Quasilinear parabolic problems with nonlinear boundary conditions

Quasilinear parabolic problems with nonlinear boundary conditions Quasilinear parabolic problems with nonlinear boundary conditions

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Theorem 4.3.1 Let 1 < p < ∞, J = [0, T ], and Ω ⊂ R n+1 be a domain with compact C 2 -boundary Γ which decomposes according to Γ = ΓD ∪ ΓN and dist (ΓD, ΓN) > 0. Suppose the assumptions (H1)-(H4) are satisfied. Then (4.40) admits a unique solution in the space Z := H α p (J; Lp(Ω)) ∩ Lp(J; H 2 p(Ω)) if and only if the functions f, g, h are subject to the following conditions. (i) f ∈ H α p (J; Lp(Ω)); (ii) g ∈ B (iii) h ∈ B 1 α(1− 2p ) pp 1 1 α( − 2 2p ) pp (iv) f|t=0 ∈ B 2 2− pα pp 2− 1 p (J; Lp(ΓD)) ∩ Lp(J; Bpp (ΓD)); 1− 1 p (J; Lp(ΓN)) ∩ Lp(J; Bpp (ΓN)); (Ω), if α > 1 p ; 1 1 2(1− − α pα ) pp (v) ∂tf|t=0 ∈ B (Ω), if α > 1 + 1 p ; (vi) f|t=0 = g|t=0 on ΓD, if α > 2 2p−1 ; (vii) B(0, x, Dx)f|t=0 = h|t=0 on ΓN, if α > 2 p−1 ; (viii) ∂tf|t=0 = ∂tg|t=0 on ΓD, if α > 1 + 3 2p−1 . Before proving Theorem 4.3.1 we recall some general properties of variable transformations. Let Ω ⊂ R n+1 be a domain with compact C 2 -boundary Γ and x0 ∈ Γ. Without restriction of generality, we may assume that x0 = 0 and that n(x0) = (0, . . . , 0, −1); this can always be achieved by a composition of a translation and a rotation in R n+1 . It is easy to see that such affine mappings of R n+1 onto itself leave invariant all function spaces under consideration (i.e. Lp, Z, and the regularity classes of the data and of the coefficients), and they also preserve ellipticity (including the ellipticity constant in (H3)) as well as normality. Continuing, by definition of a C 2 -boundary, there exist an open neighbourhood U = U1 × U2 ⊂ R n+1 of x0 with U1 ⊂ R n and U2 ⊂ R as well as a function ζ ∈ C 2 (U1) such that Define ϑ : Ū → Rn+1 by Γ ∩ U = {x = (x ′ , y) ∈ U : y = ζ(x ′ )}, Ω ∩ U = {x = (x ′ , y) ∈ U : y > ζ(x ′ )}. ϑk(x) = x ′ k if k = 1, . . . , n and ϑn+1(x) = y − ζ(x ′ ). (4.42) Clearly, ϑ ∈ C 2 (U, R n+1 ) is one-to-one and satisfies Ω ∩ U = {x ∈ U : ϑn+1(x) > 0} as well as Γ ∩ U = {x ∈ U : ϑn+1(x) = 0}. By extending ζ to a function ˜ ζ ∈ C 2 (R n ) with compact support and defining ˜ ϑ by (4.42) with ζ being replaced by ˜ ζ, we get a C 2 -diffeomorphism ˜ ϑ of R n+1 onto itself extending ϑ and satisfying ˜ ϑ(x) = x for large values of |x|. Also, ˜ ϑ is a C 2 -diffeomorphic mapping from Ω0 := {x ∈ R n+1 : y > ˜ ζ(x ′ )} onto R n+1 + . For the Jacobian D ˜ ϑ(x), one obtains D ˜ � In 0 ϑ(x) = −∇x ′ ζ(x ˜ ′ ) 1 � , x ∈ R n+1 , which entails det D ˜ ϑ(x) = 1 for all x ∈ R n+1 . Notice also that D ˜ ϑ(0) = In+1. 74

Given a function v ∈ H 2 p(R n+1 + ) we consider the pull-back Θv defined on Ω0 by Θv(x) = v( ˜ ϑ(x)). Using now the notation x = (x1, . . . , xn+1), the function u = Θv satisfies n+1 � ∂xiu(x) = ∂¯xk v( ˜ ϑ(x))∂xi ˜ ϑk(x), k=1 n+1 � ∂xi∂xj u(x) = ∂¯xk v( ˜ ϑ(x))∂xi∂xj ˜ ϑk(x) + k=1 n+1 � k, l=1 ∂¯xk ∂¯xl v( ˜ ϑ(x))∂xi ˜ ϑk(x)∂xj ˜ ϑl(x) for x ∈ Ω0 and i, j = 1, . . . , n + 1. For a differential expression of the form we thus obtain (Eu)(x) = −c(x) : ∇ 2 xu(x) + c1(x) · ∇xu(x) + c0(x)u(x), x ∈ Ω0, (4.43) (Eu)(x) = − (D ˜ ϑ(x)c(x)D ˜ ϑ T (x)) : ∇ 2 ¯xv( ˜ ϑ(x)) + (D ˜ ϑ(x)c1(x) − D 2 ˜ ϑ(x) : c(x)) · ∇¯xv( ˜ ϑ(x)) + c0(x)v( ˜ ϑ(x)), x ∈ Ω0, with (D 2 ˜ ϑ(x) : c(x))k = � n+1 i, j=1 cij(x)∂xi ∂xj ˜ ϑk(x), k = 1, . . . , n + 1. So applying the push-forward operator Θ −1 to the function Eu on Ω0 gives Θ −1 Eu = (Θ −1 EΘ)Θ −1 u = E ˜ ϑ v, where E ˜ ϑ := Θ −1 EΘ is the second order differential operator (E ˜ ϑ ˜ w)(¯x) = −c ϑ(¯x) 2 : ∇¯xw(¯x) + c ˜ ϑ 1(¯x) · ∇¯xw(¯x) + c ˜ ϑ 0(¯x)w(¯x), ¯x ∈ R n+1 + , (4.44) with coefficients c ˜ ϑ (¯x) = (D ˜ ϑ c D ˜ ϑ T ) ◦ ˜ ϑ −1 (¯x), c ˜ ϑ1(¯x) = (D ˜ ϑc1 − D 2 ˜ ϑ : c) ◦ ˜ ϑ −1 (¯x), c ˜ ϑ 0(¯x) = c0( ˜ ϑ −1 (¯x)), ¯x ∈ R n+1 + , (4.45) see also [69, Section 5]. Observe that the preceeding formulas are also valid for functions on J × Ω0 resp. J × R n+1 + and differential operators (4.43) resp. (4.44) with time-dependent coefficients. In view of (4.45), it follows in particular that for an operator A(t, x, Dx) of the form (4.41) and satisfying the smoothness and ellipticity conditions in (H2) and (H3) with Ω replaced by Ω0, the transformed operator A ˜ ϑ (t, ¯x, D¯x) defined on J × R n+1 + enjoys the same properties, the ellipticity constant c0 appearing in (H3) remaining unchanged. Further, since D ˜ ϑ ≡ 1 and the derivatives of ˜ ϑ and ˜ ϑ−1 up to order 2 are bounded, the change of variable formula for the Lebesgue integral shows that Θ induces isomorphisms Θ (p) : Hm p (R n+1 + ) → Hm p (Ω0) for each p ∈ (1, ∞) and m = 0, 1, 2. Proof of Theorem 4.3.1. We begin this time with the sufficiency part. The overall plan can roughly described as follows. With the aid of localization w.r.t. space and the coordinate transformations discussed above, problem (4.40) is reduced to a finite number of related problems on Rn+1 and R n+1 + , respectively. For these problems, solution operators are available thanks to the Theorems 4.1.1, 4.2.3, and 4.2.4. So the local equations can be solved and, by summing over all ’local solutions’, we obtain a fixed point equation for v of the form v = v0 + R(v) =: G(v), where v0 is determined by 75

Given a function v ∈ H 2 p(R n+1<br />

+ ) we consider the pull-back Θv defined on Ω0 by<br />

Θv(x) = v( ˜ ϑ(x)). Using now the notation x = (x1, . . . , xn+1), the function u = Θv<br />

satisfies<br />

n+1 �<br />

∂xiu(x) = ∂¯xk v( ˜ ϑ(x))∂xi ˜ ϑk(x),<br />

k=1<br />

n+1 �<br />

∂xi∂xj u(x) = ∂¯xk v( ˜ ϑ(x))∂xi∂xj ˜ ϑk(x) +<br />

k=1<br />

n+1 �<br />

k, l=1<br />

∂¯xk ∂¯xl v( ˜ ϑ(x))∂xi ˜ ϑk(x)∂xj ˜ ϑl(x)<br />

for x ∈ Ω0 and i, j = 1, . . . , n + 1. For a differential expression of the form<br />

we thus obtain<br />

(Eu)(x) = −c(x) : ∇ 2 xu(x) + c1(x) · ∇xu(x) + c0(x)u(x), x ∈ Ω0, (4.43)<br />

(Eu)(x) = − (D ˜ ϑ(x)c(x)D ˜ ϑ T (x)) : ∇ 2 ¯xv( ˜ ϑ(x))<br />

+ (D ˜ ϑ(x)c1(x) − D 2 ˜ ϑ(x) : c(x)) · ∇¯xv( ˜ ϑ(x)) + c0(x)v( ˜ ϑ(x)), x ∈ Ω0,<br />

<strong>with</strong> (D 2 ˜ ϑ(x) : c(x))k = � n+1<br />

i, j=1 cij(x)∂xi ∂xj ˜ ϑk(x), k = 1, . . . , n + 1. So applying the<br />

push-forward operator Θ −1 to the function Eu on Ω0 gives<br />

Θ −1 Eu = (Θ −1 EΘ)Θ −1 u = E ˜ ϑ v,<br />

where E ˜ ϑ := Θ −1 EΘ is the second order differential operator<br />

(E ˜ ϑ ˜<br />

w)(¯x) = −c<br />

ϑ(¯x) 2<br />

: ∇¯xw(¯x) + c ˜ ϑ<br />

1(¯x) · ∇¯xw(¯x) + c ˜ ϑ<br />

0(¯x)w(¯x), ¯x ∈ R n+1<br />

+ , (4.44)<br />

<strong>with</strong> coefficients<br />

c ˜ ϑ (¯x) = (D ˜ ϑ c D ˜ ϑ T ) ◦ ˜ ϑ −1 (¯x), c ˜ ϑ1(¯x) = (D ˜ ϑc1 − D 2 ˜ ϑ : c) ◦ ˜ ϑ −1 (¯x),<br />

c ˜ ϑ<br />

0(¯x) = c0( ˜ ϑ −1 (¯x)), ¯x ∈ R n+1<br />

+ , (4.45)<br />

see also [69, Section 5].<br />

Observe that the preceeding formulas are also valid for functions on J × Ω0 resp.<br />

J × R n+1<br />

+ and differential operators (4.43) resp. (4.44) <strong>with</strong> time-dependent coefficients.<br />

In view of (4.45), it follows in particular that for an operator A(t, x, Dx) of the form<br />

(4.41) and satisfying the smoothness and ellipticity <strong>conditions</strong> in (H2) and (H3) <strong>with</strong><br />

Ω replaced by Ω0, the transformed operator A ˜ ϑ (t, ¯x, D¯x) defined on J × R n+1<br />

+ enjoys<br />

the same properties, the ellipticity constant c0 appearing in (H3) remaining unchanged.<br />

Further, since D ˜ ϑ ≡ 1 and the derivatives of ˜ ϑ and ˜ ϑ−1 up to order 2 are bounded, the<br />

change of variable formula for the Lebesgue integral shows that Θ induces isomorphisms<br />

Θ (p) : Hm p (R n+1<br />

+ ) → Hm p (Ω0) for each p ∈ (1, ∞) and m = 0, 1, 2.<br />

Proof of Theorem 4.3.1. We begin this time <strong>with</strong> the sufficiency part. The overall<br />

plan can roughly described as follows. With the aid of localization w.r.t. space and<br />

the coordinate transformations discussed above, problem (4.40) is reduced to a finite<br />

number of related <strong>problems</strong> on Rn+1 and R n+1<br />

+ , respectively. For these <strong>problems</strong>, solution<br />

operators are available thanks to the Theorems 4.1.1, 4.2.3, and 4.2.4. So the local<br />

equations can be solved and, by summing over all ’local solutions’, we obtain a fixed<br />

point equation for v of the form v = v0 + R(v) =: G(v), where v0 is determined by<br />

75

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