JOURNAL
OF DIFFERENTIAL
EQUATIONS
74, 336368 (1988)
Analytic Regularity of Uniformly Stable Shock Fronts with Analytic Data PAUL Campus
G~DIN
UniversitP Libre de Bruxelles, Dkpartement a’e Matht!matique, de la Plaine C.P. 214, Boulevard du Triomphe, 1050 Bruxelles,
Belgium
Received February 14, 1986
1. INTRODUCTION We consider a hyperbolic
system of conservation laws g + ,; -g F,(u) = 0, J=I
(l-1)
J
where x = (xi, .... xN) belongs to some open subset of RN, t> 0, and u = ‘b 1, .-., GA; flu) = (F,(u), **., FN(u)) is a C” mapping from an open subset G of R” into (Rm)N. An important class of solutions to (1.1) is the class of so called shock front solutions [6,7]: those are weak solutions which are smooth outside (and up to) a smooth hypersurface. Under natural assumptions, Majda [6,7] has proved that shock front solutions of (1.1) exist at least locally. In this paper we assume the existence of a C” shock hypersurface S such that the solution u is C” up to S. Then, under the structural assumptions of [6,7], we prove that if the data (coefficients, initial values of S and u) are analytic, then also the shock surface and the solution up to the shock surface will be analytic (locally); for a precise statement, see Theorem 1 below. A similar result holds if the assumptions on initial values are replaced by assumptions on the shock surface and the solution in the past; see Theorem 2 below. Our paper is organized as follows. In Section 2, we state our results precisely (Theorems 1 and 2). In Section 3, we study properties of linearized problems to complete some results of [6] in some respects. To make reading easier we have deferred the proof of several results of this section to an appendix at the end of the paper. In Sections 4 and 5, we apply the estimates of Section 3 (in the spirit of [ 1,23) to obtain a proof of Theorems 1 and 2. 336 OO22-0396/88 $3.00 Copyright 0 1988 by Academic Press, Inc. All rights of reproduction m any form reserved.
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ANALYTICREGULARITYOFSHOCKFRONTS
2. STATEMENT
OF THE RESULTS
We consider a C” shock front solution of (1.1) in a neighborhood (0,O) E rW!Jx R,+. That is, we assume that there exist
of
(i) an open neighborhood u’ of 0 in RN-’ and a C” function cp: u’x [O, T] --) R, (ii) an open neighborhood V in U’xRx[O,T] of S= {(x’, cp(x’, t), t), (x’, t) E u’ x [0, T]} and a bounded weak solution U: V-G of (1.1) such that u*=uI~,EC~(P’) if v*={(~‘,x~,f)~V, xN 2 (p(x’, t)} and such that S is a noncharacteristic hypersurface for Eq. (1.1) at u*. If we put A,(u) = aE;/ih, g+
we have i
in
Aj(U+$O
V*
(2-l)
J
j=l
and the Rankine-Hugoniot
condition
N-l
v,(u+-U-)+
1 q,(Fj(U+)-Fj(U-))-(FN(U+)-F,(K))=0
(2.2)
j=l
holds on S (see [6, 73). In this paper we also make the following assumptions. Fj is analytic on G if 1 < j < N.
(2.3)
Hyperbolicity Assumption. There exists a C” mapping A, from G into [w” such that, for all LEG, A,(w) is positive definite and A,(w)Aj(w) is symmetric if 1
Aj(U+) Aj(u)=
o (
Ai
)'
o
1
AN("+)-qt
-~~-I'
0
0
qxjAj(u+)
-(AN(u-)-Vt
-CEY'
VxjAj(u-))
>*
If z* E Co3((Iw$-l x Rx’,) x Iw,, G) is equal to z*(O, 0) outside a compact set and if XE Coo(aB$--l x [w,) satisfies Vx = Vx(O, 0) outside a compact set, we
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PAUL
write z=‘(z+,z-),
GODIN
~=(a,,
.... aN) with uj = Aj(z) - Aj(z(O, 0)) if 1~ j < N, and define 0 = {(x, t, <, 7) E P”xIRxE~~x~:, x,20, Imz60, lQ*+(t1*=1}. On 8 we consider the function fi= - iA;‘(z, Vx)(zZ+ cy=-,i tiJj(z)). We assume that for each choice of z and x, the following block structure assumption holds (cf. [6]). For each B0 E 8, there exists a smooth invertible linear transformation V(tl, a) of cZrn, defined for 10- B0 I+ Ial < E(&,, ~(0, 0), Vx(O, 0)) such that I/-‘fiV has the block form aN = A”,,,(z,Vx) - JN(z(O, 0), ‘7x(0,0))
with the following properties. M, itself has block form (21 z2), with N,, + NT, < -SZ, N,, + N:* > 61 for some 6 > 0; for j > 2, Mj is an rj x rj matrix with the form Mj = i(kjZ+ Cj) + Ej(O, a), where kj is a real constant, Cj is the nilpotent matrix such that (Cj),, = 1 if q = p + 1, 0 otherwise, and Ej vanishes when Im r = a = 0. (2.5)
In [6] it is shown that such an assumption holds if the operator in (2.1) is strictly hyperbolic in the direction of (0, 1) E W,Nx R, and also for some physical operators for which strict hyperbolicity fails. With v and cp as above, define the operator
z
(u,Vcpp)
=i
+
yf’ J=l
A”j(0)
k,
+ J
AN(U,
vcP)
& N
in xN > 0, t > 0. On xN = 0, define the following vectors: b,(u) = u+ - u-, b,(u)=F,(u+)-Fj(u-) for l
0, ej E @2m, and p, is a polynomial. We assume that for Im T < 0 and 3, i, 5’ as above, one has dim E + (y, <‘, t) = m - 1. Majda’s uniform stability condition at (3, 0, i) is then:
ANALYTIC
REGULARITY
OF SHOCK
339
FRONTS
There exists y >O such that for all (<‘, r) with Im z
I (
7bf~($f’,
0, 0)
+
C
5jbjt0fx'9
O9 0)
+ M~v(x',O,i),Vrp(x,,t))z
j=l
2Y(IPI + 14)
W),,:o,i,
holds. In [6, 73 it has been proved that assumptions (2.3) to (2.6)(o,o,o, imply local existence of u +, U-, q with given initial values (provided compatibility conditions are satisfied). In this paper we prove the following results, where V, = {(x, t) E V, t = 0}, V$ = ((x, t) E V*, t = O}. THEOREM 1. Let u+, U-, cp be a C” shockfront solution of (2.1), (2.2), as abooe. Assume that (2.3), (2.4), (2.5), (2.6)to,o,oj hold, that u* IrcO is analytic in vz, and that cp(, = o is analytic in U’ x { 0 >. Then u * is analytic in a neighborhood of (0, ~(0, 0), 0) in 9’ and cp is analytic in a neighborhood of (0,O) in U’ x [0, T].
THEOREM 2. Let u+, u-, q be a C” shock front solution of (2.1), (2.2) as in the beginning of this section. Assume that (2.3), (2.4), (2.5), (2.6)(o,o,r0, hold with some to E IO, T[. Assume also that when t < to, u+ is analytic in V * up to S, and that cp is analytic in u’ x [O, to[. Then u * is analytic in a neighborhood of (0, ~(0, to), to) in P*, and rp is analytic in a neighborhood of (0, to) in U’x [0, T].
Remark 1. We consider only C” shock fronts in the sense of the beginning of this section. This implies that we assume that u+, u-, cp satisfy infinitely many compatibility conditions (which are obtained by differentiating (2.2) any number of times along S). Remark 2. Theorem 1 and Theorem 2 are different in nature. Theorem 1 is a local analytic regularity result, Theorem 2 is a propagation of analyticity result: analyticity propagates as far as there is uniform stability. However, our strategy of proof will be the same for Theorem 1 and Theorem 2. Namely, using L* estimates of solutions of linearized problems obtained in Section 3 below, we shall estimate the size of the successive derivatives of u*, cp in Sections 4 and 5. After this paper had been submitted, the paper [12] appeared. In [12 3 Harabetian obtained very general local Cauchy-Kowalewski type existence results of piecewise analytic solutions of hyperbolic conservation laws. His results can be com-
340
PAUL
GODIN
bined with uniqueness to yield another proof of our Theorem 1, but it does not seem that our Theorem 2 is a consequence of them. EXAMPLE. In [6, 7, 83, several examples of equations of gas dynamics which satisfy the assumptions above are given. For example the 3 x 3 system describing isentropic compressible flows in 2 space dimensions
where (wr, w2) is the velocity, p the density, and p = p(p) is an analytic function of p with p’(p) >O, can be treated by Theorems 1 and 2. Condition (2.6) is equivalent to some conditions on the Mach number (see Proposition 2 of [6]). We end this section with a remark about notations. Many norms will have to be considered. Some of them are defined in Section 3 (before Proposition 1 and also before Proposition 2). More norms will be introduced in Section 4 (before Proposition 8 and before Lemma 2).
3. A PRIORI ESTIMATES FOR LINEARIZED
PROBLEMS
In this section we prove L* estimates for the initial-boundary value problem associated to a linearization of (2.1), (2.2). In [6,7], such estimates were given for zero Cauchy data; here we treat the case of nonzero Cauchy data. Also our estimates are more precise than the corresponding ones in [6,7] because we prove a finite propagation speed result (see Propositions 5 and 1 below). Such more precise estimates will be needed in Sections 4 and 5 for the proof of Theorems 1 and 2. The main result of this section is Proposition 1 below. It will be obtained as a consequence of a series of results (Propositions 1’ and 2 through 7). In the sequel we shall often put x’ = (x,, .... x,,,- ,), y = (x’, t), Q=p-‘xIW+ 0= W?-l, and Qs = (~~52, (XI 0 z (",VdU = cl
if
(x, t) E Sz, X IO, SC,
(3.1)
ANALYTIC
REGULARITY
OF SHOCK
FRONTS
341
whereas (2.2) implies that N-l (Pttu+
--O-l+
=o
c j=l
if
~~~(Fj(u+)-Fj(u-))-(FN(u+)-FN(u-))
xN = 0 and (x’, t) E o6 x 10, SC,
(3.2)
provided 6 is small enough. If z,* ~C~(li~ x [0, S]), 1 < j 0 to be %i’ xx,61(u) + M(v,Vq)Z if xN chosen later, put pJx, t) = p(x/il, r/A), where p E C;( RN+ ‘, [0, 11) is equal to 1 if 1x1+ It/ < 1 and to 0 if 1x1+ ItI > 2. Also write p;(x’, t) = pI(x’, 0, t). Extend u (resp. cp) to a C” function still denoted by u (resp. cp) in a full neighborhood of (0,O) in fix 178,(resp. in a full neighborhood of (0,O) in o x R,). Then if L is small enough, the functions u1 = p,v + (1 - pl) ~(0, 0), qPn= ~~(~~~~&!(!o(o. 0) + (Vcp(0, 0), (x’, t))) are well defined functions in respectively. Notice that Crn(m x b, RI, su~(,,,),n~ i lo,(g t) -‘GO, 0)l and su~(~,,,)~~~ w IcW 0 - rpA(Oy WI + small by SUP(X,J)E0 X R IVqA(x’, t) -Vq,(O, O)l can be made arbitrarily taking 1 small enough. Differentiating (3.1), (3.2) one can Write 2 = J&,v~~~~ 9 = ~(“l>VWP easily check that if 6, is small enough and 6 i &,, 28 < 1, the derivatives a;~, a;(p, c1# 0, will satisfy a system of the type 9 a;u = Fa in 52, x ]0,6 [, with boundary conditions B(a;u, V a$cp) = g, in wg x (0) x IO, SC. This is why the rest of this section is devoted to the study of the boundary value problem defined by 9, 9J (and the associated initial-boundary value problem). We choose Iz,, very small and 1~ &,; then (2.4) implies that 9 is symmetrizable hyperbolic in 0 x R,, and (2.5) shows that it has block structure. Since S is noncharacteristic, det aN(url, Vcpl) will never vanish if lo is small enough. From now on we assume that 6 and 1 are fixed and satisfy 6<60,
16&l,
26<1.
(3.3)
Write J.$ = Aj(ul) if 0 0, T> 0, R > 0,
342
PAUL GODIN
bR < T, define D, = {(x, t) E 52 x {t}, b( 1x1-R) + t < T}, E, = {(x’, 0, t) E wx{O}x{t}, b(lx’l-R)+t
assume that a, x [0, S] is a neighborhood of b in a x R’. For functions f on D, E, D,, EO, respectively, we define the norms
Illflll~ = CUDIf(x, Ol* dx &“*, llfll eiz= jE VW> t)l* dx’ 4”*, IV-II~0= (joo lfWl* W”*> llfllE, = (SE0lf(~‘)l*dx’)~‘~. (Later on, for the sake of clarity, we shall sometimes introduce a more precise notation to indicate the dimension of the range space; however this is not necessary now since no confusion should arise with the notation just described.) The purpose of this section is to prove the following result. PROPOSITION 1. Zf &, and b are small enough, there exist constants q0 >O, C>O, such that for all r] >/q,,, all ZE C”(D, a=*“‘), and all XE Cm(i?, @), the estimate
v”* Ille-WD + Ile-WIE + IP’WIE 6 CW”* Ille-~‘~411D + Ile-q’~(z~Vx)IIE + l141Do N-l
+ve*
jc, II(B’,~z-a(z,Vx)>IIEg)
(3.4)
holds.
As remarked in [8] for the system of 2 dimensional isentropic flows and in [9] for general systems with m = N= 2, it is convenient to “uncouple” the boundary operator a’; then we get a more classical boundary problem (which can be studied by usual duality methods, cf. [9]). We now proceed to this uncoupling in our situation. Writing y, instead of we may and shall parametrize w x (0) x IX, by y = (yO, ... y,,- 1). Let P(y) denote the orthogonal projection of @” onto X, I. The boundary condition a(z, ‘7~) E ~~&’ Xy, + AZ = g is equivalent to the equations t,
flj
ax
O
P(g-Az)=O. If /ik(o x (0) x Iw) denotes the fiber over y of the bundle of complex oneforms over ox (0) x IR,, define Y(y): Q=” + ni(w x (0) x R) by Y(y)w = c,!-O1 ( flj( y), w ) dyj. If d means exterior differential, define %i( y, D) z(y) = dW(y) F(y):
If 4~) Z(Y)), 'is,(y) Z(Y) = P(Y) 4~) Z(Y), qz = 'Kz, Yz). 42" --) czm is a right inverse of .M( y ) which depends in a C ao way on
y, (3.5) is then equivalent to the condition %?(z- Fg) = 0 on xN = 0. Using %?,Proposition 1 may be rephrased in the following way.
ANALYTIC
REGULARITY
OF SHOCK
343
FRONTS
PROPOSITION 1’. If 1 and b are small enough, there exist constants U?‘) Q, > 0, C > 0, such that for all q 2 qo, the following holds. Zf z E C”(4, satisfies Yz = F in D, U(z - Sg) = 0 in E, z = h in Do, then
ql’* IlIe-q’zl((,
+ Ile-“‘zllE
< C
(
?,,‘I* Il(e-9’FlllD + Ile-*‘gllE N-l
+ IlhlI,,+rl-1’2
1 II@‘~h--g)ll,
. )
j=l
(3.6)
The purpose of the remainder of this section is to prove Proposition 1’. In order to achieve this, it will be useful to define an adjoint to the boundary value problem defined by (9, W). If P, : @2m-+ @” is the projection yz+, z-) +z*, the map A*(y)= P+&(y) is a bijection of @” onto @” since det dN does not vanish. Denote by A*,(y), &g(y), the (conjugate) transpose of A!*(y), zZN(y), and put ~2~ = P, ~4:. Let d* (defined on l-forms over w x (0) x R here) be the formal adjoint of d and 9’*(y): Ai(o x (0) x W) + @” be the formal adjoint of Y(y). It is easy to check that Y*(y) is an isomorphism of A:(, x (0) x R) onto X, and we denote its inverse by (Y*(y))-‘. Now define %‘T(y, Dy) w(y) = d*((Y*(y))-’ (~-Jw)(~:w-l bc(Y))-‘==f+(Y))
d+(Y) W(Y)), WY) W(Y) = (kmJw’ W(Y), g*w= ‘Ww, WV).
d-(Y)-
Denote by Cgl(ax R, c*“‘) the set of all C”(fix R, ,*“) functions which are restrictions of C;( RN + ‘, ,*“) functions. To show that (2’*, ‘%*) is adjoint to (9, U), we are going to check that if z, w E C$(a x R, c*,) satisfy%‘z=O=V*winwx{O)xR, then (Yz, wh, R = (z, ~*w)fzx R*
(3.7)
Here and in the sequel, we denote the L*( U, @I) scalar product, linear in the first variable, by ( , )U, j; when i = 2m, which will be the most frequent case, we simply write ( , )U. To check (3.7), we integrate by parts and obtain (-7
W)Qx
R =
(G
y*wk2x
R -k
N$w),,
(0)
(3.8)
x w.
Since~z=Oinox(O}xIW,thereexists8~C~(~~{O}~88,@)suchthat .Mz = c,f~“-~~(aO/Jy,) jlj in o x (0) x R; hence z- = JZ:‘(~~?:~’ - -/i+ z + ) there. Therefore we obtain (z, Gw),x
(0) x LQ=tz+,
(d+ --~‘,(~~)-‘~-mox{O).
j-o +(N-1 c dt? ~P,901d-w) J
SQ5/14/2-12
(%/ay,) pi R,m *
ox{O)x
R,m
(3.9)
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PAUL GODIN
The first parenthesis in the right-hand side of (3.9) is equal to tz+, -~*,~~w),.{o}x W,m. As for the second one, integration by parts shows that it is equal to (0, %Tw),~ Ioj X w,l. Since %‘*w =O in w x (0) x IL!, we conclude that (z, dxw),, (o)X w =O, so that (3.8) implies (3.7). The proof of Proposition 1’ will be carried in several steps. (i) First we need results on the pure boundary value problems (9, g), (U*, q*) (without initial conditions). These are collected in Propositions 2 and 3 below. (ii) An existence theorem for a backward initial-boundary value problem for (LZ*, %*) (Proposition 4 below) will yield a finite propagation speed property for forward initial-boundary value problems for (9, %) (Proposition 5 below). (iii) Estimate (3.6) with D replaced by ax 10, T[ and E by w x (0) x 10, ?“[ will be proved by duality arguments using (i) (Proposition 6 below). The method here is inspired by that of Section 3 of
Clll. (iv) The solvability property (Proposition 7 below) together Propositions 5 and 6 will yield a proof of Proposition 1’.
with
Remark. Using the estimates of [6, 71 which are given for the problem GJ(z, Vx) = g in w x (0) x Iw+ when z and x have zero LZz=FinQxR+, Cauchy data on t = 0, one could by a simple perturbation argument obtain weaker estimates than those given in Proposition 6 below, but which nevertheless would be sufficient for our proof of Theorems 1 and 2, if combined with parts (ii) and (iv) of our program. However, since the study of (i), (ii), (iv) is at any rate necessary, it seems worthwhile to spend a little extra effort on the proof of (iii). The following notations will be used: if U is an open subset of R’, we denote the usual L*( U, c2”) norm by 111I((u if v = N+ 1 and by II I(u if v = N. H”( U, C2m) is the L2 Sobolev space of order s of C’“’ valued distributions. Also to economize writing it is convenient to define X* = (ZJE Cm(Q x R, @2m); for all s E R, there exists q(s) > 0 such that e”% E H”(Q x Iw, C2”) for all g 3 q(s)}.
We first state Propositions 2-4. To make reading easier, we have deferred the proofs of those three propositions to the Appendix at the end of the paper. Recall that we assume that 6, 1 are fixed and satisfy (3.3). FROP~SITION 2. When A, is small enough, the following holds: if FE Cc;,(sZ x [w, czrn), ge C$‘(w x (0) x Iw,cZm), the boundary due problem
Y*z=F
in
Qx Iw,
%r:*(z-g)=O
in
w x (0) x IR,
(3.10)
ANALYTICREGULARITYOFSHOCK
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345
has a solution z E Y? +. Furthermore there exist constants C> 0, no > 0, independent of F, g, such that for all n > no $I2 llleq’411Q. R+ + lle~‘4l,,
x R+ + I140)Ila
(0)
d C( q - “2 llleq’FIIlRx w+ + Ile%llox (01~ R+)9
(3.11)
if z(0) means the restriction zI f=O. PROPOSITION 3. When Lo is small enough, the following holds. Zf FE C,$,(fi x R, @2m), g E CF(o x (0) x R, cm), the boundary value problem
.2z=F V(z-Fg)=O
in
52x R,
in
w x (0) x R,
has a solution z E 2 -. Furthermore, there exists constants C > 0, no > 0, independent of F, g, such that for all n 2 no
yl”’ Ille-~‘zlll~x R + Ile-W,. Iojx R G C(V”~ Ille-q’f’lllnx w+ Ile-‘%llwx (o)x d.
(3.12)
(Here of course the last norm in the right-hand side of (3.12) is the L2 norm of @” valued functions). For aE[Wn+l and E>O, put IalE =(la12+&2)1’2. If b>O, E>O, i>O, 2 E 52, define Sb,JZ, t) = {(x, t) E SzE [w+, t - f+ b Ix - 21, = 0}, G6,JR, t) = Ix-xl8 CO}, &(X, t)=G&X, on(cox (0) x {(x, t)eQx Iw+, t-i+b R + ). Notice that Sb,,(%, z) # a if and only if b( IX, I2 + E’)“~ c i. We have the following result. There exist b. > 0, Izo > 0 such that the following holds 0 O, b(IX,12+e2)“2<~ Zf HEC;(G&~, t),c2’“), one can Jind he WGJ,,(~, tl, C2T such that 9*h = H in Gb,JX, t), h = 0 in S,,(f, t), %*h = 0 in $,(X, t). PROPOSITION
4.
for all b, I, E which satisfy the inequalities
From now on, we assume that I, b are fixed and so small that Propositions 2, 3, 4 hold. Using those propositions, we are going to prove Proposition 1’ via the three following results on initial-boundary value problems. 5 (Finite Propagation Speed). Assume that (2, i) E 52 x R + satisfies b lxNl ci. Define Z= {(x, t)EOxlR+, t-i+b lx-21 CO}, Z’= ~n(ox{O}x[W+),f”={(x,O)~~x(O},b~x-x~
346
PAUL
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PROPOSITION 6. There exist constants C > 0, q0 > 0, such that the following holds. If FE Cg,(Q x R, cZm), g E C$‘(co x (0) x R, cm), h E C,“(B, cm), and zfzEY(DxX+, QZ2,) satisfies 2’z=F in sZxR+, ‘%‘(z-9g)=O in ox{o}xR+, z(O)=h in 52, (/?j,.Mz-g)=O in cox{O}x{O) for l~Oandall T>O
r1112 Ille~Wl~xlo,rC + Il~-~‘41,x~o)x10,TC G C(V-“~ Ille~“‘f’lllnx lo,rc + lle-%lwx ~olxlo,Tc+ Ilz(0)lln).
(3.13)
PROPOSITION 7. Assume that both FE C,G)(a x R, @2m) and ge C$(o x (0) x R, Cm) vanish for t < 0. Then, if h E C,“(l.& @2m), the initialboundary value problem
LZz=F
V(z-F-g)=0 z(0) = h has a solution ZES?-. elements of S -.
OxR+,
in
wx{O}xR+,
in
s2,
(3.14)
denotes the set of restrictions
to t >O of
The rest of this section is devoted to the proof of Propositions
5, 6, 7, 1’.
Proof of Proposition
Here s?+
in
5.
We are going to use a Holmgren
type argument
in order to show that
(2,H), = 0
(3.15)
for any HE C,“(T, C2”‘). Of course (3.14) will prove Propositi0.n 5. Now the support of H is contained in Gb,JX, 0 for some small E> 0 and we may assume that b( lX,12 + s2)*12< i For simplicity write G, S, S’ instead of GbE(Z7)t‘), Sb,JX, i), Sb,,(X, r). Choose h as in Proposition 4, such that Y&h = H in G, h = 0 in S, %‘*h = 0 in s’. We have (z, H), = (z, 8*h)o = as an integration by parts shows. Hence to prove (3.15), it (z, Gh)s, suffices to check that (z, d;h),.
= 0.
(3.16)
To prove (3.16), we proceed exactly as for the proof of (3.7) above, replacing everywhere Q x R by G and o x (0) x I%!by S’. In our present situation, (3~ C”(s’, C) may be chosen in such a way that V,.0=0 when t =O, since z = 0 in r”; so we may as well assume that 0 = 0 when t = 0. Integrating by parts in the second term of the analogue of (3.9), we easily conclude that (3.16) holds. The proof of Proposition 5 is complete. Proof of Proposition
6.
It follows from Proposition
5 and from the well
ANALYTIC
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known finite propagation speed property for the pure Cauchy problem (see, e.g., [8, Chap. 23) that z=O when 1x1>M, t +M, provided the constants M, and M2 are large enough. Let us check that If WE%+ wx{o}xlR+,
vanishes for t large and satisfies V*w=O it follows that
(z-J@g, ~xwL(o)x
in (3.17)
Lx!+=Q
(Notice that the scalar product in (3.17) makes sense because of the support properties of z, g, w.) To check (3.17) we reason exactly as in the proof of (3.7) above (see also (3.16)), replacing R! by R+ and z by z-9-g. The condition (/?/ JYZ - g) = 0, 1~ j,< N- 1, ensures the possibility of choosing 8 E Ca(w x {O} x R, C) such that Jfkz - g = cy=;’ (8/8y,) pi, with 13= 0 when y0 =0 and when [(y,, .... y,-,)I is large. Equation (3.17) follows easily from the analogue of (3.9). To prove (3.13) we are going to use a duality method (here we follow some ideas of Sect. 3 of [ 111). If F, E C,“@ x R, C”), Proposition 2 gives the existence of wi E X+ such that S?*W, = F, in Sz x R and W*w, =0 in ox (0) x R. Equation (3.11) shows that wi vanishes for large t. Integrating by parts and using (3.17), we obtain
(~3F,),, R+ = K WI),, R+ + (z(O), WI(O)), + (Ytg, JGW, LJx (0)x Rf. (3.18) Applying the Cauchy-Schwarz inequality to estimate each term of the right-hand side of (3.18), and using then (3.11), we easily obtain that for some C>O, q. >O, fP2 Ille-~‘4ll Rx R+ G C(V-“~ Ille-“‘Flllnx w+ + lldO)lln
(3.19)
+ Ile-%ll,.{O~x~+)~
if q > qo. Now for any c E C;(W x (0) x R, CZm), Proposition 2 gives the existence of w2 Ex+ such that Y*w2 =0 in 52 x R and W*(w2 - (~4;)~’ c)=O in ox (0) x R. Equation (3.10) shows that w2 vanishes for large t. Integrating by parts once more, we get (E
~210
x w + + MO),
w,(O))LJ
+ k
~~w2Lox
(0) x IR+ =o.
(3.20)
On the other hand, (wGw2),.{o}.w+
=(z--g~~~w2-~)ox~o}xIR+ + (P& +(z--gY
JGw2Lox ~Lx{o)x
{O} x w+ w+,
(3.21)
348
PAUL
GODIN
where the first parenthesis in the right-hand side of (3.21) vanishes because of (3.17). Equations (3.20) and (3.21) imply that (z, 0 wx{o}xw+ = -(EwdnxR+
-(z(o)~w(o)),-(~“g~~~w*),,{o}.,~ (3.22)
+ wg, 5Lu x {O] x R+.
Reasoning as for the proof of (3.19), we obtain for some C> 0, ‘lo > 0, Il~-“*4 wx {0)x w+ 6 w-“2
lll~-“‘~lllQx w+ + ll4ONli2
+ I-%llm.{o)x
w+)
(3.23)
if q>qo. From (3.19) and (3.23), it follows that for q > q.
q1’2 lll~-Wl~. R+ + Il~-~‘41,x~o~. R+ 6 CW”* Ill~-q’f’lllnx R+ + lie-WI,.
tolx R+ + Ilz(ONln). (3.24)
For 0 T+ E. Proposition 3 shows that there exists z, E XV such that $Pz, = J, F in Q x [w and %‘(z, - 9(J, g)) = 0 in o x (0) x R. Equation (3.12) shows that z, = 0 for t < T-E. Writing z = (z - z,) + z, and applying (3.24) to z - zE, we obtain for ~2 q.
vl’* Ilk-WIT. d C(V-“~
I~,~-~[ + lle-v’41,x {oj x I~,~-~[ IIIe-“‘(1 - J,)Flllnx R+
+ lle-~‘(l-J,)gll,,~o)x If we let E-+ 0 in (3.25), we obtain complete.
W++ lW)ll~).
(3.13). The proof of Proposition
(3.25) 6 is
Proof of Proposition 7. With the help of Proposition 3 above, the proof of Proposition 7 is just a reproduction of corresponding arguments in [ 11, p. 2711. However, we give the proof for the sake of completeness. If tl > 0 is small enough the pure Cauchy problem Yz, = 0 in rWf x 10, a[, z,(O) = h in rW,” has a solution zi l n,, u H”(R,Nx 10, a[, C*,) which vanishes in a neighborhood of xN = 0 (see, e.g., [8, Chap. 23). Choose XE C$‘(( -a, CX),C) such that x = 1 in a neighborhood of 0. Proposition 3 gives z,EA?such that
zz 2
in in
GxR+, OxR-,
ANALYTIC
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349
FRONTS
and %(z, - Yg) =0 in ox (0) x R. It is then easy to check that z = z2 + xzi solves Problem (3.14). The proof of Proposition 7 is complete. Finally steps.
we come to the proof of Proposition
1’. It will be done in three
Proof of Proposition 1’. Step 1. Assume first that F and g vanish near = 0 and that h vanishes near xN =O. Define FE C;)(fi x IR, CZm), go C;(o x (0) x R, C”), LE C,“(Q, Czm) such that P and 2 vanish for t CO, and such that F= F in D, g= g in E, R = h in Do. Let K (resp. R, resp. K”) be a compact neighborhood of d in 0 x R (resp. of E in w x (0) x R, resp. of & in a). For n E Z +, choose functions x,, E C,“(K, [0, l]), $,E CF(K’, [0, l]), X,NEC$‘(K”, [0, 11) with the following properties: x,, = 1 in D and I,, + 0 pointwise in Ir\D as n + co, Xh=linEa n d $, + 0 pointwise in K’\E as n + co, xi = 1 in Do and x,” + 0 pointwise in K”\DO as n --t co. Put F,, = x,F, g, =xig, h, = x,“g. Using Proposition 7, we may find z, E J?+ such that Zz, = F, in Szx R+, z,(O) = h, in 52. But there exist constants V(z,-~g,)=Oinox(O}xR+, C>O, q,, >O such that for all q>qO, all T>O, and all nEZ+ t
VI/* Ille-q’z,IIID + Ile-‘%IIE
E, for 1
1.
(3.27)
Since V(z-sg) =0 in E, one can find f3~ Cco(E, C) such that AZ- g= ~~=~’ (a(?/ay,) Bj in E, and V,.8 = 0 when t = 0 because of (3.27). Hence we may assume that 6’= 0 when t = 0. Choose 8’ E Cz(w x (0) x R, C) extending 0 and vanishing in o x (0) x (01, and z’ E C,$‘Jn x R, C2m) such that z’= z in D. Finally define in o x (0) x R! the function g’ = AZ’ - cjY=il (8’/ay,) pi. Then we have U(z’ - Fg’) = 0 (p, AZ’-g’)
=o
in
ox (0) x R,
in
wx (0) x (0) for 1
(3.28) 1. (3.29)
350
PAULGODIN
Now choose i/j E Cm(iR, UZ) such that $(s) = 0 if s c 1 and i/j(s) = 1 if s > 2. With $,Js) = Il/(ns), n E Z +, define F,(x, t) = $,(I) Yz’(x, t), g,(y) = 1C/Jt) g’(y), h,(x) = t,Gn(xN) z’(0). Proposition 7 implies the existence of z,~k?-suchthat~z,=F,inSZxR+,~(z,-~g,,)=Oinwx{Ojx~R+, z,(O) = h, in 52. By Step 1, there exist constants C > 0, q,-,> 0, such that for all q > q,, and all n
II”* llle~%lll D + Ile-% IIE G C(V”*
Ille-q’~n IllD
+ lle-%nIIE+ Il~nIIDo).
(3.30)
Now since (3.28) and (3.29) hold, we may apply (3.13) to z’- z,. It follows in L*(n x10, r[, @2m) and that from (3.13) that e-“‘z, -+ e-“‘2’ eeq’z, + evq’z’ in L*(o x (0) x 10, T[, a=*“‘) as n + co. Hence if we let n + co in (3.30) we obtain (3.6) (under the extra assumption (3.27)). Step 3. We now prove (3.6) in general. Since U(z- Yg) = 0 in E, we can find 6~ C”“(,!?, @) such that AZ - g=cyE-O1 (delay,) fij in E. Write 8 = 8’ + e”, where 0’(x’, t) = 0(x’, 0), and put g’ = g + ~~=-ii (%‘/ayj) pi. We have U(z--flg’)=O in E and (pj,A!z-g’)=O in E,, for 1~ j < N - 1. Hence by Step 2 there exist constants C > 0, q0 > 0, such that for all q > q0 and all z E ?(,!?, ‘JZ2m)
vl’* Il/~-~‘411D+ lle-q’41E GCWLi2 llle-q’fIIID + lle-%‘ll. + IIMD,). (3.31) Since (le-qrg’(lE < Ile-“‘gllE + C I(e-“‘V,.B(x’, O)((,, (3.6) follows easily. The proof of Proposition 1’ is complete. Hence Proposition 1 is also proved.
4. PROOF OF THEOREM 1
In this section, we prove Theorem 1. This will be done by inductive estimates of the derivatives of u, cp, in the spirit of [1,2] (see Proposition 9 below). We shall need to estimate derivatives of composite functions; therefore we shall introduce Sobolev space norms Q,, Qh depending on a parameter q and prove an estimate corresponding to the L* estimate (3.4) (see Proposition 8 below). Proposition 9, of which Theorem 1 is an easy consequence, will be obtained by combining Proposition 8 with estimates collected in Lemmas 2 to 6 below. From now on, we suppose that lo, 6, T, R are such Proposition 1 holds; namely A,, b are small enough and b c T/R. Recall that we assume that 0, x [0, S] is a neighborhood of D in Q x R+ (see Section 3). We also
ANALYTIC
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351
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assume that S is so small that u is analytic in &, and cp is analytic in &. Let us introduce some more notation. We shall write 8, instead of aYj if 0 < j < N- 1, where y, = I as before, and aN instead of aXN. If a = i) is a multi-index, 8; will mean 82 . . . a?:;. For s E Z +, we shall k+
l.l Gs
w%
a;Ziw’,
iiZi/s
=
c&
bs
iiqw”
for
the
II”
norms oi D and E. When a E R, we denote by [a] the largest integer O, p is a fixed positive integer satisfying ,U> [(N+ 1)/2] for later purposes, and 9 = t + y, where y is a fixed strictly positive constant (introduced to obtain uniform estimates later on).
Q,(z)= f Ille-9y Wll,-j,
Q;(z)
= i (le-qF a#,- j
j=O
j=O
To simplify some later computations, it is also convenient to put 9 = A$N l8. The following proposition, which is a consequence of the results of Section 3, gives the basic estimate for the proof of Theorem 1. PROPOSITION 8. There exist constants qp > 0, C, > 0, such that the following holds $7 > q,,, z E C”(6, @*“‘), and x E Cm(D, @):
v”‘Q,(d + Q;(z) + Q;(W < C,{ 11-“*Q,(W +e-w
1
+
Qi,W@,Vx))
+G
lal da
x (iia;4iD, +v+
llqvx~~it,~~. (4.1)
Proof of Proposition 8. Write Z= e--‘IYz, X= e-VYX, pV = e--llrYe9s, where go =a, +q and gj=aj if l
VI’* C lll~i$zlllp-j + C (I19&zllp-j + llgd9Wlp-j) i
+ C l19~w(z, 9x)llp-j is,
for all ZE Coo@, @&), XE Cm(E, @), qaqp. Proposition 1 shows that (4.2), holds and obtain (4.2), we proceed by induction. So assume that (4.2), has been proved for all q< k and let us show that (4.2)k+, holds.
352
PAUL
Since cY,Z=Y~Z-~~?-~’ that
GODIN
zz’i’ 5$18,2--q
d,‘Z
(where J& =I),
it follows
N-l $‘2
Writing
Illa,Zlllk
<
c(?1’2
lll~zlllk
+
#‘2
1 I=0
lllalZlllk
+
t13’2
lllzlllk).
(4-3)
.
(4.4)
q = go - a,, we obtain from (4.3) that
q”’
lllaNZlllk
6
c
~-1’2(ll/90~qzlilk
+
IIk?qzlllk+l)
1 N-l
+ c2
(
,;. Ill~,4llk f Ill~o4ll,
On the other hand, we may apply (4.2), first with Z, go’ox, then with Z, X replaced by a,Z, 8,X, 0 6 1~ Nright-hand sides by standard commutator arguments. with (4.4), (4.2), + 1 follows easily for q large enough. proof of Proposition 8.
)I
X replaced by goZ, 1, and estimate the If we combine this This completes the
Remark. If 8;~ 1,= o = 0 and ajx 1,=o = 0 for 0 < j < p, a global result (that is, without a domain of influence) corresponding to (4.1) has been proved in [7, Propostion 5.11. (Actually normal derivatives of z on xN = 0 are also estimated in [7, Proposition 5.11.) Let v be as in Sections 2, 3. It follows from (3.1), (3.2) and our construction of D, E that 9% = 0 in a neighborhood of D in 0 x R +, while 9?(djv,V~jcp)=OinaneighborhoodofEinox(O}xW+ ifO
F,, j =
N-l
a; - 2 a,B,a,v + C (Bka; akajv-ag(B,a,aj4) >
k=O
in D, while the condition
(4.5)
k=O
9(aju, V ajq) = 0 in E implies that
N-l &,j
=
*go
ta;fajkd
+ 4,v,,(a;
bk(V)-a;(ajk@k(v)))
ad - a;Wcu,v,,(ajv))
(4.6)
in E. When proving estimates for FE’,.j, g, jr it is convenient to use a more symmetric notation. So let w’ be the vector with components {Q,, Ial = 1, 16 I< 2m}, and let w” be the vector with components {a;cp, (al = 2). We also define vectors G’, 3 by ci, = ‘(0, Vcp), 6 = ‘(v, w’, Vcp). The components
ANALYTIC
REGULARITY
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353
of w’, w”, I? will be denoted by w:, wf, GS. Notice that it follows from (4.5) that F,,j = T, + T2 in D, with G,(6) + c w:G,,(+) s T2 = c (8; $w:H#)-
,
a;(8jw:Hk(6))),
(4.7) (4.8)
and that it follows from (4.6) that g,
j
= C (Ia;
ajGsJs(G)
-
aF(ajssJs(a)))
(4.9)
in E, where the vector valued functions Gr, G2,s, Hk, J, are analytic. For bounding F,,j and g,j, we shall need the following lemma. LEMMA 1. There exists a constant C > 0 such that for all j E Z + with O< j<,u, all qEZ+, all jl,..., j,EZ+ with j, + ... + j, = j, and all fi, .... fq E C”(d, @), the estimate
holds. Proof of Lemma 1. We may of course assume that q 32. Choose an extension operator 8: P(b, C) + Hp(RN+‘, C) such that for every integer 1 with 0 < I< p, d is continuous if C”(iT, C) is equipped with the H’(D, @) topology and H”( RN+ I, C) is equipped with the H’(RN+‘, C) topology. Using &‘, one sees that (4.10), is a consequence of the analogous inequality
C) if s = 1, .... q. Notice that in for all F,, .... F, with F, E Hp’-iS(RN+l, (4.11 )4 one has j, # 0 for at most j 6 ~1values of s; hence it suffices to prove (4.11 )4 for q < ~1only. Now for fixed j < p and fixed q ,< JL, there is only a finite number of ways of writing j = j, + . . . + j, with j, > 0. Furthermore from the inequality p > [(N + 1)/2], it follows that for all q E Z + and all j, there exists C’>O such that the . ..+j., II, ...f .i, E .z+ with j=j,+ inequality
SC’ If lllFsIII~r-j~~w~+I,c, H@-qRN+‘,C)
(4.12)
s=l
holds (see, e.g., [7, pp. 8 l-821). Hence (4.11 )4 follows readily from (4.12). The proof of Lemma 1 is complete.
354
PAUL
GODIN
In order to bound F,, j and g,j, we shall need to estimate derivatives of composite functions, and we shall do it in the spirit of [ 1,2]. For qE E+\(O), put my = cq!/(q + 1)2, where c is so small that c?
%I
= (P) 03
u c (8) 03
MIS1
mlu-pl Gmlal,
mla-BI+
1 G
14
for all
%I
CLE(iZ+)N\{O}.
(Here /I < a means that /Ij < aj for all j and that /I # a). If E> 0, put M, = Eleqrn If ZE C”(b, lFP) for some n~Z+\{0}, define lzlP = 8;~) where 19 > 0 will be chosen later, and [z], = sup,or,=“; Qe,,- I,(
SUP0 O, C>O, which depend only on 4, lll4lp+l (actually lljzlll, for (i) and (ii)), y, such that for alIp> 1, all 0>0, and all E > 0, the condition [z], < V/E implies the following:
(i) C&)1, d CCzl,; (ii) (iii)
Mz)l,+ I d C(lzl,+ 1+ M,+ ICzl,); for Jal=p+l,j=O
,..., N-l,
ands=l,...,
n
Qep(aF(ajzs#(z))- 8; ajzsd(z)) Proof of Lemma 2. It follows the lines of the proof of Lemmas 3.3.1 and 3.3.2 of [ 11, or of Lemma 3.1.1 of [2], so we just indicate briefly how to modify those proofs. To prove (i) we write for 1aI= p and 0 G j< p, e-ecp-')r
aj i3$cj(z))
=
C da,, oL,+ ... +lr,=cr
where c(aI, .... a,) =
JL1
a,)=~e-ec9-lw @(a1, ee.3
.... a,) @(a,,
-., 4,
a,, .... a,, E (Z+)N, I<;<“ak9and . . a/
I-j. V((W . . . %%Nz)) O (4.13)
ANALYTIC
REGULARITY
OF SHOCK
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355
In (4.13), $s,h = ($;) e-e(lv~hl-l)~ a$* ayz,, with Js,h =CsSrGqh jr,h + C h
also use an analogous result for functions on E. For put rnb = c’q!/(q + 1)5/2, where c’ is so small that
for all aE(Z+)“‘\(O}. For e>O, write Mq=el-qmb. If ZEY($ IJY) for some ncZ+\{O}, define lzl; = SUP~,~zP Q&t- ,,@p)> L-4; = sup0
v > 0, C > 0, which depend only on 4,
Ml Ir+ 1, y, such that for all p 2 1, all 0 > 0 and all E > 0, the condition [z];
6 V/E implies the following:
0) C&)1; S CCzl;; (ii) (iii)
I&)I;+l
GCc(l~l;+~ +M;+,Czl;);
for (a( =p+
l,j=O,
.... N-
Qbp(aF(ajzs4(z)) - 8; GCc(p+ w4;+,
1, and s= 1, .... n, djZsb(z))
+q+I(l+
CqJ’>~
The proof of Lemma 3 is similar to that of Lemma 2, so we may omit it. Remark. The choice of rnb is not fortuitous. It is imposed to make mp and pli2rnb of the same size, for purposes which will become apparent in the proof of Proposition 9 below.
356
PAUL
GODIN
In the next two lemmas we collect estimates for Ti, T2 (defined in (4.7), (4.8)). We put )a) =p.
LEMMA 4. There exist constants v > 0, C > 0, depending only on G, , G2,*, III9)(( p, y, such that for all p 2 2, all 0 > 0, and all E > 0, the condition [$I,1 d V/E implies that
C&q,-,,V,KC(l~l,
+~,Wl,-,(I
+&b”lp-A+
W’IJ
We have T, = T,, + T12, with T,, =a;(G,(O)), Lemma 2(ii) gives that Qe~p-l~U'll)G C(IO(, + MJE],i). On the other hand we can write iZ;(~tG~,,(a))= S, + S, + S,, with S1 = B;wtG,,J%), S, = COcs~c,,,,.(~) Iwl:IIsl I%(~h-,,~ which can be bounded by sM,Ji+&,- 1 [w”lp- i if we use Lemma 2(i) (for G&6)) and the inequality C 0 < B< c((;) M,,, M,, _ BI < EM,%,. The proof of Lemma 4 is complete. Proof of Lemma 4. T,, = Cs a;WG,,sbW.
LEMMA 5. There exist constants
v > 0, C> 0, depending only on Hk, ll1~lllp+ 1, y, such that for all p L 2, all 8 > 0, and all E > 0, the condition [$I,1 < V/E implies that Q,,,-,,(W=(P Proof.
Iw’lp + Mp +~p!N,-Al+
PIN,-I)}.
Since the proof is similar to that of Lemma 3.3.l(iii)
of [l],
we
omit it. From Lemmas 4 and 5, we obtain the estimate
Qscp-,,(f’a,j)G C(P IW’Ip+ Iw”Ip + l@lp+ Mp[+]p- I(1 +&Cw”Ip- 1) (4.14)
+ P~pc~l,-1cw’l,-A7 provided obtain
[%],-1
Q&p- l,(Sa,j)
G CP{
Using (4.9) and Lemma 3(iii), we
IaIL + Mp(l+ Cal;- ,)‘>,
(4.15)
provided [$I;- i < V/E and (a( = p > 2. As mentioned already, we plan to apply Proposition 8 with z, x replaced by 8; aiu, a; a,(p, respectively (Ial = p, 0 < j < N - 1). We take care of the terms arising from Do and E0 in the following lemma (in which derivatives in the x,,, direction could also have been considered).
351
ANALYTICREGULARITYOFSHOCKFRONTS
LEMMA 6. One can find constants C, > 0, C, > 0 such that the following estimates hold for all a E (Z ’ )“, all /?E (Z + )” such that Ifi/ d p, and all j E
(0, 1, .... N(i) (ii) (iii)
11: sup,, la;+s f?,ol G C, Ckl (al!, sup, la;+s J,ul < C, Ckl [al!, sup, la;+fi a,V,,cp( 6 C, Cyl Icrl!.
Proof of Lemma 6. Recall that in Section 3 we have defined /?j( y), for 0 < j< N- 1 and y = (x’, t) E E, as the C-linear form vanishing on X,‘, such that (fij( y), bk(aA(x’, 0, t))) = 1 if j = k and 0 if j # k. It is easy to check that /3’ must be of the form pj( y) = bi(ul(x’, 0, t)) with bj analytic. Hence (3.2) implies that
(4.16) in E, where a](u) = (b’(u), bN(u)) is an analytic function of u. Write 6(x, t) = u(x’, 0, t). Since dpu =0 in D, it follows from (4.16) and the definition of 2 that
2 = @(u,a,u,5)
(4.17)
in D, with Q, analytic. But u(~, is analytic up to 8D,; hence using (4.17) and the classical Cauchy-Kowalewski computation (see, e.g., Lemma 3.6.1 of Cl]), we obtain (i). (ii) is an immediate consequence of (i) and (iii) follows at once from (ii) and (4.16). The proof of Lemma 6 is complete. If H > 0 and p 2 2, let us say that condition (p, H) holds if [G], _, < H, ~[w”]p*-~ ,
PROPOSITION 9. One can find strictly positive numbers E, 0, H such that condition (p, H) holdsfor all p > 2.
Proof of Proposition 9.
We proceed by induction.
Condition
(2, H) will
hold provided
if Ho is large enough
HaHo
(4.18)
E
(4.19)
(independent
of
(E,
0)) and .sO is small enough
358
PAUL
GODIN
(independent of H, 0). Assume now that condition (q, H) holds for 2 < q < p and let us manage that (p + 1, H) also holds. We apply Proposition 8 with z replaced by 8; aju, x replaced by a; a,q, [cl1= p > 2, O
eal,
with qr given in Proposition 8. Henceforth we denote by C, K or C1 various strictly positive constants independent of H, E, 8, p. (4.1) implies that (W-
l))“*
ch,,- ,,(a;
G Ci(Q-
11)-l’*
ajo)
+
da;
QQ+
Qo(,-I)(~~-,,~>+
ajv)
+
Q&
Q&p-l)(ga,j)+
l)(a; ajVcp) S,>,
(4.21)
where s, =e-e(P-l)Y
1 ((qpWIQU
l))“-lPl
x (Iv;+@ aj41D, + (W-
I))-“’
ll~~+a~j~,dI~o).
Using Lemma 6, we get S, < CKpp!.
(4.22)
(W”JP
(4.23)
Note that
Also
IA, G I$ + l%lq G GWl,-,
+ WlqA
(4.24)
where CB is independent of H, E, p and tends to 0 as 8 tends to cc. Because of the first and third part of condition (q, H), the right-hand side of (4.24) may be bounded by CoHM4-1(l+(q-1)1/2/~) if 2
(4.25 )o.
if 2
< CH.
(4.26)
On the other hand, (p, H) also implies that [~],-,(l+~Cw~l~~,)~H(l+H(~-l)~‘*).
(4.27)
ANALYTIC
REGULARITY
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359
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Assume that (4.28)
EH
with v as in (4.14) and (4.15): Using (4.23), (4.25),, (4.27), (4.26), and (p, H), to bound respectively the second, third, fourth, and fifth term of the right-hand side of (4.14), we iset
Qoc,-,,(f'qjKC(~
Iw’lp + Iw”II, +M,H+M,HU
+H(P-
l)“*)
+ ~43’) d C(p (w’lp + Iw”I;
+ pM,H(H+
1)).
(4.29)
On the other hand (4.28) (4.15) and (p, H) imply that
Q&p- l,(ga,j) G CPML(H+ Hence if B0 is large enough (independent
112*
(4.30)
of p, E, H) and (4.31)
tee,, it follows from (4.21), (4.29), (4.30) that
(epp* lwyp + lwy; + lwy; ~C{p”2~-“2A4~H(H+1)+pM;(H+1)2+KPp!}.
Notice that ltilL+, in particular that
uw/*
< C( Iw’IL + I ,“I;);
(4.32)
hence, if we use (4.23), (4.32) implies
b+ + I+I;+~ + ba dC{p”20-“2M,H(H+1)+pM;(H+1)2+KPp!).
(4.33)
Let us assume that ell*E ,> 1.
(4.34)
If we multiply (4.33) by E(P”~M~)-’ and use the inequalities “*IV; < CM,, it follows that c&M;+,? P
lw’lp I IWb+l+ -< E W’lp M,
M; + 1
p112M,
CE(H+
l)* + C, P~‘~(EK)~.
pl’*MP
<
(4.35)
We ask that 4Cc(H+
l)*<
H,
(4.36)
360
PAUL
GODIN
so that the first term in the right-hand side of (4.35) is not larger than H/4. To make the second term in the right-hand side of (4.35) not larger than H/4, we impose that 2EK<
(4.37)
1
and that 4C, sup (2F’p3’*)
< H.
(4.38)
pa2
It follows from (4.35) (4.36), (4.37), (4.38) that (4.39)
Finally if 8i is large enough (independent (4.25), that
of E, H, p), we obtain from
l+lP<-H
(4.40)
MP ’ 2
provided
e>e,.
(4.41)
Inequalities (4.39) and (4.40) imply at once (p + 1, H). So it suffices to choose H so large that (4.18) and (4.38) hold, then E so small that (4.19), (4.28), (4.36), (4.37) are satisfied, and finally 6 so large that (4.20), (4.31), (4.34), (4.41) hold. The proof of Proposition 9 is complete. Using Proposition 9 and the Sobolev estimates of the form sup la”cp( 6 C1 Cyl Y E
imbedding
theorem,
we get (4.42)
Ia)’ .,
(4.43)
sup la%1 Y < C, Cyl(a(!. D
Inequality
(4.42) shows that cp is analytic in E. Since u satisfies the equation
-=au
-A"~‘(U,Vql) >
in D, it follows from (4.42), (4.43), and the classical Cauchy-Kowalewski computation (see, e.g., Proposition 3.6.1 of [ 11) that u is analytic in 4.
ANALYTICREGLJLARITYOFSHOCKFRONTS
Theorem 1 is now an immediate uf (x’, Ik b, - dx’, t)), t).
consequence of the equality
361 u&(x, t) =
5. PROOFOF THEOREM 2 The proof of Theorem 2 is similar to that of Theorem 1 so we shall describe it only briefly. After a translation of time we may assume that to = 0. We change variables as in Sections 2, 3 and obtain Eqs. (3.1) and (3.2) which now are valid for (x, t) E G8 x ] -6, S[, (x’, t) E og x ] -6, S[, respectively. If t*O, put D*=lJlaclcTDt, E*=UrwctxTEt, where D,, E, are defined as in Section 3. One can find 1, > 0, 6, > 0, independent of t* ~0, such that for each I 0} by the set {t E R, t > t*} and if one checks the fact that b and 2 can be chosen independently of t* < 0 throughout the proofs. (In the proof of Proposition 4, one should take CL(X,t) = (i- t*) cr,(b Ix-%IJ(tt*)) q(bt/(it*)) now.) So now fix 2 O, R>O, so that bR < T- t* and a6 x [ -8, S] is a neighborhood of B* in D x 58, and such that v is analytic in a neighborhood of B,. while cp is analytic in a neighborhood of E,. . The results of Section 4 apply with obvious modifications (i.e., one has to consider Cauchy data on t = t* and take 5 = t + y with y > It*1 now) to yield analyticity of u in 6* and of cp in E*. This immediately implies Theorem 2.
APPENDIX
In this appendix we have collected the proofs of several results (Propositions 2, 3, 4) used in Section 3. The proofs of Propositions 2 and 3 are close to the sketched proof of a corresponding result in Section B.3 of [9]. (In [9] only the case m = N= 2 is considered, which leads to some simplifications.) However we give indications about the proofs of Propositions 2 and 3 for the sake of completeness. First we check that, at the origin of w x (0) x R, the boundary value problem (9, @) (resp. (p*, %*)) satisfies the uniform Lopatinski condition (resp. the backward uniform Lopatinski condition). If Q is a differential operator in o x (01 x R, we denote by c(Q)(O, <‘, r) its principal symbol at ((0, O,O), (r’, r))~ (o x (0) x R) x (RN-’ x C).
362
PAUL
LEMMA A.l.
[<‘I’+
OnecanJindC>Osuch
GODIN
thatforall(5’,z)E[WN~‘x@
with
)712= 1 and I m z < 0, and all z E E+ (0, t’, z), the inequality
holds. Proof of Lemma A.l. The uniform stability condition (2.6)(0,0,0j implies that r/IO(O) + ~~=-r’ [$Ij(0) and .M(O)z form a uniformly strictly positive anglewhenImr
2 Cl IY(O) Jw)zl 2 c, I(1 -P(O)) mow
(A.11
uniformly when (<‘j2+l~)2=1, Imz 0,
I~‘(O)zl a c, I4
(A.2)
uniformly when l~‘12+1r12=1, Imr
t, D,, D,) = 9*(x, -t, D,, -D,), W**(x’, t, D,., D,) = D,., -D,) (where D = i-’ a) and denote by E**(O, <‘, 7) the space associated to P’** in the same way as E+(O, t’, 7) is associated to 9. %9*(x’, -t,
LEMMA A.2. l<‘12+17\2=1
There exists C> 0 such that for all (r’, 7) E RN-’ and1 m 7 < 0, and all z E E**(O, t’, T), the estimate
I(aw**w,
x @ with
t-3 7))zl 2 c Id
holds. Proof of Lemma A.2.
d%(O) is an isomorphism
of @“” onto itself. We
have dX(O)(Ker
a(‘X**)(O,
g’, 7)) = (Ker a(V)(O, t’, -7))‘.
(A.3)
In fact, it is not hard to check that the left-hand side of (A.3) is contained in the right-hand side; since a simple computation shows that both sides have dimension equal to m - 1, (A.3) follows.
ANALYTIC
REGULARITY
OF SHOCK
FRONTS
363
On the other hand, it is shown in [3, pp. 333-3341 that d;(o)
E**(O, (‘, 1) = (E+(O, 5’, -?))I.
(A-4)
From Lemma A.1 we know that Ker cr(9?)(0, <‘, -Z) and E+(O, r’, -t) form a uniformly positive angle. Furthermore their (direct) sum is equal to c2m, since dim E+ (0, t’, -t) = m - 1. Hence Lemma 2 follows from (A.3) and (A.4). Put %7*(x’, t, D,,, D,)=%$(x’, -t, D,., -D,) forj= 1, 2 and for q>O define the operators A,, = (q’ + ID,. I* + Of)‘/*, 9, = edV’ 9eV’, $P** = e -V ?Z**t?, (WI), =e-“* (&1e”‘, (VT*), = eerlrq*e”‘. Using Lemma; A.l, A.2, and assuming & (defined in (3.3)) small enough, one can construct Kreiss symmetrizers (just as in [6, Lemma 4.33, see also [5, lo]) for the “inner” operators YV, Y;* with corresponding boundary operators (“qJq),
(w;*)$
respectively. Hence arguing as in Section 4 of [6], we end up with the following result: there exist constants C > 0, q0 > 0, such that for all ‘12 q,,, the following inequalities hold.
v”* llle-q’41~. R+ Ile-W ox tojx RG C(rl-‘I* IIle~q’Flll~x R + Il~~‘e-~‘~~ Ilox foj x w + IP’h2
Ilox 10) x w),
(A.51
if z E eVrH’(Q x R, @2m), 9z = F in 52 x R, and Vjz = hi in o x (0) x R for j= 1,2;
y1”* lll~“‘411Qxw + lle’Vlwx fojx w Q C(V”* Ill~“rf’lllox R + IM;‘e% llwx io) x w + Ileq’h2IL lo) x d,
(A.6)
if zEe- ~‘H1(QxlR,@*“),8*z=Fin~x!R,and%?,~z=hjinox{0}xlR for j= 1, 2. We may now prove Proposition 2. This will be done in three steps. Proof of Proposition 2. Step 1. If q > 0, write 9: = erlr$p*e-Vr, U: = F,, = evfF. We are going to show that the following holds.
e’%?*e-“I,
If rl is large
enough,
there exists f, E L*(Q x R, C*“) n (w x R, @‘“))) such that Y;fq = F,, in (l7je *+ Q x R, %;yoTqNl 0 in.o x (0) x !R in the distribution sense, if y. means trace on 0 x (0) x R. (A.71 cj(Rf
H-‘/*-i
364
PAUL
GODIN
To see this, put W,, = e-‘%‘eV’ and write Y = {w E C,$)(G x R, CZm), %?,, w= 0 in ox (0) x R}. It follows easily from (AS) that the linear map @: gV Y + @ which sends yq w to (w, Fq)nX R is well defined and that l@~=+4l G c, lIlQ4lI*. Iwfor some C, > 0 (depending on q) if q 2 Q, > 0. Hence there exists fq E L2(52 x R, Czm) such that
for all w E Y. Since distribution sense. cj(R,+, H-U-i (w other hand, writing
C;(Q x R, C2”) c Y, it follows that g:fq = F,, in the Since det J& never vanishes, it follows that fq E x R, Czm)) for alljE h+ (see, e.g., [4, Chap. 21). On the (D,) = (1 + JD, l*)i/* (with y = (x’, t)), one has
To prove (A.9), let x E C,“(R”‘) satisfy j x(y) dy = 1; put x,(y) = E-“‘x(y/s) if E> 0. Define xE dr as the measure with density x,(y) on o x (0) x R and write f, = f* (x, dy). Integration by parts shows that (A.9) holds with f replaced by fE. If E tends to 0, (A.9) follows easily. Now write u = e-‘“y, f,,, yl=(uEC~(Wx{O)x[W,~2m), Vu=0 in ox (0) x R}. Let us denote by (T, ~p)~ the action of the Cj valued distribution T in o x (0) x R on the Cj valued test function cp. If j= 2m, we simply write (T, cp). Comparison of (A.8) and (A.9) easily shows that
(Yod%U, v > = 0
(A.10)
for all VE Y’. If ~EC~~(OX(O}X(W,@) and v=‘(v+,v~)E CF(o x (0) x R, C2m) satisfy A!+ v + + dt- v- = ~j?s-o’ (~W/ay,) /Ii ox (0) x OB,it follows from (A.lO) that
in
(A.ll)
(A:)-‘d+u=(.d*_)--1db,
(A-12) Notice that (A.1 1) means that V:u = 0 in o x (0) x R; hence, writing (WT), for eq’%?eKqr, we get J re),
rof,
=
0
in
ox(O}xR.
(A.13)
Now we may decompose Z = (A: ) - ’ &+ u as Z = Z’ + Cj”=-ol *fljZ,, where (Z’, *), = (Z, *-~~m, l = CzY XSj>mv
ANALYTIC
REGULARITY
OF SHOCK
FRONTS
365
<‘Bjzj9 *>m = Czj9
x { 0} x R, V’) and all x E (B'IcI>>I f or all $ E C;(o C;(UI x (0) x R, @). From (A.12) it follows easily that (A.14)
Since &Y&,’ Zj dyj = (9*)-l (I- P)Z, (A.14) o x (0) x R; hence (+?S:), y,,f, = 0 there. Together that %;yOfV = 0 in w x (0) x 0% Hence the proof Step 2. Let us prove that the distribution f, the following regularity property:
shows that %‘:u = 0 in with (A.13), this implies of (A.7) is complete. constructed in (A.7) has
For any s > 1, there exists q(s) > 0, independent of F, such that the following holds when q > q(s): if f, E ZZ-‘(0 x R, c2”) and y0fv E H”-‘(co x (0) x R, @2m), then f,, E H”(f2 x R, czrn) and (A.15) y,f, E H”(o x (0) x R, C”“). To prove (A.15), we use the standard mollification technique (see [4, Sect. 2.41). Let x E C,“(RN) satisfy the following conditions, if 6 means Fourier transform: (i) (ii)
for some k > s, i(c) = O((clk) as i --t 0 in IV, if CEUV” and j(XJ=O for all AEIW, then c=O.
Let us define as before x,(y) = ~-~x(y/e), E> 0, and fv,E= f, * (x, dy), if xE dy is the measure with density x, on w x (0) x R. We apply (A.5) with z replaced by e - “‘j&, square and integrate from 0 to 1 with respect to the measure E-2”-1(1+B2/~2)-1d&.Normsofthetypes(~~lllu*x,III~.R~-2”-’ (1 +a2/c2)-’ dc)1’2, cj: IIYo~*XEll~x{O}xW~-2s- ‘( 1 + d2/t2)-’ dc)lj2 are studied systematically in Section 2.4 of [4]; in particular it is shown there that they are essentially equivalent to 111(Z-d2 dY)-1/2 (Z-d,,)“” u(ljnX u, ll(Z-d2 dY)-‘12 (I- dY)‘12 you(JoX (o) X u, respectively. Standard commutation arguments using the estimates of Section 2.4 of [4] easily yield (A.15). Step 3. If q is large enough, then fq E H’(Q x R, cZm), so ed9’f, must vanish for large t in view of (A.5), since F does. Assume now that q, tf are large and that ii> q. If w is equal either to fq or to e-‘V-‘r”f,, then w E H’(l2 x R, @2m) and 9’;~ = F, in IR x R, %‘;w = 0 in ox (0) x R. Hence it follows from (A.5) that e-cq-‘r)‘jq = f4, since rj is large. Therefore if we put f = e-*‘f? for large q, f is independent of q and f E %+. Furthermore 9’*f=FinQxRand%?*f=Oinox{O}xR. To solve Problem (3.10), choose first 2 E C$)(fi x R, c2”) such that g = g such that Y*f = F- LT*g in Q x R, W*f = 0 inwx(O}xR, thenfEX+ in o x {0) x R. Then z = f + g is a solution of Problem (3.10).
366
PAUL
GODIN
To complete the proof of Proposition 2, it remains to show that (3.11) holds. To obtain (3.11) we use a well known trick (also used at the end of the proof of Proposition 6). Let J,(t) E Cm( R, [0, 1 I), 0 < E< 1, be equal to 1 ift>&andtoOift<--E.Putg,(y)=J,(t)g(y),F,(x,t)=J,(t)F(x,t).It follows from the proof of the existence part of Proposition 2 just above that one can find y10>O independent of E and z, E (n,,,, e-“‘H’(SZ x [w,@*“)) A X+ such that Z*z, = F, in 4 x Iw, V*(z, - g,) = 0 in w x (0) x R. Hence z: =z-zz, Elf+, and applying (A.6) to zk, we obtain that zh = 0 if t > E. So for q 2 y10(with v0 independent of E), we have vl’* IIIeq’411Q.]E,+~[
+
Ile~t41wxj~~xlE,+mC
6 #‘* IlIe% IllRxR + lle%IIw.~o~xR
v1j2 IlWzlll Qx R+ + Ile’l’zlloxtoix R+ < C(rl-“* lIleq’f’lIl~. R+ + Ileqtglloxioi x R+).
(A.16)
We are now going to prove the following estimate, which together with (A.16) clearly suffices to complete the proof of (3.11). There exist q1 > 0, C > 0 such that for all q > vi and all z E eC”‘H’(52 x R, C2m)
GC(V”*
Illeq’~*zllI,. R+ + Ileq’41,,{o~.R+).
(A.17)
When proving (A.17), we may and shall assume that z E C;,(d x IX, @2m). Since do is positive definite and ZZJ~ZZ$ is real symmetric ifj= 1, .... N, (A.17) is easily obtained if one integrates by parts in Re(eqLz, ZZ*&oeq’z)Q, n+ (actually this is the classical energy integral method, see, e.g., [8], p. 140). The proof of Proposition 2 is complete. Proof of Proposition 3. Proposition 3 can be proved by arguments similar to those used in the proof of Proposition 2 (Steps 1, 2 and beginning of Step 3). Hence we may omit its proof. (At any rate, Proposition 3 is also a consequence of the results of [6]. )
Finally we prove Proposition
4.
Proof of Proposition 4. Choose tli, a, E C,“(BB, R) such that al(s) = s if 1.~1< 1, ai =0 if IsJ >2, a*(s)= 1 if IsI < 1, a,(s)=0 if IsI >2. Define a(x, t) = &,(b (x-X1,/t) or,(bt/t). Proposition 2 shows that for q large
ANALYTIC
REGULARITY
OF SHOCK
367
FRONTS
enough, there exists h E X+ such that .Y*h= H in D x R, V*h =0 in o x (0) x R. If one lets q tend to co, (3.11) implies that h = 0 for t large. Below we shall prove that One can find b, >O> 1, >O such that when O 0, C > 0, such that the estimate q ‘I2 111 eq(’ + “(“~t))h 111 R x R + 11 e”(’ + a(X,t))hIIw X Iol X R
(A.18)
< Cq - ‘I2 111 eq(’ + acX,t))HIIIR x w
holds provided q > ylO. In (A.18), the dependence of ‘lo and C on b, 1, E does not matter; the important thing is that when b, 1, E are fixed, C can be chosen independently of q when q is large. Assume for a moment that (A.18) is proved. It is no restriction to suppose that b,, < 1. Then a(x, t) = b )x-X(, in G&X, t), so there exists p > 0 such that t + a(x, t) < i- ,u on the support of H. Letting q tend to cc in (A.18), we obtain that h = 0 if t + CL(X,t) 2 i-p; this of course implies that h = 0 in Sb,JX, t) and completes the proof of Proposition 4. So it remains to prove (A.18). Write j(x, t) = t - a(x, -t), h’(x, t) = h(x, -t). Then V**h’ = 0 in o x (0) x R! and the estimate in (A.18) is a consequence of an estimate of the type v”* Ille-“jh’lllax
R + lle-4ih’ll~x
< Cq-1’2
l)le-4iY**h’111nX
foIx R R
(A.19)
with C independent of q for large q, To prove (A.19), we make the transformation (2, ?) = @(x, t) = (x, j(x, 1)). We assume that 2b sup ltll I . sup l&,/d\1 d 1; then 0 is a diffeomorphism of 52 x R. Let 8, 9, K be the images of Z**, %?**, h’ by Cp. Notice that FEZ?. Denote by Y$*, %$* the differential operators with constant coefficients obtained when freezing the coefficients of T**, %** at (0,O) EQ x R. An explicit computation shows that each coeflicient in the principal part of g or @ is a perturbation with compact support and sup norm less that c(b +A) of the corresponding coefficient in Y$*, %?$* (here c is a constant independent of 6, I, E, X, ~3. Hence if b, and 1, are small enough, we may proceed just as in the proof of (A.5) above to obtain, for 1 large, the estimate rl”* llle-qi~lll~f. < Cq-‘I*
~~+ Ile-tli~llwi.x iolx wi llle-q’Billln,,
wi
which holds since @E=O in We, x (0) x [wi. (A.19) is an immediate sequence of (A.20). The proof of Proposition 4 is complete.
(A.20) con-
368
PAUL GODIN REFERENCES
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