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Large Time Behavior of Solutions to the Nonlinear Heat Equation with Absorption with Highly Singular Antisymmetric Initial Values

  • Hattab Mouajria , Slim Tayachi and Fred B. Weissler EMAIL logo
Published/Copyright: February 7, 2020

Abstract

In this paper, we study global well-posedness and long-time asymptotic behavior of solutions to the nonlinear heat equation with absorption, ut-Δu+|u|αu=0, where u=u(t,x), (t,x)(0,)×N and α>0. We focus particularly on highly singular initial values which are antisymmetric with respect to the variables x1,x2,,xm for some m{1,2,,N}, such as u0=(-1)m12m||-γ𝒮(N), 0<γ<N. In fact, we show global well-posedness for initial data bounded in an appropriate sense by u0 for any α>0. Our approach is to study well-posedness and large time behavior on sectorial domains of the form Ωm={xN:x1,,xm>0}, and then to extend the results by reflection to solutions on N which are antisymmetric. We show that the large time behavior depends on the relationship between α and 2γ+m, and we consider all three cases, α equal to, greater than, and less than 2γ+m. Our results include, among others, new examples of self-similar and asymptotically self-similar solutions.

1 Introduction

In this paper, we study the long-time behavior of solutions to the nonlinear heat equation with absorption,

(1.1) u t - Δ u + | u | α u = 0 ,

where u=u(t,x), (t,x)(0,)×N and α>0, which are antisymmetric with respect to the variables x1,x2,,xm for some m{1,2,,N}. Our goal is to see how some well-known results [1, 3, 5, 6] for the long-time behavior of solutions to (1.1) carry over with the additional hypothesis of antisymmetry. For example, some of the results in the cited works concern positive solutions. We will see that these results have analogues for antisymmetric solutions which are positive on an appropriate sector in N. In particular, these solutions are not positive on N. Moreover, in many cases, the range of allowable powers α>0 will be larger with the additional hypothesis of antisymmetry than without. Also, the condition of antisymmetry allows consideration of a class of highly singular initial values.

Our previous paper [9] considered the linear heat equation on N with antisymmetric solutions. The results and the theoretical framework from [9] were applied to the nonlinear heat equation with source term

(1.2) u t - Δ u - | u | α u = 0

in [12]. In the current paper, these ideas are applied to (1.1). We mention that this approach was earlier developed in [11], where solutions to (1.2) with antisymmetric initial values of the form u0=(-1)m12mδ were studied. In the current paper, as in [9, 12], initial values of the form u0=(-1)m12m||-γ for some 0<γ<N are considered.

In order to state our results precisely, we begin by recalling the definition of an antisymmetric function.

Definition 1.1.

Let m{1,2,,N}. A function f:N is antisymmetric with respect to x1,,xm if it satisfies

(1.3) T 1 f = T 2 f = = T m f = - f ,

where Ti, i{1,2,,N}, denotes the operator

[ T i f ] ( x 1 , , x i - 1 , x i , x i + 1 , , x N ) = f ( x 1 , , x i - 1 , - x i , x i + 1 , , x N ) .

We denote the set of functions antisymmetric with respect to x1,,xm by

𝒜 = 𝒜 m = { f : N ; f satisfies (1.3) } .

A function on N which is antisymmetric with respect to x1,x2,,xm for some m{1,2,,N} is determined by its values on Ωm, the sector of N defined by

Ω m = { ( x 1 , x 2 , , x N ) N ; x 1 > 0 , x 2 > 0 , , x m > 0 } .

Note that, by definition, an antisymmetric function must take the value 0 on the boundary Ωm. Since the operators Ti defined above commute with the operations in equation (1.1), the study of antisymmetric solutions to (1.1) reduces to the study of solutions on Ωm with Dirichlet boundary conditions. This point is discussed in detail in [12, Section 3], and that discussion applies as well to the heat equation with absorption. Moreover, as in [12], we will construct certain classes of antisymmetric solutions to (1.1) on N by constructing solutions on Ωm and extending them to N by antisymmetry.

Since both the present paper and [12] are based on the framework developed in [9], we need to recall some definitions and notation used in [9]. Let ρm be the weight function defined on Ωm by

ρ m ( x ) = | x | γ + 2 m x 1 x m for all x Ω m ,

where 0<γ<N. We consider the Banach space

𝒳 m , γ = { ψ : Ω m , ρ m ψ L ( Ω m ) } ,

endowed with the norm ψ𝒳m,γ=ρmψL(Ωm) for all ψ𝒳m,γ. The closed ball of radius M on 𝒳m,γ is denoted by

m , γ , M = { ψ 𝒳 m , γ such that ψ 𝒳 m , γ M } .

As observed in [9, p. 344], m,γ,M the closed ball m,γ,M endowed with the weak * topology of 𝒳m,γ is a compact metric space (hence complete and separable).

Let σ>0. For each λ>0, we let Dλσ denote the dilation operator defined by

(1.4) D λ σ u ( x ) = λ σ u ( λ x ) ,

where u is a function defined on Ωm, or on N. A function ψ:Ωm is homogeneous of degree -σ if Dλσψ=ψ for all λ>0. The operators Dλσ, λ>0, act on the spaces 𝒳m,γ, but leave the norm invariant, i.e. leave the ball m,γ,M invariant, if and only if σ=γ+m. In fact, we have

(1.5) D λ σ ψ 𝒳 m , γ = λ σ ρ m ψ ( λ ) L ( Ω m ) = λ σ - ( γ + m ) ρ m ( λ ) ψ ( λ ) L ( Ω m ) = λ σ - ( γ + m ) ψ 𝒳 m , γ

for all λ>0 and ψ𝒳m,γ.

The function ψ0 defined on Ωm by

(1.6) ψ 0 ( x ) = c m , γ ( ρ m ( x ) ) - 1 = c m , γ x 1 x m | x | - γ - 2 m , x Ω m ,

where cm,γ=γ(γ+2)(γ+2m-2), will play a central role. It is homogeneous of degree -(γ+m), belongs to 𝒳m,γ, and satisfies ψ0𝒳m,γ=cm,γ. Moreover, we have Dλσψ0(x)=λσ-(γ+m)ψ0(x) for all σ,λ>0, and so Dλσψ0𝒳m,γ=λσ-(γ+m)cm,γ. Its interest lies in the fact that

ψ 0 ( x ) = ( - 1 ) m 1 2 m ( | x | - γ ) , x Ω m .

The heat semigroup on Ωm, denoted etΔm, is given by

(1.7) e t Δ m ψ ( x ) = Ω m K t ( x , y ) ψ ( y ) d y

for all t>0, where

(1.8) K t ( x , y ) = ( 4 π t ) - N 2 j = m + 1 N e - | x j - y j | 2 4 t i = 1 m [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] .

See, for example, [11, Proposition 3.1, p. 514]. It is well known that etΔm is a C0 semigroup on C0(Ωm), the space of continuous functions f:Ω¯m such that f0 on the boundary Ωm and f(x)0 as |x| in Ωm. It is also well defined on 𝒳m,γ, and etΔm:𝒳m,γC0(Ωm)𝒳m,γ is continuous for all t>0. See [9, Theorem 1.1, p. 343]. We recall the commutation relation between etΔm and the operators Dλσ,

(1.9) D λ σ e λ 2 t Δ m = e t Δ m D λ σ

for all λ>0 and σ>0, and for future use, we note the following identity, which is immediate to verify:

(1.10) Ω m K t ( x , y ) y 1 y m d y = x 1 x m

for all t>0 and all xΩm.

In terms of behavior on the sectors Ωm, our goal is to study the well-posedness of equation (1.1) on the space 𝒳m,γ and to obtain results on the large time behavior of solutions in the three cases α=2γ+m, α>2γ+m, and α<2γ+m. By interpreting these results for antisymmetric solutions on N, we will extend some known results, [3, Theorem 1.3, Theorem 1.4] and [6], in the case m=0. We now describe these results in detail.

In Section 2, we consider the Cauchy problem

(1.11) { u t - Δ u + | u | α u = 0 , u ( 0 ) = u 0 𝒳 m , γ .

It is well known that, given any u0C0(N), there exists a unique function uC([0,),C0(N)) which is a classical solution of (1.1) on N for t>0 and such that u(0)=u0, which we denote by

(1.12) u ( t ) = 𝒮 ( t ) u 0 ,

where u(t)=u(t,). Likewise, for any u0C0(Ωm), there exists a unique function uC([0,),C0(Ωm)) which is a classical solution of (1.1) for t>0 and such that u(0)=u0. This defines a global semiflow 𝒮m(t) on C0(Ωm). In other words,

(1.13) 𝒮 m ( t ) u 0 = u ( t ) ,

where u(t)=u(t,) is the solution of (1.1) with initial value u0C0(Ωm). In fact, existence and uniqueness of solutions in C0(Ωm) follows from the existence and uniqueness of solutions in u0C0(N) since 𝒮(t) preserves antisymmetry; it suffices to consider the antisymmetric extension of u0C0(Ωm) to an element of C0(N)𝒜.

Similarly, given any u0Lq(Ωm), 1q<, we deduce by Kato’s parabolic inequality (see Lemma A.1 and Corollary A.2 in the appendix) and the fact that 𝒟(Ωm) is dense in Lq(Ωm) that there exists a unique uC([0,),Lq(Ωm)) which is a classical solution of (1.1) for t>0 and such that u(0)=u0. Alternatively, see [6, Proposition 1.1, p. 261] for a proof using accretive operators. Again by preservation of antisymmetry, the result of [6], valid for N, holds also on Ωm. Thus, the semiflow 𝒮m(t) extends to Lq(Ωm), and formula (1.13) is valid also for u0Lq(Ωm).

Here we consider initial data u0𝒳m,γ. Our first main result is the following.

Theorem 1.2.

Let m{1,2,,N}, 0<γ<N and α>0. If u0Xm,γ, then there exists a unique solution uC((0,),C0(Ωm)) of equation (1.1) such that

  1. u ( t ) u 0 in L loc 1 ( Ω m ) as t 0 ,

  2. there exists C > 0 , independent of u 0 , such that u ( t ) 𝒳 m , γ C u 0 𝒳 m , γ for all t > 0 .

In addition, the following properties hold.

  1. For all v 0 𝒳 m , γ , |u(t)-v(t)|etΔm|u0-v0|, where v is the solution of (1.1) with initial value v0 satisfying (i) and (ii).

  2. There exists C > 0 such that | u ( t , x ) | C x 1 x m ( t + | x | 2 ) - γ + 2 m 2 u 0 𝒳 m , γ for all t > 0 and for all u 0 𝒳 m , γ .

  3. The solution u ( t ) satisfies the integral equation

    (1.14) u ( t ) = e t Δ m u 0 - 0 t e ( t - s ) Δ m ( | u ( s ) | α u ( s ) ) d s

    for all t > 0 , where the integrand is in L 1 ( ( 0 , t ) ; C 0 ( Ω m ) ) .

  4. If v 0 𝒳 m , γ , v00, and |u0|v0, then |u(t)|v(t), where v is the solution of (1.1) with initial value v0 satisfying (i) and (ii).

In other words, the nonlinear operators 𝒮m(t), t>0, extend in a natural way to 𝒳m,γ. We remark that, in the case α<2γ+m, this well-posedness result was established in [12, Theorems 2.3 and 2.6] by a different method and with plus and minus sign in the term of the nonlinearity. Furthermore, the analogous results on the whole space N follow from [1, Theorem 8.8, p. 536].

Definition 1.3.

Let m{1,2,,N}, 0<γ<N and α>0. Given u0𝒳m,γ we set 𝒮m(t)u0=u(t) for all t>0, where uC((0,),C0(Ωm)) is the unique solution of (1.1) satisfying (i) and (ii) of Theorem 1.2.

We also establish the continuous dependence properties of solutions of equation (1.1) with initial values in 𝒳m,γ.

Theorem 1.4.

Let m{1,2,,N}, 0<γ<N and M>0. It follows that Sm(t) is continuous Bm,γ,MC0(Ωm) for all t>0, where Bm,γ,M denotes the compact metric space topology induced by the weak * topology on Bm,γ,M.

It is well known that any solution u(t) of (1.1), for example, as constructed in Theorem 1.2, is always bounded by the spatially independent solution; more precisely,

(1.15) | u ( t , x ) | ( 1 α t ) 1 / α

for all t>0, throughout the spatial domain of existence. See, for example, [6, p. 261]. In addition, it is clear from Theorem 1.2 that if u is the solution of (1.1) with positive initial data u00, then

(1.16) u ( t ) e t Δ m u 0

for any t>0. We have the following upper estimate for solutions of (1.1) that combines (1.16) and (1.15) into one estimate which implies them both. Its proof is given in Section 3.

Proposition 1.5.

Let N1, m{1,,N}, 0<γ<N and α>0. Let u0Xm,γ, u00. Then the solution u of (1.1) with initial data u(0)=u0 satisfies the upper estimate

u ( t , x ) e t Δ m u 0 ( x ) ( 1 + α t ( e t Δ m u 0 ( x ) ) α ) 1 / α

for all t>0 and all xΩm.

After proving global well-posedness of Cauchy problem (1.11), i.e. Theorems 1.2 and 1.4, we seek to describe the large time behavior of solutions of (1.1) on Ωm with initial values in 𝒳m,γ. Our basic approach is to study the effect of certain space-time dilations on such a solution, and to relate the resulting behavior to the effect of related spatial dilations on the initial value. In particular, we consider the space-time dilation operators Γλσ, λ>0, defined by

(1.17) Γ λ σ u ( t , x ) = λ σ u ( λ 2 t , λ x ) = D λ σ [ u ( λ 2 t ) ] ( x )

for all λ,σ>0, where the spatial dilation operator Dλσ is given by (1.4). If uC((0,),C0(Ωm)) is solution of equation (1.1), then Γλσu is a solution of (1.1) if and only if σ=2α. Moreover, if a solution u has initial value u0, either in the sense of C0(Ωm) or in some more general sense, then Γλ2/αu has initial value Dλ2/αu0. If u0𝒳m,γ, the function Dλ2/αu0 belongs to 𝒳m,γ for all λ>0, and the uniqueness of solutions of (1.1) implies that Γλ2/αu coincides with 𝒮m()Dλ2/αu0. Thus, we have the relation

(1.18) Γ λ 2 / α [ 𝒮 m ( ) u 0 ] = 𝒮 m ( ) [ D λ 2 / α u 0 ]

for all u0𝒳m,γ. We emphasize that, at this point, there is no assumed relationship between α and m. Formula (1.18) holds for any semiflow generated by (1.1) in place of 𝒮m(), as long as the space of initial values is invariant under the dilations Dλ2/α and initial values give rise to unique solutions.

A solution u of (1.1) is self-similar if Γλ2/αu=u for all λ>0 or, equivalently, if

u ( t , x ) = t - 1 / α f ( x t ) = D 1 t 2 / α f ( x ) ,

where f(x)=u(1,x) is called the profile of u. It follows that if a self-similar solution u of (1.1) has initial value u0, then Dλ2/αu0=u0 for all λ>0, i.e. u0 is homogeneous of degree -2α. Conversely, if u0 is homogeneous of degree -2α and u(t) is a solution with initial value u0 in some appropriate sense, then Γλ2/αu has the same initial value for all λ>0. Assuming that uniqueness of solutions having a given initial value has been proved in the appropriate class of functions, one then concludes that u=Γλ2/αu for all λ>0, i.e. that u is a self-similar solution.

More generally, we say that a solution u of (1.1) is asymptotically self-similar if

(1.19) lim λ Γ λ 2 / α u = U ,

in some appropriate sense, and that U is also a solution to (1.1). If so, the limit is necessarily a self-similar solution. See [5, Section 3] for a discussion of several equivalent definitions of asymptotically self-similar solutions. Formally, if we put t=0 in (1.19), we obtain

(1.20) lim λ D λ 2 / α u 0 = φ ,

where φ=U(0) is homogeneous of degree -2α. In Section 4, we study the long-time asymptotic behavior of solutions to (1.1) with initial values in 𝒳m,γ in the case α=2γ+m. The first result shows that (1.20) implies (1.19).

Theorem 1.6.

Let m{1,2,,N}, 0<γ<N and ψBm,γ,M. Let α>0 be such that α=2γ+m. Suppose that there exists φBm,γ,M such that limλDλγ+mψ=φ in Bm,γ,M. It follows that φ is homogeneous of degree -(γ+m) and that the solution u(t)=Sm(t)ψ is asymptotically self-similar to the self-similar solution U(t)=Sm(t)φ.

As is by now well established [4, 3, 5], the notion of asymptotically self-similar solution can be naturally extended by allowing different limits in (1.20) and (1.19) along different sequences (λn)n0 with λn. The next step in our analysis is to generalize Theorem 1.6 in this fashion. To accomplish this, for u0𝒳m,γ and Mu0𝒳m,γ, we consider the set of all accumulation points of Dλγ+mu0 as λ, given by

(1.21) 𝒵 γ ( u 0 ) = { z m , γ , M ; there exists λ n such that lim n D λ n γ + m u 0 = z in m , γ , M } .

Since m,γ,M is a compact metric space, 𝒵γ(u0) is a nonempty compact subset for all u0𝒳m,γ, and independent of Mu0𝒳m,γ by [9, Proposition 3.1, p. 356]. In particular, if u0 is homogeneous of degree -(γ+m), then 𝒵γ(u0)={u0}. We set u(t)=𝒮m(t)u0, and we also define the omega-limit set of all accumulation points of Γtγ+mu(1,)=tγ+m2u(t,t) as t by

(1.22) 𝒬 γ ( u 0 ) = { f C 0 ( Ω m ) ; there exists t n such that lim n Γ t n γ + m 𝒮 m ( 1 ) u 0 - f L ( Ω m ) = 0 } .

Relation (1.18) and Theorem 1.4 are the essential elements needed to investigate the relationship between 𝒬γ(u0) and 𝒵γ(u0), which is given by our next main result.

Theorem 1.7.

Let m{1,2,,N}, 0<γ<N and α>0 such that α=2γ+m. If u0Xm,γ, then

𝒬 γ ( u 0 ) = 𝒮 m ( 1 ) 𝒵 γ ( u 0 ) .

In particular, Qγ(u0)Sm(1)Bm,γ,M and is therefore a compact subset of C0(Ωm).

The last relation shows that, in the case α=2γ+m, the complexity in the large time behavior of a solution, as expressed in 𝒬γ(u0), is determined by the complexity in the spatial asymptotic behavior of its initial value as expressed in 𝒵γ(u0). Furthermore, Theorem 1.7 above is inspired from [3, Theorem 1.3, p. 83] which requires α2N, and we observe that, in Theorem 1.7, if γ+m>N, then α<2N. Since m,γ,M is separable and 𝒵γ(u0) can contain any countable subset of m,γ,M, we show that 𝒵γ(U0)=m,γ,M for some choice of U0m,γ,M.

Using [9, Theorem 1.4, p. 345], we obtain the following result.

Corollary 1.8.

Let m{1,2,,N}, 0<γ<N and M>0. Let α>0 be such that α=2γ+m. Then there exists

U 0 m , γ , M C ( Ω m ) C 0 ( Ω m )

such that Qγ(U0)=Sm(1)Bm,γ,M.

Remark 1.9.

If u0 belongs to 𝒳m,γ𝒳m,γ with γ<γ<N, then 𝒵γ(u0)={0}. In fact, for all λ>0,

| D λ γ + m u 0 ( x ) | = λ γ + m | u 0 ( λ x ) | C λ γ - γ | x | - ( γ + m ) 0

as λ uniformly on {xΩm;|x|ε} for all ε>0. Thus, 𝒵γ(u0)={0}. For example, if α=2γ+m>2γ+m, the function φ(x)=x1xm|x|-γ-2m𝟙{|x|>1}𝒳m,γ𝒳m,γ. It follows from Theorem 1.7 that 𝒬γ(φ)={0}. However, we might have 𝒬γ(φ){0}.

In Section 5 of this paper, we consider the case α>2γ+m. Since α2γ+m, there is a disconnect between the transformations which preserve the set of solutions to (1.1), i.e. Γλ2/α, and those which leave invariant the norm of the space 𝒳m,γ where the solutions live, i.e. Γλγ+m. Indeed, by (1.17) and (1.5), it follows that, for u0𝒳m,γ,

(1.23) Γ λ σ 𝒮 m ( t ) u 0 𝒳 m , γ = D λ σ 𝒮 m ( λ 2 t ) u 0 𝒳 m , γ = λ σ - ( γ + m ) 𝒮 m ( λ 2 t ) u 0 𝒳 m , γ .

Since 𝒮m(λ2t)u0𝒳m,γCu0𝒳m,γ for some C>0, by Theorem 1.2, it follows, setting σ=2α in (1.23), that if 2α<γ+m, then Γλ2/α𝒮m(t)u0𝒳m,γ0 as λ, uniformly for all u0 in a bounded set of 𝒳m,γ and all t>0.

It is clear from (1.23) that, for u0𝒳m,γ, the transformations most likely to yield some nontrivial asymptotic behavior are Γλγ+m. In other words, we still need to study 𝒬γ(u0) as given by (1.22), and likewise 𝒵γ(u0) as given by (1.21). However, we cannot expect the relationship between these two objects to be given as in Theorem 1.7 since the transformations do not preserve solutions of (1.1).

If u is a solution of (1.1), then v=Γλγ+mu is the solution of vt-Δv+λ2-(γ+m)α|v|αv=0. If α>2γ+m, it follows that, as λ, the function v satisfies an equation which approaches the linear heat equation. Hence we should not be surprised if, in this case, 𝒬γ(u0) and 𝒵γ(u0) are related by the linear heat equation. The next theorem makes this idea precise, both in the asymptotically self-similar case, and the more general case of arbitrary u0𝒳m,γ. It is analogous to [3, Lemma 5.1, p. 110].

Theorem 1.10.

Let m{1,,N}, 0<γ<N and M>0. Let α be such that α>2γ+m. We then have the following conclusions.

  1. If u 0 , φ m , γ , M is such that lim λ D λ γ + m u 0 = φ in m , γ , M , then φ is homogeneous of degree -(γ+m), and u(t)=𝒮m(t)u0 is asymptotically self-similar to U(t)=etΔmφ.

  2. 𝒬 γ ( u 0 ) = e Δ m 𝒵 γ ( u 0 ) for all u 0 𝒳 m , γ .

  3. There exists U 0 m , γ , M C ( Ω m ) C 0 ( Ω m ) such that 𝒬 γ ( U 0 ) = e Δ m m , γ , M .

In Section 6 of this paper, we consider the case α<2γ+m. As in the case of Theorem 1.10, the transformations which leave solutions invariant, i.e. Γλ2/α, do not leave invariant the norm of 𝒳m,γ, which is the space where the solution lives. Nonetheless, unlike in the case α>2γ+m, the transformations Γλ2/α reveal nontrivial asymptotic behavior. Because of (1.23), to study this asymptotic behavior, we need to leave the context of the space 𝒳m,γ.

This is best illustrated by the result of Gmira and Véron [6] in the case of N. If we express the upper bound (1.15) in terms more suggestive of the long-time asymptotic behavior of the solution, we see that, considering only positive solutions,

(1.24) ( Γ t 2 / α u ) ( 1 , x ) = t 1 / α u ( t , x t ) ( 1 α ) 1 / α .

The main result of [6] can be stated as follows. Suppose α<2N. Let u0Lq(N) for some 1q<, or C0(N), with u00 be such that, for every k>0, there exists R0>0 such that u0(x)k|x|-2/α, |x|R0, i.e. lim inf|x||x|2/αu0(x)=. It follows that if u(t,x) is the resulting solution of (1.1), then

(1.25) t 1 / α u ( t , x t ) ( 1 α ) 1 / α

uniformly on compact subsets of N. In light of the upper bound (1.24), the result (1.25) is rather sharp.

In the case of the sector Ωm, we have the following result, where C0b,u(Ωm) denotes the space of bounded uniformly continuous functions on Ωm which are zero on Ωm.

Theorem 1.11.

Let m{1,,N}, 0<γ<N and α>0 such that α<2γ+m. Let u0Xm,γ with u00, and let u(t)=Sm(t)u0 be the resulting solution of (1.1) as given by Theorem 1.2. Suppose that there exist R0>0 and c0>0 such that

(1.26) u 0 ( x ) c 0 ψ 0 ( x ) , x Ω m , | x | R 0 ,

where ψ0 is given by (1.6). Then

(1.27) lim t t 1 / α u ( t , x t ) = g ( x )

uniformly on compact subsets of Ω¯m, where gC0b,u(Ωm) is the profile of the self-similar solution of (1.1) given by Proposition 6.3.

Remark 1.12.

Condition (1.26) implies that, for any c>0,

lim | x | , x 1 x m | x | - m c | x | 2 / α u 0 ( x ) =

since 2α>γ+m.

Remark 1.13.

Using (6.9) below and (1.8), we have that g in (1.27) satisfies the explicit bound

α - 1 / α I m ( 1 , x ) g ( x ) ( α ε ) - 1 / α I m ( ( 1 - ε ) , x ) , x Ω m ,

for all 0<ε<1, where

I m ( δ , x ) = i = 1 m ( 1 π - x i 2 δ x i 2 δ e - y 2 d y ) .

In Section 7 of this paper, we reinterpret the results of the previous sections on the global well-posedness and the asymptotic behavior of 𝒮m(t)u0, u0𝒳m,γ, in the case of antisymmetric functions defined on the whole space N. Recall that the heat semigroup on N is given by etΔφ=Gtφ for all φ𝒮(N), where Gt is the Gauss kernel on N,

G t ( x ) = ( 4 π t ) - N 2 e - | x | 2 4 t

for all t>0 and xN. The heat semigroup etΔ was studied in [4] on the space

(1.28) 𝒲 σ = { u L loc 1 ( N \ { 0 } ) ; | x | σ u ( x ) L ( N ) } with  0 < σ < N .

It was observed in [9] that we can consider the case Nσ<2N for some class of antisymmetric initial values in 𝒲σ. See [9, Corollary 1.7, p. 346] and the discussion just after.

If ψ:Ωm, we denote by ψ~ its pointwise extension to N which is antisymmetric with respect to x1,x2,,xm. If ψ𝒳m,γ, ψ~ has a natural interpretation as an element of 𝒮(N). See [9, Definition 1.6, p. 346]. We also define the space

𝒳 m , γ ~ = { ψ ~ ; ψ 𝒳 m , γ } 𝒮 ( N )

with the norm φ𝒳m,γ~=φ|Ωm𝒳m,γ for all φ𝒳m,γ~. We also consider

m , γ , M ~ = { ψ ~ ; ψ m , γ , M } .

We denote by m,γ,M~ the ball m,γ,M~ endowed with the weak * topology. m,γ,M~ inherits the metric space structure from m,γ,M. In addition, we observe that 𝒳m,γ~𝒲γ+m with continuous injection. However the two norms are not equivalent. On the other hand, m,γ,M~(Mγ+m) where (Mγ+m) denote the closed ball of radius M on 𝒲γ+m endowed with the weak * topology, but here the metric on m,γ,M~ is equivalent to the one it inherits from the metric space (Mγ+m). See Proposition 7.1 below.

The heat semigroup etΔ is well-defined on 𝒳m,γ~, and etΔmψ~=etΔψ~. See [9, Proposition 5.1, p. 361]. The last formula is the key to the study equation (1.1) in the space 𝒳m,γ~. The following result is essentially a reformulation of Theorem 1.2 for antisymmetric functions on N.

Theorem 1.14.

Let m{1,2,,N}, 0<γ<N and α>0. If v0Xm,γ~, then there exists a unique solution vC((0,),C0(RN)A) of equation (1.1) such that

  1. v ( t ) v 0 in L loc 1 ( N \ { 0 } ) as t 0 ,

  2. there exists C > 0 , independent of v 0 , such that v ( t ) 𝒳 m , γ ~ C v 0 𝒳 m , γ ~ for all t > 0 .

In addition, the following properties hold.

  1. For all w 0 𝒳 m , γ ~ , |v(t)-w(t)|etΔ|v0-w0|, where w is the solution of (1.1) with initial value w0 satisfying (i) and (ii).

  2. v ( t ) satisfies the integral equation

    v ( t ) = e t Δ v 0 - 0 t e ( t - s ) Δ ( | v ( s ) | α v ( s ) ) d s for all t > 0 .

Since 𝒳m,γ~𝒲γ+m, where 𝒲γ+m is given by (1.28), the last result gives a new class of initial values for which we have global well-posedness of solutions in the case α<2N (when γ+m>N). See [1] and [3, Section 4] for information about non-uniqueness of solutions in the case α<2N.

The semiflow 𝒮(t) defined by (1.12) extends to 𝒳m,γ~ as the following.

Definition 1.15.

Let m{1,2,,N}, 0<γ<N and α>0. Given v0𝒳m,γ~, we set 𝒮(t)v0=v(t) for all t>0, where vC((0,),C0(N)𝒜) is the unique solution of (1.1) given by Theorem 1.14.

From the construction in Theorem 1.14 and the uniqueness part, we have 𝒮(t)u0~=𝒮m(t)u0~ for all t>0 and u0𝒳m,γ. As in the case of the sectors Ωm, the flow 𝒮(t) depends continuously on the initial values. The following is an adaptation of Theorem 1.4.

Theorem 1.16.

Let m{1,2,,N}, 0<γ<N and M>0. Then S(t) is continuous, Bm,γ,M~C0(RN), for all t>0.

We now consider the long-time asymptotic behavior of the solutions described in Theorem 1.14. In analogy with (1.21) and (1.22) above, and using a notation consistent with [4, formulas (1.17) and (1.18)] and [3, Definition 1.2], we make the following definitions. For v0𝒳m,γ~, we define the ω-limit set of possible asymptotic forms of v0 by

Ω γ + m ( v 0 ) = { z m , γ , M ~ ; there exists λ n such that lim n D λ n γ + m v 0 = z in m , γ , M ~ } ,

and the ω-limit set of all limits of Γtγ+m𝒮(1)v0 as t by

ω γ + m ( v 0 ) = { f C 0 ( N ) ; there exists t n such that lim n Γ t n γ + m 𝒮 ( 1 ) v 0 - f L ( N ) = 0 } .

The following three theorems are reformulations of the results above on the asymptotic behavior of solutions, adapted from the case of the sectors Ωm to the case of antisymmetric functions on N, in the three cases: α equals, is greater than, and is less than 2γ+m.

Theorem 1.17.

Let m{1,2,,N}, 0<γ<N and M>0. Let α>0 be such that α=2γ+m. It follows that

  1. if v 0 , φ m , γ , M ~ are such that lim λ D λ γ + m v 0 = φ in m , γ , M ~ , then φ is homogeneous of degree -(γ+m), and the solution v(t)=𝒮(t)v0 of (1.1) is asymptotically self-similar to U(t)=𝒮(t)φ,

  2. ω γ + m ( v 0 ) = 𝒮 ( 1 ) Ω γ + m ( v 0 ) for all v 0 𝒳 m , γ ~ ,

  3. there exists V 0 m , γ , M ~ C ( N ) such that ω γ + m ( V 0 ) = 𝒮 ( 1 ) m , γ , M ~ .

Theorem 1.18.

Let m{1,,N}, 0<γ<N and M>0. Let α>0 be such that α>2γ+m. It follows that

  1. if v 0 , φ m , γ , M ~ are such that lim λ D λ γ + m v 0 = φ in m , γ , M ~ , then φ is homogeneous of degree -(γ+m), and the solution v(t)=𝒮(t)v0 of (1.1) is asymptotic to the self-similar solution of the linear heat equation U(t)=etΔφ,

  2. ω γ + m ( v 0 ) = e Δ Ω γ + m ( v 0 ) for all v 0 m , γ , M ~ ,

  3. there exists V 0 m , γ , M ~ C ( N ) such that ω γ + m ( V 0 ) = e Δ m , γ , M ~ .

Theorem 1.19.

Let m{1,,N}, 0<γ<N and α>0 such that α<2γ+m. Let v0X~m,γ with v0|Ωm0, and let v(t)=S(t)v0 be the resulting solution of (1.1) as given by Definition 1.15. Suppose that there exist R0>0 and c0>0 such that v0(x)c0ψ0(x), xΩm, |x|R0, where ψ0 is given by (1.6). Then

lim t t 1 / α v ( t , x t ) = g ( x )

uniformly on compact subsets of RN, where gCb,u(RN) is the antisymmetric (bounded, uniformly continuous) profile of the self-similar solution of (1.1) given by Proposition 7.3.

Finally, in the appendix, for completeness, we give a proof of Kato’s parabolic inequality and the main application for which we use it. Also, we present some results which we found during the course of research for this article, which we feel have some independent interest, but which ultimately were not needed for the proofs of the main results. One of them concerns the lowest eigenvalue and corresponding eigenfunction for -Δ on B1={xΩm:|x|<1} with Dirichlet boundary conditions.

2 Existence and Continuity Properties of Solutions

The purpose of this section is to study well-posedness of equation (1.1) with initial values in 𝒳m,γ and to give the proofs of Theorem 1.2 and Theorem 1.4. For this purpose, we need several results from [9], sometimes in a slightly stronger version. The first result below is a slight improvement of [9, Proposition 2.5, p. 353].

Proposition 2.1.

Let m{1,,N}, 0<γ<N and ψXm,γ. Then etΔmψψ as t0 in Lloc1(Ωm). In particular, the convergence is also in D(Ωm).

Proof.

Let ψ𝒳m,γ, and let K be a fixed compact in Ωm. Let ε=d(0,K)>0, and let ηC(N) denote a radial cut-off function satisfying

  1. 0 η 1 for all xN,

  2. η ( x ) = 1 for all xN with |x|ε4,

  3. η ( x ) = 0 for all xN with |x|ε2.

We write

(2.1) e t Δ m ψ = e t Δ m [ η ψ ] + e t Δ m [ ( 1 - η ) ψ ] .

Using the inequality

e - ( x i - y i ) 2 4 t - e - ( x i + y i ) 2 4 t = e - x i 2 4 t e - y i 2 4 t - x i y i 2 t x i y i 2 t e s d s x i y i t e - ( x i - y i ) 2 4 t for all i { 1 , , m } ,

we deduce from (1.8) that, for all x,yΩm,

(2.2) K t ( x , y ) t - m ( i = 1 m x i y i ) G t ( x - y ) .

Therefore,

| e t Δ m [ η ψ ] ( x ) | C Ω m K t ( x , y ) y 1 y m η ( y ) | y | - γ - 2 m d y C t - m x 1 x m | y | ε 2 G t ( x - y ) | y | - γ d y .

Since, for xK (hence |x|ε) and |y|ε2, we have |x-y||x|-|y|ε2, it follows that

| e t Δ m [ η ψ ] ( x ) | C x 1 x m t - ( m + N / 2 ) e - ε 2 16 t | y | ε 2 | y | - γ d y for all x K .

This implies that etΔm[ηψ]0 a.e. pointwise on K as t0. Moreover, by Proposition [9, Theorem 1.1 (i), p. 343], we have |etΔm[ηψ]|Cψ0 for all t>0. Thus, by the dominated convergence theorem, etΔm[ηψ]0 in L1(K) as t0.

On the other hand, since (1-η)ψLp(Ωm) for p>max{1,Nγ+m}, it follows that etΔm[(1-η)ψ](1-η)ψ in Lp(Ωm) as t0. In particular, since KΩm is compact, etΔm[(1-η)ψ]ψ in L1(K) as t0. Using (2.1), we obtain etΔmψψ in Lloc1(Ωm) as t0. This completes the proof. ∎

We also need to use a stronger version of [9, Lemma 2.6, p. 355], as follows.

Lemma 2.2.

Let m{1,,N} and 0<γ<N. There exists C>0 such that

| e t Δ m ψ ( x ) | C x 1 x m ( t + | x | 2 ) - γ + 2 m 2 ψ 𝒳 m , γ

for all t>0, xΩm and ψXm,γ.

Proof.

It suffices to prove the lemma for ψ=ψ0. Since ψ0 is homogeneous, we know that etΔmψ0 is self-similar, and so

(2.3) e t Δ m ψ 0 ( x ) = t - γ + m 2 f ( x t ) ,

where f:=eΔmψ0. By [9, Proposition 2.2, p. 349], we have

f ( x ) = e Δ m ψ 0 ( x ) C ψ 0 ( x ) C x 1 x m | x | - γ - 2 m

for all xΩm. Therefore, there exists C>0 such that f(x)Cx1xm(1+|x|2)-γ+2m2 for |x|1. On the other hand, for all xΩm, we have

f ( x ) = Ω m K 1 ( x , y ) ψ 0 ( y ) d y .

Using inequality (2.2), we obtain

f ( x ) C x 1 x m Ω m G 1 ( x - y ) y 1 2 y m 2 | y | - γ - 2 m d y C x 1 x m N e - | x - y | 2 4 | y | - γ d y C x 1 x m ( e Δ | | - γ ) ( x ) C x 1 x m ( 1 + | x | 2 ) - γ 2

by [1, Corollary 8.3, p. 531]. Hence, for |x|1, we have

f ( x ) C x 1 x m ( 1 + | x | 2 ) - γ + 2 m 2 .

Therefore, there exists C>0 such that

f ( x ) C x 1 x m ( 1 + | x | 2 ) - γ + 2 m 2

for all xΩm. Using relation (2.3), we deduce that

e t Δ m ψ 0 ( x ) C x 1 x m ( t + | x | 2 ) - γ + 2 m 2 .

This proves the result. ∎

The following is a version of [1, Corollary 8.3, p. 531] adapted from N to Ωm.

Corollary 2.3.

Let m{1,,N}, 0<γ<N and A>0. There exists C>0 such that if τ0 and u0Xm,γ is such that |u0(x)|Ax1xm(τ+|x|2)-γ+2m2 for xΩm, then

| e t Δ m u 0 ( x ) | C x 1 x m ( τ + t + | x | 2 ) - γ + 2 m 2

for all t>0 and all xΩm.

Proof.

From Lemma 2.2, the result is true for τ=0. Next, we consider the case τ=1. We put

g ( x ) = x 1 x m ( 1 + | x | 2 ) - γ + 2 m 2 .

Using (2.2), we obtain

e t Δ m g ( x ) t - m x 1 x m N G t ( x - y ) y 1 2 y m 2 ( 1 + | y | 2 ) - γ + 2 m 2 d y t - m x 1 x m N G t ( x - y ) ( 1 + | y | 2 ) - γ 2 d y .

By [1, Corollary 8.3, p. 531], we have

e t Δ m g ( x ) C x 1 x m t - m ( 1 + t + | x | 2 ) - γ 2 C x 1 x m ( 1 + t + | x | 2 ) - γ + 2 m 2

for t1+|x|2, so that (2t)-m(1+t+|x|2)-m.

If t1+|x|2, we have (1+|x|2)-γ+2m2C(1+t+|x|2)-γ+2m2, so it suffices to prove that

e t Δ m g ( x ) C x 1 x m ( 1 + | x | 2 ) - γ + 2 m 2 .

Using (1.10), we obtain

e t Δ m g ( x ) = Ω m K t ( x , y ) y 1 y m ( 1 + | y | 2 ) - γ + 2 m 2 d y x 1 x m .

Hence, for |x|1,

e t Δ m g ( x ) C x 1 x m ( 1 + | x | 2 ) - γ + 2 m 2 .

In addition, g𝒳m,γ, so, by [9, Theorem 1.1 (i), p. 343],

e t Δ m g ( x ) C ψ 0 ( x ) C x 1 x m | x | - γ - 2 m .

Therefore, if |x|>1 so that (1+|x|2)γ+2m2(2|x|)γ+2m, we have

e t Δ m g ( x ) C x 1 x m ( 1 + | x | 2 ) - γ + 2 m 2 .

It follows that

(2.4) | e t Δ m u 0 ( x ) | e t Δ m g ( x ) C x 1 x m ( 1 + t + | x | 2 ) - γ + 2 m 2

for all xΩm and all t>0. This proves the result for τ=1.

For the general case, we proceed by scaling and observe that

D 1 τ γ + m g ( x ) = x 1 x m ( τ + | x | 2 ) - γ + 2 m 2 .

Using formula (1.9) and inequality (2.4), we obtain

| e t Δ m u 0 ( x ) | e t Δ m [ D 1 τ γ + m g ] ( x ) = D 1 τ γ + m [ e t τ Δ m g ] ( x ) C x 1 x m ( τ + t + | x | 2 ) - γ + 2 m 2 .

This completes the proof. ∎

We will also use the following lemma, which gives a property of convergence in Lloc1(Ωm) which is not shared by convergence in 𝒟(Ωm).

Lemma 2.4.

Let (wk)k1Bm,γ,M and wBm,γ,M be such that wkkw in Lloc1(Ωm). Then

e t Δ m | w k | k e t Δ m | w | 𝑖𝑛 C 0 ( Ω m ) .

Proof.

Since wkw in Lloc1(Ωm), then |wk||w| in Lloc1(Ωm); hence |wk||w| in 𝒟(Ωm). From [9, Proposition 3.1 (i), p. 356], and since (|wk|)k1, |w|m,γ,M, we deduce that |wk||w| in m,γ,M. Since by [9, Proposition 4.1 (ii), p. 359], etΔm:m,γ,MC0(Ωm) is continuous, it follows that etΔm|wk|etΔm|w| in C0(Ωm) as k. ∎

We now give the proof of Theorem 1.2.

Proof of Theorem 1.2.

Let u0𝒳m,γ and let (𝒦n)n1 be the sequence of nondecreasing compacts in Ωm defined by

𝒦 n = { x Ω m such that d ( x , Ω m ) 1 n and | x | n } .

We consider the function

(2.5) u 0 , n = ξ n u 0 ,

where ξn is a cut-off function satisfying

  1. ξ n C ( Ω m ) ,

  2. 0 ξ n 1 for all xΩm,

  3. ξ n ( x ) = 1 for all x𝒦n,

  4. ξ n ( x ) = 0 for all xΩm\𝒦n+1.

Note that u0,n𝒳m,γ for all n1, and

  1. u 0 , n 𝒳 m , γ u 0 , n + 1 𝒳 m , γ u 0 𝒳 m , γ ;

  2. u 0 , n u 0 pointwise and in Lloc1(Ωm) (hence in 𝒟(Ωm)) as n;

  3. for a fixed compact K on Ωm, there exists n0 such that u0,n=u0 on K for all nn0.

Existence: The proof is motivated by the proof of [1, Theorem 8.8, p. 536]. Since u0,nLp(Ωm),1p<, we consider the unique solution unC([0,),Lp(Ωm))C((0,),C0(Ωm)) of (1.1) with initial value u0,nLp(Ωm). It follows from Kato’s parabolic inequality (see Corollary A.2 in the appendix) that, for all n, ,

(2.6) | u n ( t ) - u ( t ) | e t Δ m | u 0 , n - u 0 , | for all t > 0 .

Since |u0,n-u0,||u0,n-u0| for all >n, we have

(2.7) | u n ( t ) - u ( t ) | e t Δ m | u 0 , n - u 0 |

for all t>0 and >n. In addition, u0,n-u0𝒳m,γ2u0𝒳m,γ for all n1, and (u0,n-u0)0 in Lloc1(Ωm) as n, and so it follows from Lemma 2.4 that etΔm|u0,n-u0|0 in C0(Ωm) as n. Therefore, from (2.7), un(t) is a Cauchy sequence in C0(Ωm) for all t>0, and so there exists a function u(t) such that un(t) converge to u(t) in C0(Ωm). Furthermore, by letting in (2.6), we obtain

| u n ( t ) - u ( t ) | e ( t - ε ) Δ m [ e ε Δ m | u 0 , n - u 0 | ]

for all t>ε>0. Since eεΔm|u0,n-u0|0 in C0(Ωm) as n, and e(t-ε)Δm is C0 contraction on C0(Ωm), we deduce that un converges to u on L([ε,),C0(Ωm)) for all ε>0. The limit function uC((0,),C0(Ωm)) is clearly a solution of (1.1).

Again by Corollary A.2, we have

| u n ( t ) | e t Δ m | u 0 , n | e t Δ m | u 0 | 𝒳 m , γ

for all n1. In addition, by letting n, we obtain

(2.8) | u ( t ) | e t Δ m | u 0 | ,

and so, by [9, Theorem 1.1 (i), p. 343], we deduce that u(t)𝒳m,γCu0𝒳m,γ for all t>0. This proves (ii).

It remains now to show that u(t)u0 in Lloc1(Ωm) as t0. We fix a compact subset KΩm and n such that u0,n=u0 on K. Thus,

K | u ( t ) - u 0 | = K | u ( t ) - u 0 , n | K | u ( t ) - u n ( t ) | + K | u n ( t ) - u 0 , n | .

By letting in (2.6), we have

| u n ( t ) - u ( t ) | e t Δ m | u 0 , n - u 0 | .

Proposition 2.1 shows that etΔm|u0,n-u0||u0,n-u0| in Lloc1(Ωm) as t0. Therefore,

K e t Δ m | u 0 , n - u 0 | t 0 K | u 0 , n - u 0 | = 0 ,

and so K|u(t)-un(t)|0 as t0. Since unC([0,),Lp(Ωm)), we have un(t)u0,n in Lp(Ωm) as t0 so that

K | u n ( t ) - u 0 , n | 0 as t 0 .

This proves that u(t) converges to u0 in Lloc1(Ωm) as t0, and so (i) is proved.

Uniqueness: Let s>0, and let u,v be two solutions of (1.1) satisfying (i) and (ii). We have

| u ( t + s ) - v ( t + s ) | e t Δ m | u ( s ) - v ( s ) | e t Δ m | u ( s ) - u 0 | + e t Δ m | v ( s ) - u 0 |

for all t>s>0. Let MCu0𝒳m,γ. Since u(s),v(s)m,γ,M for all s>0 and u(s),v(s)u0 in Lloc1(Ωm) as s0, it follows from Lemma 2.4 that the right-hand side of the last inequality tends to 0 in C0(Ωm) as s0. This gives |u(t+s)-v(t+s)|0 as s0. But, since u,vC((0,),C0(Ωm)), we deduce that |u(t+s)-v(t+s)||u(t)-v(t)| as s0 for every fixed t>0. By uniqueness of the limit, we have u(t)=v(t) for all t>0.

Additional properties: We next give the proof of statements (iii), (iv), and (vi). In fact, by (2.8), we have |u(t)|etΔm|u0|, and so, from Lemma 2.2, we obtain

| u ( t , x ) | C x 1 x m ( t + | x | 2 ) - γ + 2 m 2 u 0 𝒳 m , γ

for all t>0 and xΩm. In addition, if u0,v0𝒳m,γ, we denote u(t) and v(t) the corresponding solutions. For all n1, we let u0,n=u0ξn and v0,n=v0ξn, where ξn is the cut-off function defined by (2.5). Then, for all n1,

| u n ( t ) - v n ( t ) | e t Δ m | u 0 , n - v 0 , n | .

Letting n and using Lemma 2.4, we deduce that

| u ( t ) - v ( t ) | e t Δ m | u 0 - v 0 | .

Finally, assertion (vi) is true since, under the same conditions, |un(t)|vn(t) by well-known comparison results.

Integral equation: Since u0,nLp(Ωm) for all p>max[1,Nα2], the corresponding solution un(t) satisfies the integral equation

u n ( t ) = e t Δ m u 0 , n - 0 t e ( t - s ) Δ m ( | u n ( s ) | α u n ( s ) ) d s

for all t>0, where each term is in C([0,);Lp(Ωm)).

Since u0,nu0 in m,γ,M as n, we know, for example by Lemma 2.4, that etΔmu0,netΔmu0 in C0(Ωm) as n for all t>0. On the other hand, for all 0<s<t,

e ( t - s ) Δ m ( | u n ( s ) | α u n ( s ) ) e ( t - s ) Δ m ( | u ( s ) | α u ( s ) ) on C 0 ( Ω m ) as n .

From property (iii) above and [6, inequality (1.8), p. 261], we have

| u n ( s ) | C x 1 x m ( s + | x | 2 ) - γ + 2 m 2 and | u n ( s ) | ( α s ) - 1 / α

for all s>0. Therefore, for all 0<ε<1,

| u n ( s ) | α + 1 = | u n ( s ) | α ( 1 - ε ) | u n ( s ) | 1 + α ε C | u n ( s ) | α ( 1 - ε ) ( ω ( x ) ) 1 + α ε ( s + | x | 2 ) - ( γ + m ) 2 ( 1 + α ε ) C s 1 - ε ω ( x ) ( s + | x | 2 ) - ( γ + m ) 2 ( 1 + α ε ) ,

where ω(x)=x1xm(s+|x|2)-m21. We then take ε<N-γα(γ+m) so that (γ+m)(1+αε)=γ+m, 0<γ<N and 0<γ<γ. It follows that

(2.9) | u n ( s ) | α + 1 C s 1 - ε x 1 x m ( s + | x | 2 ) - γ + 2 m 2 .

We deduce by Corollary 2.3 that

e ( t - s ) Δ m | u n ( s ) | α + 1 C s 1 - ε x 1 x m ( t + | x | 2 ) - γ + 2 m 2

for all t>s>0. Likewise, since un(s)u(s) in C0(Ωm),

(2.10) e ( t - s ) Δ m | u ( s ) | α + 1 C s 1 - ε x 1 x m ( t + | x | 2 ) - γ + 2 m 2

for all t>s>0 so that se(t-s)Δm|u(s)|α+1 is in L1((0,t);C0(Ωm)).

We deduce, using the dominated convergence theorem,

0 t e ( t - s ) Δ m ( | u n ( s ) | α u n ( s ) ) d s 0 t e ( t - s ) Δ m ( | u ( s ) | α u ( s ) ) d s as n ,

and so that the solution u(t) satisfies

u ( t ) = e t Δ m u 0 - 0 t e ( t - s ) Δ m ( | u ( s ) | α u ( s ) ) d s .

This proves (v).

Note that (2.10) implies that

| 0 t e ( t - s ) Δ m ( | u ( s ) | α u ( s ) ) d s | C t ε x 1 x 2 x m ( t + | x | 2 ) - γ + 2 m 2 ,

with ε and γ as above. ∎

The following lemma is needed to establish Theorem 1.4.

Lemma 2.5.

Let (un)n0 be a sequence of solutions of (1.1), unC((0,),C0(Ωm)), satisfying

(2.11) | u n ( t , x ) | C x 1 x m ( t + | x | 2 ) - γ + 2 m 2 for all x Ω m and all t > 0 .

There exists a subsequence (unk)k0 and a solution gC((0,),C0(Ωm)) of (1.1) such that unkg as k, in C([τ,),C0(Ωm)) for every τ>0.

Proof.

Fix τ>0. Using (2.11) with t=τ2, we deduce that the set {un(τ2),n1} is bounded in Lp(Ωm) for all p satisfying max(1,Nγ+m)<p. By standard smoothing effects, we see that the un(τ)=𝒮m(τ2)un(τ2) are uniformly bounded in W1,(Ωm). Thus, {un(τ)} is relatively compact in C(ΩmR¯) for all R>1, where ΩmR={xΩm;|x|R}. Using the decay estimate (2.11), {un(τ)} is also relatively compact on C0(Ωm). By continuous dependence in C0(Ωm) of (1.1), it follows that {un(),n1} is relatively compact in C([τ,T],C0(Ωm)) for all T>τ, the limit points being solutions of (1.1). Since, by (2.11), un(t)L0 as t uniformly in n1, we may let T= in the previous property. By letting τ0 and using a diagonal procedure, we see that there exists a solution gC((0,),C0(Ωm)) of (1.1) and a subsequence (unk)k0 such that unkg as k in C([τ,),C0(Ωm)) for every τ>0. ∎

Proof of Theorem 1.4.

Let (u0,n)n0m,γ,M and u0m,γ,M such that u0,nu0 in m,γ,M as n. Let u(t)=𝒮m(t)u0 and un(t)=𝒮m(t)u0,n for all t>0 be the corresponding solutions of (1.1) as in Definition 1.3. By Theorem 1.2 (iv), we have

(2.12) | u n ( t , x ) | C x 1 x m ( t + | x | 2 ) - γ + 2 m 2

for all xΩm and t>0. It follows from Lemma 2.5 that there exists a solution gC((0,),C0(Ωm)) of (1.1) and a subsequence (unk)k0 such that unkg as k in C([τ,),C0(Ωm)) for every τ>0. To see that g(t)u0 in Lloc1(Ωm) as t0, we consider a compact KΩm and let 𝒪 be an open, bounded, and regular subset of Ωm with K𝒪. By (2.12), we have |un(t,x)|C for all x𝒪, t>0, and n0. Since u0,(u0,n)n0m,γ,M and u0,nu0 in m,γ,M as n, we have by [9, Proposition 3.1 (i), p. 356] that u0,nu0 in 𝒟(Ωm); we conclude using [3, Lemma 2.6, p. 89] that g(t)u0 in L1(𝒪) as t0. Therefore, g(t)u0 in Lloc1(Ωm) as t0, and from uniqueness of solutions of (1.1), we have gu so that the limit g is determined by u0. In particular, it does not depend on the subsequence (unk)k0 so that the whole sequence (un)n0 converges to u in C([τ,),C0(Ωm)) for every τ>0. This completes the proof. ∎

3 An Upper Bound on Solutions

In this section, we prove Proposition 1.5. This proposition is stated for solutions on the domain Ωm, but in fact is valid for solutions of (1.1), or rather the associated integral equation, on any domain Ω. Accordingly, we state here the more general version. Both the statement and proof are inspired by the statement and proof of [13, Theorem 1]. Moreover, we introduce some notation which will be used solely in this section.

Let ΩN be a domain, not necessarily bounded, and let C0(Ω) be the space of continuous functions f:Ω¯ such that f0 on the boundary Ω and f(x)0 as |x| in Ω. Let etΔ be the heat semigroup on C0(Ω), given by a kernel kt=ktΩ as follows:

(3.1) e t Δ f ( x ) = Ω k t ( x , y ) f ( y ) d y .

In particular, if fLloc1(Ω), f0, then etΔf is likewise defined by formula (3.1).

Theorem 3.1.

Fix α>0. Let u0Lloc1(Ω), u00, and suppose that the continuous function u:(0,T)C0(Ω) is a nonnegative solution of the integral equation

u ( t ) = e t Δ u 0 - 0 t e ( t - s ) Δ ( u ( s ) α + 1 ) d s .

It follows that

u ( t , x ) ( ( e t Δ u 0 ( x ) ) - α + α t ) - 1 / α = e t Δ u 0 ( x ) ( 1 + α t ( e t Δ u 0 ( x ) ) α ) 1 / α

for all 0<t<T and all xΩ.

Proof.

Fix 0<τ<T, and set

(3.2) G ( t ) = e ( τ - t ) Δ u ( t ) = e τ Δ u 0 - 0 t e ( τ - s ) Δ ( u ( s ) α + 1 ) d s for all  0 t τ .

It is clear from the integral expression in (3.2) that G:[0,τ]C0(Ω) is a continuous, decreasing function with G(0)=eτΔu0 and G(τ)=u(τ). Furthermore, G:(0,τ]C0(Ω) is continuously differentiable, and

G ( t ) = - e ( τ - t ) Δ ( u ( t ) α + 1 ) = - Ω k τ - t ( , y ) u ( t , y ) α + 1 d y .

Since, for all xΩ, the measure kτ-t(x,y)dy on Ω has total mass less than or equal to 1, Jensen’s inequality implies that

G ( t ) = - Ω k τ - t ( , y ) u ( t , y ) α + 1 d y - ( Ω k τ - t ( , y ) u ( t , y ) d y ) α + 1 = - ( e ( τ - t ) Δ u ( t ) ) α + 1 = - G ( t ) α + 1 .

Integrating this last differential inequality on [0,t], we obtain

G ( t ) 1 ( G ( 0 ) - α + α t ) 1 / α ,

which is the same as

e ( τ - t ) Δ u ( t ) 1 ( ( e τ Δ u 0 ) - α + α t ) 1 / α .

This is true for 0<τ<T and 0tτ. The result follows by setting t=τ>0. ∎

Remark 3.2.

Using an argument similar to the above, one can obtain an analogous estimate for positive solutions of the more general equation

u t = Δ u - f ( u ) ,

where f is a positive, convex, increasing C2 function in (0,) such that F(s)=s1f(σ)dσ< for all s>0. Precisely, we have

u ( t ) F - 1 ( F ( e t Δ u 0 ) + t ) ,

where F-1 is the inverse function of F.

4 Self-similar Asymptotic Behavior on Sectors

In this section, we consider equation (1.1) in the case 2α=γ+m. Let u0𝒳m,γ, and set u(t)=𝒮m(t)u0. Using (1.18), we can re-write definition (1.22) of the ω-limits set 𝒬γ(u0) in the equivalent form

𝒬 γ ( u 0 ) = { f C 0 ( Ω m ) ; there exists λ n such that lim n 𝒮 m ( 1 ) D λ n 2 / α u 0 - f L ( Ω m ) = 0 } .

We begin by proving Theorem 1.6 which corresponds to the particular case when 𝒬γ(u0) contains one nontrivial element.

Proof of Theorem 1.6.

Using limits in the sense of 𝒟(Ωm), we have

D μ γ + m φ = D μ γ + m ( lim λ D λ γ + m ψ ) = lim λ D μ γ + m D λ γ + m ψ = lim λ D μ λ γ + m ψ = φ

for all μ>0. It follows that φ is homogeneous of degree -(γ+m). By uniqueness of solutions of (1.1), we deduce that the corresponding solution U(t)=𝒮m(t)φ is self-similar. By Theorem 1.4, we have

lim λ 𝒮 m ( t ) D λ γ + m ψ = 𝒮 m ( t ) φ

in C0(Ωm) for all t>0. From (1.18) and Theorem 1.2 (iii), we obtain

lim λ Γ λ γ + m 𝒮 m ( ) ψ = U ( ) in C ( [ τ , t ] ; C 0 ( Ω m ) )

for all 0<τ<t so that 𝒮m(t)ψ is asymptotically self-similar to the self-similar solution U(t). ∎

We give now the proof of Theorem 1.7.

Proof of Theorem 1.7.

Let u0𝒳m,γ and M>0 be such that M>u0𝒳m,γ. If f𝒮m(1)𝒵γ(u0), then there exists z𝒵γ(u0) such that f=𝒮m(1)z. Since z𝒵γ(u0), there exists λn such that Dλnγ+mu0z in m,γ,M. We deduce by Theorem 1.4 that 𝒮m(1)Dλnγ+mu0𝒮m(1)z=f in C0(Ωm). Then f𝒬γ(u0), and so 𝒮m(1)𝒵γ(u0)𝒬γ(u0).

Conversely, if f𝒬γ(u0), then there exists λn such that 𝒮m(1)Dλnγ+mu0f in C0(Ωm). Since m,γ,M is compact, there exist a subsequence (λnk)k1 such that Dλnkγ+mu0w in m,γ,M. Again by Theorem 1.4, 𝒮m(1)Dλnkγ+mu0𝒮m(1)w in C0(Ωm) as k. Therefore, we have f=𝒮m(1)w𝒮m(1)𝒵γ(u0). This proves the result. ∎

Proof of Corollary 1.8.

This follows immediately from [9, Theorem 1.4, p. 345] and Theorem 1.7. ∎

5 Linear Asymptotic Behavior on Sectors

In this section, we study the long-time asymptotic behavior of solutions to (1.1) in the case 2α<γ+m. The key point is that, under the dilations Dtγ+m, which preserve the norm of 𝒳m,γ, the integral term in (1.14) decays faster than the difference between the two other terms. This is the content of the next proposition.

Proposition 5.1.

Let m{1,,N}, 0<γ<N and α>0 such that α>2γ+m. Let u0Xm,γ and u(t)=Sm(t)u0. It follows that Dtγ+m(u(t)-etΔmu0)0 in C0(Ωm) as t.

Proof.

We know that, for all t>0,

u ( t ) - e t Δ m u 0 = - 0 t e ( t - s ) Δ m ( | u ( s ) | α u ( s ) ) d s = - t 0 1 e t ( 1 - σ ) Δ m ( | u ( σ t ) | α u ( σ t ) ) d σ .

Therefore, using (1.9), we have

D t γ + m ( u ( t ) - e t Δ m u 0 ) = - t 0 1 D t γ + m e t ( 1 - σ ) Δ m ( | u ( σ t ) | α u ( σ t ) ) d σ = - t 0 1 e ( 1 - σ ) Δ m ( D t γ + m | u ( σ t ) | α u ( σ t ) ) d σ .

On the other hand, estimating as in (2.9), we see that

| u ( σ t ) | α + 1 C ( σ t ) 1 - ε x 1 x m ( σ t + | x | 2 ) - γ + 2 m 2

for all 0<ε<min(1,N-γα(γ+m)), where γ<γ<N satisfies γ-γ=-αε(γ+m). Therefore,

D t γ + m | u ( σ t ) | α + 1 = t γ + m 2 | u ( σ t , t x ) | α + 1 C ( σ t ) 1 - ε t γ - γ 2 x 1 x m ( σ + | x | 2 ) - γ + 2 m 2 .

By Corollary 2.3, we deduce that

e ( 1 - σ ) Δ m ( D t γ + m | u ( σ t ) | α + 1 ) C ( σ t ) 1 - ε t γ - γ 2 x 1 x m ( 1 + | x | 2 ) - γ + 2 m 2 C ( σ t ) 1 - ε t γ - γ 2 .

It follows that

| D t γ + m ( u ( t ) - e t Δ m u 0 ) | t 0 1 e ( 1 - σ ) Δ m ( D t γ + m | u ( σ t ) | α + 1 ) d σ C t γ - γ 2 + ε 0 1 d σ σ 1 - ε C t ε ( 1 - α ( γ + m ) 2 ) .

Since α(γ+m)>2, we see that Dtγ+m(u(t)-etΔmu0)0 in C0(Ωm) as t. This proves the result. ∎

Proof of Theorem 1.10.

The three statements in this theorem follow from Proposition 5.1 and, respectively, [9, Corollary 4.2, p. 360, Corollary 1.3, p. 345 and Theorem 1.4, p. 345]. ∎

6 Nonlinear Asymptotic Behavior on Sectors

In this section, we consider equation (1.1) with nonnegative initial value u0𝒳m,γ in the case α<2γ+m, and our goal is to prove Theorem 1.11. First however, we need to show that the hypothesis on the initial condition u0, which gives a lower bound for large |x|, implies a lower bound on the resulting solution at any fixed positive time. The key point is the behavior near the boundary. We prove the following result.

Proposition 6.1.

Let u0Xm,γ with u00, and suppose that there exist ρ>0 and c>0 such that, for all xΩm with |x|ρ, u0(x)cψ0(x), where ψ0 is given by (1.6). Let u(t,)=u(t)=Sm(t)u0 be the resulting solution of (1.1) as given by Theorem 1.2, and fix any t0>0. It follows that v0Sm(t0)u0 verifies the condition

(6.1) v 0 ( x ) { c x 1 x 2 x m , 0 < | x | 1 , c x 1 x 2 x m | x | - ( γ + 2 m ) , | x | 1 ,

for some c>0, where the constant c may depend on t0.

We refer the reader to [8] for results of this type on a general domain. The present situation differs from that in [8] in that the sector Ωm does not have the required regularity, and also that here we include the possibility that u0 could be identically zero on a bounded subset of Ωm. Unlike [8], our proof makes use of the explicit form of the kernel for the heat semigroup on Ωm.

Proof.

We first note that it suffices by comparison to prove this for the specific initial value

(6.2) u 0 ( x ) = { 0 , x Ω m , | x | < ρ , c ψ 0 ( x ) , x Ω m , | x | ρ ,

where ψ0 is given by (1.6), and ρ>0 is arbitrary. To accomplish this, we first prove that, for any fixed t0>0, v0=et0Δmu0 verifies (6.1), where u0 is given by (6.2). For this purpose, since the estimate is linear, the value of c>0 in (6.2) is of no importance.

Thus, we consider etΔmu0 on Ωm given by (1.7) and (1.8), where u0 is given by (6.2). Using the fact that es-e-s2s for all s0, we see that if x,yΩm and 1im (so that xi0 and yi0), then

(6.3) e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t = e - | x i | 2 4 t e - | y i | 2 4 t [ e x i y i 2 t - e - x i y i 2 t ] [ x i y i t ] e - | x i | 2 4 t e - | y i | 2 4 t [ x i y i t ] e - | x i | 2 2 t e - | y i | 2 2 t .

In addition, for m+1jN, we have (since (s-r)22s2+2r2)

e - | x j - y j | 2 4 t e - | x j | 2 2 t e - | y j | 2 2 t .

It follows that

(6.4) e t Δ m u 0 ( x ) = Ω m K t ( x , y ) u 0 ( y ) d y = ( 4 π t ) - N 2 Ω m j = m + 1 N e - | x j - y j | 2 4 t i = 1 m [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] u 0 ( y ) d y c x 1 x 2 x m t - m ( 4 π t ) - N 2 e - | x | 2 2 t Ω m y 1 y 2 y m e - | y | 2 2 t u 0 ( y ) d y = c x 1 x 2 x m t - m ( 4 π t ) - N 2 e - | x | 2 2 t y Ω m | y | ρ y 1 2 y 2 2 y m 2 e - | y | 2 2 t | y | - γ - 2 m d y .

This shows in particular that, for any t>0, etΔmu0 satisfies (6.1), but only on any given bounded set in Ωm.

We turn our attention to the case where |x| is large. For xΩm, let

Ω m ( x ) = { y Ω m : 0 < x i y i max [ 2 x i , 2 ] ,  1 i m ,  0 < | x i | | y i | max [ 2 | x i | , 2 ] , m < i N } .

If yΩm(x), then

| y | 2 = i = 1 N y i 2 i = 1 N max [ 2 | x i | , 2 ] 2 i = 1 N ( 4 x i 2 + 4 ) = 4 | x | 2 + 4 N .

Since this calculation is for large |x|, we may suppose that |x|2N, and so we see that

y Ω m ( x ) | y | 2 2 | x | 4 | x | .

Also, we want to use the specific formula in (6.2), so we impose |x|ρ, where ρ is as in (6.2). Hence

y Ω m ( x ) | y | ρ .

We can now calculate

(6.5) e t Δ m u 0 ( x ) = Ω m K t ( x , y ) u 0 ( y ) d y Ω m ( x ) K t ( x , y ) u 0 ( y ) d y = Ω m ( x ) K t ( x , y ) y 1 y 2 y m | y | - γ - 2 m d y 4 - γ - 2 m | x | - γ - 2 m Ω m ( x ) K t ( x , y ) y 1 y 2 y m d y = 4 - γ - 2 m | x | - γ - 2 m ( 4 π t ) - N 2 ( i = 1 m x i max [ 2 x i , 2 ] [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] y i d y i ) × ( i = 1 + m N | x i | | y i | max [ 2 | x i | , 2 ] e - | x i - y i | 2 4 t d y i ) = 4 - γ - 2 m | x | - γ - 2 m ( 4 π t ) - N 2 ( i = 1 m x i max [ 2 x i , 2 ] [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] y i d y i ) × ( i = 1 + m N | x i | max [ 2 | x i | , 2 ] [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i ) .

We first need to examine the integral

x i max [ 2 x i , 2 ] [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] y i d y i

for 1im, under two different circumstances, 0<xi<1 and xi1. Consider first the case xi1. We have, since yixi,

x i max [ 2 x i , 2 ] [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] y i d y i x i x i 2 x i [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] d y i = x i 0 x i [ e - | y i | 2 4 t - e - | 2 x i + y i | 2 4 t ] d y i x i 0 x i [ e - | y i | 2 4 t - e - | 2 x i | 2 4 t e - | y i | 2 4 t ] d y i = x i 0 x i e - | y i | 2 4 t [ 1 - e - | 2 x i | 2 4 t ] d y i x i [ 1 - e - 1 t ] 0 1 e - | y i | 2 4 t d y i = C t 1 x i .

We next consider the case xi1. We have, by (6.3),

x i max [ 2 x i , 2 ] [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] y i d y i 1 2 [ x i y i t ] e - | x i | 2 2 t e - | y i | 2 2 t y i d y i = x i e - | x i | 2 2 t 1 2 [ y i 2 t ] e - | y i | 2 2 t d y i x i e - 1 2 t 1 2 [ y i 2 t ] e - | y i | 2 2 t d y i = C t 2 x i .

We second need to examine the integral

| x i | max [ 2 | x i | , 2 ] [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i

for m+1iN, under two different circumstances, 0<|xi|<1 and |xi|1. Consider first the case |xi|1. We have, if in addition xi<0, that is -xi1,

| x i | max [ 2 | x i | , 2 ] [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i = - x i - 2 x i [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i - x i - 2 x i [ e - | x i + y i | 2 4 t ] d y i = 0 - x i e - | y i | 2 4 t d y i 0 1 e - | y i | 2 4 t d y i = C t 3 .

We have, if in addition xi>0, that is xi1,

| x i | max [ 2 | x i | , 2 ] [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i = x i 2 x i [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i x i 2 x i [ e - | x i - y i | 2 4 t ] d y i = 0 x i e - | y i | 2 4 t d y i 0 1 e - | y i | 2 4 t d y i = C t 3 .

We next consider the case |xi|1. By the inequality e-|xj-yj|24te-|xj|22te-|yj|22t, we have

| x i | max [ 2 | x i | , 2 ] [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i 1 2 [ e - | x i - y i | 2 4 t ] d y i 1 2 e - | x i | 2 2 t e - | y i | 2 2 t d y i e - 1 2 t 1 2 e - | y i | 2 2 t d y i = C t 4 .

In all cases, we have

(6.6) x i max [ 2 x i , 2 ] [ e - | x i - y i | 2 4 t - e - | x i + y i | 2 4 t ] y i d y i C t x i for  1 i m ,
(6.7) | x i | max [ 2 | x i | , 2 ] [ e - | x i - y i | 2 4 t + e - | x i + y i | 2 4 t ] d y i C t for m + 1 i N ,

whenever xΩm. It therefore follows from (6.5), (6.6), (6.7) that, if xΩm, then

(6.8) e t Δ m u 0 ( x ) C t x 1 x 2 x m | x | - γ - 2 m , | x | max [ N , ρ ] .

Combining (6.4) and (6.8), we obtain that, for any fixed t>0, etΔmu0 satisfies (6.1).

We next show the same result for u(t,)=u(t)=𝒮m(t)u0 being the resulting solution of (1.1), where u0 is given by (6.2). To do so, set w(t)=eμtu(t), where μ=[cργ+m]αu0L(Ωm)α. Since u(t)u0L(Ωm) for all t>0, we have u(t)αμ for all t>0. It follows that

w ( t ) = e μ t u ( t ) + e μ t μ u ( t ) e μ t u ( t ) + e μ t u ( t ) α u ( t ) = e μ t Δ u ( t ) = Δ w ( t ) .

Hence w(t)etΔmw(0)=etΔmu0. In other words, u(t)e-μtetΔmu0, which implies the desired result. ∎

Remark 6.2.

In addition to being well-posed in C0(Ωm), in Lq(Ωm) for 1q<, as noted in the introduction, and in 𝒳m,γ, as per Theorem 1.2, equation (1.1) is globally well-posed in L(Ωm) in the following sense. For every u0L(Ωm), there is a unique solution uC((0,);C0b,u(Ωm)) of the integral equation (1.14), where C0b,u(Ωm) denotes the closed subspace of L(Ωm) of bounded, uniformly continuous functions on Ωm which are zero on Ωm, but not necessarily as |x|. This solution has the following additional properties: the function u is a classical solution of (1.1) on (0,)×Ωm, u(t)-etΔmu0L(Ωm)0 as t0, and |u(t)|(αt)1/α for all t>0. One way to see this is first to establish the corresponding result on L(N), but of course with Cb,u(N) instead of C0b,u(Ωm), and then to restrict to antisymmetric functions on N. The result on N follows from standard arguments, i.e. contraction mapping, parabolic regularity, and comparison. We refer the reader to [2, Appendices B and C] for detailed information about etΔ on Cb,u(N). In particular, [2, Lemma B.1] establishes that etΔhCb,u(N) for all hL(N), and [2, Theorem C.1], which is still valid for the nonlinear heat equation with absorption, establishes the necessary regularity.

Proposition 6.3.

Let m{1,2,,N} and α>0. There exists a self-similar solution V(t,x)=t-1/αg(xt) of equation (1.1) such that gC0b,u(Ωm), the space of bounded uniformly continuous functions on Ωm which are zero on Ωm, g0, and

(6.9) α - 1 / α e Δ m h g ( α ε ) - 1 / α e ( 1 - ε ) Δ m h

for all 0<ε<1, where h(x)=1 is the constant function on Ωm.

The self-similar solution V is characterized by

(6.10) V = lim λ Γ λ 2 / α v ,

where v is the solution to (1.1) with initial value v0=h, as described in Remark 6.2, the dilations Γλ2/α are defined by (1.17), and where the limit (6.10) is uniform on compact subsets of (0,)×Ω¯m.

We observe that, in the case m=0, the corresponding self-similar solution is (αt)-1/α.

Proof.

Throughout this proof, we let hL(Ωm) denote the specific function h(x)=1, xΩm. It follows from (1.9) that

(6.11) ( e λ 2 t Δ m h ) ( λ x ) = ( e t Δ m h ) ( x )

Next we let v=v(t,x) be the global solution of (1.1) or (1.14) with initial value v0=h, i.e. v0(x)=v(0,x)=1 for all xΩm, as described in Remark 6.2. For all λ>0, vλ(t,x)=λ2/αv(λ2t,λx) is likewise a solution of (1.1) or (1.14), but with initial value v0,λ(x)=vλ(0,x)=λ2/αv0(λx)=λ2/α for all xΩm. Since λv0,λ is an increasing function, by comparison so must be λvλ. Moreover, we know that

(6.12) v λ ( t , x ) ( α t ) - 1 / α

so that the vλ must converge to some function V(t,x)(αt)-1/α, and in particular, V(t)L(Ωm) for t>0. Since each vλ is a solution of the integral equation (1.14) on every interval [ε,T](0,), the same must be true for V by the monotone convergence theorem. Hence V is a solution of (1.1) and VC((0,);C0b,u(Ωm)) since initial values in L(Ωm) give rise to solutions of (1.14) in C((0,);C0b,u(Ωm)) as per Remark 6.2. Note that, by parabolic regularity and standard compactness arguments, the convergence of the vλ to V is uniform on compact subsets of (0,)×Ω¯m. Moreover, V a self-similar solution, being the limit of the dilated solutions vλ. Thus, we can write

V ( t , x ) = t - 1 / α g ( x t ) ,

where g=V(1)C0b,u(Ωm) is the profile of V.

As for the behavior of g, we first observe that, for t>0 and ε>0, by (6.12),

v λ ( t + ε , ) e t Δ m ( v λ ( ε ) ) ( α ε ) - 1 / α e t Δ m h .

Letting λ, we see that, for t>0 and ε>0,

V ( t + ε ) e t Δ m V ( ε ) ( α ε ) - 1 / α e t Δ m h

so that g=V(1)(αε)-1/αe(1-ε)Δmh for all small 0<ε<1. Also, V(2t)(αt)-1/αetΔmh. On the other hand, we claim that, for all t>0,

(6.13) V ( t ) ( α t ) - 1 / α e t Δ m h .

To see this, we first show that

(6.14) v ( t ) ( 1 + α t ) - 1 / α e t Δ m h .

Indeed, if we set w(t)=(1+αt)1/αv(t) so that w(0)=v(0)=h, then, since v(t)(1+αt)-1/α (which follows in particular from Proposition 1.5 since |etΔmv0|1), we get that

w ( t ) = ( 1 + α t ) 1 / α - 1 v ( t ) + ( 1 + α t ) 1 / α v ( t ) ( 1 + α t ) 1 / α v ( t ) α + 1 + ( 1 + α t ) 1 / α v ( t ) = Δ w ( t ) ,

which implies that w(t)etΔmw(0)=etΔmh. This proves (6.14). By (6.11), it follows that

(6.15) v λ ( t , x ) λ 2 / α ( 1 + α λ 2 t ) - 1 / α ( e t λ 2 Δ m h ) ( λ x ) = ( λ - 2 + α t ) - 1 / α e t Δ m h .

The lower bound (6.13) now follows by letting λ in (6.15). Hence g=V(1)α-1/αeΔmh.

Finally, we note the perhaps curious result that V(2t)(αt)-1/αetΔmhV(t) for all t>0. ∎

Proof of Theorem 1.11.

By the hypotheses on u0 and by Proposition 6.1, we have that, for t0>0,

(6.16) u ( t 0 , x ) c x 1 x m min [ 1 , | x | - γ - 2 m ]

on Ωm, and we know that u(t0)C0(Ωm). Up to a translation in time and since we are concerned with the large time behavior, we may suppose that u0𝒳m,γC0(Ωm), u00, and it verifies (6.16).

In fact, it suffices to assume

(6.17) u 0 ( x ) = c x 1 x m min [ 1 , | x | - γ - 2 m ] .

Indeed, suppose u0(x)=cx1xmmin[1,|x|-γ-2m]v0(x)c for some c>c, and that u(t,x), v(t,x), and w(t,x) are the solutions of (1.1) with initial values, respectively, u0, v0, and w0c. We know by comparison that

t 1 / α u ( t , x t ) t 1 / α v ( t , x t ) t 1 / α w ( t , x t ) .

Hence if we prove that

lim t t 1 / α u ( t , x t ) = g ( x )

uniformly on compact subsets of Ω¯m, then clearly, since, by Proposition 6.3 along with a rescaling,

lim t t 1 / α w ( t , x t ) = g ( x )

also uniformly on compact subsets of Ω¯m, it follows that

lim t t 1 / α v ( t , x t ) = g ( x )

uniformly on compact subsets of Ω¯m. Thus, we now assume the initial value u0𝒳m,γ is given by (6.17), and we denote by u(t)=𝒮m(t)u0 the resulting solution of (1.1) given by Theorem 1.2.

We use a method introduced in [7]. Consider the space-time dilations defined by (1.17) with σ=2α,

u λ ( t , x ) = Γ λ 2 / α u ( t , x ) = λ 2 / α u ( λ 2 t , λ x ) , λ > 0 , t > 0 , x Ω m .

In particular, uλ is the solution of (1.1) with initial data

(6.18) u 0 , λ ( x ) = D λ 2 / α u 0 ( x ) = λ 2 / α u 0 ( λ x ) = c λ 2 / α x 1 x m min [ λ m , λ - γ - m | x | - γ - 2 m ] , x Ω m .

Since 2α>γ+m, it follows that u0,λ(x) is an increasing function in λ>0 for all xΩm. (It is the minimum of two functions which are obviously increasing in λ.) Consequently, the solutions uλ(t,x) are likewise increasing in λ>0. We note also that the solutions wλ(t,x) are increasing in λ>0 (as in the proof of Proposition 6.3), where w is the solution with initial value w0c as above.

Since

u λ ( t , x ) w λ ( t , x ) V ( t , x ) in ( 0 , ) × Ω m ,

where V is the self-similar solution of Proposition 6.3, it follows that the limit

(6.19) lim λ u λ ( t , x ) = U ( t , x ) V ( t , x )

exists and

(6.20) u λ ( t , x ) U ( t , x )

for all λ>0. Moreover, by parabolic regularity and standard compactness arguments, the limit (6.19) is uniform on compact subsets of (0,)×Ω¯m.

We next wish to show that U(t,x)=V(t,x) on (0,)×Ωm. For this, we need to obtain a lower bound for U. Let A>0, and consider the family of truncated initial values

u 0 , λ A ( x ) = min [ u 0 , λ ( x ) , A ] , x Ω m .

Let zλA be the solution of (1.1) with initial data u0,λA. By comparison principle and (6.20),

z λ A ( t , x ) u λ ( t , x ) U ( t , x ) in [ 0 , ) × Ω m

for every λ>0 and A>0. Moreover, it is clear from (6.18) that, for each fixed A>0, the initial values u0,λA(x) are an increasing function of λ>0, and so therefore must be the solutions zλA(t,x). Furthermore, the initial values satisfy the monotone limit

(6.21) lim λ u 0 , λ A ( x ) = A ,

and the corresponding solutions converge in a monotone fashion to some function

(6.22) lim λ z λ A ( t , x ) = Z A ( t , x ) U ( t , x ) .

We next consider the integral equation satisfied by zλA(t), i.e. equation (1.14) with initial value u0,λA. Using (6.21) and (6.22) along with the monotone convergence theorem, we see that ZA(t) satisfies

Z A ( t ) = e t Δ m A - 0 t e ( t - s ) Δ m ( | Z A ( s ) | α Z A ( s ) ) d s ,

i.e. ZA is the solution of (1.14) with initial value ZA(0)A on Ωm.

We know by (the proof of) Proposition 6.3 that limAZA(t)=V(t), which implies, along with (6.22), that V(t,x)U(t,x). Thus, by (6.19), V(t,x)=U(t,x).

Thus, we have shown that

(6.23) lim λ u λ ( t , x ) = lim λ λ 2 / α u ( λ 2 t , λ x ) = V ( t , x ) = t - 1 / α g ( x t ) ,

where the limit is uniform on compact subsets of (0,)×Ω¯m. The result now follows first by setting t=1 in (6.23), and then by replacing λ2 by τ. ∎

7 Case of N

In this section, we consider the extension of the results in the previous section on the sectors Ωm to the case of antisymmetric functions on N. Recall that if ψ:Ωm, then ψ~ denotes its pointwise extension to N which is antisymmetric with respect to x1,x2,,xm. Similarly, if KΩ¯m, then K~N denotes its antisymmetric extension. Similar notation is used for spaces of functions, etc.

The following two results show the equivalence of various kinds of convergence on Ωm to the corresponding convergence on N.

Proposition 7.1.

Let m{1,,N}, 0<γ<N and M>0. Let (ψk)k1Bm,γ,M and ψBm,γ,M. The following are equivalent:

  1. ψ k ψ in m , γ , M as k ;

  2. ψ k ψ in 𝒟 ( Ω m ) as k ;

  3. ψ k ~ ψ ~ in 𝒮 ( N ) as k ;

  4. ψ k ~ ψ ~ in m , γ , M ~ as k ;

  5. ψ k ~ ψ ~ in 𝒟 ( N \ { 0 } ) as k ;

  6. ψ k ~ ψ ~ in ( M γ + m ) as k .

Proof.

From [9, Proposition 3.1 (i), p. 356] and [9, Proposition 5.1, p. 361], statements (i), (ii), (iii), and (iv) are equivalent. From [4, Proposition 2.1 (i), p. 1110], we have that (v) and (vi) are equivalent. It is clear that (v) implies (ii) and (iii) implies (v). This proves the result. ∎

Proposition 7.2.

Let m{1,,N}, 0<γ<N and M>0. Let (ψk)k1Bm,γ,M and ψBm,γ,M. The two following statements are equivalent:

  1. ψ k ψ in L loc 1 ( Ω m ) as k ;

  2. ψ k ~ ψ ~ in L loc 1 ( N \ { 0 } ) as k .

Proof.

(i) (ii). It suffices to show ρ|x|R|ψk~-ψ~|dx0 for all 0<ρ<R<. We know by assumption (i) that, for every δ>0,

K δ ~ | ψ k ~ - ψ ~ | d x = 2 m K δ | ψ k - ψ | d x 0 as k ,

where Kδ={xΩm:ρ|x|R,dist(x,Ωm)δ}. On the other hand,

K δ c | ψ k - ψ | d x 2 M K δ c ψ 0 d x 0 as δ 0 ,

where Kδc={xΩm:ρ|x|R,dist(x,Ωm)δ}. Thus, given ε>0, fix δ>0 so that

K δ c | ψ k - ψ | d x ε 2 m + 1

for all k1, and then choose k0>0 so that Kδ|ψk-ψ|dxε2m+1 for all kk0.

(ii) (i). Let K be a compact of Ωm. Then, by continuity of the reflection function, K~ is a compact of N\{0} and K|ψk-ψ|dx=2-mK~|ψk~-ψ~|dx0 as k. Hence (i) holds. This establishes the result. ∎

In light of Propositions 7.1 and 7.2, Theorems 1.14, 1.16, 1.17, 1.18, and 1.19 are now immediate consequences of the analogous results on the sector Ωm, either by re-interpretation as results about antisymmetric functions on N as described in [12, Section 3], or by simply re-doing the proofs essentially line for line but considering the antisymmetric extension to N of all the functions defined on Ωm.

We wish, however, to specifically identify the self-similar solution on N which is the antisymmetric extension of the self-similar solution constructed in Proposition 6.3, as we think it is of sufficient independent interest.

Proposition 7.3.

Let m{1,2,,N} and α>0. There exists a self-similar solution V(t,x)=t-1/αg(xt) of equation (1.1) such that gCb,u(RN), the space of bounded uniformly continuous functions on RN, g is antisymmetric in x1,x2,,xm, and

α - 1 / α e Δ h ( x ) g ( x ) ( α ε ) - 1 / α e ( 1 - ε ) Δ h ( x ) , x Ω m ,

for all 0<ε<1, where hL(RN) is the antisymmetric function such that h(x)=1, xΩm.

The self-similar solution V is characterized by

V = lim λ Γ λ 2 / α v ,

where v is the solution to (1.1) on RN with initial value v0=h, as described in Remark 6.2, the dilations Γλ2/α are defined by (1.17), and where the limit (6.10) is uniform on compact subsets of (0,)×RN.


Communicated by Julián López-Gómez and Patrizia Pucci


A Appendix

We give here the proof of the parabolic version of the Kato’s inequality, and we use it to establish a basic estimation used to prove Theorem 1.1. See also [10, Lemma A.1, p. 570].

Lemma A.1 (Kato’s parabolic inequality).

Let QR×RN be any open set. Let uLloc1(Q) be such that

u t - Δ u = f 𝑖𝑛 𝒟 ( Q ) ,

with fLloc1(Q). Then |u|t-Δ|u|sign(u)f in D(Q), where

sign ( u ) = { 1 𝑖𝑓 u > 0 , - 1 𝑖𝑓 u < 0 , 0 𝑖𝑓 u = 0 .

Proof.

If F: is a C2 convex function and z:Q a C2 function, then

( t - Δ ) F ( z ) = F ( z ) t z - [ F ( z ) Δ z + F ′′ ( z ) | z | 2 ] = F ( z ) ( t - Δ ) z - F ′′ ( z ) | z | 2 F ( z ) ( t - Δ ) z .

Mollify u to uk=ρku such that ukC(Q), where ρk is a sequence of mollifiers. Note that uku and (t-Δ)uk(t-Δ)u in Lloc1(Q) as k. It follows that (t-Δ)F(uk)F(uk)(t-Δ)uk. We set F(z)=ε2+z2. We obtain then

(A.1) ( t - Δ ) F ( u k ) u k F ( u k ) ( t - Δ ) u k .

By a simple calculation, we have |F(uk)-F(u)|||uk|-|u|||uk-u|; then F(uk)F(u) as k in Lloc1(Q) as well as pointwise a.e., and (t-Δ)F(uk)(t-Δ)F(u) as k in 𝒟(Q). Since |ukF(uk)|1, then the dominated convergence theorem implies that ukF(uk)uF(u) as k in Lloc1(Q). Letting k in (A.1), we obtain

(A.2) ( t - Δ ) F ( u ) u F ( u ) ( t - Δ ) u = u F ( u ) f .

Since F(u)|u| uniformly as ε0 such that (t-Δ)F(u)(t-Δ)|u| in 𝒟(Q). Also, uF(u)u|u| in Lloc1(Q) (again by the dominated convergence theorem). By letting ε0 in (A.2), we obtain (t-Δ)|u|sign(u)f. This completes the proof. ∎

We have the following result, which is an application of Kato’s inequality.

Corollary A.2.

Let X=C0(Ωm) or Lp(Ωm) for some 1p<. Let u,vC((0,),X) be two solutions of equation (1.1) with initial values, respectively, u0,v0X. Then |u(t)-v(t)|etΔm|u0-v0| for all t>0.

Proof.

Denote by w the unique solution with initial value w0=|u0-v0|2X.

Let z=|u-v|. Applying Lemma A.1 with Q=(0,)×Ωm and f=|v|αv-|u|αuC(Q), we have

z t - Δ z + | | u | α u - | v | α v | 0 .

Since ||u|αu-|v|αv|2-α|u-v|α+1=2-αzα+1, we deduce that zt-Δz+2-αzα+10. Let z¯=z2. Then

z ¯ t - Δ z ¯ + z ¯ α + 1 0 = w t - Δ w + w α + 1 .

Since z¯(0)=w(0), it follows from the comparison principle that z¯w. Since

w ( t ) = e t Δ m w 0 - 0 t e ( t - s ) Δ m ( w ( s ) α + 1 ) d s e t Δ m w 0 ,

the result follows. ∎

Finally, we give two results which we found during our research for this article, and which we believe have an independent interest, but which ultimately were not needed for the proofs of the main results.

Consider the eigenvalue problem, on some domain BN, -ΔH=ΛH, where Λ. We look for a solution of the form

(A.3) H ( x ) = x 1 x 2 x m Q ( r ) ,

where r=(x12+x22++xN2)1/2. We note that, for 1im,

i H ( x ) = x 1 x 2 x ^ i x m Q ( r ) + x 1 x 2 x m Q ( r ) r x i = x 1 x 2 x ^ i x m Q ( r ) + x 1 x 2 x m Q ( r ) x i r ,

where x^i means that xi is missing from the product, and

i 2 H ( x ) = 2 x 1 x 2 x ^ i x m Q ( r ) x i r + x 1 x 2 x m [ Q ′′ ( r ) ( x i r ) 2 + Q ( r ) r 2 - x i 2 r 3 ] = 2 x 1 x 2 x m Q ( r ) r + x 1 x 2 x m [ Q ′′ ( r ) ( x i r ) 2 + Q ( r ) r 2 - x i 2 r 3 ] ,

and if m<iN, then

i 2 H ( x ) = x 1 x 2 x m [ Q ′′ ( r ) ( x i r ) 2 + Q ( r ) r 2 - x i 2 r 3 ] .

It follows that

(A.4) Δ H ( x ) = i = 1 N i 2 H ( x ) = x 1 x 2 x m [ 2 m r Q ( r ) + Q ′′ ( r ) + N - 1 r Q ( r ) ] = x 1 x 2 x m [ Q ′′ ( r ) + N + 2 m - 1 r Q ( r ) ] .

Proposition A.3.

Let B1={xΩm:|x|<1}RN, and let Λ>0 be the lowest eigenvalue of -Δ on B1 with Dirichlet boundary conditions. It follows that there exists an eigenfunction H1:B1¯[0,) of the form (A.3), where Q:[0,1][0,) is decreasing with Q(0)=1 and Q(1)=0 and r=(x12+x22++xN2)1/2. Moreover, the value of Λ>0 is precisely the lowest eigenvalue of -Δ on the unit ball in RN+2m with Dirichlet boundary conditions, and its corresponding eigenfunction is precisely Q(r), where r=(x12+x22++xN+2m2)1/2.

Proof.

Let Q(r), where r=(x12+x22++xN+2m2)1/2, denote the radially symmetric, radially decreasing, nonnegative eigenfunction of -Δ on the unit ball in N+2m [normalized so that Q(0)=1], with eigenvalue Λ>0. In particular, the function Q:[0,1][0,) satisfies the differential equation

(A.5) - [ Q ′′ ( s ) + N + 2 m - 1 s Q ( s ) ] = Λ Q ( s ) , 0 < s 1 .

Let H:B1¯+ be given by (A.3), where r=(x12+x22++xN2)1/2. It follows from (A.4) and (A.5) that -ΔH=ΛH on B1 and that H(x)=0 for all xB1. Since H(x)>0 for all xB1, it follows that Λ is the lowest eigenvalue of -Δ on B1. ∎

Let us now give a remark about the elliptic equation verified by ψ0.

Remark A.4.

Let N1, m{0,1,,N}, 0<γ<N, and ψ0 be given by (1.6). Then

- Δ ψ 0 = ( γ + 2 m ) ( N - 2 - γ ) ψ 0 | x | 2

for all xΩm.

Proof.

By (1.6), the function ψ0 can be written in the form (A.3), that is,

ψ 0 ( x ) = x 1 x m Q ( r ) ,

with Q(r)=cm,γr-γ-2m, r=(x12++xm2++xN2)1/2, where cm,γ=γ(γ+2)(γ+2m-2). For such a Q, we have

Q ′′ ( r ) + N + 2 m - 1 r Q ( r ) = c m , γ ( γ + 2 m ) [ γ + 2 m + 1 - ( N + 2 m - 1 ) ] r - γ - 2 m - 2 = c m , γ ( γ + 2 m ) ( γ + 2 - N ) r - γ - 2 m - 2 .

The result follows then by (A.4). ∎

Acknowledgements

The authors wish to thank Philippe Souplet for several very helpful remarks concerning this research.

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Received: 2019-12-17
Accepted: 2020-01-10
Published Online: 2020-02-07
Published in Print: 2020-05-01

© 2020 Walter de Gruyter GmbH, Berlin/Boston

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

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