\documentclass[reqno]{amsart} \AtBeginDocument{{\noindent\small {\em Electronic Journal of Differential Equations}, Vol. 2004(2004), No. 53, pp. 1--12.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu (login: ftp)} \thanks{\copyright 2004 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2004/53\hfil Qualitative properties of solutions] {Qualitative properties of solutions to semilinear heat equations with singular initial data} \author[Junjie Li\hfil EJDE-2004/53\hfilneg] {Junjie Li} \address{Junjie Li \hfill\break Department of Mathematicas, Yuquan Campus, Zhejiang University, Hangzhou 310027, China} \email{ljj@math.zju.edu.cn} \date{} \thanks{Submitted December 5, 2002. Published April 8, 2004.} \thanks{Supported by the National Foundation of China and by the Scientific Research Foundation \hfill\break\indent for Returned Scholars of the Ministry of Education of China.} \subjclass[2000]{35B05, 35K55} \keywords{Comparison principle, extinction, shrinking of support, existence} \begin{abstract} This article concerns the nonnegative solutions to the Cauchy problem \begin{gather*} u_t - \Delta u + b(x,t)|u|^{p-1}u = 0 \quad \mbox{in } \mathbb{R}^N \times (0,{\infty}), \\ u(x,0) = u_0(x) \quad \mbox{in } \mathbb{R}^N \,. \end{gather*} We investigate how the comparison principle, extinction in finite time, instantaneous shrinking of support, and existence of solutions depend on the behaviour of the coefficient $b(x,t)$. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{corollary}[theorem]{Corollary} \newtheorem{definition}[theorem]{Definition} \newtheorem{exm}[theorem]{Example} \numberwithin{equation}{section} \allowdisplaybreaks \section{Introduction} In this paper we investigate the qualitative properties of the nonnegative solutions to the Cauchy problem \begin{gather} Lu:=u_t -\Delta u + b(x,t)|u|^{p-1}u = 0 \quad\mbox{in } \mathbb{R}^N\times (0,\infty), \label{e1.1}\\ u(x,0)=u_0(x)\quad \mbox{in }\mathbb{R}^N , \label{e1.2} \end{gather} where $0
0$, $k_0> 0$).
\end{itemize}
Note that for any positive number $q$, when $k_0$ is large, $
f(x)\notin L^q_{\rm loc}(\mathbb{R}^N)$. So to give a proper
definition of the solution to \eqref{e1.1}, \eqref{e1.2} is the
first thing to be consider. Moreover, due to the singularity of
the initial value, solutions to \eqref{e1.1}, \eqref{e1.2} are in
general unbounded, and the singularity at $x=0$ cannot be ``kill''
for $t>0$ even if $b(x,t)$ possesses some kind of singularity at
$x=0$; see for instance the following example:
\begin{exm} \rm
Let $ b(x,t)= (k_0(k_0+2-N))/(|x|^{k_0(1-p)+2})$ with $k_0+2>N$
and $u(x,0)=1/(|x|^{k_0})$. Then $u(x,t)=\frac1{|x|^{k_0}}$ is a
classical solution to \eqref{e1.1} in
$(\mathbb{R}^N\setminus\{0\}) \times (0,{\infty})$.
\end{exm}
Due to these facts, we give the definition of solution to
\eqref{e1.1}, \eqref{e1.2} as follows.
\begin{definition} \rm \label{def1.1}
By a solution to problem \eqref{e1.1}, \eqref{e1.2} we mean a function
$u(x,t) \in C((\mathbb{R}^N\setminus \{0\})\times [0,\infty))
\cap C^{2,1}((\mathbb{R}^N\setminus\{0\})\times (0,\infty))$
satisfying classically \eqref{e1.1} in $(\mathbb{R}^N\setminus\{0\})\times (0,\infty))$
with $u(x,0)=u_0(x)$ in $ (\mathbb{R}^N\setminus\{0\})$.
\end{definition}
One sees that this definition allows solutions of \eqref{e1.1},
\eqref{e1.2} take their potential singular points only at $x=0$. Does
problem \eqref{e1.1}, \eqref{e1.2} have such a solution?
Although we do not know at the moment the precise and proper conditions
imposed on $b(x,t)$ under which problem \eqref{e1.1}, \eqref{e1.2} is global solvable in the
sense of Definition \ref{def1.1}, we give in Section 4 a positive answer
when $b(x,t)$ satisfies certain conditions. One also believe that if
$b(x,t)$ is only nonnegative such phenomena as comparison
principle, extinction in finite time and instantaneous shrinking
of support for solutions cease to hold. Our aim in this paper
is to give suitable conditions on $b(x,t)$ under which the above
mentioned phenomena are valid, i.e., we are mainly interested in
the following: What conditions we add on $b(x,t)$ so that
\begin{itemize}
\item[(a)] Comparison principles for subsolutions and
supersolutions of \eqref{e1.1} hold.
\item[(b)] The solution $u(x,t)$ of \eqref{e1.1} has the property of
instantaneous shrinking of the support (the support of $u(x,t)$
is bounded for $t > 0 $ although the initial value $u_0(x) $ is
positive every where).
\item[(c)] The solution of \eqref{e1.1} becomes extinct in finite time.
\item[(d)] Problem \eqref{e1.1}, \eqref{e1.2} has a global solution.
\end{itemize}
There are many results on (a)--(d) when initial value
$u_0(x)$ does not possess singular points; see \cite{f1,i1,k2,l1,l3} for (a);
\cite{e1,k1,k2,k3,l2,l3} for (b) and (c); and
\cite{f1,k2,l1,l3} for (d). The reader can find further references therein.
However, when initial value $u_0(x)$ is subject to (H1), to
our knowledge there are few developments in these direction. As
is known to all, the comparison principle is one of the
cornerstones in dealing with phenomena (b) and (c).
We establish, in the next section, a comparison principle when $b(x,t)$
is under some conditions. We also state a negative result on comparison
principles. From this negative result one can see that the
comparison principle is not valid when the singularity of $ b(x,t)$
is not very ``strong''. These results and their proofs are of
interest in themselves. The study of phenomena (b) and (c) is the
subject of Section 3. Section 4 is devoted to global existence
problems.
\section{Comparison Principle}
In the sequel we use $\epsilon_0$, $R_0$ and $b_i$
$(i=0,1)$ to denote different positive constants, their values may
change from one place to the next. The statement that a constant
depends only on the data means that this constant can be
determined in terms of $N$, $p$, $f_0$, $f_1$ and $k_0$. We also use $B_r(x_0)$
to denote the ball in $\mathbb{R}^N$
of radius $r$ and centered at $x_0 $.
\begin{definition} \rm
For $M_0 \ge f_0$, $0 u^+(x^0,t^0) ,\end{equation}
where $M_0 =f_0$ if $f_0 >0$; $M_0 > 0$ if $f_0 = 0$.
\end{theorem}
\begin{proof} If not, then we have for any pair $u^{\pm} \in \mathbb{F}_{M_0}(T_0)$
satisfying \eqref{e2.2},
\begin{equation} \label{e2.18}
u^-(x,t) \le u^+(x,t) \quad \text{in } (\mathbb{R}^N
\setminus \{0\})\times [0,T_0).
\end{equation}
Let $ \alpha, \beta$ and $\bar f \in (0,1)$ be
fixed, denote $a_+ = \max \{a,0\}$ and set
\begin{equation}
V^*(x) = \frac {\bar f}{\alpha^{2\omega}|x|^{N-2}}(\alpha^2-|x|^2)_+^{\omega},\quad
U^*(x,t)=\bar f(1+\frac 1{|x|^{N-2}})(1-\beta t)_+^{\sigma},
\end{equation}
where $ \omega = 2/(1-p)$, $\sigma = 1/(1-p)$.
We may choose $\bar f$ small enough such that $ V^*$, $U^*$ are in
$\mathbb{F}_{M_0}(\infty)$. One can easily verify
\begin{equation} \label{e2.20}
\begin{aligned}
LV^*&=(\alpha^2-|x|^2)_+^{\omega p}\bigl(\frac {\bar f}{|x|^{N-2}}\bigr)^p
\Big[\frac {b(x,t)}{\alpha^{2\omega p}} - \frac {4\omega(\omega-1)|x|^2}
{\alpha^{2\omega}}(\frac {\bar f}{ |x|^{N-2}})^{1-p} \\
& \quad - \frac {2\omega(N-4)}{\alpha^{2\omega}}(\frac {\bar
f}{|x|^{N-2}})^{1-p}
(\alpha^2-|x|^2)_+\Big] \\
&\le (\alpha^2-|x|^2)_+^{\omega p}(\frac {\bar
f}{|x|^{N-2}})^{1-p}\Big[\frac {b(x,t)}{\alpha^{2\omega p}} - \frac
{\bar \omega }{\alpha^{2(\omega-1)}}(\frac {\bar
f}{|x|^{N-2}})^{1-p}\big],
\end{aligned}
\end{equation}
and
\begin{equation} \label{e2.21}
LU^* = (1-\beta t)_+^{\sigma p}\bigl[\bar f(1+\frac
1{|x|^{N-2}})]^p[b(x,t) - \beta \sigma (\bar f (1+ \frac
1{|x|^{N-2}}))^{1-p}\bigr],
\end{equation}
where $ \bar \omega = 2 \omega \min\{2\omega -2,N-4\}$.
From \eqref{e2.15}, \eqref{e2.16}, \eqref{e2.20} and \eqref{e2.21}, it easily
follows
\begin{gather*}
LV^* \le 0 \quad \text{ in } (\mathbb{R}^N\setminus\{0\})\times (0,\infty), \\
LU^* \ge 0 \quad \text{ in } (\mathbb{R}^N\setminus
\{0\})\times (0,\infty),
\end{gather*}
provided that $\alpha$ and $\beta $ are small enough. Hence by
$V^*(x)\le U^*(x,0)$ in $\mathbb{R}^N \setminus \{0\}$ and \eqref{e2.18},
\begin{equation} \label{e2.22}
V^*(x) \le U^*(x,t) \quad \text{in }
(\mathbb{R}^N\setminus\{0\})\times [0,t^*] ,
\end{equation}
where $ t^* =\min \{1,\frac {T_0}2 \}$. One can establish step by step on
$t$ that
\begin{equation} \label{e2.23}
V^*(x) \le U^*(x,t) \quad \text{ in }
(\mathbb{R}^N\setminus \{0\})\times [0,\infty), \end{equation}
in particular,
$$
\frac {\bar f}{\alpha^{2\omega}|x|^{N-2}}(\alpha^2-|x|^2)_+^{\omega}
= V^*(x) \le U^*(x,t) =0,\quad t> \frac 1{\beta},\ x \ne 0,$$
this yields a contradiction.
\end{proof}
\section{Instantaneous shrinking of the support: Extinction properties}
For an arbitrary nonnegative continuous function $v(x,t)$ defined
in $ (\mathbb{R}^N\setminus\{0\})\times [0,T_0) (0 0, h(r)$ is a positive non-decreasing $C^2$-function in $
[R_0,\infty)$ satisfying for some positive constant $h_0$,
\begin{equation} \label{e3.3}
\begin{gathered}
\lim_{r\to \infty}h(r) = \infty , \\
h'(r) + |h''(r)| \le h_0 h(r) , \quad r \in [R_0,\infty).
\end{gathered}
\end{equation}
Then instantaneous shrinking of support occurs for $u$. Further,
$$ \xi(t;u) \le h^{-1}(\frac 1{\beta t}),\quad \forall \, t \in (0,\tau],
$$
where $ \beta$ is a positive constant depending only on $p$;
$\tau $ is small enough, and
$h^{-1}(a) = \sup\{r;h(r) =a\}$.
\end{theorem}
\begin{proof} Denote $ \omega = \frac 2{1-p}$, and
let $\beta \in(0,1)$ and $l_0 \ge R_0 + 1 $
be fixed. We introduce the function
$$
U(x,t)= 2f(x)(1-\beta t h(|x|))_+^{\omega}:=2f(x)Z^{\omega}(x,t) .
$$
We wish to prove that for small $\tau >0$ and large $l_0$,
\begin{equation} \label{e3.4}
u(x,t) \le U(x,t) \quad \text{in } \{|x|\ge l_0\}\times [0,\tau].
\end{equation}
From the definition of $h^{-1}(\cdot)$, one can see that
$h^{-1}(\frac 1{\beta t})>l_0$ for $t\in (0,\tau]$, provided that
$\tau$ is small
enough. Hence the assertion of the theorem easily follows from
\eqref{e3.4}.
Set
$$
Q^+ = \{ (x,t) \in(\mathbb{R}^N\setminus B_{l_0}(0))\times (0,T_0);
\,Z(x,t) >0 \}.
$$
It is obvious that $ U(x,t) \in C^{2,1}((\mathbb{
R}^N\setminus\{0\})\times [0,T_0))$, $0 0$ be fixed , consider the function
$$
V(x,t)=\frac {f(x)}2(1-Ht)_+^{\sigma}:=\frac {f(x)}2 Z^{\sigma}(t)\quad
(\sigma = \frac1{1-p}) .
$$
In view of \eqref{e3.8}, a direct calculation gives
\begin{equation} \label{e3.10} \begin{aligned}
LV &= -\frac {H\sigma f}2 Z^{\sigma p} - \frac {k_0(k_0+2-N)f_1}{2|x|^{2+k_0}}
Z^{\sigma} +(\frac f2)^pbZ^{\sigma p} \\
&\le fZ^{\sigma p}(-\frac {H\sigma}2 + \frac {k_0 N}{2R_0^2} +
\frac { b_1}{2^p}) < 0
\end{aligned} \end{equation}
in $ (\mathbb{R}^N\setminus B_{R_0}(0))\times (0,T_0)$, provided
$H$ is large enough. Since $ u(x,0) >V(x,0)$ when $|x|=R_0$,
arguing similarly as in the proof of Theorem \ref{thm3.1}, one can
easily see the validity of \eqref{e3.9} for small $\tau >0$.
\end{proof}
We pass now to the extinction in finite time phenomenon. We distinguish two cases:
$k_0 < N-2$ and $k_0 \ge N-2$.
\begin{theorem}[Case $k_0 0).
\end{gathered}
\end{equation}
Then extinction in finite time does not occur for $ u$.
\end{theorem}
\begin{proof} Let $\gamma$ be large enough such that $(1-\gamma g(|x|))_+>0$
implies $|x| \ge R_0$. Consider the function
$$
V(x,t) = f(x)(1-\gamma (t+1)g(|x|))_+^{\sigma}:=f(x)Z^{\sigma}(x,t)\quad
(\sigma = \frac 1{1-p}).$$
Since
$\frac12 0\}.
$$
It is obvious that $ LV=0$ in
$(\mathbb{R}^N\setminus\{0\})\times (0,\infty)\setminus Q^+$ and
$Q^+\subseteq (\mathbb{R}^N\setminus B_{R_o}(0))\times (0,\infty)$.
Now, we compute in $Q^+$,
\begin{equation} \label{e3.22} \begin{aligned}
LV & = f(x)Z^{\sigma p}(x,t)\bigl[-\sigma \gamma g(|x|)
-\frac {f_1k_0(k_0+2-N)}{|x|^{k_0+2}f(x)}Z(x,t)
-\frac{2\sigma k_0f_1\gamma(1+t)g'(|x|)}{|x|^{k_0+1}f(x)} \\
& \quad -\sigma(\sigma-1)(\gamma(1+t)g'(|x|))^2Z^{-1}(x,t)+\sigma(N-1)\frac{\gamma(1+t)g'(|x|)}{|x|} \\
& \quad +\sigma\gamma(1+t)g''(|x|)+ \frac{b(x,t)}{f^{1-p}(x)}\bigr].
\end{aligned} \end{equation}
Then by
\eqref{e3.19}--\eqref{e3.22}, we have
\[
LV \le f(x)Z^{\sigma p}(x,t)[-\sigma\gamma g(|x|)+\sigma g_0(2k_0+1)g(|x|)
+ g(|x|)] \le 0,
\]
provided $\gamma$ is large enough. Hence
from \eqref{e3.19} and \eqref{e3.20}, an application of Theorem
2.2 yields
\begin{equation} \label{e3.24}
u(x,t) \ge V(x,t) \quad \text{in } (\mathbb{
R}^N\setminus\{0\})\times [0,\infty).
\end{equation}
From the definition of $V(x,t)$ and $\lim_{r\to\infty}g(r)=0 $,
we see that for any $T>0$, there exists a point
$x=x(T) \in \mathbb{R}^N\setminus\{0\}$ such that $ V(x,T)>0$, whence
by \eqref{e3.24} $u(x,T)>0$.
\end{proof}
For the case $ k_0 < N-2$ we have the following result.
\begin{theorem} \label{thm3.6}
Assume $k_0 \frac{R_0}2 .
\end{cases}
\end{equation}
It is readily to verify that $ g(r) \in C^2(0,\infty)$. From the
definition of $ g(r)$, we compute
\begin{equation}
rg''(r)+(N-1)g'(r)\le \begin{cases}
\frac{k_0(k_0+2-N)_+}r g(r),& 0 k_0$,
$$
b(x,t) \ge \begin{cases}
\frac{k_0(k+2-N)f^{1-p}_1}{p|x|^{k_0(1-p)+2}}&
\text{in } (B_{R_0}(0)\setminus\{0\})\times [0,\infty) ,\\
0 & \text{in } (\mathbb{R}^N\setminus B_{R_0}(0))\times [0,\infty).
\end{cases}
$$
\end{itemize}
Then problem \eqref{e1.1}, \eqref{e1.2} is uniquely solvable in
$ \mathbb{F}_{M_0}(\infty)$ for some $M_0 \ge f_0$.
\end{corollary}
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\end{document}