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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Here H s p(J; Lp(Ω)) (s > 0) means the vector-valued Bessel potential space of functions on J taking values in the Lebesgue space Lp(Ω). We assume n + 2/(1 + α) < p < ∞, a condition which ensures that the embedding Z T ↩→ C(J; C 1 (Ω)) is valid. Theorem 6.1.2 now asserts that under suitable assumptions on the nonlinearities and the initial data, problem (1.1) admits a unique local in time strong solution in the following sense: there exists T > 0 such that there is one and only one function u ∈ Z T that satisfies (1.1), the integrodifferential equation almost everywhere on J × Ω, the initial and boundary conditions being fulfilled pointwise on the entire sets considered. As to literature, there has been a substantial amount of work on nonlinear Volterra and integrodifferential equations. We can only mention some of the main results here. Using maximal C α -regularity for linear parabolic differential equations, in 1985 Lunardi and Sinestrari [56] were able to prove local existence and uniqueness in spaces of Hölder continuity for a large class of fully nonlinear integrodifferential equations with a homogeneous linear boundary condition. However, to make their approach work, they assume (in our terminology) that the kernel k has a jump at t = 0, a property which is not required in this thesis. Concerning C α -theory for Volterra and integrodifferential equations, we further refer the reader to Da Prato, Iannelli, Sinestrari [28], Lunardi [53], Lunardi and Sinestrari [55], Prüss [63]; for the case of fractional differential equations see also Clément, Gripenberg, Londen [17], [18], [19], and the survey article Clément, Londen [21]. The standard reference for parabolic partial differential equations in this context is Lunardi [52]. In the Lp-setting, quasilinear integrodifferential equations were first studied by Prüss [68]. He also employs the method of maximal regularity, now in spaces of integrable functions, to obtain existence and uniqueness of strong solutions of the scalar problem ⎧ ⎨ ⎩ ∂tu(t, x) = � t 0 dk(τ){div g(x, ∇u(t − τ, x)) + f(t − τ, x)}, u(t, x) = 0, t ∈ J, x ∈ ∂Ω t ∈ J, x ∈ Ω u(0, x) = u0(x), x ∈ Ω (1.14) in the class H 1 p(J; Lq(Ω)) ∩ Lp(J; H 2 q (Ω)) provided that either T or the data u0, f are sufficiently small. In the latter case he further shows existence and uniqueness for the corresponding problem on the line. The kernel k ∈ BVloc(R+) involved is assumed to be 1-regular in the sense of [68, p. 405] and to fulfill an angle condition of the form |arg � dk(λ)| ≤ θ < π , Re λ > 0, (1.15) 2 where the hat indicates Laplace transform. So, e.g., the important case k(t) = tα , t ≥ 0, with α ∈ (0, 1) is covered. The author’s approach to maximal regularity basically relies on the inversion of the convolution operator in Lp-spaces (see Section 2.8), on the Dore- Venni theorem about the sum of two operators with bounded imaginary powers (see Section 2.3), and on results of Prüss and Sohr [70] about bounded imaginary powers of second order elliptic operators. We point out that these tools will also play an important role in the present work. For Ω = (0, 1), g not depending on x, and with k = 1 ∗ k1, that is dk ∗ w = k1 ∗ w, global existence of strong solutions of (1.14) (J = R+) with u ∈ L2, loc(R+; H 2 2 ([0, 1])) was established by Gripenberg under different assumptions on g and the kernel k1; in [37] he considers kernels k1 satisfying (1.15), while in [38] k1 is assumed to be nonnegative, nonincreasing, convex, and more singular at 0 than t −1/2 . Engler [34] extended the results of the latter work by treating also higher space dimensions and by allowing for a larger class of nonlinear functions g. 6

We give now an overview of the contents of the thesis and present the principal ideas in greater detail. The text is divided into three main parts, devoted respectively to preliminaries (Chapter 2), linear theory (Chapters 3, 4, 5), and nonlinear problems (Chapter 6). Chapter 2 collects the basic tools needed for the investigation of the linear equations to be studied. After fixing some notations, in Section 2.2 we review important classes of sectorial operators, among others, operators which admit a bounded H∞-calculus, operators with bounded imaginary powers, and R-sectorial operators. We further discuss some properties of the fractional powers of such operators in connection with real and complex interpolation, and prove that the power Aα , α ∈ R, of an R-sectorial operator A with R-angle φR A is R-sectorial, too, as long as the inequality |α|φR A < π holds (Propo- sition 2.2.1); the latter result seems to be missing in the literature. In Section 2.3, which is devoted to sums of closed linear operators, we state a variant of the Dore-Venni theorem. Section 2.4 is concerned with the joint H ∞ -calculus for pairs of sectorial operators. In particular, we look at the calculus for the pair (∂t, −∆x) in the space Lp(R+ × R n ), which proves extremely useful in establishing optimal regularity results in Chapter 5. Section 2.5 deals with operator-valued Fourier multipliers. The central result here is the Mikhlin multiplier theorem in the operator-valued version, which was proven recently by Weis [80]. In Section 2.6 we introduce the class of K-kernels consisting of all 1-regular, sectorial kernels k whose Laplace transform ˆ k(λ) behaves like λ −α as λ → 0, ∞ for some α ≥ 0; an example is given by k(t) = t α−1 e −βt , t ≥ 0, with α > 0 and β ≥ 0. Kernels of that type have already been studied by Prüss [63] in the context of Volterra operators in Lp, which is the subject of Section 2.8. Before, in Section 2.7 we give a short account of the abstract Volterra equation u(t) + � t 0 a(t − s)Au(s) ds = f(t), t ≥ 0, (1.16) where a ∈ L1, loc(R+) is a scalar kernel, and A is a closed linear operator in a Banach space X. We explain the notion of parabolicity of (1.16), give the definition of resolvents, and recall the variation of constants formula. Section 2.8 is devoted to convolution operators in Lp associated to a K-kernel. After stating two fundamental theorems from Prüss [63] on the inversion of such operators in Lp(R; X) with 1 < p < ∞ and X ∈ HT , we consider restrictions of them to Lp(J; X), where J = [0, T ] or R+. The main facts about these operators are summarized in Corollary 2.8.1. It asserts that for every Kkernel k with angle θk < π there is a unique sectorial operator B in Lp(J; X) inverting the convolution (k∗), and that this operator - assuming in addition k ∈ L1(R+) in case J = R+ - is invertible and satisfies B −1 w = k ∗ w for all w ∈ Lp(J; X); it further says that B ∈ BIP(Lp(J; X)) and that its domain D(B) equals the space 0H α p (J; X), where α ≥ 0 refers to the order of k in the sense describe above. So, we have precise information about the mapping properties of the convolution operators under study and see that their inverse operators are accessible to the Dore-Venni theorem. In Section 2.8 we further recognize the fractional derivative (d/dt) α of order α ∈ (0, 1) to be the inverse convolution operator associated with the standard kernel t α−1 /Γ(α). Besides, we introduce equivalent norms for the spaces H α p (J; X) and consider operators of the form (I − k∗), which appear in connection with transformations of Volterra equations, cf. the above example on heat conduction. The main purpose of Chapter 3 is to establish maximal regularity results of type Lp for equation (1.16) as well as for a class of abstract linear Volterra equations on an infinite strip J×R+ with inhomogeneous boundary condition of Dirichlet resp. (abstract) 7

We give now an overview of the contents of the thesis and present the principal<br />

ideas in greater detail. The text is divided into three main parts, devoted respectively<br />

to preliminaries (Chapter 2), linear theory (Chapters 3, 4, 5), and <strong>nonlinear</strong> <strong>problems</strong><br />

(Chapter 6).<br />

Chapter 2 collects the basic tools needed for the investigation of the linear equations<br />

to be studied. After fixing some notations, in Section 2.2 we review important classes of<br />

sectorial operators, among others, operators which admit a bounded H∞-calculus, operators<br />

<strong>with</strong> bounded imaginary powers, and R-sectorial operators. We further discuss<br />

some properties of the fractional powers of such operators in connection <strong>with</strong> real and<br />

complex interpolation, and prove that the power Aα , α ∈ R, of an R-sectorial operator<br />

A <strong>with</strong> R-angle φR A is R-sectorial, too, as long as the inequality |α|φR A < π holds (Propo-<br />

sition 2.2.1); the latter result seems to be missing in the literature. In Section 2.3, which<br />

is devoted to sums of closed linear operators, we state a variant of the Dore-Venni theorem.<br />

Section 2.4 is concerned <strong>with</strong> the joint H ∞ -calculus for pairs of sectorial operators.<br />

In particular, we look at the calculus for the pair (∂t, −∆x) in the space Lp(R+ × R n ),<br />

which proves extremely useful in establishing optimal regularity results in Chapter 5.<br />

Section 2.5 deals <strong>with</strong> operator-valued Fourier multipliers. The central result here is the<br />

Mikhlin multiplier theorem in the operator-valued version, which was proven recently by<br />

Weis [80]. In Section 2.6 we introduce the class of K-kernels consisting of all 1-regular,<br />

sectorial kernels k whose Laplace transform ˆ k(λ) behaves like λ −α as λ → 0, ∞ for some<br />

α ≥ 0; an example is given by k(t) = t α−1 e −βt , t ≥ 0, <strong>with</strong> α > 0 and β ≥ 0. Kernels of<br />

that type have already been studied by Prüss [63] in the context of Volterra operators<br />

in Lp, which is the subject of Section 2.8. Before, in Section 2.7 we give a short account<br />

of the abstract Volterra equation<br />

u(t) +<br />

� t<br />

0<br />

a(t − s)Au(s) ds = f(t), t ≥ 0, (1.16)<br />

where a ∈ L1, loc(R+) is a scalar kernel, and A is a closed linear operator in a Banach<br />

space X. We explain the notion of <strong>parabolic</strong>ity of (1.16), give the definition of resolvents,<br />

and recall the variation of constants formula. Section 2.8 is devoted to convolution<br />

operators in Lp associated to a K-kernel. After stating two fundamental theorems from<br />

Prüss [63] on the inversion of such operators in Lp(R; X) <strong>with</strong> 1 < p < ∞ and X ∈ HT ,<br />

we consider restrictions of them to Lp(J; X), where J = [0, T ] or R+. The main facts<br />

about these operators are summarized in Corollary 2.8.1. It asserts that for every Kkernel<br />

k <strong>with</strong> angle θk < π there is a unique sectorial operator B in Lp(J; X) inverting<br />

the convolution (k∗), and that this operator - assuming in addition k ∈ L1(R+) in case<br />

J = R+ - is invertible and satisfies B −1 w = k ∗ w for all w ∈ Lp(J; X); it further<br />

says that B ∈ BIP(Lp(J; X)) and that its domain D(B) equals the space 0H α p (J; X),<br />

where α ≥ 0 refers to the order of k in the sense describe above. So, we have precise<br />

information about the mapping properties of the convolution operators under study and<br />

see that their inverse operators are accessible to the Dore-Venni theorem. In Section<br />

2.8 we further recognize the fractional derivative (d/dt) α of order α ∈ (0, 1) to be the<br />

inverse convolution operator associated <strong>with</strong> the standard kernel t α−1 /Γ(α). Besides, we<br />

introduce equivalent norms for the spaces H α p (J; X) and consider operators of the form<br />

(I − k∗), which appear in connection <strong>with</strong> transformations of Volterra equations, cf. the<br />

above example on heat conduction.<br />

The main purpose of Chapter 3 is to establish maximal regularity results of type<br />

Lp for equation (1.16) as well as for a class of abstract linear Volterra equations on an<br />

infinite strip J×R+ <strong>with</strong> inhomogeneous <strong>boundary</strong> condition of Dirichlet resp. (abstract)<br />

7

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