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Blow-up solutions, global existence, and exponential decay estimates for second order parabolic problems
Boundary Value Problems volume 2015, Article number: 160 (2015)
Abstract
In this paper, we study the blow-up solutions, global existence, and exponential decay estimates for a class of second order parabolic problems with Dirichlet boundary conditions. By constructing auxiliary functions and using maximum principles, the sufficient conditions for the existence of the blow-up solution, the sufficient conditions for the global existence of the solution, an upper bound for the ‘blow-up time’, and some explicit exponential decay bounds for the solution and its derivatives are specified.
1 Introduction
Many authors have studied the blow-up solutions, global existence, and exponential decay estimates of nonlinear parabolic problems (see, for instance, [1–14]). In this paper, we investigate the following second order parabolic problems with Dirichlet boundary conditions:
where \(D\subset\mathbb{R}^{N}\) (\(N\geq2\)) is a bounded convex domain with smooth boundary \(\partial D\in C^{2,\varepsilon}\), T is the maximal existence time of u, and D̅ is the closure of D. Set \(\mathbb {R}^{+}:=(0,+\infty)\). We assume, throughout the paper, that \(f(s)\) is a nonnegative \(C^{1}(\mathbb{R}^{+})\) function, \(f(0)=0\), \(g(s)\) is a positive \(C^{2}(\mathbb{R}^{+})\) function, \(g'(s)\leq0\) for any \(s\in\mathbb {R}^{+}\), \(k(s)\) is a \(C^{2}(\overline{\mathbb{R}^{+}})\) function, \(k'(s)>0\) for any \(s\in\overline{\mathbb{R}^{+}}\), and \(h(x)\) is a nonnegative \(C^{2}(\overline{D})\) function, \(h(x)\not\equiv0\) for any \(x\in\overline{D}\). Under these assumptions, it follows from the maximum principle [15] that \(u(x,t)\) is nonnegative.
Some special cases of the problem (1.1) have been discussed already. Payne et al. in [16] dealt with the following problem:
They established conditions on data sufficient to preclude blow-up and to ensure that the solution and its spatial gradient decay exponentially for all \(t>0\). In [17], Enache researched the following problem:
His purpose was to establish conditions on the data sufficient to guarantee blow-up of solution at some finite time, conditions to ensure that the solution remains bounded as well as conditions to derive some explicit exponential decay bounds for the solution and its derivatives. Some authors also discussed blow-up phenomena for parabolic problems with Dirichlet boundary conditions and obtained a lot of interesting results (see, for instance, [18–24]).
In the process of heat conduction and mass diffusion, many problems can be summarized as the problem (1.1). Therefore, in this paper, we study the problem (1.1). By constructing auxiliary functions and using maximum principles, the sufficient conditions for the existence of the blow-up solution, the sufficient conditions for the global existence of the solution, an upper bound for the ‘blow-up time’, and some explicit exponential decay bounds for the solution and its derivatives are specified. Our results extend and supplement those obtained in [16, 17].
We proceed as follows. In Section 2 we study the blow-up solution of (1.1). Section 3 is devoted to the global solution of (1.1) and the explicit exponential decay bounds for the solution. The explicit exponential decay bounds for the derivatives of the solution are given in Section 4. A few examples are presented in Section 5 to illustrate the applications of the abstract results.
2 Blow-up solution
In order to get the sufficient conditions for the existence of the blow-up solution, we define the following functions:
The following theorem is the main result for the blow-up solution.
Theorem 2.1
Let u be a classical solution of the problem (1.1). Suppose we have the following.
-
(i)
$$ \bigl(g(s)k'(s) \bigr)'\leq0,\qquad sf(s)g(s)\geq \frac {1}{2}(4+\alpha)F(s),\quad s\in\mathbb{R}^{+}, $$(2.1)
where α is a positive constant.
-
(ii)
$$ \lim_{s\rightarrow0^{+}}s^{2}g(s)=0. $$(2.2)
-
(iii)
$$B(0)=\int_{D} \biggl(F(h)-\frac{1}{2}g^{2}(h)| \nabla h|^{2} \biggr)\,\mathrm{d}x\geq0. $$
Then \(u(x,t)\) must blow up at some finite time \(t^{*}< T\) and
Proof
Making use of the differential equation (1.1), of the divergence theorem, of the fact that \(g'\leq0\) and of the assumption (2.1), we have
It follows from the divergence theorem that
Consequently, \(B(t)\) is a nondecreasing function in t and
By the Schwarz inequality, (2.3), and (2.4), we have
It follows from (2.1) and (2.2) that
Thus,
which implies
Integrate (2.6) over \([0,t]\) to get
which cannot hold for
Hence, \(u(x,t)\) must blow up at some finite time \(t^{*}< T\). The proof is complete. □
3 Global solution
In order to get the sufficient conditions for the existence of the global solution and the explicit exponential decay bounds for the solution, we suppose the following:
where \(p(s)\) and \(q(s)\) are nondecreasing functions of s. Since the solution of problem (1.1) might blow up in a finite time \(t^{*}\), the solution exists in an internal \((0,\gamma)\) with \(\gamma< t^{*}\). Further we define
Next, we give two lemmas from which the main results of this section are derived.
Lemma 3.1
Let u be a classical solution of the problem (1.1). Suppose that (3.2) holds and
where c is a positive constant. Then
Proof
Construct an auxiliary function
from which we have
and
It follows from (3.5), (3.6), (3.7), and the first equation of (1.1) that
The comparison principle [15], (3.2), (3.3), and (3.8) imply (3.4) holds. The proof is complete. □
In the following, we use the first Dirichlet eigenvalue \(\lambda_{1}\) of the Laplacian and the corresponding eigenfunction \(\Phi_{1}\) for a region \(\tilde{D}\supseteq D\):
Further since \(\Phi_{1}(x)\) is determined up to an arbitrary multiplicative constant, we can normalize \(\Phi_{1}(x)\) by
Lemma 3.2
Let u be a classical solution of the problem (1.1). Suppose that assumptions (3.1), (3.2), and (3.3) hold and
Then \(u(x,t)\) satisfies the following inequality:
where
Proof
Construct the following auxiliary function:
Here, (3.1) and the fact that \(g'\leq0\) imply
It follows from Lemma 3.1, (3.11), and (3.14) that
Thus, we have
Let
With (3.9), (3.13), and (3.16), we have
It follows from (3.15), (3.17), and the comparison principle that
which implies
With (3.10) and (3.18), we derive (3.12). The proof is complete. □
Next, we can get Theorem 3.1 from Lemmas 3.1-3.2.
Theorem 3.1
Let u be a classical solution of the problem (1.1). Suppose that (3.1), (3.2), (3.3), and (3.11) hold and
Then we have
and
Proof
We assume that (3.20) cannot hold. There exists a first time \(\tilde{t}<\infty\) for which \(\frac{f(u)}{ug(u)}\) reaches the value \(\lambda_{1}\). Thus, we have
The fact that \(\frac{f(s)}{sg(s)}\) is a nondecreasing functions in s, (3.19), and Lemma 3.2 imply
and
Hence, we have
which contradicts with the inequality (3.21). So we conclude that \(\tilde{t}=\infty\) and (3.20) holds. The proof is complete. □
4 Exponential decay estimate
In this section, we will use a comma to denote partial differentiation and adopt the summation convection, i.e., if an index is repeated, summation from 1 to N is understood, for example,
Hence, the differentiated form of the first equation of (1.1) is
In order to get the exponential decay bounds for the derivatives of the solution, we consider
where \(a\geq1\) and \(0<\beta\leq1\) are some positive constants to be determined. Our main result is Theorem 4.1.
Theorem 4.1
Let u be the classical solution of the problem (1.1). Suppose the following.
-
(i)
The inequalities (3.1), (3.2), (3.3), and (3.11) hold and
$$ 0< k'(s)\leq b\leq1,\quad s\in\mathbb{R}^{+}, $$(4.3)where b is a positive constant.
-
(ii)
$$ \lim_{s\rightarrow0^{+}}sg(s)=0. $$(4.4)
-
(iii)
$$ \frac{a}{b}:=M+\beta< \frac{\pi^{2}}{4d^{2}}g(\Gamma_{1})- \frac{f(\Gamma _{1})}{\Gamma_{1}}, $$(4.5)
where d is the in-radius of D and
with c given in Lemma 3.2. Thus, \(\Psi(x,t)\) takes its maximum value at \(t=0\), i.e.,
with
Proof
The theorem will be proved in three steps.
Step 1. Differentiating (4.2), we get
and
It follows from the first equation of (1.1) that
Next, substituting (4.9) into (4.7), we have
Differentiating (4.1), we have
i.e.,
It follows from (4.11) that
Multiplied by \(g^{2}u_{,i}\) from (4.12), we have
Substituting (4.9) into (4.13), we get
We substitute (4.14) into (4.10) to obtain
It follows from (4.6) that
Substituting (4.16) into (4.15), we get
It follows from (4.8) and (4.17) that
Next, we use the Cauchy-Schwarz inequality in the following form:
It follows from (4.6) that
Further, with (4.19) and (4.20), we obtain
where \(W:=\{x\in D:\nabla u(x,t)=0\}\) is the set of critical points of u. Substituting (4.21) into (4.18), we have
Integrating (3.1) from 0 to \(u(x,t)\) and using (4.4), we get
Making use of the fact that \(a\geq1\), (4.3), and (4.23), we have
Moreover, by (4.5), it is easy to see
It follows from Theorem 3.1 that
which implies
Next, it follows from (4.25), (4.3), (4.5), and Lemma 3.1 that
Consequently, (4.22), (4.24), and (4.26) imply
By means of the maximum principle, we have the following possible cases where Ψ may take its maximum value:
-
(a)
on the boundary \(\partial D\times(0,T)\),
-
(b)
at a point where \(\nabla u=0\),
-
(c)
for \(t=0\).
Step 2. We first exclude the case (a). Assume \(\Psi(x,t)\) takes its maximum value at \(\hat{Q}=(\hat{x},\hat{t})\) on ∂D. Since \(u=0\) on ∂D, we have
With (1.1) and \(f(0)=0\), evaluated on \(\partial D\in C^{2,\varepsilon }\), we get
where K is the average curvature of ∂D. By (4.27) and (4.28), we are led to
Hence, we have
which contradicts with the maximum principle. Hence, Ψ cannot take its maximum value on ∂D.
Step 3. In the following, we exclude the case (b). Assume \(\Psi(x,t)\) takes its maximum value at a critical point \(\bar {Q}=(\bar{x},\bar{t})\).
Thus we have
Replacing t with t̄ in (4.29), we obtain
from which we have
where \(u_{M}=\max_{D}u(x,\bar{t})\).
Here, (3.1) and the fact that \(g'(s)\leq0\) imply
Next, making use of Cauchy’s mean value theorem and of (4.31), we get
where ξ is some intermediate value between \(u(x,\bar{t})\) and \(u_{M}\). The fact that \(g'(s)\leq0\) implies
Hence, inserting (4.32) and (4.33) in (4.30), we get
With (4.34), we have
Integrate (4.35) on a straight line from x̄ to the nearest point \(x_{0}\in\partial D\) to obtain
from which we have
We note that (3.1) and the fact that \(g'(s)\leq0\) ensure \(\frac {f(s)}{s}\) is a nondecreasing function. It follows from (4.25) and (4.5) that
which with \(u_{M}\leq u_{m}\) implies
which contradicts with (4.36). The proof is complete. □
5 Applications
When \(k(u)\equiv u\) and \(g(u)\equiv1\) or \(k(u)\equiv u\), the conclusions of Theorems 2.1, 3.1 and 4.1 still hold true. In this sense, our results extend and supplement those of [16, 17]
In what follows, as applications of the obtained results, two examples are presented.
Example 5.1
Let u be a classical solution of the following problem:
where \(D= \{x=(x_{1},x_{2},x_{3}) \mid |x|= (\sum^{3}_{i=1}x^{2}_{i} )^{1/2}<4 \}\) is the ball of \(\mathbb{R}^{3}\). The above problem can be transformed into the following problem:
Now,
We have
By choosing \(\alpha= 1\), it is easy to check that (2.1) and (2.2) hold with
and
It follows from Theorem 2.1 that u blows up in a finite time \(t^{*}\) and
Example 5.2
Let u be a classical solution of the following problem:
where \(D= \{x=(x_{1},x_{2},x_{3}) \mid |x|= (\sum^{3}_{i=1}x^{2}_{i} )^{1/2}<\frac{\pi}{8}\}\) is the ball of \(\mathbb{R}^{3}\), \(\Phi_{1}(x)\) is the first eigenfunction of \(\tilde{D}=D\) and \(\max_{D}\Phi_{1}(x)=1\). The above problem may be turned into the following problem:
Now we have
Here,
By choosing \(c=31\), it is easy to check that (3.1), (3.2), (3.3), (3.11), and (3.19) hold. It follows from Lemma 3.2 and Theorem 3.1 that \(u(x,t)\) is a global solution and
which is the exponential decay estimate of the solution. By taking \(a=b=\beta=1\), it is also easy to check that (4.3), (4.4), and (4.5) hold. It follows from Theorem 4.1 that
with
Hence, we have
which is the exponential decay estimate of the gradient for the solution.
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Acknowledgements
This work was supported by the National Natural Science Foundation of China (Nos. 61473180 and 61174082).
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Ding, J., Wang, M. Blow-up solutions, global existence, and exponential decay estimates for second order parabolic problems. Bound Value Probl 2015, 160 (2015). https://doi.org/10.1186/s13661-015-0429-y
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DOI: https://doi.org/10.1186/s13661-015-0429-y