On Mixed Problems for Parabolic Equations in General Holder Spaces MARTÍN LOPEZ MORALES Departamento de Computación Tecnológico de Monterrey. Campus Ciudad de México Calle del Puente 222. Ejidos de Huipulco. Tlalpan. 14380.México D.F. MEXICO Abstract: - We consider the second and the third boundary value problems for linear parabolic equations in a cylindrical domain .We establish new a priori estimates in general Hölder norms for the solutions to these problems, under the assumption that the coefficients satisfy the general Holder condition with respect to the space variables only. In this connection, however, we also obtain an estimate of the modulus of continuity with respect to the time of the second derivatives with respect to x of the corresponding solutions. On the basis of new a priori estimates for the solutions to these problems, we establish the corresponding solvability theorems in general Hölder spaces. We apply these results to obtain the solvability to these problems for nonlinear parabolic equations Key-Words: - estimates, solvability, equations, parabolicity, solution, problem 1. Introduction , . . We establish new a priori estimates in general anisotropic Hölder norms for the solutions of the problems, (1), (2), (3) and (1), (2), (3´) under the assumption of the general anisotropic Holder continuity of the coefficients with respect to space variables only. In this connection, however, we also obtain an estimate of the modulus of continuity with respect to the time of the We consider the linear parabolic equation n n u t a ij ( t , x )u x x b i ( t , x )u x i i , j1 i j i 1 c ( t , x )u f ( t , x ) in a Q T (1) cylindrical 0, T with domain the initial condition u t 0 leading derivatives i ( x ) n h (t, x) i 1 i S T of Q T u xi n h (t, x)u i 1 i ST ( t , x ), (3) b(t, x)u x ψ (t, x). ST i (3´) Here x (x1 ,..., xn) is a point of , is a bounded domain in n-dimensional Euclidean space E , t 0, T , S n ( 1,..., 0, T , T j Note that in the works [ 1 ] - [ 11] and in many others the a priori estimates are obtained under the fulfilment Hölder condition with respect to the totality of variables ( t , x ) on the coefficients of Equation (1).On the basis of new a priori estimates for the solutions of the problems (1), (2), (3) and (1), (2), (3´) we establish the corresponding theorems on the solvability for these problems in general anisotropic Hölder spaces. We assume that the coefficients of Equation (1) satisfy the uniform parabolicity condition: for any nonzero vector (2) and one of the following conditions on the lateral surface ux x (but not ut ). n a where is the boundary of i 1 1 )E n n and 2 ij (t , x) QT (t , x) i j , const . 0. (4) We apply the results in the linear theory to establish the local solvability with respect to the time t, in general Hölder anisotropic spaces, to the boundary valued problem for the nonlinear parabolic equation functions A(t , x, u, p, r ), ( x), (t , x), (t , x) than in the works [ 8 ] , [ 9 ] and [ 15 ]. Some close results have been established in [14] [16] and [21]-[23]. The results of this work must find applications in the problems of heat conduction, diffusion, Mechanics of Fluids and many others. (5) u A(t, x, u, u , u ) in Q with the initial condition (2) and one t x xx T .2.Notations of the boundary conditions (3) or (3´), where u x (u ,..., u ),uxx (..., u ,...), x1 xn xi x j 1 i , j n. We shall say that the function u(t , x) defined in the cylinder Q T satisfies In the present work, like in the works the equation (5) is linearized directly. No conditions are imposed here on the nature of the growth of the non linearity of the function A , which is defined for (t, x) QT andany u,u x ,u xx . The main assumption concerning to the function A(t , x, u, p, r ) ,where p(p ..., p ) 1, n the general Hölder condition in u ( t , x ) u ( t , y ) C x y (t , x), (t , y ) Q properties: Ia. l 0,1 if l 0 l l ln 0 if l 0 (l ), l 0 or l 0 then l ln for l 0 and l l l ln 0 for l 0. l 0 where l 0 is sufficiently small number (we suppose that the derivative β l exists and it Ic. If denote the In all the work we suppose that in the equation (1), the functions f f 1 f 2 , a ij , b i , c and f i satisfy the general Hölder condition in or l Ib. ( t , x, u , p , r ) and (, ) here and below usual scalar product in E n . βl is defined and continuous in 0 l . Moreover it has the following where ri j T ( x y ) The function 1 i , jn, is the parabolicity condition:for any non zero vector (1 ,..., n )En and any (t, x)Q T ,u, p, r (6) ( A r (t, x, u, p, r), ) 0, A r (...) isthe matrix A Q T of exponent ( l ), l 0 with respect to the space variables, if there exists a constant C > 0 such that r (..., r ij ,...), and and Propositions is a continuous function in R 0 0. l 0 1l 0 , . Q T of exponent Note that the condition Ic introduces a new set of functions ( the functions u(t , x) that satisfy the general Hölder condition with respect to space variables only ).In this new set of functions we will obtain the corresponding existence and uniqueness theorems for the solutions to the problems (1),(2),(3); and (5) , (2) , (3) and (5) , (3) ,(3’) with respect to the space f 2 satisfies the general Hölder condition in Q T of exponent (l ), l 0 with respect to the space variables only and variables only. All the coefficients and the independent terms are continuous in the cylinder Q T . In the case of the problems (5) , (2) , (3) and (5) , (3) , (3`) we require less smoothness conditions from the We denote by i 1,2, the set of functions ( l ) for which i 1 (l ) l 2 l ( t ) 1 ( l ) t dt ; 0 2 ( l ) l 1l the Banach space of functions u(t , x ) that ( l ) 1 For the functions ( l ) (( l ) introduce the functions 1 (l ) B (l ) 2 B (l ) B B (l ) 1 ln ln l ( l ) 2 are ) we j The functions B ( l ) are functions of the type ( l ), j 1, 2. See examples of functions of the type ( l ) in [12]. For the functions u(t , x ) defined and Holder continuous ( in the general sense ) in the cylinder Q T of exponent (l ) , l 0 with respect to space variables, we introduce the following norms : t t 2 n d( P, R) t (x i y i ) i 1 0 t u where QT 0, 0 sup u( P ) , PQ t u 0,0 sup u(t , x) ; Q x H t u 0, l u 0,0, H t l H l (u ) sup x, y t (u), x y space variables in the cylinder the norms n t i 1 x y u n 0 , ( l ) t i , j 1 u , u ,m=0,1,2. m , ( l ) sup m, ( l ) 0 t We will denote by d( P , R ) (d( P , R ) QT 0, ( l ) u QT 0,0 , (14) H QT (l ) (u ), n Q i 1 (15) QT 0 , ( l ) Q Q , (16) n u 2,T( l ) u 1,T( l ) u xi x j i , j 1 QT 0 , ( l ) , (17) We denote by C m , ( l ) (Q ), m 0,1,2 the t Banach space of functions u( t , x ) that are continuous in Q t 0, t together with all derivatives respect to x up to the order m, m0,1,2 and have finite norms (15) (17), respectively. It is possible to consider all the preceding definitions in the layer 0, En (see (10) , P , R Q u 1, ( l ) u 0,T( l ) u xi t 0 , ( l ) u ( P ) u ( R ) (u ) QT Q T , we define t u 2, ( l ) u 1,( l ) u xi x j (l ) T PR u(t , x)u(t , y ) u 1, ( l ) u 0,( i ) u xi T (8) xy . (9) For the functions u(t , x ) that have continuous derivatives with respect to x up to the order m(m 1,2) inclusively in the cylinder Q T and satisfy the general Holder condition of exponent (l ) , l 0 with respect to the t (13) QT we consider the usual norms cylinder (7) t 1/ 2 For the functions u( t , x ) that have continuous derivatives with respect to x up to the order l , ( l=0,1,2 ) inclusively in the u 0,0 sup u 0,0 ; u 0,( l ) sup u 0,( l ) , t , We define the parabolic distance between each two points P(t , x),R ( , y ),0t T by the magnitude , 0 t Q T 0 , T in 0 t T together with all derivatives respect to x up to the order ,(0,1,2) inclusively and have a finite norm (12). , (1) continuous (11) 20 ) or in any domain contained in . With respect to the coefficients of equation (1) we assume that T the a i j (t, x), b(t, x), c(t, x)C 0,( l ) (Q T ), and (12) n n T T T a i j 0, ( l ) b i 0, ( l ) c 0, ( l ) B, i , j1 i 1 t Cm,( l ) (QT ), m0,1,2 (18) 3 moreover the a i j (t , x ), i , j1,...,n coefficients uniformly are continuous with respect to t on right- hand side is considered in the cylinder 0,t Dl . t ,S m , (tl ) , we will say that If t S T: for any 0 there exists ( ) such that for all (t 1, x), (t 2 , x) S T we have a ij (t 1 , x) a ij (t, x) Moreover we will consider in S t the norm (19) for t 1 t 2 ( ) Definition C m ,( l ) (S T ). We will say that A 2, ( l ) if for every point (t 1 ,x)(t 2 ,x) x 0 there exists an n-dimensional ball B with centre sup x q h( x 1 ,..., x q 1 , x q 1 ,..., x n ), ( l ) , for 0tT, and 0 0 , such that the part of the boundary lying in the n b 1 T,B ( l ) h k 1 T,B ( l ) D. k 1 (22) For equation ( 5 ) we consider in addition to the parabolicity condition ( 6 ) that there exists a domain ball K x 00 x : x x 0 0 ,x 0 the t 1,B Heine-Borel lemma) a number of ( . 1 t,B ( l ) , h k 1 t,B ( l ) , k 1,..., n; and the function h has second derivatives that are bounded and Hölder continuous of exponent (l ), l 0 . In what follows, we assume that A 2 , ( l ) , then there exists (by the one t 1 t 2 ( t t ) 1 2 ) 2 (21) With respect to the boundary " data " in the problems ( 1 ) , ( 2 ) , ( 3 ) and (1), ( 2) , (3´) we assume that q(1 q n in the form by 1 B 0 t t t 1 2 ( t 1, x ),( t 2 , x ) S T x 0 such that B can be represented for some represented t t 1,B 1,B l l is equations k 1,..., N H M (t,x)Q T ; u M, p M, r M in which the function ( t , x, u, p, r ), where the point together with its derivatives with respect to u , p i , ri j i , j 1,..., n , up to the second x q h k ( x'q ), x'q ( x 1 ,..., x q 1 , x q 1 ,..., x n ), ' xq belongs to the order inclusively is continuous and satisfies the Lipschitz condition with respect to u, p, r and a general Hölder condition of domain Dk E n 1 and h k 2 ,( l ) const ., . exponent ( l ),l 0 with respect to x and For the functions (t,x) defined in S T 0,T C M .Moreover (t, x,0,0,0)C 0T,( l ) (Q T ) with the constant we introduce the following norms T (t , x,0,0,0) 0,( l ) C All the mentioned derivatives are bounded in H M by the constant C . t ,S T m , ( l ) max (t,x 1 ,...,x q 1 ,h k (x q ),x q 1 ,...,x n ) mt ,( l ) , On the lateral surface S T of Q T the function r (t, x, u, p, r ), are 1 k N ij (20) where the norms m , ( l ) uniformly continuous with respect to t (see [18] ). , m0,1,2 in the 4 x'i D R n 1 , h Now we shall consider the equation (1) with the initial zero condition u t 0 0 k s1,..., N. (23) and one of the boundary conditions (3) or ( 3' ). Denote by 2 , ( l ) const ., k Q 0T the cylinder 0, TK x 00 . The transformations 3. Bounds for solutions to the mixed problems Theorem 1.Let y x 1,..., y i1 x i1,y i x i1,..., y n1x n, 1 y n x i h ( x'i ),s1,..., N s T u(t, x)C 2,B2 (Q T ) (25) ( l ) maps be a solution of the problem (1), (23), (3) in the cylinder Q T . Assume that T T K x 00 onto a domain lying in the half (l ),(l ) 2 , (l ) 1 , (l ) 2 if r 0 or r , 0 1 2 1. T 1,B space 0, ( l ) (24) K denotes here and below a constant depending on n, (l ), (l ), , , , D, and ( ) . (t 0 ,x 0 ) be an arbitrary point of since S T ,t 00, T,x 0. Proof. Let A 2 1 ,2 f1 ,2 () 2 v K 0, ( l ) 2 2,B ( l ) , 2 1,B ( l ) 2 , ( l ) 0 0and N such that the part of the boundary lying in the ball numbers half ball (26) then there exists two K x 00 x; xx 0 0 some K y n 0,y 0 y(x 0 ) is contained in ( l ) t and this domain. The mapping (25) is one-to-one, non degenerated and its transforms the equation (1) into the equation of the same type. With the aid of the results to the Cauchy problem ( see [ 12 ] ), the properties of the function ( l ), l 0 , the estimates for the solutions to the mixed problems for parabolic equations in the a half space ( see [8] and [9] the interpolation inequalities of Lemma 2 in [12] with small enough we get the estimates t , 2 1 t0 , 0 2 f1 t 0 f 2 0,(l ) 0,( l ) t 0 , u 2 K t , 2,B ( l ) 0 1,B ( l ) (19) hold . Then the following inequality holds for 0tT . f2 y n 0 y0 and the conditions (4) , (18) , 2 1 f t t 2 t K 1 0,(l ) u t 2 2, B ( l ) 1, B ( l ) onto a set which lies on y n 0 and, as we may assume, it maps f 1 C 0,( l ) (Q T ), f 2 C 0,( l ) (Q T ), ( )K x0 0 is representable by one of the equations x h s ( x' ), i i ,2 f2 0,( l ) where v(t,x)u(t,x)u; u u( ,x) x' x ,...,x ,x ,...,x n}, i 1 i 1 i 1 s1,...,N} v 5 ,2 sup v ,k 0,1,2 2,B k 2,B k 2 ( l ) ( l ) (27) The Prof. of theorem 2 is similar to the proof of theorem 1. Remark 3. Arguing as in the proof of Remark 2 we can get the estimate This means that the estimate ( 24 ) holds for t ,2 . Similarly the estimate (24) yields for t 2,3 , t 3,4 , then by means of a finite number of steps with length we run over the interval 0,T . This complete the proof of theorem 1 . T t 2 2 1 u t K f 1 2 0 , ( l ) 2, B ( l ) Q Remark 1. By virtue of Lemma 4 in the work [16] ( estimates for the solution to the Cauchy problem parabolic equations ) , with the aid of theorem 1 in [16] and using the interpolation inequalities of Lemma 2 in [12 ] we conclude that for 0 t T 2 1 t , f t Q 1 0,( l ) 0 2 u t 2 K 2 , B ( l ) t , 1,B ( l ) f2 t , 0, ( l ) uu(t,x)(x),(x)C 2,( l ) (). 4. Existence and uniqueness theorems Theorem 3 . Suppose that all conditions of the Theorem 1 are true. Assume, furthermore, that the following consistency condition holds ( 0, x ) 0 uu(t,x)(x), (x)C 2,( l ) (). u(t ,x)C T 2,B 2 ( l ) cylinder T Q T . (Q T ) be the C Assume l 0 or T 1,B that (l ) 1 , (l ) 2 if l , 0 1 2 1 , ( 0, x ) 0 Then ( l ) K is a constant f2 0, ( l ) a unique solution (Q ) to the problem (1), (2), T (3') in Q T with a continuous derivative u t in Q . T We can get the proof to these theorems on the basis of our new a priori estimates established in this work and with the aid of the method of continuity in a parameter (see [5] and [20] ). We proceed now to formulate the local existence theorem for solutions to the nonlinear problems for the equation (5).Here we consider that the function With respect to the initial and boundary functions in the problems (5), (2), (3) and (5), 1, B (l ) T depending (32) exists 2 2, B ( l ) (19) hold . Then the following inequality holds for 0 t T T there u( t , x ) C and conditions (4) , (18) and 2 1 T K f 1 t 2 2 0 , ( l ) 2, B ( l ) ( Q ) with a continuous derivative T Theorem.4 Suppose that all assumptions of the Theorem 2 hold. Moreover, the next consistency condition is satisfied T T u 2 B ( l ) u t in Q . T f 1 C 0,( l ) (Q T ), f 2 C 0,( l ) (Q T ), 2 ( l ), ( l ) , (31) Then there exists a unique solution to the problem (1), (23), (3) in the space solution of the problem (1 ) , ( 23 ) , ( 3` ) in the 0, ( l ) 1, B ( l ) T (30) Remark 4. We can reduce the mixed problem ( 1 ) , ( 2 ) , ( 3´ ) to the mixed problem ( 1 ), ( 23 ) , (3´ ) by means of the transformation (28) Remark 2. We can reduce the mixed problem ( 1 ) , ( 2 ) , ( 3 ) to the mixed problem ( 1 ), ( 23 ) , ( 3 ) by means of the transformation Theorem 2 Let f2 T (29) on n, , , B, , D, T, and( ) 6 (2), (3') we assume that 1, ( l ) , t 1,B 5. REFERENCES , t 1,B ( l ) [1] R. B. Barrar, "Some estimates for solutions of parabolic equations", J. Math. Anal. App. (1961) 373 - 397. ( l ) (33) and (34) [2] C. Ciliberto, "Formule di maggiorazine e teoremi di esistenza per le soluzione della equazioni paraboliche in due variabili", Ricerche Mat. 3 (1945) 40 - 75. Theorem 5 Suppose that all assumptions with respect to the function ( t , x, u, p, r ) hold and the following consistency condition is satisfied [3] L.I "Kaminin , V. N. Masliennikova, "Boundary estimates of solution of third boundary value problem for a parabolic T n b 1,B hi ( l ) i 1 [T] E . 1, B ( l ) (0, x) (35) 0. Then there exists t 0 , to determined by the equation", Dok. Akad. NAUK SSS R.T. 153 3 (1963) 526 - 529. English translation: Soviet Mathematics - Doklady, 3, No. 3 (1963) 1711 - 1714. above assumptions such that the problem (5), (23),(3) has in the cylinder with a u( t , x ) C 2, B 2 ( l ) Q t 0 0, t 0 [4] A. Friedman. Partial Differential Equations of Parabolic Type. Prince - Hall, Englewood Cliffs, New Jersey.( 1964). unique solution ( Q t ) with a continuous 0 [5] A. Solonnikov, "On boundary value problems for linear parabolic systems of differential equations of general forms", Trudy Mat. Inst. Steklov 83 (1965) Proc. Steklov Inst. Math. 83 (1965).[6]. derivative u t in Q t . 0 The proof of the theorem 5 is similar to the proof of the theorem 3, in the work [14 ] and to the Prof. of theorem 3 in the work [18]. [6]I.. I Kaminin, " On smooth of thermal potentials", I, II, III, Differentsialnie Uravnienia, 1, No. 6 (1965) 799 - 839; 2, No. 5 647 - 687; No. 10 1333 - 1357; No.11, 1484 - 1501 (1966). Remark.5 We can reduce the mixed problem (5), (2), (3) to the problem with zero initial condition (5), (23), (3), by the means of the transformation [7] A. Friedman, "Boundary estimates for second order parabolic equations and their applications", J. Math. and Mech. 7, 5 (1968) 771 – 792 . [8] Ivanovich M.D.. On the nature of continuity of solutions of linear parabolic equations of the second order . Vesnik Moskov Univ.Ser.I, Mat. Mech. 21 , 4 (1966) , 31-41. Moscow University Mathematics Bulletin N. 4 (1966) 31-41. û u ( t , x ) ( x ),( x )C 2, ( l ) ( ). Theorem 6 Suppose that all assumptions with respect to the function ( t , x, u, p, r ) hold and the following consistency condition is satisfied (0, x ) 0. Then there exists t 0 determined by the above assumptions such that the problem (5), (26), (3') has in the cylinder a unique solution Q t 0 0, t 0 u( t , x ) C B2 ( l ) [9] Ivanovich M.D.. Estimates of solutions of general boundary- value problems for parabolic systems in C l ( r ) ( Q ) . Soviet (Q t ) 0 Math.Dokl. 9, 4 (1968),786-789. with a continuous derivative u t inQ t 0 . [10] Matichuk M.I. , Eidelman S.D. Parabolic Systems with coefficients satisfying Dini’s condition.Soviet.Math.Dokl. I , 165 , 3 (1965) 1461-1464 The proof of this theorem is similar to the proof of the theorem 5. 7 equations. Differential Equations and Applications. Vol. I,II ( Colombo OH,1988 ) 170-178.Ohio Univ. Press Athens, OH,1989. [11] Sperner E. Jr. Schauder’s existences therem for - Dini continuos data. Ark. Mat.1,19 , 2 (1981) ; 193-216 . 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[16] López M. , 0n the solvability to the Cauchy problem for linear parabolic equations", Ciencias Matemáticas, Vol. IX, 3 (1988) Universidad de La Habana, 31- 48. [17] S.N. Kruzhkov, A. Castro, M. López, Schauder type estimates and existence theorems for the solution of the Cauchy problem for linear and non-linear parabolic equations (II). Ciencias Matemáticas. Vol. I (1980). Universidad de La Habana .55 - 76. [18] López M .On Solvability for Parabolic Equations with one Space Variable WSEAS Transactions on Mathematics. Issue 3,Vol.3, July 2004.451-458. [19]N. Kruzhkov, A. Castro, M. López, Schauder type estimates and existence theorems for the solution of the Cauchy problem for linear and non-linear parabolic equations, Vol. 1(1968) Universidad de la Habana 37 - 55. [20] A. Ladyzhenskaia, V. A. Solonnikov and N. N. Urateseva, Linear and quasilinear equations of parabolic type", Trans. Math. Mon. Vol. 23 American Mathematical Society (1968). [21] A. Lunardi. Existence in the small and in the large in fully nonlinear parabolic 8
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