Nonlinear Analysis, Theory, Printed in Great Britain.
DYNAMIC
Methods
& Applicariom,
Vol.
12, No. 9, pp. 895-919,
1988. 0
0362-546X/88 $3.00 + .oO 1988 Pergamon Press plc
THEORY OF QUASILINEAR PARABOLIC EQUATIONSI. ABSTRACT EVOLUTION EQUATIONS HERBERT
Mathematisches
Institut, (Received
Universitlt
Ziirich,
AMANN RLmistrasse
74, CH-8001 Ziirich,
Switzerland
15 April 1987; received for publication 8 July 1987)
Key words and phrases: Evolution
equations,
semigroups,
interpolation
theory,
parabolic
systems.
INTRODUCTION
purpose of this paper to establish the abstract background for a general dynamic (or geometric) theory for quasilinear parabolic initial boundary value problems. More precisely, we shall develop a theory which is applicable (among other things) to parabolic systems of the form IT IS THE
a,u + a(& U)U = f(t, U) B(t, u)u = g(4 u)
in S2 X (0, m), on dS2 x (0, co),
(I)
where a(t, U) represents, for each t, a quasilinear elliptic system of arbitrary even order on a bounded domain Q in R” and a(t, u) stands for an appropriate system of boundary operators. The right hand sides are given functions of the solution (and, possibly, of some of its derivatives). In particular, (1) will be general enough to cover strongly coupled quasilinear reaction diffusion systems as they occur in numerous problems of physics, chemistry, biology etc. In a dynamic theory we associate with (1) an ordinary differential equation of the form d + A(t, u)u = F(t, II),
O
(2)
in an appropriate Banach space of functions (or distributions), where A(t, u) is, in general, an unbounded linear operator depending nonlinearly upon its arguments. The parabolic character of (1) is reflected in the fact that -A(t, u) is the infinitesimal generator of an analytic semigroup. Given (2), one can try to develop an existence and continuity theory which is-superficially at least-analogous to the corresponding theory for ordinary differential equations in the finite-dimensional case. This is precisely what is done in this paper. Namely, we prove that the initial value problem for (2) possesses a unique maximal solution which depends continuously upon the initial value and the equation. In particular, in the autonomous case it is shown that (2) generates a local semiflow on an appropriate phase space. Moreover, we prove also a differentiability theorem which asserts that the general solution is a differentiable (even analytic) function of the data and that its derivative is the solution of the corresponding linearized equation, provided, of course, the equation is differentiable (or analytic). It is obvious that these results are basic for the study of the qualitative properties of the solutions of (1). Such investigations have been carried out in the well known monograph by 895
896
H. AMMAN
Henry [16] in the case of semilinear parabolic equations. Thus our results can be considered as generalizations of the abstract theorems of Chapter 3 of [16]. It is relatively simple to develop a dynamic theory for (2), provided one is willing to impose enough hypotheses upon the operators A and F. However such a theory is likely to be useless since it would not be applicable to interesting classes of concrete equations. Indeed, it is one of the major difficulties in this approach to find a general setting which is-on the one sidesimple and flexible enough to make equation (2) tractable and-on the other side-general enough to include large classes of concrete problems as specific examples. It will be a consequence of a subsequent paper, which will be devoted to concrete parabolic systems, that our theory satisfies these requirements. There are already other investigations concerning abstract quasilinear equations in Banach spaces. In particular, there is the very general theory of Kato (e.g. [IS]). However Kato is mainly interested in “hyperbolic” problems. Thus he assumes only that -A(t, u) generates a strongly continuous semigroup, which does not need to be analytic. Hence, although his results cover the “parabolic” case, they are not strong enough when applied to concrete parabolic equations (cf. also [24]). The earliest results for abstract parabolic evolution equations are probably due to Sobolevskii [26] (cf. also [13]). This author proves the existence of a local solution to (2) under conditions which are verifiable in concrete situations. In fact, the contents of our paper can be considered as an extension and refinement of Sobolevskii’s results. For different extensions of Sobolevskii’s theory we refer to [14, 231. More recently there has been developed a theory of “maximal regularity” for abstract parabolic evolution equations. It was initiated and applied to “fully nonlinear” problems by Da Prato and Grisvard [ll]. This theory can also be applied to quasilinear parabolic problems [7], within the frame of “maximal (e.g. [7, 221). I n f ac t , as has been shown by Angenent regularity” it is relatively easy to prove existence, continuity and differentiability theorems. However, in concrete applications of this theory one is forced to work in a setting (that is, to use function spaces) which does not seem to be naturally related to the given equations. Since-for the purpose of further investigations concerning, in particular, questions of global existence-we are interested to be able to use simple and “natural” spaces, we have decided not to impose “maximal regularity” assumptions, although the proofs become more complicated in our general setting. But, as will be seen in the subsequent paper on concrete parabolic systems, we are being rewarded by a greater flexibility which ultimately will lead to simple and almost optimal results in concrete situations. Finally there is the “nonlinear semigroup” approach based upon the theory of monotone and accretive operators (e.g. [8, 15, 211). This theory-though very useful in “degenerate” problems-does not seem to give sharp results in the “regular” case. In fact, it is not even applicable to most of the concrete problems we are interested in. The main results of this paper are contained in Sections 7, 8 and 11. It should be mentioned that these results-although derived in the case that the operators A(t, u) have constant domains-are applicable to concrete parabolic systems under nonlinear, time-dependent boundary conditions, which lead, at the first sight, to abstract equations involving operators with varying domains. This will be done by working in appropriate “extrapolation spaces” as in [3-6]. By this way we will be able to extend and improve the results in [2, 31. Finally I should like to thank Dr P Quittner for a critical reading of a preliminary version of this paper.
(El
““‘llull’d’ll~ll(d - I
‘iv - 1)a
3
‘uoyDun3 waq aql s! g alayM
(I-~+qy * z/II
(2) asI?3 ~D!YM u! ‘( 1 ‘CO-)
3 d ‘XJ
31 anrl @I!eua~
s! sy,z
.$yxa s@alu!
asay
pap!Aord
s ‘ “J
3 (s ‘1) ‘1p(s
‘2)y(x
‘3)q
tI
=:
(s‘I)y*q
md aM (d ‘3 ‘~)Lx 3 Y pue (,Q ‘d ‘B)% 3 Y log ‘1 52 1~ 0 103 0 =: (3 ‘I)? Aq VJ IaAo papualxa dpnonuguo3 SF (m ‘d ‘~)J.)I 3 y qxa ‘0 > n, 31 .((a ‘a)27 ‘“.@a
= (0 ‘d ‘WJI WJ
wyl
snwqo
st
11
.(n? ‘2
‘g)Lx
=:
(x) ‘a)“~
Pug d > XJ 103 (cl ‘d ‘S)%~(~ pue ‘@)(I.(( mou aql ~J!M
‘CC, > (J”)~ll(s ‘~);rll~(s - 2)
((d ‘a)lG ‘v&)3
3 Y
‘d ‘a)“a paMopua
v_L3 (W =: @+jl[ hns
%~lCJsgl?s suopmn3 11~30 amds ym~~e~ aql (m ‘d ‘g)la Icq alouap am 8 3 x) IO+J ‘{J > J > s > 0 tza 3 (s ‘J)} =: “4 pue ‘z2j u! vg 30 amsop ayl St v~ ‘GL~:>>soOf~3((S‘I)}=:“~ vd 9 5%m J! (a)“?
(I) WI
%?I
ah
(a)“?%
nstl ‘{J 3 I > 0 f~~(~)w~~}d
a-sqo
n wlou
ayl y$y
paMopua
‘(g)LDg
3
[(+A++ I] ~ey$ os 9 + [J ‘0) : n 11” 30 aDeds y=uw ayl s! (a)“~“a uayl ‘8~ 3 x.+31 ‘(3 ‘IL ‘0))x =: (4)ew Put (9 ‘11 ‘0))3 =: (aW(a ‘LL ‘olb =: WS lnd arM 0 < J .IO+J‘(4 ‘x)3 u (3 ‘_y)g g: (TJ ‘x)~,a pw ‘LILIOUwnuia~dns ayl YJ!M paMopua ‘TJ 01 x ~0~3 suoypun3 papunoq 30 aDeds ~XUIZ~ aql s! (TJ ‘~)a ‘amzds zyaw tz s! x 31 ‘TJ uo acma%amoD as!mlu!od 30 @olodo) atp ‘SFwq~ ‘Molodol %.IO.I~Saq$ ~I!M pamopua Inq ‘(y! ‘g)g se aDeds JoPaA awes aql s! (+J ‘YJ)“~ ‘IaAoalon ‘(2 ‘a)~ =: (2)~ pur! ‘,g 01 YJ ~10~3 slowado mawi papunoq 11” 30 amzds y~ueg~ aql s! (+J ‘2)~ uayL .saceds ~SXI~~ aq 3 pm d ‘g $a? ._ us asuap osle s! x 3~x+.,x lopar\)
lasqns
alpw
aM .snonuguo3
e s! x V&J sueam _J +-,x
I-suogenba
L68
s! uoyDa[uI
ayL .saseds
yoqeled
[lovarl]
pmwu
ay) pm A 30 (azedsqns
le@oIodol aq A pm x la? ‘v 30 uoryzzgixaldcuo3 aql 30 las
leaug~senb 30 hoayl
+ueuda
H.
898
Let (Y, p E (-co, satisfying
1) and denote
by Kr(E,
AMMAN
F, a, /3) the Banach
space of all k E C( fA, Y(E,
Kr(E, LY,/3) := Kr(E, endowed with the norm I(.Ilcn,Bj, and K(E, F, a, 0) = K(E, F, a). For k E KAE, F, a, j3) and u E B$dE) with p + y < 1 let
Ku(t) := Then
’k(t,
I0
it is easily seen that K E ~(B$~E),
Observe
that
O
s)u(s) d.s, B&(F))
Illi;ll G T’-“-a-Y+‘B(l
E, a, p).
F))
and
- (Y, 1 - /? - y)lJk/,,,,,
(4)
for each 6 with (Y+ /3 + y < 1 + 6. Moreover, K E Z(B,~,(E), For (YE B,edE)
in B,CdE), THEOREM
possesses
C,(F))
and k E KT(E, LY,j3) we consider f k(t, t)u(z) u(t) = a(t) + I0
that is, the operator
equation
if (Y+ /3 + y < 1. now the linear Volterra dr,
(5) integral
0 < t 4 T,
u = a + Ku. Then
U] E C=&&(E)
x K,(E,
(6)
we have the following
1.1. Suppose that ((Y + p) v (p + y) < 1. Then.the Volterra integral for each u E B,CdE) a unique solution u E B,CT(E). Moreover, [(a, Q-+
equation
equation
B,&(E)).
a, B),
Proof Let lllullls := sup{tYe-b’ljU(f)ll; 0 < t c T} and observe that 111.Ills is an equivalent on B,&-(E) for each SE R. Moreover, 1 e-6r(1-s)(l - s)-“s-~-Y &IJkjlcn,BJlllull[s /tY e-“‘Ku(t)11 G t’-@-fi I0 for 0 < t < T. Let p E (0,l)
be arbitrary.
tl-“-PB(l Moreover,
there
exists E E (0,l) T’-“-p
Finally,
we can choose
Since (Y+ /3 < 1, there
- N, 1 - ,8 - y)\jkl\,,,,,
5 p,
(6)
norm
(7)
exists to E (0, T], so that
0 s t 4 to.
(8)
so that ’ (1 - s)-‘3+-y E
dslkllc,,a,
(9)
S > 0 so that
T1-Or-b e-sro(l-E)
’ (1 - s)-~s-~~~ I0
d,sllkjjca,Bj s p/2.
(10)
Dynamic
Now we deduce
from (7)-(10)
theory
of quasilinear
parabolic
899
equations-I
that
lll~lll6 :=
~uPw4lla~ lll4lls G 1) c PT
provided 6 > 0 is suitably chosen. Hence 1 E p(K) and u := (1 - K)-‘a is the unique solution of F, is open in Z(F) and of (6) in F : = B&r(E). S ince %92(F), the group of automorphisms [B ++ B-l] E Cm@%(F), L?(F)), th e second assertion follows from [k++Kl which is a consequence
COROLLARY quasinilpotent
of (4).
E T(K,((E,
m, P), ~(B,C,(E))),
n
1.2. Suppose that in Z(B,CT(E)).
((u + p) v (p + y) < 1. Then
Proof. This follows from the arbitrariness
of p in (0,l).
the
integral
operator
K is
n
Remark 1.3. The assumption that ((u + p) v (p + y) < 1 in the above theorem is crucial. This is a consequence of the following example, which I owe to Quittner. Let E := [w and k(t, s) := +(t - s)-%~/*, so that k E K(E, (Y, /3) with a: = /? = l/2 and Ilkllca,s,= l/2. Then the integral operator K with kernel k satisfies K E Y(CdE)), by (4), and has the eigenfunction u(t) := t”* to the eigenvalue 1. n
2. Interpolation spaces We denote by % the category Banach spaces and the bounded
of Banach spaces, whose objects and morphisms are the linear operators, respectively. ?A2 denotes the category of densely injected Banach couples, that is, the objects of ?A2are the pairs E := (E,, E,) of Banach d
with E, 4 EO, and the morphisms T : E -+ F are the maps T E X(Eo, FO) satisfying T E X(E1, F,). (We do not distinguish between a map and its restriction if no confusion seems likely.) We write ,?? E ?AA2 to indicate that .)? is an object of s2, and E_:= (E,, E,) for I? E ?&. For each 8 E (0,l) we choose any one of the real interpolation functors (. , .)o,_,. 1 s p < 00, the complex interpolation functor [ *, *lo, or the continuous interpolation functor (. , .)g,, of Da Prato and Grisvard [ll] (cf. also [12]), and denote this fixed choice by B,(E). We refer to [9, 20, 291 for the basic facts of interpolation theory. (If Dd= R we have to complexify the spaces to use the complex interpolation functor [. , .le. Then we get back to the real situation by letting E e := [E& rl EO, endowed with the topology induced by [E&.) Then it follows from [6, (5.3)] that spaces
E,~E,,~E$+EO, where E 0 := B,(E). If 0 c q < 8 < 1, then
EE93*,0
r] and 8 are well related if either I/.x& s cl-#,-“‘ell~]l$
x E Ee,
(1)
8 = 0, or 8 > 0 and 12E
932
3
.(@)g=)Ls 3 v 103 uorvqos pwawepun3 3yoqe.xed auo ~sour be sJs!xa alaql 3.’ uo!lnIos plyI au0 JSOLU$12sassassod ‘iv‘“‘“‘(~~) ‘,+It?ag .‘/‘v’“‘“‘(d3) 30 uoynlos ppzu e s! (s ‘ .)je n + x(s ‘ . )n =: n uaql [J ‘s] uo pauyap IIaM s! (s ‘ . )j * 0 keys duadold ayl sey “g c [J ‘01 : 43! pue ‘02 3 x 3’ ‘(@)x)Js 3 v .103 uognlos lewaurepun3 sgoqezd e SFn 31 2 3 3 3 2 3 s 3 0 ~03 (s ‘l)fl(2 ‘l)n = (s ‘I)fl wql (n) pue LIE s! $1 ‘(0 ‘Og)ly 3 [(I)~w (s ‘I)] ~I!M (0~~)“s 34 L3guap! aM alaqM (!) 30 a3uanbasuoD
Aq3tw3
ha
-wauq aql 30 [J. ‘s] uo uognIos
‘(s ‘ .)l* fl + x(s ‘ .)fl = n uaql ‘(J’v’“‘s)(d3) walqold e s! n pue (Og)Js x OTJx (J ‘01 3 (j‘x‘s) 3! (u) ‘(1 ‘~)Lx
u (Pa)%
‘Yzb
u ((“a)“~
‘V&J
3n (9
(a)~)“3 3 v .mJ uoynlos pwaurvpun~ xgoqvmd e aq 01 pys s! (Q)a; t VJ : n uoyun3 v ‘! ‘Og = A wy$ amnsw ahi ase3 syl UI .(JV‘“‘“)(d3) Icq alouap v 31 ‘Jpue aM y~!y~ ‘utalqoAd riz&mv~ .mau~]e s! (“‘“)(d3~) uaqJ ‘ n 3o 1ua p uadapur a_wJpue v uodn aDuapuadap sl! aw!pu! 01 (Jv‘x’s)(d3~) Aq (“‘“)&)o) alouap ~[cys am IC~~euo~se~~~ .uognlos 1vqo18 c s! n uayl ‘(CO‘s] u I = f 31 .azkw~xa 40 ~vawy ~vu4~xt9tu B s! f pue uognlos ~vu.i~xvtu e S! n uaql n 30 uo!sualxa ladold e sy qzyq~ uognlos e Is!xa IOU saop alaq] pun [ uo uognlos c y n 31 .(Os ‘f-)[3 u (‘2 ‘f-)3 3 n 31 13?.41ss! f uo n uognlos v ‘1 uo asylu!od ‘“‘“‘(dam) rz sy f 3ey~ y9ns SaLJS!WS q3!qM ‘0 # {S}jJ =: [ q)!M ‘S %U!U~EJUO3‘( CO‘s] u 1 30 pzhIalu!qns (‘9‘~-)3
u (04‘~)r3
u GI ‘r)s 3 n
uogmn3 ‘x=
(“‘“)(d30)
(s)n
‘(CO‘S)~131 ~qqo~d
O8 x (2% hkuauou
Xy3nq
+A
‘(n‘l)J=
n(n‘l)v
muy!svnb
B wmu
aM
+ 12
aql30
1 uo n uotlnlos e ICY .n x z 3 (x‘s) Ia1 pw
X z : (S‘v)
e aq A Ial pue ‘0 BU~U~WIO~ +H 30 leAlawqns
ley~yuou
wql asoddns +J 30 lasqns e aq 1 Ial ‘ZE 3 TJ 137
stualqo.td Xy3nv3 ‘E
q8noql ‘IWaUa8 alow e u! 710~ aM ‘suoyen$rs ala.woD 01 s$Insal Iscesqe aqJ30 uope3gdde aql 103 rluyq’xag Iawal8 e uyqo 01 lap10 u! ‘IaAaMoH ‘asm srql u! paysyes li~~e~~~ewo~ne aq 111~ ssaupavqal IIaM 30 suogdtunsse aql airs Inoq8nolq) ‘Iopun3 uoyqodlalul xalduro3 aql $?.a ‘poqlaur uoyqodlawr paxy I? sasn au0 3! $eqMawos lCJgdw!s II!M uoyeluasald 8u~~ojlo3 aqL .0/h luauodxa 30 louun3 uogtqodlalu! due ST@I’%pue ,,SUIIOU waIeA!nba,, sueazu F araqM ‘(By ~OyJ)BPfg = L"g
‘%3g
3! pavIal
IIa.4 am 8 pue 0 wql amasqo
‘1 3 m 3 0 ‘ng u! WIOU aql salouap
NVlWIV
nil. 11alaqM 006
‘H
Dynamic theory of quasilinear parabolic equations-1 It is well known that a linear operator there exist constants M and o so that
901
to S?(E) iff A is closed and
A : El C E0 + E,, belongs
(i) {h E @; Re /J 2 o} C &-A), G M/(1 + IA]), Re il 2 w. (4 I@ + A)-‘~~~~cE,~ A subset SB of x(E) is said to be regularly bounded if it is bounded in LZ(EJ, if there exis’ constants M and o so that (i) and (ii) are true for all A E SQ, and if {(w + A)-‘; A E Se} is bounded in 9(E). LEMMA 4.1. “de(E) is open neighbourhood.
in JZ(EJ and
A E X(E)
each
possesses
a regularly
bounded
Proof. By the open mapping theorem, D(A) = E, for A E X(E), where D(A) is given the graph norm._Hence it follows that (A + A)-’ E 2!?(E) for A E p(-A). Thus B(L + A)-’ E Y(E,) for AEX(E), BEJ.??(EJ and A E p(-A). Using this fact, the assertion is now an easy consequence of the proof of [25, theorem 3.2.1.1, the smoothness of the inversion map B-+ B-‘, and the above characterization of the elements of Z(E). n For T > 0, 0 < p < 1 and a nonempty
subset
M of a Banach
C+(M) := P([O,
space F we put
T], 44).
Then a subset d of Ct(SY(E)) is regularly bounded if {A(t); 0 s t G T, A E Se} is a regularly bounded subset of X(E) and there exists a constant L such that ]]A(s) - A(~)]~z~E) s J$ - ?, Of course,
(1) means
that d is equi-Holder
PROPOSITION 4.2. C+(Z(E)) bounded neighbourhood.
is open
Proof. This is an easy consequence
$9 t E LO, Z-1, A E d.
continuous
in C+(LE(E))
of lemma
of exponent
(1)
p.
and each A E C$(X(E))
4.1 and the compactness
has a regularly
of [0, 7’j.
n
1s If X is a metric space, then a subset fi of X x C$(%(E)) . said to be regularly bounded if there exist a bounded subset B of X and a regularly bounded subset Se of C$(SY(E)) with JM C B x ~4. Finally a map 91 : X+ C+(%(E)) is said to be (locally) regularly bounded if q,(X) [each x E X has a neighbourhood V so that q(V)] is regularly bounded in C$(‘X(E)). 5. Linear Cauchy problems Let ,?? E S3,, 0 < p < 1 and T > 0. Then we have the basic THEOREM
C$(X(E)),
5.1. There and u,
exists
EK,(E,,Q,~
a unique
nRr(~,
parabolic
fundamental
Elyi - 6) nwEEa
solution,
U,,
for each
n wAdwE)>
A E
(1)
forO
K,(E~,
E,,
E) n K,(E,,
E,, 1 - E) n K,(E,,
01,
A ++UUA
(2)
‘/‘v’“‘&J) tualqold
‘X = (rj)n Aqme3
leatry n
‘J S 1 > 0 aql laprsuos .uogeIodIau.r!
‘(1)s = nO)v am (Q)L3@g Lq (z) pw
aAold aM uaqL + n 3 4 pue ((g&)$3 _
3 v .IO~
(I) ~11013SMOIIOJ s!y~
.slas papunoq
@e@?aJ
$oo.q
uo papunoq
s!
Vn++v ‘W- 2 ‘%I‘ W% +&%e)+i3 dmu ayl pue
uaqL
.alqets
s! (2 ‘0) ~eyl pue 1 > 2 > 0 > 0 ley~ asoddns
‘2.5 AWTIOXO~
-raw! xaldwo3 aql +.a ‘poylaw uogyod~a$u! paxy e asn aM 31 alqels IC~pmymo~ne s! (2 ‘0) ley~ amasqo ‘0 luauodxa 30 0% lolcmn3 uoyeIodla$u! amos 103 (12 ‘l’g)(‘-I)l(‘-~)~ y ~TJ _IO (%J ‘Q)U’“k + %J layl!a pm 1 3 2 3 b 3 0 31aIqe$s aq OJ p!es s! (2 ‘0) .yed IZ~U!MOIIO~ayl UI n ‘([9] OSIE .33) [E’S euu.ua~ pm Z’S umoayl ‘z] 30 samanbasuo3 am suoyasse 8u~u~etua~ ayL ‘([gz ‘g ‘61 ‘~11 OSIB .3r~) [,y] aqeutg+ pue [97J gsAaIoqoS 30 s$Insal umouy IjaM u10.13SMOIIOJvn 30 ssauanb!un put amaysyxa aql $ooAd
NVPIPiV
‘H
206
Dynamic
Proof: 5.2, and
theory
of quasilinear
parabolic
Let k(t, s) := UA(t, s), so that k E Kr(E,,
U.-,*Of, 0) =
903
equations-1
E,, E - c), by theorem
I’W, s)f(s) h,
5.1 and corollary
O
0
It follows
from (1.4) and (1) that u := U,(.
,0)x + U, *f(.
The boundedness of the map (3) is corollary 5.2. Suppose now that 5 + 6 < 1 + 5‘. arbitrary,puty:=u(s),anddefinegE Then [2, theorems 4.1 and 4.21 imply Since u(t) = U(t, s)y + u *f(t,
, 0) E S&(ES)
II B1_&(E1).
an easy consequence
of (1.3),
(1,4),
theorem
5.1 and
Then u E C_XE& by (1) and (1.5). Let s E (0, 7’) be Cr(E&bygl[s, T]:=fl[s, T]andg(t):=f(s),OGtGs. that (CP)(s,y,A,g) has a unique strict solution u on [s, T].
s) = U(t, s)U(s, 0)x + u(t, s)U *f@, 0) + u *f(t,
s) = u(t)
for s G t < T, by the properties of the fundamental solution U : = U,, we see that u is a solution on ]O, Tl of (Cp)~,f,~ which is strict if 5 = 1 and f E CAEJ. Since every solution is apparently a mild solution (if g + 6 < 1 + f), u is the unique solution of (CP)(,,A,fj. (0, T], we infer from (3) that IIt’-%(t)](, < c Suppose now 5 + 6 < 1. Since zi = -Au +fon for all (x, A,f) in a regularly bounded subset of Eg x C+(X(E)) x B&(E,). Hence Ilu(t) - u(s)IIo G j-’ Ilt’-%(r)llo(r s for 0 < s < t s T. Hence
u E Ct(E,),
and the remaining
Remarks 5.4. (a) If we drop the assumption solution u E BCAE,) and the map Eg x CPT(WE))
is bounded
on regularly
bounded
are now obvious.
&(E&
has still a unique
(x,A,~)H
n mild
u
5 + 6 < 1, but assume, instead that fE B60cr(EO) for other hypotheses), then the above proof shows that
sets, provided
THEOREM~.~. Supposethat0<5cl,O< and that (g, 5) and (5,~) are stable.
assertions
sets, provided 5 < 1. above proof, since 5‘> 0 has only been used for proving
x &&(Eo)-,
The following continuity theorem, 0, 1, is now almost trivial.
dt s (c/c)@ - s)~
that 5 > 0, then (CP),,,A,f,
x &&(Eo)+
is still bounded on regularly bounded This follows from the first part of the the assertions about B1 _ ,&dE,). (b) If we drop the assumption that some 6, E [0,1 - 51 (and retain all u E C$-“(E,) and that the map E, x CP,(W@)
- s)c-l
C;-“(E,), 5 < 1.
in which ui denotes
(~A,f)e
u
n the mild solution
of (CP) (X,,Ai,fjj, j =
[==r]
Then
904
there
AMMAN
H.
exists a constant
c, so that the following (xj,Aj,fj)
estimates
are true for all j = 0,l.
E EC X GJ X BeCr(
(i) If q G E, then
(ii) If &‘< r~ and E, + %(rl-5),(1_5)(E5,E,), then
IlkI - 4B~_C”~(E~) =z4llAo- AIIIc@?(J-%IIE + IlfOllB&fE~)) + llfo-fIIIB&fEg)+ 11x0 -fill& Proof. This is an easy consequence Ug-Ur where
= (Ucl - U,)x,
of
+ (Uo - U,) *fo + Ul * (fo -f1)
r/j := UA,, i = 0, 1, and of theorems
It should be remarked that theorems and 5.4 of [2], respectively.
EXISTENCE
AND
CONTINUITY
5.1 and 5.3 and corollary
5.3 and 5.5 are sharpened
FOR
QUASILINEAR
+ U,(xo -x1), n
5.2. versions
CAUCHY
of theorems
4.2
PROBLEMS
6. A local existence result Let E. and El be Banach spaces with El+ Eo. Then E, is said to be relatively complete with respect to E. if El coincides with the set of all x E E, which are limits in E, of bounded sequences in E, (cf. [20, paragraph I.11 for more details). Clearly, El is relatively complete with respect to E. if El is reflexive. We assume now that
(01)
are stable.
V is open in E,, and E, is relatively IfMisasubsetofEoandO<~
complete
with respect
to Eg.
A4 n E,, endowed with the topology induced in E, if rl s c s 1 and M, is open in E,, as follows from
E,=+ E,. Let X, Y and 2 be metric spaces. Then we write f E Cp*“(X X Y, Z), p, (7 E (0, l), if each point in X x Y has a product neighbourhood U x V so that
d(f(xo,Yo)>f(x1>Yd)
~44xo>xl)lP + ]~(YO>Yl)l”~~
(1)
for (xi, yi) E U x V, j = 0, 1. If (1) is true with o = 1, we writef E CP,‘-(X X Y, Z). (In general l- stands for (locally) “Lipschitz continuous”.) We write f E C’*“(X X Y, Z), o E (0, 1) U + Z is uniformly a-Holder continuous on {l-},iff(.,y)E C(X,Z)foryEYandf(x;):Y V, uniformly with respect to x E U. Similar notations are employed for product spaces with
905
Dynamic theory of quasilinear parabolic equations-I
more than two factors. Finally, we write fE properties are uniform. Using these conventions we assume that A is a metric
I!JCP,~(X x Y, Z) if the indicated
continuity
space.. A E CP*‘-s”([O, T] x V, x A, X(E))
for some p E (0, l), (T E [0,1) U {l-} The map
and T > 0.
(Q2)
[(Y>~)-~.,Y,~)];
is locally
regularly
V, x A-
bounded. fE
co,1-,o
(PA
Then we prove the following local existence, uniqueness quasilinear parameter dependent Cauchy problem
we consider
first the special
Tl
x
VP
x
A,
&>.
and continuity theorem for the
s
ti + A(t, u, A)u = f(t, u, A>, where
C$.X@))
u(s) = x,
(QW(s,x,q
case that s = 0,
6.1. Let S x K C V, x A be compact and nonempty. Then there exist bounded closed neighbourhoods U and W of S in E, and 2 of K in A, respectively, and a constant t E (0, T] with the following properties:
PROPOSITION
(i) S C U C ti C W C V,. (ii) (QCP)(O,,J) has for each (x, A) E U x 2 a unique u(. ) 0,. ) *) E w~‘-q[o,
solution
u(. , 0, x, A) on [0, r] so that
t] x u x 2, W).
Proof. Let U and W be the closed I- and 2.s-neighbourhoods of S in E,, respectively, for some E > 0. Then the compactness of S and the openness of V, imply that we can choose E so that (i) is true. Moreover, by (Q2) we can also assume that there are a regularly bounded subset % of Cg(x(E)) x C&E,) an d a closed neighbourhood C of K so that (y, A) E w x X} c %.
{(A(.,y,A),f(.‘,y,;i));
(2)
For 0 < t =z T let se, := {c][O, t]; c E %} and Wt := {w : [O, t]-+
w; j/w(s) - w(t)llp =s 1s- tip>,
endowed with the topology induced by C,(E&. Then we deduce from the boundedness in E, and (01) that Wr is a complete metric space. ForwEW,andAEZletA,,,:=A(.,w(,),A)E C~(%?(E))andf,,,:=f(.,w(.),~)~ C,(E,). We can obviously assume that % has been chosen in such a way that {(Aw,n,fw,*);wE”Mr,,~E~:)C(e.,
O
of W
H. AMMAN
906
By theorem
5.3, the linear
U x W, x 2 a unique
Cauchy
solution
problem
(CP)
possesses, for each (x,w, A) E
(x,Aw,L,fw,l)
u( . ,x, w, A) on [0, t] with
u(. ,x, w, A) E C,(E,)
f-l C:-a(&),
(3)
and the map u x cMrt x z-, is uniformly
bounded.
C,(E,)
n c;-B(Efi),
that p < LY- p, it follows that
Since we can assume
(X, w, n) E u x “Mr, x c,
U(.,X,W,A)EWr, provided r is sufficiently small. Suppose first that (T > 0. Then
we deduce
114.>x0 wo>A) - 4. 9
(&W,h)HU(.,X,W,A)
from theorem
5.5 that
,x1> w17 PL)llC,(E&q)
c w-~llwo - W1lIC,(Eo) + 11x0for (xi, wj, A) E V x ‘IF, x Z:, j = 0,l. that c~~~fi c l/2, that is, that
Il4.A
Hence,
wo,a> - 4.,x>
for wo, w1 E “Mrr, h E E and x E ZJ. Thus theorem that the map
by making
t smaller,
it follows
from
PI”>
if necessary,
(5)
we can assume
(6)
(4), (6) and Banach’s
fixed point
w H U( * ) x, w, A)
has for each (x, A) E U x C a unique fixed point U( I, x, A). By applying again theorem 5.5 (with E = n = a), we obtain
the estimate
- 4*~YAIC,(E,) s 44
7X?A) - 4.) YJ Pu)llC,(Efi) + Ik - Ylla + 4k
for (x, A), (y, 1~) E U x 2. On the other
hand,
Ilu(* 9x9A) - 4.2 Y, P)IIC,(EB) =s4x Hence the assertion the above argument
Xllln + 4L
4IIC,@)6 dlwo - WllIC,(Ep)
w17
wX+Wr,
lM*.%~>
(4)
PI”1
(7)
(5) with CV-@ < f implies
- Ylla + 44 P)“),
x,yEU,AEX
follows from (3), (7) and (8). If o = 0, it is obvious to obtain the assertion in this case also. n
(8)
how one has to modify
Remark 6.2. It is clear that proposition 6.1 remains valid if S is an arbitrary nonempty of VInwhich possesses a bounded closed neighbourhoodbW in V, so that (2) is satisfied. case U can be any neighbourhood of S satisfying UC W. n
subset In this
7. General existence, uniqueness and continuity theorems Given assumptions uniqueness.
(Ql)
and (Q2) it is now easy to prove the following
global existence and
THEOREM 7.1. The quasilinear Cauchy probhem (QCP),,,,,,, possesses for each (s, x, A) E [0, T) X V X A a unique maximal solution u( -, s, x, A). The maximal interval of existence,
Dynamic theory of quasilinear parabolic equations-I
J(s, x, A), is open
907
in [s, 7’1 and
u(. , s, x, A) E C(J, V,) r-l c-q.&
Ep) n C(j, E,) n C’Q,
E,),
where J := J(s, X, A). Proof. nontrivial
Proposition 6.1 implies the existence of a unique solution u0 of (QCP)(,,,,,, on some interval [s, to]. If to < T, we can apply proposition 6.1 again to problem to find a unique solution ui on some nontrivial interval [to, ti]. Since u(ta) E E,, (QW(w(w)) it follows from theorem 5.3 that ui is a strict solution on [to, ti]. Hence we can piece us and ui together to get a solution of (QCP)(,,,,n) on [s, ti]. Let J(s, x, A) := U {[s, t] c [s, T]; (QCP)(,,,,J)
has a solution
on [s, t]}.
Then J(s, X, A) is a nontrivial subinterval of [s, T] containing s. Moreover J(s, x, A) is open in [s, T], since, otherwise, we could apply proposition 6.1 at its right end point, which would give a contradiction. Clearly J(s, x, A) is a maximal interval of existence of a solution u( +, s, x) of (QCP),s,X,k). Finally the uniqueness part of proposition 6.1 implies that there is only one maximal solution. LetA,:=A(.,u(., s,x,il),A) andf,:=f(., u(. , s, x, A), A). Then u(. , s, x, A)l[s, z] is, for each fixed r E J(s, x, A), the unique solution of the linear Cauchy problem k + A.(+
= fU(t),
Since A, E CP([s, t], %?(I?)), we obtain theorem 5.3. n For each s E [0, T) we denote
S
the asserted
by 9(s)
the domain
u(s) = x.
regularity
we prove
THEOREM
the following
7.2. 9(s)
is open
of
u( . , s, x, A) from
of u(. , s, *, a), that is,
9?(s) := {(t, x, A) E [s, T] x V x A; Then
properties
t E J(s, x, A)}.
global continuity. [s, T]
x
V, X A and u( a, s; ;)
E ~~‘-2”(9(s),
V,).
Proof. Let (to, x0, A,) E 9(s) be given and put S := u( [s, to], s, x0, il,) and K := {A,}. Let D,(S, E) be the closed c-neighbourhood of S in E,, and suppose first that o > 0. Then proposition 6.1 implies the existence of positive constants E, t and K and a neighbourhood E of K so that u(. , r, x, A) is defined on J,,, := [r, T] II [r, r + z], for each (r, x, A) E [s, to] x B,(S, 2~) x C, and satisfies I]@, r, x, A) - u(t, r,y, MII,
6 d/IX - Ylla + w,
Y)“),
for r E [s, to] and (x, A), (y, cl) E B,(S, 2~) x Z. The fact that t can of r E [s, to] follows by observing that the number t in proposition set % in (6.2) (and upon T). Wefixnowpointss=:r,
t E Jr,,
be choosen 6.1 depends
(2)
independently only upon the
j = 0, . . . , m + 1, so that , rj, x, A) exists on J,,,, and
H.
908
AMMAN
satisfies U(f,Tj,X,jl)EB,(u(r,s,xo,~),&j+l),
t E
Jr,.,
(3)
>
and IIu(t,rj,X,A)
- ~(t,rj,Y,p)II,
-YII~ +d(h,~u)“,
src{IIx
1 E Jr,., 7
forx, y E j = 0, 1,. . . , m, and A, Jo E Z. From the J(s, x, A) 3 [s, (to + z) A Tj and that B,(U(rj,
S,
X0,
A,),
Ej),
(4)
(3) and (4) we deduce
u(t, s, X, A) E B,(S, 2~) fort E [s, (to + z) A T] and (x, A) E K(S, provided
Z is small enough.
Hence
9(s)
Eo) x 2,
is open in [s, T] X V, X A. Moreover
IW s, x, A)- 4t, s, Y, ~>lla s 4lx for s 6 t s (to + z) A T and
(x, A), (y, p) E fi,(S,
~11, + d(& CL)?
.so) X C. Now the assertion
u(. , s, x, A) E C(J(s, x, A), V,). If u = 0 we have to modify the above proof in the obvious We strengthen that
now the boundedness
requirement
(4) implies
way to obtain
follows
from n
the assertion.
in (Q2) slightly by assuming,
additionally,
the map : V,+
[Y ~(A(.,y,~),f(.,y,A))l
G(WE))
is, for each A E A, regularly bounded on bounded bounded away from the boundary of V,. Then
we can prove
the following
x CT(&) subsets
03) of V, which
are
useful
THEOREM 7.3.Let assumption (B) be satisfied, let (s, x, A) E [0, T) x V, x A be fixed, and suppose that u(J, s, x, A) is bounded in E, and bounded away from the boundary of V,, where J := J(s, x, A). Then / = [s, T], that is, u(. , s, x, A) is a global solution of (QCP)(,,,,,,. Proof. Since A is fixed, we can assume that A = {A}. Let S := u(J, s, X, A). Then it follows from (B), remark 6.2 and proposition 6.1 that we can find a bounded closed neighbourhood U of S in V, and a positive number T so that (QCP)(,,,,A) has for each (a, y) E [s, T) x U a unique solution on [ 0, o + t] n [0, T]. Thus, if f+ : = sup J < T, we can solve (QCP)(,,,,A, for o := (b+ - t/2) v s and y := ~(a, s, x, A) on [a, (a + r) A T]. Consequently, we can extend u( . , s, x, A) beyond J, which contradicts the maximality of J. This shows that t+ = T and, also, that J = [s, T]. W In the special case that VW= E,, theorem 7.3 shows that u(. , s, x, A) is a global provided we can find an a priori estimate of the form IIU(t)lln where
u(t) := u(t, s, x, A).
QC
9
t E
J,
solution,
Dynamic theory of quasilinearparabolic equations-I
8. Autonomous problems Let X be a metric space and t+ : X+
909
(0, m]. Put
9 := u
[O, t+(x))
x
{x}
XEX
and, for a map 9, : 9 +X, let q’(x) := q(t, x). Then Q, is said to be a (local) semifrow on x provided (i) 9 is open in 58, X X, (ii) q” = id,; (iii) @I(X) = Q?“Oq’(x) whenever 0 G s < t’(@(x)) and s + t < t’(x). If t’(x) = cc,for all x E Xthen ~1 is aglobal semifow on X. The set y+(x) : = {@(x); 0 s t < t’(x)} is the positive (semi-) orbit through x and t’(x) is the (positiue) exit time ofx. (We refer to [l, 101 for the basic properties of semiflows.) We consider now the autonomous quasilinear Cauchy problem ti + A(u)u = f(u), Thus we suppose that assumptions oft and (for simplicity) of A. Then (1) possesses for each (s, x) E R, on some open subinterval J(s, x)
s
u(s) = x.
(1)
(Ql) and (Q2) are satisfied and that A andfare independent the results of Section 7 are true for every T > 0. Consequently X V a unique maximal solution u(. , s, x), which is defined of [s, m), containing s. We put
~(t,x):=u(t,O,x),t+(x):=supJ(O,x) and 9:={(t,x)ER+ Then
the following
THEOREM 8.1.
theorem
x v;O=st
is an obvious
~1 is a semiflow
consequence
of theorems
on V,, and 91 E Co.‘-@,
V,).
In the following theorem q([O, T], x) has to be interpreted one does not know, a priori, that t’(x) = 00. THEOREM 8.2. Suppose
as cp([O, T] fl [0, t’(x)),
x), since
that the map (A,f)
is regularly Then t’(x)
7.1 and 7.2.
: V, -+ x(E)
x E,
bounded on bounded subsets, which are bounded = 00,provided q([O, T], x ). is b ounded and bounded
Proof. This is an easy consequence
of theorem
7.3.
(2) away from the boundary of V,. away from aV, for every T > 0.
n
COROLLARY 8.3. Let the boundedness condition (B) for the map (2) be satisfied that y+(x) is bounded and bounded away from av,.Then t’(x) = 30.
and suppose
It should be noted that q has also a smoothing property, namely y+(x)\(x) C El for each x E V. Moreover theorem 7.2 shows that 47 depends continuously upon (A,f) in appropriate topologies.
H. AMMAN
910
The theorems in [2].
and proofs
of Sections
SMOOTHNESS
6-8 are extensions
PROPERTIES
OF THE
of corresponding
GENERAL
results
obtained
SOLUTION
9. Additional regularity properties In Section 11 below we shall show that the map (x, A) H u(t, s, x, A) is differentiable, provided A and f satisfy appropriate regularity conditions. In the present section we introduce some of these conditions and derive “higher regularity” results. The additional hypotheses introduced below have been motivated by applications to quasilinear parabolic systems. In such a concrete setting these assumptions are satisfied by rather natural choices of the underlying spaces, as will be shown elsewhere. Let E and F be Banach spaces with E 4 F, and let B be a linear operator in F. Then the E-realization, BE, of B is the linear operator in E, defined by D(B,) := {x E E f~ D(B);
Bx E E}, B,x := Bx. Let assumptions
(Ql)
and (Q2) be satisfied.
E,(t,y,
A) := &@(t,y,
We put
A))>
(t>y, A) E 10,
Z-1x Vx A,
where these spaces are given the respective graph norms (with respect to the closed operators A2(t, y, A) in E,). Observe that (E,, E2(t, y, A)) E 9Q2.Then we let E,+o(t,.v,A)
0<8<1,
:= %(E,,E,(r,y>4),
fixed (y,,, A,,) E V x A,
and, for an arbitrarily
E 1+0
:=
EI+o(~>YO, U
Finally, E, := (E,, E1+o), 0 < 0 s 1. Observe We assume that there
linear
exists E E (0, r//p)
E,+&>y, with uniformly
that E. E &!&,by (2.1).
so that,
a>&EI+~>
equivalent
E, G +,,/cc-n(E,,
0<8Gl.
for each E E (0, E],
(t, Y, A) E [O,Tl x
norms,
v x A,
(Q3>
and oGEGn=GcGl+&.
EC),
We denote by A&t, y, A), 0 < E s E, the Eg-realization of the linear operator A(t, y, )3) in EO. Then it follows from [6, theorem 6.11 that D(Ag(t, y, I.)) = E, +$.Thus the following assumption is meaningful. A, E CJ’+,O([O,
T] x V, x A, %(&))
and the map
[(YJ)-A~LYAI: is locally It follows
bounded
that even more is true.
V, x A* ‘3(~e(&>)
for each 5 E (0, as is seen from
E]
(Q4)
911
Dynamic theory of quasilinearparabolic equations-I LEMMA 9.1. A&t, y, A) E X(&)
and the map
A)1: V, x A+ G(W&))
[(Y, A) -A&Y, is locally
regularly
bounded
for each 5 E (0, E].
Proof. This is a consequence
of [6, theorem
For (s, x, A) E [0, T) x V x A we consider
ci + A&, in Eg, 0 < 5 G E. Then
n
6.11.
the quasilinear
Cauchy
s < r s T,
u, n)u = f(t, u, A),
problem
u(s) = x
(QW,s,x,m
we prove the regularity.
PROPOSITION 9.2. (QCP)(,,,,Aj,S
U*(.,&
p assesses
., .) = u(.,s,
a unique
maximal
., *),
s E [O, T),
u& * , s, x, A), and
solution
E E (0, cl.
(Ql) and (Q2) are Proof. We deduce from (Q3), (Q4) and lemma 9.1 that assumptions satisfied, if we replace there E, a, p, y and A by EE, (Y- 5, /3 - E, y - 6 and Ag, respectively. has a unique maximal solution u5 : = CL&., s, x, A) Thus theorem 7.1 shows that (QCP)+kj,S on Jg : = J&s, x, A). It is obvious that u5 is also a solution of (QCP)(,,,,A). Hence JE C J := J(s, x, I_) and u5 = u( . , s, x, k)lJ6. Let A(t) := A(t, u(t, x, ,I), )3) and f(t) := f(t, u(t, x, A), A). Then we can apply the regularity theorem 8.2 of [6] (cf. also [6, section 9.13) to the linear Cauchy problem s < t =Gt,
zi + A(t)u = f(t), for each fixed t E j, to deduce
that J, > J.
u(s) = x
n
COROLLARY 9.3. Let J : = J(s, x, A). Then
u( - , s, x, A) E C(j, E, + E) fl C’(j, E,).
10. Auxiliary considerations Throughout this section we presuppose
assumptions
A is a one-point
(Ql)-(Q4)
and assume
that
space.
Clearly, this means that A and f are parameter independent. So we omit any reference Moreover, we restrict ourselves to the case that s = 0 and assume that J(0, x) = [0, T]
to A.
for all x E V.
Then we let u(t, x) := u(t, 0, x). Finally, we assume that O<&
we derive now some technical
LEMMA 10.1. Suppose
that g E C(V x W, B,+,_,
d + A y (t, u(t, X)>U = g(t, x, Y>,
results,
kdE,>).
where k\(E,) Then
0 < t =S T,
the linear u(0) = z
: = C’((0, Cauchy
T], E,). problem (1)
H. AMMAN
912
possesses
for
(x, y, z) E V x W x W
each
CT(Ei + J n Cl, (E,),
Proof. It follows
a
unique
solution
u(. ,x, y, z) E C+(.E,) n
and
from (Q4),
theorem
[.x.-A&
7.2 and lemma
u(. >4)l
9.1 that
E C(Yx> C&W”)))
and that each x0 E V has a neighbourhood U in V, so that {A,(. , u( . , x)); x E CJ}is a regularly bounded subset of CPT_(X(EU)). (Observe that u(. ,x) E Cp([O, T], VP).) Replace now E by E, and put E := IX- u, n := 1 + 6 - u, 5 := p - u and 6 := 1 + p - a. Then it follows from theorem 5.3 and (Q3) that (1) possesses a unique mild solution, u(. ,x, y, z), and (Q3) and theorem 5.5 imply easily the asserted continuity as a function of (x, y, z). On the other hand, if we choose any &‘IE (IL, cu) and replace 6 in the above consideration by 5’ := a+ - Y so that t’ + 6 = 1 + ,D - v - (LY- cu’) < 1 + p - v = 1 + 5, we deduce from theorem .5.3 that u(. , x,y, z) is, in fact, a solution of (l), so that u(. >x, Y>z> E CT(&)
n CT(G + y> n %Ev>.
w
COROLLARY 10.2. [x H u(. ,x)] E C(V,, B1+6_n&E1+6))
for every 6 E (0, E).
Proof. Let g(t, x, y) : = f(t, u(t, x)) for (t, x) E [0, T] x V and y E W : = V. Then we deduce from theorem 7.2 that [(x9 Y) ++ g( . >~3 ~11 E C(V x W, WE,)). Hence,
letting
,U :=
E
and y := z := x in lemma
10.1, we see that the linear 0 < t s T,
d + A v(t, u(c, x>)u = f (6 ~(4 x)), possesses
a unique
solution
from proposition
For the remainder
problem
u(O) = x
u(. , x) so that [x++~(.,x)l
But it follows
Cauchy
E C(K
&+b-&(G+h)).
9.2 that u( *, x) = u( . , x), which proves
of this section
we assume
the assertion.
n
that
~~~sKs&andOaf3
s)F(x, y)(s)W) 0 possesses
for each (x, y) E V x W a unique (S, F) : V x W+
is (separately)
continuous,
&,&(W,,
then R : V x W+
solution
OstaT,
h,
R(x, y) E B,C,(T(E,,
E,)) B,~~Z(E,,
x W$(.W,, E,))
E,)).
If
E,))
is (separately)
continuous.
Dynamic theory of quasilinear parabolic equations-I
Proof.
Observe
that [x -
by (Q3) and corollary follows that
r
Ux] E C(v,
5.2. Hence,
letting
theorem
KT(Ex,
for (t,s) E f~,
it
K - ,M,0).
1.1 implies
r(t) = Sk
(2)
E,, K - ~1)
WE,,
k(x, y)(t, s) := U,(t, s)F(x, y)(s)
k : V x W-+
Consequently,
913
that the Volterra integral I W, YW, +(t) dr, Y)(4h + I0
equation OctsT,
possesses for each (x, y, h) E V x W x E, a unique solution r(~, y, h) E B,e:T(EJ. The proof of theorem 1.1 shows that T(X, y, h) = (1 - K(x, y)))‘S(x, y)h, where K(x, y) is the Volterra integral operator in B,c:,(E,) with kernel k(x, y). Hence T(X, y, h) = R(x, y)h, where R := (1 - K)-‘S: Now the assertion
is an obvious
V x W-+
consequence
B&(Lf(E,,
,x,
n
of (2) and (1.4).
Denote by IE!, the open unit ball in E,. We assume positive number E, and functions [h -Fo(.
E,)).
that, for each x E V, there
h)l E C(dLu, W%W,>
are given a
&A>> (3)
[A -F,(..
x, h)l E C(eA,
&&(~(EK,
E,)))
and [hi
G(x, h)l E C(Mn,
T(E,,
ES)),
(4)
so that >x) := Fo(. ,x, O>l E C(V, k&(.Wn,
[x -F,,(.
E,))), (5)
[xc,F,(.,~):=F~(.,~,~)IEC(V,B~~~:T(~~(EK,E~))) and [X I-+ G(x) := G(x, O)] E C(V, 2(E,, Then
we consider
the linear
Cauchy
ES)).
(6)
problem
ti + A(& u(t, X))U = F,(t, x, h)k + Fl(t,x,
h)u,
0 < t s T,
u(O) = G(x, h)k
(7)(x.h,k)
LEMMA 10.4. The Cauchy problem (7)(X,h,kj p ossesses for each x E V, h E E$, solution u(. ,x, h, k). There exists a map R(x, h) E B,_5~&%(E,, E,))
and k E E, a with
for x E V, h E &,lEb,and k E E,.
unique
[h-,
R(x, h)l E C(&JL,‘%@(E,,
E,))),
x E v,
A
x (J
‘(y ‘x ‘s)r suraIqold ?I] 3 (y
3 1
‘(y ‘(1)n ‘1)SZe+ (1>n[fl(r‘(1)n ‘l)VZ@-1 = “(U ‘(1)n ‘1)v +
1Cymc3 paz!~eaug
‘y ‘y ‘x’s)
paxy
vea
‘J,>Sz=O
R
aq~ 30 (y ‘x ‘s)[ uo suoyyos anbyn aql ‘2 x “g x v x y(y ‘x ‘s ‘ . )n* p pue y(y ‘x ‘s ‘ . )nEp pm ~03 ‘ale ‘(“A ‘(s)@I‘O3
3 (* ‘. ‘s‘*)n uayL
(qa x (mK=
(I)
‘(v x %I) x 11 ‘Ol),Q
.(3 ‘0)
pamnouue
3 9
amos 103
3 (S‘v) ~eyl asoddns
~~~y~qvyua@ip
‘1.11. KRIO~HJ,
ay$ aAo.rd pm
‘(J ‘01 3 s 103
{s < 3 f(S)Q 3 (y ‘x ‘1)) =: (f)Q
D wd a&
LJ amds
ym.~e~
atuos 30 lasqns
uado
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n
u! uado M pue fl pue ‘sands
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amanbasuo3 ‘n).z)
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ue s! uoyasse
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‘((YYB ‘“3)?pp8
wq~ (~‘1) pul! E’S d.n?~~o~o~ ‘(~0) ‘Jz=ls=O
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uogdumsse ‘1)“fl
I
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uro.13 SMOI[OJ
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‘Vn =: MY ‘~1s
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‘y(y ‘.qg = (T ‘q ‘x ‘ .)a ‘(((“3
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PI6
Dynamic theory of quasilinear parabolic equations-I
915
and ti + A@, u(t), +v
= - [&A@, u(t), Q+(r)
tE.i(s,x,A), w(s) = k, respectively,
where
u(t) : = u(t, s, x, A).
Proof. Let ~:=(E,xF,E,xF)E!~~~, V:=VxA, A:=diag(A,O), u:=(u,jl) f(t, u) := (f(t, u), 0). Th en it is easily verified that assumptions (Ql)-(Q4) are satisfied parameter space A = F := (0). Moreover (QCP)(,,,,kj is apparently equivalent to s < t =s T,
u + A@, u)u = f(t, u),
and for the
u(s) = x
for (s, x) E [0, T) X V. Hence we can assume, without loss of generality, that A = F = (0) and omit any reference to A. Moreover we can also assume that s = 0 and put 9 := 9(O) and u(*,x):=u(.,O,x). Let (t, x) E 5%be given. Then we can find a number r > 0 and a convex neighbourhood W of x in V,, so that [0, t + r] x W C ‘3. Hence, by replacing T by t + r and V by W, respectively, we can assume that u E Co*‘-([O, T] x V,, V,),
(2)
and that V, is convex. Forx,x+hEV,andOGt
:= u(.,x+h)
- U(.,X),Wt(.,X,h)
:= U(.,X)
+ tw(.,x,h)
and (azA> a,f)(.,x,h)
:=
I0
’ (a,A,a,f)(.,w,(.,x,h)))dt,
as well as F1(.,x,
h)u := -[d,A(.
for u E E,. It follows from (l), so that
,x,h)ulu(.,x+h)+a,f(.,x,h)u
(2) an d corollary
(3)
10.2 that, for each x E V, there exists .sX> 0
and that
[XHF~(.,X):=F~(.,X,O)IEC(V~Y,BI+G-~~:T(~~(EB,E~))). Since w( a, x, h) is obviously
a solution
on [0, T] of the Cauchy
ti + A(& u(t, x))w = F,(t, x, h)w,
0 < t s T,
problem w(0) = h,
(4)
916
H.
we deduce
from lemma
AMMAN
10.4 (where now 6 plays the role of p, and where K := g := /3 and Es denoting the injection map) that w( . , x, h) = R(x, h)h, where
G(x, h) : = j, with j := E,h
Rk
.) E C(@,,
&(g(E,,
x E v,
Qr))).
and R: = R( *, 0) E C(V,,
S&(Z(En,
E@))).
(5)
Thus u(. ,x + h) - u(x) - R(x)h = [R(x, h) - R(x, O)]h
(6)
for x E V and h E E,B,. Hence x H u(t, x) is differentiable as a map from V, to Ep, uniformly with respect to t E [0, T], and a+(. , x)h = R(x)h. Let to E (0, T) be arbitrarily fixed and consider the linear Cauchy problem d + A(t, u(t, X))U = F,(t, x, h)u, It follows
from corollary
to < t s T,
4to)
= R(x, h)(t,)h.
(7)
10.2 that
and ]x ~Fi(.,x)
E C(V,,
It is clear that we can apply lemma G(x, h) := R(x, h)(t,)) to deduce that ]h ‘+R(x,
h)(to +
C(Po,
Tl, %E,, Ed).
10.4 to (7) (with
K
:=
a,
,u :=
(8) 6,
6
:=
0, 5 := /3 and
-11E C(QL L&kt,(W,)))
and ]x*R(x)(to
+
*>IE C(L f&C,-t,,)W,))).
Hence we see from (6) that x H u(t, x) is continuously uniformly with respect to t in any compact subinterval
(9)
differentiable as a map from V, to E,, of (0, T]. H
COROLLARY 11.2Let s E [0, T) and (to, x0, A,) E 53(s) be fixed. Then there exists a neighbourhood Uof (x0, A,) in V, x A and a number r E J(s, x0, A,) with to -C z, so that t E J(s, x, A) for (x, A) E U and [(x, A) ++ (~su, a,~)(. Moreover the derivative subintervals of (s, t]. We extend
+ $7 s, x,
(a-,~, d,u)(t, s, x, A) exists uniformly
now the above differentiability
THEOREM 11.3.Suppose
A>1 E C(K 6,-s (x(Ea x F, CA)).
theorem
with respect
to t in compact
to the case of higher order derivatives.
that K = R and
(A,f)
E C”,‘Y[O, Tl x [(V,
x A)], T(&)
x Es)
(10)
Dynamic
theory
for some k E N U {m} and every
of quasilinear
parabolic
6 E (0, E). Then *, *) E CO,$J(s),
U(*,&
917
equations-I
O=ss
V,),
and the derivatives of u with respect to x and A are the solutions of the linearized Cauchy repeatedly with respect problems which are obtained by differentiating (CP) (S,X,ijappropriately to x and A. Proof We can again assume that F = {0}, s = 0 and 9 := 9(O) = [0, T] X V. Moreover we can choose a sequence (SJ SO that E > Sj > Sj+l >Oand6j-6j+,
O
T,
u(O) =h,
where F,(+,x)u by (3). Hence
:= -[d,A(y(.
+ bf(Y4*,x))u,
we see from (4) and (5) that lx++
Consequently,
,x))ul4*,x)
lemma
F1(.,XNz4.,X>hlE C(V>&+cs-c$‘~&~)).
10.1 implies
, x)hl E C(K &++&(EI+&
[x ~a+(.
(11)
Let u(.,x, for k E E,, and observe
k) := &u(.,x
+ k)h - a&.,x)h
that u(. ,x, k) is a solution
of the linear
Cauchy
d + A(t, u(t, x))u = F,(t, x, k)k + F,(t, x)u,
problem
O
u(0) = 0, where 1
Fo(. ,x, k)l := - [a2A(. ,x, k) I0
d,u(.,x+
rk)ldr]a2u(.,x
+ k)h
1
a2F1(.,x
+ I
+ rk)ldta2u(.,x
+ k)h
0
for 1 E E,. Moreover, a,F,(.,yY=
- (~~A(.,u(.,Y))[~~u(.,Y)~,
*I)~*,Y)
- [~,A(.,u(.,Y)).]~,u(.,Y)~+
for (y, 1) E V, x E,. We see from (5), (10) and corollary [k ++Fo(.,x,
a~f(.,~(.,y))[a2~(.,~)1,
*I
10.2 that
k)l E ‘+x&n ~~++c&P’e(Ea> .&I))
(12)
918
H. AMMAN
and that
[x-Fo(.,x, Moreover,
011 E
c(v,, &+6*-n~T(~(J%~ Es,))).
(13)
(4) implies
Hence we deduce from a1 > 8* and (1.1) and from lemma 10.4 (with K : = p, p : = b2 and 6 : = 1 + 61 - a) that u( *, x, k) = R(x, k)k, where R(x, *) E C(cAu,
&?Cr(W,,
Eg))),
X E v,
and
Thus 8zu( *,x + k)h - a$( * ,x)h - R(x, 0)k = [R(x, k) - R(x, O)]k for x E V and k E .$E8,. Consequently, x H a 2~(t, x)h is differentiable as a map from V, to Es and a:u(. , x)[k, h] = R(x, 0)k. (Ob serve that R(x, 0) is a linear function of h-which we suppressed in our notation.) Let t, E (0, T) be arbitrarily fixed and consider the linear Cauchy problem d + A(t, u(t, X))ZI = F,(t, x, k)k + F, (t, x)u, Go)
to < t s T,
(14)
= R(x, k)(t,)k.
From (12) and (13) we see that
VI E C(dL
[k++Fo(.,x,
C([t,, Tl, WE,, Q)))
and Ix -Fo(‘,x,
O)] E C(V,, C([t,,
Tl, ge(E,, &J)).
By taking into consideration K := cv, p := &,
6 :=
(8) and Eg,‘+E62, and by applying lemma 10.4 to (14) (with 0, 5 := p and G(x, k) := R(x, k)(t,); i.e. with h = k), we find that
[k -RX,
W,
+
[x -R(x,
O)(t, +
.>IE c(~,~,,B,-~c~-ro(~(E,)))
and
011E C&n L&kr,,(~e(&)))~
Hence x H a&t, x) is differentiable as a map from V, to E,, uniformly with respect to t in compact subintervals of (0, T]. This proves the assertion in the case that k = 2. The general case, k E N U {m}, follows by n an obvious induction argument.
Dynamic theory of quasilinear parabolic equations-I
919
The assumption that (10) be true for every 6 E (0, E) has only been made for simplicity. It is clear that it suffices to assume that (Ayf) E
($C”qj([O,‘1 X [VP X A], ‘e(E,i) X ‘6;)
for some sequence .5> 6 1 > ~3’: 2
. . . >
6,
>
0 with 4 - Sj+ I< LY- /3.
REFERENCES 1. AMANNH., GewBhnliche Di’erentialgleichungen. W. de Gruyter, Berlin (1983). 2. AMANNH., Quasilinear evolution equations and parabolic systems, Tram Am. Math. Sm. 293, 191-227 (1986). 3. AMANNH., Quasilinear parabolic systems under nonlinear boundary conditions, Arch. Rut. Mech. Anal. 92, 153192 (1986). 4. AMANNH., Semigroups and nonlinear evolution equations, Linear Algebra Appl. 84, 3-32 (1986). 5. AMANNH., On abstract parabolic fundamental solutions, J. math. Sot. Japan 39, 93-116 (1987). 6. AMANNH., Parabolic evolution equations in interpolation and extrapolation spaces, J. Funct. Anlalysis 78, 233270 (1988) 7. ANGENENTS., Abstract parabolic initial value problems, Preprint (1987). 8. BARBU V., Nonlinear Semigroups and Differential Equations in Banach Spaces. Nordhooff, Leyden (1976). 9. BERGH J. & L~FSTR~MJ., Interpolation Spaces. An Introduction. Springer, Berlin (1976). 10. BHATIA N. P. & HAJEK O., Local semi-dynamical systems, Lecture Notes in Mathematics 90, Springer, Berlin
(1969). 11. DA PRATOG. & GRISVARDP., Equations d’tvolution abstraites non 1inCaires de type parabolic, Annali Mat. pura appl. (ZV) CXX, 329-396 (1979). 12. DORE G. & FAVINIA., On the equivalence of certain interpolation
methods, Boll. Un. mat. Ztul, 1, 1227-1238 (1987) 13. FRIEDMANA., Partial Differential Equations. Holt, Rinehart & Winston, New York (1969). 14. FURUYA K., Analyticity of solutions of quasilinear evolution equations. I and II. Osaka J. Math. 18, 669-698 (1981); 20, 217-236 (1983). 15. GAJEWSKI H., GR~GER K. SC ZACHARIAS K., Nichtlineare Operatorgleichungen und Operatordifferentiululgleichungen. Akademia, Berlin (1974). 16. HENRY D., Geometric theory of semilinear parabolic equations. Lecture Notes in Mathematics 840, Springer, Berlin (1981). 17. HILLE E. & PHILLIPSR. S., Functional Analysis and Semi-Groups. American Mathematical Society, Providence, RI (1957). 18. KATO T., Nonlinear equations of evolution in Banach spaces, Proc. Symp. Pure Math. 45, Pt 2, 9-23 (1986). 19. KFCEINS. G., Linear Differential Equations in Banach Spaces. American Mathematical Society, Providence, RI (1972). 20. KREINS. G., PETUNINJu. I. & SEMENOVE. M., Interpolation of linear operators, Am. Math. Sot., Trunsl. Math. Monogr. 54, (1982). 21. LIONS J. L., Quelques Mtrhodes de Rbolution
des Probl&mes au Limites Non LinCaires. Dunod (1969). 22. LUNARDIA., Abstract quasilinear parabolic equations, Math. Annln 267, 395-415 (1984). 23. MASSEYIII, F. J., Analyticity of solutions of nonlinear evolution equations, J. diff. Eqns 22, 416-427 (1976). 24. MURPHYM. G., Quasi-linear evolution equations in Banach spaces, Trans. Am. Math. Sot. 259,547-557 (1980). 25. PAZY A., Semigroups of Linear Operators and Applications to Partial Differential Equations. Springer, New York (1983). 26. SOBOLEVSKII P. E., Equations of parabolic type in a Banach space, Am. Math. Sot. Transl., Ser 2 49, l-62 (1966). 27. TANABEH., On the equation of evolution in a Banach space, Osaka Math. J. 12, 363-376 (1960). 28. TANABEH., Equations of Euolution. Pitman, London (1979). 29. TRIEBELH., Interpolation Theory, Function Spaces, Differential Operators. North-Holland, Amsterdam (1978).