 5.3 to Theorem 3.2, we can state the following existence theorem.
Theorem 5.5**.**
Let be proper, lower semicontinuous -semiconvex, and -elliptic. Assume that the mapping satisfies (5.1) and let be a continuous mapping of sublinear growth (1.2). Then, for the nonlinear evolution problem (3.3) admits for every and at least one solution . In particular, one has that belongs to and inequality (3.4) holds. If , then problem (3.3) has a solution .
We complete this section by considering the following evolution problem involving the Dirichlet-to-Neumann operator associated with the -Laplacian (cf [15, 12]).
Example 5.6**.**
Let be a bounded domain with a Lipschitz continuous boundary . Then, for , the trace operator is a completely continuous operator (cf [17, Théorème 6.2] for the case , the other cases and can be deduced from [17, Conséquence 6.2 & 6.3]). Now, we take
, , and .
Then, is a linear bounded mapping satisfying hypothesis (5.1). In fact, is a prototype of a non-injective mapping. Furthermore, let be the function given by
[TABLE]
Then, is continuously differentiable on and convex. Thus, the Tr-subdifferential operator is given by
[TABLE]
Moreover, by inequality [15, (20)], for any , the shifted function has bounded level sets in . Since is reflexive, every level set of is weakly compact in . In addition, by [15, Lemma 2.1], is dense in .
Now, let be a Carathédory function with sublinear growth. Then by Theorem 5.5, for every , there is at least one solution of the elliptic-parabolic boundary-value problem
[TABLE]
Appendix A Brézis’ maximal -regularity theorem
To keep this paper self-contained, we show in this appendix that Brézis’ maximal -regularity result (Theorem 2.3) remains true for proper, lower semicontinuous functions , which are semiconvex.
Under the above hypotheses on , the subdifferential operator is quasi maximal monotone. Note that an operator on is called maximal monotone if firstly, is monotone, that is,
[TABLE]
and secondly, satisfies the range condition
[TABLE]
Now, an operator is called quasi maximal monotone if there is and such that is maximal monotone.
One important property of the class of maximal monotone operators in Hilbert spaces is that their graph is closed in , where means that is equipped with the weak topology .
Proposition A.1** ([10, Proposition 2.5]).**
Let be an maximal monotone operator, , , such that and weakly in as and . Then and as .
For the class of -quasi maximal monotone operators in Hilbert spaces the following existence and regularity result holds. Here, we recall [5, Theorem 4.5] in the Hilbert spaces framework and note that in Hilbert spaces monotone operators are accretive and vice versa.
Theorem A.2** **(Existence & regularity for smooth ).
Let be an -quasi maximal monotone operator for some , , . Then there is a unique solution of problem (2.3).
Further, since has dense domain in by [10, Proposition 2.11] (or [5, p.48]), the domain of the subdifferential operator is dense in . For later use, we fix this observation in the next proposition.
Proposition A.3**.**
Let be proper, semiconvex, and lower semicontinuous. Then the domain of is dense in .
We also need the following chain rule for convex functions .
Lemma A.4** ([10, Lemma 3.3]).**
Let be proper, convex, and lower semicontinuous, and . Assume, there is a such that for a.e. . Then is absolutely continuous on and
[TABLE]
Note, we may always assume without loss of generality that , attains a minimum at [math] (that is, (2.2) holds), and . Otherwise, one chooses any and replaces by
[TABLE]
Then,
[TABLE]
, , and . Moreover, for each solution of inclusion
[TABLE]
the function is a solution of (2.1). This shows that there is no loss of generality by assuming that for , inequality (2.2) holds and .
With this, we can now outline the proof of Brézis’ -maximal regularity result.
Proof of Theorem 2.3.
Let , , such that in . Moreover, for every , there are such that
[TABLE]
and in (see the last paragraph on [5, p.161]). By Theorem A.2, there is a unique solution of problem
[TABLE]
Then, by Lemma 4.1, is a Cauchy sequence in . Hence there is a such that in . In particular, .
(a) We show that satisfies (3.4). Adding on both sides of
[TABLE]
and then multiplying the resulting inclusion by yields
[TABLE]
for every for a.e. . Applying (2.2), and then integrating over , for leads to
[TABLE]
Now, the Gronwall inequality gives that satisfies the uniform bound (2.4) and by letting using that in , we have that satisfies (2.4).
(b) Next, we show that . First, we add on both sides of (A.2), and then multiply the resulting inclusion by . Now, by Lemma A.4,
[TABLE]
for a.e. . From this and by (A.1), one deduces that
[TABLE]
Note that is bounded from below by an affine function. Thus and by part (a), is bounded in . Since is reflexive, admits a weakly convergent subsequence in . From this, by the limit in , we can conclude that . Moreover, by the lower semicontinuity of , one see that satisfies
[TABLE]
for every , which is equivalent to
[TABLE]
(c) We conclude showing that is a solution of the evolution problem (2.1). For this, we use the lifted operator in given by
[TABLE]
Since is maximal monotone on , we have that is maximal monotone on (see [10, Exemple 2.3.3]). Moreover, in , and after having chosen a subsequence, weakly in . Thus, by Proposition A.1, and , this is equivalent to and for a.e. .
(d) Next, let , , and such that in . By the previous part, for every , there are solutions of problem
[TABLE]
By Lemma 4.1, is a Cauchy sequence in and so, there is a such that in as . Moreover, by the same argument as in part (a), one sees that each and satisfies (2.4).
(e) Next, we show that
[TABLE]
Since , it follows from the definition of that
[TABLE]
for every and a.e. . Thus taking and using that , one sees that
[TABLE]
for a.e. . Integrating over , one sees that
[TABLE]
From this, it follows that (A.3) holds. Then, since in and , it follows from the lower semicontinuity of and by Fatou’s lemma that (A.4) holds for and hence, satisfying (2.5).
(f) We show that with , and there is a subsequence of such that weakly in . We first add on both sides of
[TABLE]
and then multiply the resulting inclusion by . Then by Lemma A.4,
[TABLE]
for a.e. . Applying Cauchy-Schwarz’s and Young’s inequality on the right hand side of this equation, and subsequently integrating over for gives
[TABLE]
Further, by (A.4) applied to , one has
[TABLE]
Recall that in . Thus, is bounded in and so by the reflexivity of , one has that with . In particular, is bounded in for every . Thus, a diagonal sequence arguments shows that there is a subsequence of such that weakly in .
(g) Next, we show that is a solutions of (2.3) and . To see that is a solution of (2.3) recall that in and the solutions of (A.2) converge to in . Thus, and since for every , weakly in , it follows by the same argument as in part (c) from the maximal monotonicity of the operator in with
[TABLE]
that for a.e. and . Moreover, since now, for a.e. and for every , it follows from Lemma A.4 that . This completes the proof of Brézis’ -maximal regularity result for semiconvex .
(h) Finally, we show that satisfies (2.6) and (2.7). Since is a solution of (2.3), we can add on both side of
[TABLE]
and then multiply the resulting inclusion by . Recall, . Thus by Lemma A.4,
[TABLE]
for a.e. . Next, by Cauchy-Schwarz’s and Young’s inequality, and subsequently integrating over for gives
[TABLE]
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