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Lack of smoothing for bounded solutions of a semilinear parabolic equation

  • Marek Fila and Johannes Lankeit EMAIL logo
Published/Copyright: March 5, 2020

Abstract

We study a semilinear parabolic equation that possesses global bounded weak solutions whose gradient has a singularity in the interior of the domain for all t > 0. The singularity of these solutions is of the same type as the singularity of a stationary solution to which they converge as t → ∞.

MSC 2010: 35K58; 35B44

For a bounded, smooth domain Ω ⊂ ℝn, T > 0 and A ∈ ℝ, consider solutions of the problem

ut=Δu+g(u,u)in Ω×(0,T),u=Aon Ω×(0,T),u(,0)=u0in Ω¯. (0.1)

It is well known (see [1, Thm. VI.4.2]) that this problem has a unique classical solution for small T > 0 provided gC1(ℝn+1), u0C1(Ω) and u0 = A on Ω. In this paper we study a particular case of problem (0.1) in a radially symmetric setting in BR: = {x ∈ ℝn ∣ ∣x∣ < R}, R > 0, where g is a smooth function of u and ur but u0 is only Hölder continuous in BR. In our example, the global bounded weak solution emanating from u0 maintains the singularity of the gradient of u0 for all t > 0. Thus, there is no smoothing effect which one usually expects from a semilinear uniformly parabolic equation.

The equation we will be interested in is the following:

ut=Δu+uur3in(BR0)×(0,). (0.2)

(Written in Cartesian coordinates, g hence corresponds to g(x,u,u)=u(ux|x|)3 for xBR ∖ {0}.)

For n ∈ ℕ, n ≥ 2, the function

u(r)=αr13forr>0,where α:=9n153, (0.3)

forms a stationary solution of (0.2) (for any R > 0 both in BR ∖ {0}, cf. Lemma 5, and – in the weak sense – in BR, see Lemma 6).

We will impose several conditions on the initial data u0 (and refer to (2.14) in Section 2 below for details) that, besides radial symmetry, essentially require that u0 lies below the stationary solution, but is ’close’ to it in a suitable sense. Under these conditions we will be able to show the global existence of solutions that retain the singularity in their gradient throughout the evolution.

Theorem 1

Let n ≥ 2 and 0<R<38(3n5)(2n3)3. Assume that u0 satisfies (2.14). Then there is a function

uC(B¯R×[0,))C2,1((BR0)×(0,)) (0.4)

which solves

ut=Δu+uur3in(BR0)×(0,),u(0,t)=0,u(R,t)=u(R)forallt>0,u(,0)=u0inB¯R, (0.5)

in the classical sense. This solution is unique in the class of functions satisfying (0.4) and with ur being bounded from above on (BR ∖ {0}) × (0, ∞). Moreover, it holds that

limr0ur(r,t)=foreveryt>0. (0.6)

For a more precise description of the singularity see Remark 7. Next we show that the function u from Theorem 1 solves the equation from (0.2) also in BR × (0, ∞) in a suitable weak sense.

Theorem 2

In addition to the assumptions of Theorem 1 let n ≥ 3. Then the solution u from Theorem 1 is a weak solution of

ut=Δu+uur3inBR×(0,),u=u(R)onBR×(0,),u(,0)=u0inB¯R. (0.7)

By this we mean that

uur3Lloc1(BR×[0,))anduLloc1(BR×[0,)), (0.8)

and for every φ Cc (BR × (0, ∞)) we have

0BRφtu=0BRuφ+0BRuur3φ. (0.9)

We note that Theorem 1 guarantees that the initial and boundary conditions are satisfied.

Concerning the large-time behavior we establish the following:

Theorem 3

Under the assumptions of Theorem 1,

u(,t)uast.

This convergence is uniform in BR and occurs with an exponential rate.

An equation closely related to (0.2) has been studied before in [2, 3], see also [4]. It was shown in [2] that interior gradient blow-up may occur for solutions of the problem

ut=uxx+f(u)|ux|m1ux,x(1,1),u(±1,t)=A±,

where m > 2 and f(u) = u, for example. A global continuation after the interior gradient blow-up has been constructed recently in [3] for m = 3.

For various parabolic equations, solutions with a standing or moving singularity have been investigated by many authors. We shall give some references below. But in these references it is the solution itself that is unbounded while in the present work only the gradient stays unbounded.

For the equation

ut=(um1u), (0.10)

solutions with standing singularities were considered in [5, 6, 7, 8, 9, 10] for various ranges of m > 0, m ≠ 1, and some results on moving singularities for the same equation can be found in [11].

Results on moving singularities for the heat equation were established in [12, 13] and for semilinear equations of the form

ut=Δu±up,p>1, (0.11)

in [14, 15, 16, 17, 18, 19]. The behaviour of solutions with standing singularity for equation (0.11) with positive sign has been studied in [20, 21].

Counterexamples to the regularizing effect of (0.10) can be found in [22] There, again, it is the solution itself that is unbounded.

Next we describe the plan of the paper. Due to the gradient singularity that the solutions have at the spatial origin, the notion of classical solvability is restricted to (BR ∖ {0}) × (0, ∞). In Section 1 we therefore begin by establishing a connection between classical solutions in (BR ∖ {0}) × (0, ∞) and weak solutions in BR × (0, ∞).

Section 2 will be concerned with the stationary solution u* mentioned in (0.3) (and already use the result of Section 1). At the end of this section, we give a precise formulation of the conditions on u0 that the theorems require (and that involve the stationary solution).

We will construct the solutions between a super- and a subsolution. As a supersolution we will use u*, finding the subsolution will be the goal of Section 3. To this aim, we will find a solution v to a (formal) linearization of (0.5) (see Lemma 8) and then ensure that u*v is a subsolution (Lemma 10). (This is also the source of the restriction on R in the theorems.)

The actual construction of solutions takes place in Section 4. We first restrict the spatial domain to Ωε := BRBε, for the choice of the boundary value on the new boundary Bε × (0, ∞) already relying on u*v from Section 3. In Section 4.1, we take care of the solvability of this problem. (Classical existence results become applicable after replacing the nonlinearity ur3 by f(ur), see Lemma 18, and until Lemma 26, we will have derived sufficient estimates allowing for removal of f, though still ε-dependent.) Section 4.2 will then be concerned with ε-independent estimates in preparation of a compactness argument leading to the existence of solutions. The key to this part will lie in a comparison principle applied to high powers of ur (see Lemma 27). This is a modification of a classical technique which involves ∣∇u2 and originated in [23]. Section 4.3 will contain the passage to the limit ε ↘ 0 (Lemma 32) and deal with (0.5) and (0.7).

In Section 5, finally, we give the proofs of the theorems. By this time, they will only consist in collecting the right lemmata previously proven, and will be accordingly short.

1 Relation between classical and weak solutions

Of course, every classical solution of (0.5) is also a weak solution of (0.5) – in (BR ∖ {0}) × (0, ∞), which means that the singularity appears on the boundary of the domain. In order to interpret classical solutions in (BR ∖ {0}) × (0, ∞) as weak solutions in BR × (0, ∞), we merely require suitable integrability properties of the derivative near 0:

Lemma 4

Let n ≥ 1 and R > 0. Assume that a radially symmetric function

uC(B¯R×[0,))C2,1((BR0)×(0,))

satisfies (0.8), (0.5), and for every T > 0 we have that

limε01ε0T0εrn1|ur(r,t)|drdt=0. (1.12)

Then (0.9) holds for every φ Cc (BR × (0, ∞)).

Proof

For every ψ Cc ((BR ∖ {0}) × (0, ∞)) we obtain

0BRψtu=0BRuψ+0BRuur3ψ,

as u solves the equation classically in (BR ∖ {0}) × (0, ∞).

We introduce a non-decreasing cut-off function χC(ℝ) with 0 ≤ χ′ ≤ 2 and χ(0) = 0, χ ≡ 1 on [1, ∞) and let χε(x):=χ(|x|ε).

We let φ Cc (BR × (0, ∞)) and note that for every positive ε, ψ := χεφ belongs to Cc ((BR ∖ {0}) × (0, ∞)).

0BRφtu=0BRψtu0BRφt(1χε)u=0BRuψ+0BRuur3ψ0BRφt(1χε)u=0BRχεuφ0BRφuχε+0BRuur3φχε0BRφt(1χε)u

for every ε > 0. As χε → 1 a.e. in supp φ and by (0.8) and boundedness of u each of the functions ∇u⋅ ∇ φ, uur3φ, φtu belongs to L1(supp φ),

0BRχεuφ+0BRuur3φχε0BRφt(1χε)u0BRuφ+0BRuur3φas ε0

by Lebesgue’s dominated convergence theorem.

Moreover, |χε(x)|=|χεr(r)|=1εχ(rε)2ε if r = ∣x∣ < ε and ∣∇ χε(x)∣ = 0 if ∣x∣ > ε. With T > 0 such that supp φBR × (0, T), we have

0BRφuχεφ0TBR|u||χε|2εφ0T0εrn1|ur(r,t)|drdt,

which vanishes as ε → 0 according to (1.12), and (0.9) follows.□

2 The stationary solution and conditions on the initial data

In (0.3), we have introduced a stationary solution u* to (0.2). In this section we first prove that the function from (0.3) actually has this property (see Lemma 5 for the classical, Lemma 6 for the weak sense) and then formulate the conditions on the initial data, which involve relations with u* and whose formulation we therefore had postponed.

Lemma 5

Let n ≥ 2. Then the function u* from (0.3) solves

Δu+u(ur)3=0inRn0.

Proof

We use radial symmetry and the explicit form of u* to write

Δu+u(ur)3=r1nrn1α3r23r+αr13α3r233=α27r53159n+α3=0.

Lemma 6

Let n ≥ 2. Then for any R > 0 the function u* defined in (0.3) is a weak solution of (0.7).

Proof

In order to apply Lemma 4, we only have to check integrability of u(r)(ur)3(r)=α427r132 and ur(r)=α3r23, which is satisfied, and

limε01ε0εrn1|ur(r)|dr=limε0α3n2εn53=0.

Now and in the following, given any n ∈ ℕ we let

ν:=ν(n):=1636n296n+61. (2.13)

Having introduced u* and ν, we are now in a position to give the conditions on initial data that Theorems 1, 2 and 3 have posed.

u0C2(B¯R0), (2.14a)
u0 is radially symmetric, (2.14b)
uu0, (2.14c)
lim supr0|r32nν(u(r)u0(r))|<, (2.14d)
u0(R)=u(R), (2.14e)
there is C>0 such that 0u0r(r)Cr23for every r(0,R). (2.14f)

Remark 7

The shape of the solution from Theorem 1 near the singularity of its gradient can be described more precisely than in (0.6) by saying that (2.14d) continues to hold for t > 0 in the sense that

lim supr0|r32nν(u(r)u(r,t))|<for all t>0.

We will include a proof in the proof of Theorem 1 in Section 5.

3 Finding a subsolution

In order to construct a subsolution of (0.5) near u*, we first find a solution of the (formal) linearization of (0.5) around u*.

Lemma 8

Let n ≥ 2, C > 0, ν as in (2.13), λ > 0. Then the function

v(r,t):=Ceλ2trn32Jν(λr),r>0,t>0, (3.15)

where Jν denotes the Bessel function of the first kind of order ν, solves

vt=Δv+3uur2vr+ur3vin(Rn0)×(0,)

with u* taken from (0.3).

Proof

Let us recall that the function defined by χ(r) := Jν(λr), r > 0, satisfies

r2χ(r)+rχ(r)+λ2r2ν2χ=0for every r>0. (3.16)

We abbreviate A := 4 − 2n and B:=3n59 and δ:=n32 and note that

2δ+A=1 (3.17)

and

δ(δ1)+AδB=n2+8n36136=ν2, (3.18)

so that (3.16), (3.17) and (3.18) for ψ(r) := rδχ(r), r > 0, entail

r2ψ(r)+Arψ(r)+λ2r2ψ(r)Bψ(r)=r2(rδχ)+Ar(rδχ)Brδχ=r2δ(δ1)rδ2χ+2r2δrδ1χ+r2rδχ+Aδrδχ+Arδ+1χBrδχ=rδr2χ+(2δ+A)rχ+(δ(δ1)+AδB)χ=rδr2χ+rχν2χ=rδr2λ2χ=r2λ2ψfor r>0,

and

v(r,t)=Ceλ2trn32Jν(λr)=Ceλ2tψ(r),r>0,t>0,

solves

vt=Ceλ2t(λ2ψ)=Ceλ2tψ+ArψBr2ψ=vrr+42nrvr+53n9r2v=vrr+n1rvrα33rvrα327r2v=Δv+3uur2vr+ur3vin (Rn0)×(0,),

where we have used that α=9n153 and u(r)=αr13.

Definition 9

With ν from (2.13), we let x0 > 0 and x1 ∈ (0, x0) be the first positive roots of the Bessel function Jν of the first kind and its derivative Jν , respectively. (As ν > 0, Jν and Jν are positive on (0, x0) and (0, x1), respectively.)

Lemma 10

Let n ≥ 2, C > 0, λ > 0 and, with x1 from Definition 9,

0<R<minx1λ,38(3n5)(2n3)3. (3.19)

With v from (3.15), the function

u:=uv

then satisfies

utΔu+uur3in(BR0)×(0,). (3.20)

Proof

For u = u*v, we have

uur3=(uv)(uv)r3=u(uv)r3+v(uv)r3=u(ur)3+3u(ur)2vr3uurvr2+uvr3+(ur)3v3(ur)2vvr+3urvvr2vvr3in (BR0)×(0,).

As u* is a stationary solution according to Lemma 5 and by Lemma 8 v solves the linearized equation, we conclude

utΔuu(ur)3=0in (BR0)×(0,)

and

vt+Δv+3u(ur)2vr+(ur)3v=0in (BR0)×(0,).

Accordingly, in (BR ∖ {0}) × (0, ∞) we obtain

utΔuuur3=utvtΔu+Δvu(ur)3+3u(ur)2vr3uurvr2+uvr3+(ur)3v3(ur)2vvr+3urvvr2vvr3=3uurvr23(ur)2vvr+uvr3+3urvvr2vvr3=α2C2r13e2λ2t(ψ(r))2+αC2r23e2λ2tψ(r)ψ(r)αC3r13e3λ2t(ψ(r))3αC3r23e3λ2tψ(r)(ψ(r))2C4e4λ2tψ(r)(ψ(r))3.

Due to x1 = min{x0, x1}, we have that

ψ(r)=n32rn52Jν(λr)+λrn32Jν(λr)0for all r(0,R), (3.21)

hence

utΔuuur3α2C2r13e2λ2t(ψ(r))2+αC2r23e2λ2tψ(r)ψ(r)=αC2e2λ2tψ(r)r23αr13ψ(r)+ψ(r) in (0,R). (3.22)

From (3.21) and λR < x1 = min {x0, x1}, we can also infer

ψ(r)ψ(r)=r1(n32)+rλJν(rλ)Jν(rλ)n32r1for all r(0,R),

so that

αr13ψ(r)+ψ(r)αr23n32+1ψ(r)αR23n32+1ψ(r)0

for every r ∈ (0, R), because R23(38(3n5)(2n3)3)13=(α(n32))1, hence (3.22) turns into (3.20).□

4 Existence

4.1 An approximate problem

Construction of the solution to (0.2) will be based on an appropriately modified problem on (BRBε) × (0, ∞). In preparation of suitable initial data, we first turn our attention to u0.

Lemma 11

Let n ≥ 2, 0<R<38(3n5)(2n3)3. Assume that u0 satisfies (2.14). Let λ > 0 be such that λR < x1. There is C > 0 so that v from (3.15) satisfies

u0uv(,0)inBR. (4.23)

Proof

Since λR < x0, known asymptotics of the Bessel function [24, p. 360, (9.1.7)] yields the existence of c1 = c1(λ) > 0 such that c1rνJν(λr) for every r ∈ [0, R]. Therefore, (2.14d) implies that for some c2 > 0 we obtain

|u0(r)u(r)|rn32Jν(λr)c2for every r(0,R).

If we let Cc2, this coincides with (4.23).□

Definition 12

Now and in all of the following, we let n, C, R, λ, v be as in Lemma 10 and Lemma 11.

Definition 13

Let ε > 0 and u0 satisfy (2.14). We denote Ωε := BRBε. Moreover, let u0εC2(Ωε) be radially symmetric and such that

u0ε(ε)=u(ε)v(ε,0), (4.24a)
u0ru0εr0, (4.24b)
uu0εuv(,0), (4.24c)
u0ε=u0on the set {r(ε,R]u0(r)<u(ε)v(ε,0)ε}. (4.24d)

Remark 14

For (4.24c), we rely on Lemma 11; that the other conditions can be fulfilled is more immediate from (2.14).

Remark 15

As u*(ε) − v(ε, 0) − ε → 0 as ε → 0, (4.24d) ensures that for every δ > 0 there is ε0 > 0 such that for all ε ∈ (0, ε0) we have u0ε = u0 on BRBδ.

Definition 16

Let ε > 0. First let us note that

cv:=eλ2tv(ε,t)

is positive and constant with respect to t according to (3.15).

We choose cε > 1 large enough so as to satisfy

cε>sup[ε,R]|ur|, (4.25a)
cε>sup[ε,R]|(uv(,0))r|, (4.25b)
cε>sup[ε,R]|u0εr|, (4.25c)
cv+n1εcε+u(ε)(cε)30. (4.25d)

Definition 17

We let fε Cc (ℝ) be such that fε(s) = s3 for every s[cε,cε] (with cε from Definition 16) and fε ≤ 0 on (−∞, 0).

With u0ε and fε as in Definitions 13 and 17, we now consider

uεt=Δuε+uεfε(uεr)in Ωε×(0,),uε(,t)|Bε=uv(,t)|Bεfor all t>0,uε(,t)|BR=u0(R)=u(R)for all t>0,uε(,0)=u0εin Ωε¯. (4.26)

By classical theory for parabolic PDEs, this problem has a solution.

Lemma 18

Let ε > 0. Then (4.26) has a unique solution

uεCβ,β2(Ωε¯×[0,))C2+β,1+β2(Ωε×(0,))withuεLloc(Ωε¯×[0,))

for some β ∈ (0, 1). This solution is radially symmetric.

Proof

Boundedness of fε and the regularity requirements on u0ε ensure applicability of [1, Thm. V.6.2], which yields existence and uniqueness of the solution. Radial symmetry of u0ε together with the uniqueness assertion implies radial symmetry of the solution.□

Later (in Lemma 25 and 27) we want to invoke comparison principles for the derivative. In order to make them applicable, we need slightly more regularity than provided by Lemma 18.

Lemma 19

Let ε > 0. Then there is β ∈ (0, 1) such that

uεC3+β,3+β2(Ωε×(0,))anduεCβ,β2(Ωε¯×[0,)).

Proof

Letting η Cc (Ωε × (0, ∞)) we observe that ηu solves (ηu)t = Δ(ηu) + g, where g = −ηtu − 2∇η⋅∇uuΔη + ηufε(ur) and that, thanks to u C2+β,1+β2 (supp η) by Lemma 18, g C1+β,1+β2 (Ωε × (0, ∞)). [1, Thm. IV.5.2] therefore implies ηu C3+β,3+β2 (Ωε × [0, ∞)). Hölder continuity of ∇uε up to t = 0 and to the spatial boundary follows from [25, Thm. 4.6].□

As a first estimate of uε, the following lemma not only affirms boundedness of uε, but also forms the foundation of estimate (4.30) for u.

Lemma 20

Let ε > 0. Then

uuεuvinΩε×(0,). (4.27)

Proof

Due to (4.25a) and (4.25b), each of the functions w ∈ {u*, uε, u*v} satisfies fε(wr) = wr3 in Ωε × (0, ∞) and hence for w ∈ {u*, uε} we have

wt=Δw+fε(wr)w,

whereas wtΔw + fε(wr)w for w = u*v (cf. Lemma 10). By construction, u*(R) = uε(R, t) ≥ u*(R) − v(R, t) and u*(ε) ≥ uε(ε, t) = u*(ε) − v(ε, t) for all t > 0, and u*u0εu*v(⋅, 0), so that the comparison principle ([4, Prop. 52.6]) implies (4.27).□

We prepare for an estimate of uεr by comparison, first providing some information on its value on the spatial boundary, beginning with the outer part BR × (0, ∞).

Lemma 21

For every ε > 0 and t > 0 we have

ur(R)uεr(R,t)0.

Proof

Since u*(R) = uε(R, t) for all t > 0, (4.27) shows that ur (R) ≤ uεr(R, t) for all t > 0. Moreover, u(r, t) := u*(R), (r, t) ∈ [ε, R] × [0, ∞), satisfies utΔu + f(ur)u in (ε, R) × (0, ∞) and u(R, t) ≤ uε(R, t), u(ε, t) ≤ uε(ε, t) for all t > 0 and u(r, 0) ≤ uε(r, 0) for all r ∈ (ε, R). By the comparison principle [4, Prop. 52.6] therefore uε(r, t) ≥ u*(R) = uε(R, t) for every (r, t) ∈ (0, R) × (0, ∞) so that uεr(R, t) ≤ 0 for every t > 0.□

On the inner boundary, we first establish the sign of uεr.

Lemma 22

For every ε > 0 and t > 0 it holds that

uεr(ε,t)0.

Proof

With 𝓜[ϕ] := ϕtΔϕuε uεr2 ϕr and u(x, t) := u*(ε) − v(ε, t) for (x, t) ∈ Ωε × [0, ∞), we have

M[uε]=0,M[u¯]=u¯t=vt(ε,t)0in Ωε×(0,),

which together with uε(ε, t) = u(ε, t), uε(R, t) = u*(R) ≤ u(R, t) for all t > 0 and the consequence u0ε(r) ≤ u0ε(ε) = u(r, 0) of (4.24b) and (4.24a) enables us to invoke [4, Prop. 52.6] once more to conclude uε(r, t) ≤ u(r, t) = uε(ε, t) for all r ∈ (ε, R) and t > 0, which implies uεr(ε, t) ≤ 0 for all t > 0.□

The upper estimates in Lemma 21 and Lemma 22 determine the sign of uεr throughout Ωε × [0, ∞).

Lemma 23

Let ε > 0. Then

uεr0inΩε×[0,).

Proof

As w := uεr belongs to C(Ωε × (0, ∞)) ∩ C([0, ∞);L2(Ωε)) with wt, ∇ w, D2w Lloc2 (Ωε × (0, ∞)) by Lemma 19, solves wt = Δw + fε(uεr)w + uεfε (uεr) wr in Ωε × (0, ∞), f(uεr) is bounded in Ωε × (0, ∞) due to boundedness of fε, and so is uεfε (uεr) because of Lemma 20, we can apply [4, Prop. 52.8] to conclude nonpositivity of w from nonpositivity of w on Ωε × {0} (see (4.24b)) and on Ωε × (0, ∞) as guaranteed by Lemmata 21 and 22.□

We now turn our attention to the counterpart of Lemma 22.

Lemma 24

For every ε > 0 we obtain

uεr(ε,t)cε

for every t ∈ (0, ∞), where cε is as in Definition 16.

Proof

We define u(r, t) := (u*v)(ε, t) + cε (εr). Then u(ε, t) = uε(ε, t) for all t > 0 due to the boundary condition in (4.26); by (4.24a) and (4.25c),

u_(r,0)=u0ε(ε)cε(rε)u0ε(ε)εrsup|u0εr|u0ε(r),

for every r ∈ (ε, R), and similarly by (4.25a),

u_(R,t)=u(ε)v(ε,t)cε(Rε)u(ε)cε(Rε)u(R)=uε(R,t)

for every t > 0. Due to Definition 17, fε(cε)=(cε)3 and hence, by Lemma 20 and (4.25d),

u_tΔu_uεfε(u_r)=vt(ε,t)+n1rcε+(cε)3uεeλ2tcv+n1εcε+u(ε)(cε)30.

Therefore, comparison ([4, Prop. 52.6]) implies

uε(r,t)u_(r,t)for all t>0,r(ε,R),

and as uε(ε, t) = u(ε, t) for every t > 0, this shows that uεr(ε, t) ≥ ur(ε, t) = − cε for every t > 0.□

The previous lemmata and a first Bernstein-type comparison of uεr2 confirm that including fε in (4.26) – although necessary for application of the classical existence theorems – has not altered the equation.

Lemma 25

For every ε > 0 we have

supΩε×(0,)|uε|cε.

Proof

We let 𝓜[ϕ] := ϕtΔϕ fε (uεr)uε ϕr. Then M[cε]=0 and

M[|uε|2]=2uεΔuε+2|uε|2fε(uεr)+2uεfε(uεr)uεuεr(2D2uεuε)2fε(uεr)uεuεuεr=2|uε|2fε(uεr)2|D2uε|2in Ωε×(0,).

In view of Lemma 21, 𝓜[∣∇uε2] ≤ 0. Lemma 21 and (4.25a) together with Lemmata 22 and 24 show that (cε)2 ≥ ∣∇uε2 on Ωε × (0, ∞), and (4.25c) ensures the same on Ωε × {0}. Therefore, comparison (in the form of [4, Prop. 52.10], if one allows f to also depend on t there – the necessary adaptations in the corresponding proof are minor) proves supΩε×(0,∞) ∣∇uε2 (cε)2 and thus the lemma.□

Lemma 26

The function uε solves

uεt=Δuε+uεuεr3inΩε×(0,),uε|Bε(,t)=uv(,t)|Bεforallt>0,uε|BR(,t)=u0(R)=u(R)forallt>0,uε(,0)=u0εinΩε¯. (4.28)

Proof

Lemma 25 guarantees that ∣uεr∣ = ∣∇uε∣ ≤ cε in Ωε × (0, ∞), therefore f(uεr) = uεr3 by Definition 17, and Lemma 26 becomes a corollary of Lemma 18.□

4.2 A priori estimates

Inspired by the reasoning in [2, Sec. 2], which goes back to [23], we will now obtain an ε-independent bound for uεr from a comparison principle applied to, essentially, a large, even power of uεr. Lack of ε-independent control over uεr on the inner boundary (for which we refer to Lemma 24 and which is natural if seen in light of the unbounded derivative of u* near r = 0) makes inclusion of a cutoff function necessary.

Lemma 27

Let p ≥ 4 be an even integer. There is c > 0 such that

(rδ)+p+3uεrp(r,t)c(1+supr>δ(rδ)+p+3u0εrp+t) (4.29)

for every δ > 0, ε ∈ (0, δ) and t > 0, r ∈ (0, R).

Proof

We define c:=max1,Rp+3|ur(R)|p,(3(p+3))p+3|u(R)|p+3+(Rp(p+3)2p1)p+33 and ε ∈ (0, δ). Letting w(r,t):=(rδ)+p+3uεrp(r,t) for (r, t) ∈ (δ, R) × (0, ∞), in (δ, R) × (0, ∞) we compute

wr=(p+3)(rδ)+p+2uεrp+p(rδ)+p+3uεrp1uεrr

and

wrr=(p+2)(p+3)(rδ)+p+1uεrp+2p(p+3)(rδ)+p+2uεrp1uεrr+p(p1)(rδ)+p+3uεrp2uεrr2+p(rδ)+p+3uεrp1uεrrr

as well as

uεrt=uεrrr+n1ruεrrn1r2uεr+uεr4+3uεuεr2uεrr.

For 𝓜[ϕ] := ϕtΔϕ 3uεuεr2ϕr we thus obtain from (4.28)

M[w]=p(rδ)+p+3uεrp1uεrtwrrn1rwr3uεuεr2wr=p(rδ)+p+3uεrp1uεrrr+pn1r(rδ)+p+3uεrp1uεrrpn1r2(rδ)+p+3uεrp+p(rδ)+p+3uεrp+3+3p(rδ)+p+3uεuεrp+1uεrr(p+2)(p+3)(rδ)+p+1uεrp2p(p+3)(rδ)+p+2uεrp1uεrrp(p1)(rδ)+p+3uεrp2uεrr2p(rδ)+p+3uεrp1uεrrr(p+3)n1r(rδ)+p+2uεrppn1r(rδ)+p+3uεrp1uεrr3(p+3)(rδ)+p+2uεuεrp+23p(rδ)+p+3uεuεrp+1uεrr=pn1r2(rδ)+p+3uεrp+p(rδ)+p+3uεrp+3(p+3)(p+2)(rδ)+p+1uεrp2p(p+3)(rδ)+p+2uεrp1uεrrp(p1)(rδ)+p+3uεrp2uεrr2(p+3)n1r(rδ)+p+2uεrp3(p+3)(rδ)+p+2uεuεrp+2p(rδ)+p+3uεrp+32p(p+3)(rδ)+p+2uεrp1uεrrp(p1)(rδ)+p+3uεrp2uεrr23(p+3)(rδ)+p+2uεuεrp+2 in (BRBδ)×(0,).

Here, by Young’s inequality

2p(p+3)(rδ)+p+2uεrp1uεrrp(p1)(rδ)+p+3uεrp2uεrr2+p(p+3)2p1(rδ)p+1uεrpp(p1)(rδ)+p+3uεrp2uεrr2+(rδ)+p+3|uεr|p+3+(rδ)+p(p+3)2p1p+33

and

3(p+3)(rδ)+p+2uεuεrp+2(rδ)+p+3|uεr|p+3+(3(p+3))p+3|uε|p+3

in (BRBδ) × (0, ∞). Recalling the sign of uεr from Lemma 23 and setting c1 := (3(p+3))p+3u*(R)∣p+3 + Rp(p+3)2p1p+33 we hence obtain

M[w]c1in (BRBδ)×(0,).

Furthermore,

w(R,t)Rp+3uεrp(R,t)Rp+3(ur(R))p=:c2for all t>0

by Lemma 21. With c = max{c1, c2, 1} and w¯:=c(1+supr>δ(rδ)+p+3u0εrp+t) we not only have 𝓜[w] = c ≥ 𝓜[w] in (BRBδ) × (0, ∞), but also w(R, t) ≥ c2w(R, t) for all t > 0 and w(r, 0) ≥ supr>δ(rδ)+p+3u0εrpw(r,0) for all r ∈ (0, R) as well as w(δ, t) ≥ 0 = w(δ, t) for all t > 0. Comparison (again by means of an adaptation of [4, Prop. 52.10]) allows us to conclude (rδ)+p+3uεrp=ww¯=c(1+supr>δ(rδ)+p+3u0εrp+t) in (BRBδ) × (0, ∞). Additionally, for r ∈ (0, δ), the left-hand side of this inequality is zero, and (4.29) holds.□

Next we bring Lemma 27 in a more directly applicable form.

Lemma 28

Let p ≥ 4 be an even integer. For every T > 0 there is c > 0 such that

|uεr(r,t)|crp+3p

for every ε > 0, t ∈ [0, T], r ∈ (2ε, R).

Proof

Conditions (2.14f) and (4.24b) ensure the existence of c1 > 0 such that

|u0εr|c1r23on BRBε

for every ε > 0, and hence

(rδ)+p+3u0εrpc1(rδ)+p+3r2p3

for every r ∈ (δ, R) and ε < δ. Noting that r(rδ)+p+3r2p3 is increasing on (δ, R) due to p + 3 > 2p3, we conclude that

(rδ)+p+3u0εrpc1Rp2p3=c1Rp3

for every r ∈ (δ, R) and ε ∈ (0, δ). Lemma 27 hence implies that there is c2 > 0 such that

(rδ)+p+3uεrp(r,t)c2(1+t)

for every δ > 0, ε ∈ (0, δ) and t > 0, r ∈ (0, R). If we insert r = 2δ, we obtain

|uεr(2δ,t)|c3(2δ)p+3p(1+t)

for every δ > 0, ε ∈ (0, δ), t > 0, where c3:=2p+3pc2. We conclude by letting c := c3(1 + T).□

As preparation of the compactness argument that will finally establish existence of a solution of (0.5) in (BR ∖ {0}) × (0, ∞), we use classical regularity theory for parabolic PDEs and rely on Lemma 28 as a starting point.

Lemma 29

Let β ∈ (0, 1). Let K be a compact subset of (BR ∖ {0}) × (0, ∞). Then there are ε0 > 0 and c > 0 such that for every ε ∈ (0, ε0)

uε[C1+β,1+β2(K)]c.

Proof

Let us choose δ > 0 so small that (Bδ × (0, ∞)) ∩ K = ∅. Let η Cc ((BRBδ) × (0, ∞)) be such that η ≡ 1 on K. Then for each ε ∈ (0, ε0), ε0 := δ2 , ηuε is well-defined on (BRBδ) × (0, ∞) and (ηuε)(δ, t) = 0, (ηuε)(R, t) = 0 for every t > 0, (ηuε)(r, 0) = 0 for every r ∈ (δ, R) and

(ηuε)t=Δ(ηuε)+gεin (BRBδ)×(0,),

where gε := − uε Δη − 2∇uε ⋅ ∇η+ηuε uεr3 ηtuε. Lemma 28 enables us to find c1 > 0 satisfying

gεL((BRBδ)×(0,))=gεL(supp η)c1

for every ε ∈ (0, ε0). Consequently, [26, Thm. 7.4, p. 191] shows that with some c2 > 0,

ηuεC1+β,1+β2((BRBδ)×(0,))c2for every ε(0,ε0).

Leveraging Lemma 29, we can achieve higher regularity analogously.

Lemma 30

Let β ∈ (0, 1). Let K be a compact subset of (BR ∖ {0}) × (0, ∞). Then there are ε0 > 0 and c > 0 such that

uεC2+β,1+β2(K)cforeveryε(0,ε0).

Proof

Again, we choose δ > 0 so small that (Bδ × (0, ∞)) ∩ K = ∅, η Cc ((BRBδ) × (0, ∞)) such that η ≡ 1 on K and ε0 := δ and consider the Dirichlet problem of (ηuε)t = Δ(ηuε) + gε in (BRBδ) × (0, ∞), with gε := − uε Δη − 2∇uε ⋅ ∇η+ηuε uεr3 ηtuε. Thanks to Lemma 29, applied to the compact set supp η, there is c1 > 0 fulfilling

gεCβ,β2((BRBδ)×(0,))=gεCβ,β2(supp η)c1for every ε(0,ε0).

We can therefore rely on [26, Thm. 3.6, p. 65] so as to conclude the existence of c2 > 0 such that

ηuεC2+β,1+β2((BRBδ)×(0,))c2for every ε(0,ε0).

In the next step we aim for lower Hölder regularity, but strive to include the boundaries at r = R and t = 0.

Lemma 31

There is β ∈ (0, 1) such that for every compact subset K of (BR ∖ {0}) × [0, ∞) there are ε0 > 0 and c > 0 satisfying

uεCβ,β2(K)cforeveryε(0,ε0).

Proof

We choose δ > 0 so small that (Bδ × (0, ∞)) ∩ K = ∅ and let ε0 (0,δ2) be such that u0ε = u0 on BRBδ for every ε ∈ (0, ε0) (cf. Remark 15). With η Cc ((BRBδ) × (0, ∞)) such that η ≡ 1 on K and relying on Lemma 28, we can conclude from [1, Thm. III.10.1] that with some c > 0,

ηuεCβ,β2(K)cfor every ε(0,ε0),

where β can be determined independently of δ, K and η.□

4.3 Solving the limit problem

With these estimates at hand, we are ready to carry out the existence proof.

Lemma 32

There is a function uC(BR × [0, ∞)) ∩ C2,1((BR ∖ {0}) × (0, ∞)) solving (0.5). This function is radially symmetric, satisfies

u(r)u(r,t)u(r)v(r,t)forall(r,t)[0,R]×[0,) (4.30)

and, in particular, with some c > 0 we have

0ucr13inBR×[0,), (4.31)

as well as

ur0in(BR0)×(0,), (4.32)

and for every T > 0 there is some c = c(T) > 0 such that

ur>cr3128in(BR0)×(0,T). (4.33)

Proof

If we apply Lemmata 30 and 31 to sequences of compact sets exhausting (BR ∖ {0}) × (0, ∞) and (BR ∖ {0}) × [0, ∞), respectively, use the Arzelà-Ascoli theorem and a diagonalization procedure, we obtain a sequence (εj)j∈ℕ ↘ 0 and a function uC((BR ∖ {0}) × [0, ∞)) ∩ C2,1((BR ∖ {0}) × (0, ∞)) such that

uεju locally uniformly in (B¯R0)×[0,) (4.34)
 and with respect to the topology of C2,1((BR0)×(0,)). (4.35)

The latter convergence statement (4.35) together with Lemma 23 already entails (4.32), whereas (4.33) similarly results from Lemma 28 upon the choice of p = 28.

Additionally, we define u(0, t) := 0. Then u is continuous in BR × [0, ∞). In light of (4.34), only continuity at (0, t) for t ≥ 0 remains to be proven. Let η > 0. Choose δ > 0 such that u*(δ) − v(δ, 0) > −η. Then for every ε ∈ (0, δ), every r ∈ (0, δ) and every t ≥ 0 we have 0 ≥ uε(r, t) ≥ uε(δ, t) ≥ u*(δ) − v(δ, t) ≥ u*(δ) − v(δ, 0) > −η and, by (4.34), hence 0 ≥ u(r, t) ≥ −η for every r ∈ (0, δ) and t ≥ 0.

Finally, (4.30) and hence (4.31) are obvious for r = 0 and easily obtained from Lemma 20 for r > 0.□

Theorem 1 also includes a uniqueness statement. The following lemma takes care of it.

Lemma 33

Let u, û be functions satisfying

u,u~C2,1((BR0)×(0,))C(B¯R×[0,)),supur<,supu~r<

that solve (0.5). (The suprema are supposed to be taken over (BR ∖ {0}) × (0, ∞).) Then u = û.

Proof

The difference w := uû solves wt = Δw + bwr + cw in (BR ∖ {0}) × (0, ∞)), where b:=u~(ur2+uru~r+u~r2) and c:=ur3 has a finite supremum. Moreover, w = 0 on (BR × {0}) ∪ ((BR ∖ {0}) × (0, ∞)), and [4, Prop. 52.4] shows w ≤ 0.□

The final piece of the proof of Theorem 2 is the combination of Lemma 32 with Lemma 4.

Lemma 34

Let n ≥ 3. Then the function u obtained in Lemma 32 is a weak solution of (0.7).

Proof

We observe that according to (4.33) there is c1 = c1(T) such that

1ε0T0εrn1|ur(r,t)|drdtc1Tε0εrn1r3128dr=c1Tn3128εn59280

as ε → 0. By (4.33) and (4.31)

|uur3|cr13r3(3128)=cr2893184=cr25184in BR×(0,),

and because 25184=3+184n, hence uur3Lloc1(BR×(0,)). Finally, |ur|cr3128Lloc1 and Lemma 4 becomes applicable.□

5 Proofs of the theorems

Proof

Proof of Theorem 1 and Remark 7 Solvability is ensured by Lemma 32, which by means of (4.30) also ensures that for every t > 0 there are c1 = c1(t) > 0 and c2 = c2(t) > 0 such that

0u(r)u(r,t)v(r,t)c1rn32Jν(λr)c2rn32+νfor every r[0,R].

(The last estimate therein used λR < x0 and [24, p. 360, (9.1.7)].) This proves Remark 7 and implies (0.6).

Uniqueness of solutions, on the other hand, has been asserted in Lemma 33.□

Proof

Proof of Theorem 2 This is the outcome of Lemma 34.□

Proof

Proof of Theorem 3 The construction of u during the proof of Theorem 1 had ensured that u*(r) ≥ u(r, t) ≥ u*(r) − v(r, t) for all (r, t) ∈ [0, R] × [0, ∞) (cf. (4.30)), and Theorem 3 can be seen from the explicit definition (3.15) of v.□

Acknowledgements

The first author was supported in part by the Slovak Research and Development Agency under the contract No. APVV-18-038 and by the VEGA grant 1/0347/18.

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Received: 2019-05-06
Accepted: 2019-12-01
Published Online: 2020-03-05

© 2020 Marek Fila and Johannes Lankeit, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 Public License.

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