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The first initial-boundary value problem of parabolic Monge–Ampère equations outside a bowl-shaped domain
Boundary Value Problems volume 2021, Article number: 29 (2021)
Abstract
In this paper, we study the parabolic Monge–Ampère equations \(-u_{t}\det (D^{2}u)=g\) outside a bowl-shaped domain with g being the perturbation of \(g_{0}(|x|)\) at infinity. Under the weaker conditions compared with the problem outside a cylinder, we obtain the existence and uniqueness of viscosity solutions with asymptotic behavior for the first initial-boundary value problem by using the Perron method.
1 Introduction
Monge–Ampère equation is a class of fully nonlinear partial differential equations. The Dirichlet problem of elliptic Monge–Ampère equations on exterior domains is closely related to a celebrated result of Jörgens (\(n=2\) [1]), Calabi (\(n\leq 5\) [2]), and Pogorelov (\(n\geq 2\) [3]). It asserts that any classical convex solution of elliptic Monge–Ampère equation
must be a quadratic polynomial. A simpler and more analytical proof was given by Cheng and Yau [4]. Caffarelli [5] proved that this result holds true for viscosity solutions. Then the result was extended to the Dirichlet problem of elliptic Monge–Ampère equation on exterior domains by Caffarelli and Li in [6] where the existence and uniqueness of the viscosity solutions were proved by the Perron method. Other results for elliptic Monge–Ampère equations on exterior domains can be referred to [7–11] and the references therein. The blow-up solutions to the Monge–Ampère equation and convex solutions of the Monge–Ampère systems can be referred to [12, 13].
The Jörgens–Calabi–Pogorelov theorem for parabolic Monge–Ampère equation
was established by Gutiérrez and Huang [14]. It is stated that if \(u\in C^{4,2}(\mathbb{R}^{n}\times (-\infty ,0])\) is a parabolically convex solution of (1.1) such that, for some positive constants \(d_{1}\), \(d_{2}\), \(-d_{1}\leq u_{t}(x,t)\leq -d_{2}\), \((x,t)\in \mathbb{R}^{n}\times (- \infty ,0]\), then u must be the form \(u(x,t)=Ct+P(x)\) with \(C<0\) and P being a convex quadratic polynomial. Then the Jörgens–Calabi–Pogorelov parabolic theorem was generalized to the equation \(u_{t}=\rho (\operatorname{logdet}D^{2}u)\) with \(\rho =\rho (z)\in C^{2}(\mathbb{R})\) by Xiong and Bao [15], the equation \(u_{t}-\operatorname{logdet}D^{2}u=f\) by Wang and Bao [16], and the equation \(-u_{t}\det D^{2}u=f\) by Zhang, Bao, and Wang [17]. In [18], the author, using the Perron method, studied the first initial-boundary value problem for parabolic Monge–Ampère equation outside a cylinder
where \(u=u(x,t)\), \(x\in \mathbb{R}^{n}\), \(t\in \mathbb{R}\), \(u_{t}=\partial {u}/\partial {t}\), \(D^{2}u\) is the Hessian matrix of u with respect to the spatial variables x, \(\tilde{T}>0\) and Ω is a smooth, bounded, and strictly convex open subset in \(\mathbb{R}^{n}\), \(g=g(x,t)=1+O(|x|^{-\alpha })\), \(|x|\to \infty \) with \(\alpha >2\), \(\phi (x,t)\) and \(\psi (x)\) are given continuous functions satisfying the compatibility condition. The existence and uniqueness of viscosity solutions with asymptotic behavior at infinity to (1.2)–(1.4) were obtained. The first initial-boundary value problems of parabolic Monge–Ampère equations \(u_{t}=\rho (\operatorname{logdet}D^{2}u)\) and \(u_{t}-\operatorname{logdet}D^{2}u=f\) on exterior domains were also studied in [19–21]. Recently, the author and Bao [22] obtained the existence of entire solutions of the Cauchy problem for parabolic Monge–Ampère equations \(-u_{t}\det D^{2}u=g\) with \(g=g_{0}(|x|)+O(|x|^{-\alpha })\) at infinity.
This kind of first initial-boundary value problem (1.2)–(1.4) on exterior domains is motivated by the interior problem of parabolic Monge–Ampère equations [23, 24]
In this paper, we study the parabolic Monge–Ampère equations \(-u_{t}\det D^{2}u=g(x,t)\) with \(g=g_{0}(|x|)+O(|x|^{-\alpha })\) (see the following details for \(g_{0}\) and α) outside a bowl-shaped domain.
Let \(D\subset \mathbb{R}^{n+1}\) be a bounded domain and \(t\in \mathbb{R}\), define
Set \(t_{0}=\inf \{t:D(t)\neq\emptyset \}\). The parabolic boundary of D is defined by
where D̅ denotes the closure of D and \(\partial D(t)\) denotes the boundary of \(D(t)\). The side boundary of D is defined by \(SD=\bigcup_{t\in \mathbb{R}}(\partial D(t)\times \{t\})\). The set \(D\subset \mathbb{R}^{n+1}\) is called a bowl-shaped domain if for each t, \(D(t)\) is convex and for \(t_{1}\leq t_{2}\), \(D(t_{1})\subset D(t_{2})\). One can also refer to [14].
Let D be a bowl-shaped domain and \(T=\sup \{t:D(t)\neq\emptyset \}\), \(\mathbb{R}^{n+1}_{T}=\mathbb{R}^{n}\times (t_{0},T]\). Then \(SD=\partial D(t)\times [t_{0},T]\). In the following, we shall abuse the notations SD and \(\partial D(t)\times [t_{0},T]\). We shall consider the first initial-boundary value problem of parabolic Monge–Ampère equations
Let \(\tilde{D}\subset \mathbb{R}^{n+1}\), if for \((x,t)\in \tilde{D}\) a function u is 2kth continuous differentiable with spatial variables \(x\in \mathbb{R}^{n}\) and kth continuous differentiable with time variable t, we say that \(u\in C^{2k,k}(\tilde{D})\). Let \(USC(\tilde{D})\) and \(LSC(\tilde{D})\) be the sets of upper and lower semicontinuous real-valued functions on D̃, respectively. We say that a function \(u\in USC(\tilde{D})\) (or \(LSC(\tilde{D})\)) is parabolically convex if u is convex in x and nonincreasing in t. The following definition of viscosity solutions is referred to [25].
Definition 1.1
Suppose that \(u\in USC(\mathbb{R}^{n+1}_{T}\backslash \overline{D})\) (\(LSC( \mathbb{R}^{n+1}_{T}\backslash \overline{D})\)) is locally parabolically convex. We say that u is a viscosity subsolution (supersolution) of (1.5) if for any function \(\varphi \in {C}^{2,1}(\mathcal{N}_{r}(\bar{x},\bar{t}))\) (with some \(\mathcal{N}_{r}(\bar{x},\bar{t}):=\{(x,t):|x-\bar{x}|< r,\bar{t}-r^{2}< t \leq \bar{t}\}\subset \mathbb{R}^{n+1}_{T}\backslash \overline{D}\), whenever
we must have
For the supersolution, we also need that \(D^{2}\varphi (\overline{x},\overline{t})>0\) in the matrix sense.
\(u\in {C}^{0}(\mathbb{R}^{n+1}_{T}\backslash \overline{D})\) is a viscosity solution of (1.5) if it is both a viscosity subsolution and supersolution of (1.5).
Definition 1.2
We say that \(u\in USC(\overline{\mathbb{R}^{n+1}_{T}\backslash D})\) (\(LSC( \overline{\mathbb{R}^{n+1}_{T}\backslash D})\)) is a viscosity subsolution (supersolution) of problem (1.5)–(1.7) if u is a viscosity subsolution (supersolution) of (1.5), \(u\leq (\geq )\ \phi (x,t)\) on \(\partial D(t)\times [t_{0},T]\), and \(u\leq (\geq )\ \psi (x)\) for \((x,t)\in (\mathbb{R}^{n}\backslash D(t_{0}))\times \{t=t_{0}\}\).
Then \(u\in {C}^{0}(\overline{\mathbb{R}^{n+1}_{T}\backslash D})\) is a viscosity solution of (1.5)–(1.7) if it is a viscosity solution of (1.5), \(u=\phi (x,t)\) on \(\partial D(t)\times [t_{0},T]\), and \(u=\psi (x)\) for \((x,t)\in (\mathbb{R}^{n}\backslash D(t_{0}))\times \{t=t_{0}\}\).
We assume that g and ψ satisfy the following assumptions:
(G) \(g\in C^{0}(\mathbb{R}^{n}\times [t_{0},T])\) is a positive function satisfying
and for the constant \(\alpha >0\),
where \(g_{0}\in C^{0}([0,+\infty ))\) is positive,
and β is a constant, \(\beta \geq -\alpha \),
(Ψ) Assume that there exists a constant \(\gamma >0\) such that \(\psi \in C^{0}(\mathbb{R}^{n}\backslash D(t_{0}))\) satisfies in the viscosity sense
and for some \(b\in \mathbb{R}^{n}\) and some constant c, \(\psi (x)\) satisfies
where
is the solution of elliptic Monge–Ampère equations
with \(u_{0}(0)=0\), \(u^{\prime }_{0}(0)=0\).
Our main result is as follows.
Theorem 1.1
Let D be a bowl-shaped domain in \(\mathbb{R}^{n+1}, n\geq 3\), and SD be smooth and strictly convex. Assume that g and ψ satisfy \((G)\) and \((\Psi )\) respectively and \(\phi \in C^{2,1}(\overline{D}),\phi \) is decreasing in t. Then, for the \(b\in \mathbb{R}^{n}\) and the constant c in (1.9) and (1.10), there exists a unique viscosity solution \(u\in C^{0}(\overline{\mathbb{R}^{n+1}_{T}\backslash D})\) of (1.5), (1.6), and (1.7) satisfying, for \(t\in [t_{0},T]\),
and
So we extend the previous results [18–20] from \(g\equiv 1\) or \(g=1+O(|x|^{-\alpha })\) to \(g=g_{0}(|x|)+O(|x|^{-\alpha })\). Moreover, in the Dirichlet problem of elliptic Monge–Ampère equations on exterior domains, an important lemma (Lemma 5.1 [6]) is used to construct the viscosity subsolutions with asymptotic behavior. Similarly, for the parabolic Monge–Ampère equations, a viscosity subsolution with asymptotic behavior is needed to be constructed by an important lemma (Lemma 2.1 [19]) on a cylinder \(Q=\Omega \times (0,\tilde{T}]\subset \mathbb{R}^{n+1}\). To construct the viscosity subsolutions of parabolic Monge–Ampère equations applying the lemma, we added the strong condition \(\phi _{x_{i},t}(x,t)=0\) for any \(x\in \partial \Omega \), \(0\leq t\leq \tilde{T}\) [18–20], which is not natural. In this paper, we establish a lemma on a bowl-shaped domain and then we use this lemma to construct the viscosity subsolutions without the strong condition \(\phi _{x_{i},t}(x,t)=0\).
This paper is arranged as follows. In Sect. 2, we give the important lemma on a bowl-shaped domain with which the viscosity subsolution is constructed. Theorem 1.1 is proved in Sect. 3.
2 An important lemma
Lemma 2.1
Let D be a bowl-shaped domain in \(\mathbb{R}^{n+1}\). Suppose that SD is smooth and strictly convex and \(\Phi (x,t)\in {C}^{2,1}(\overline{D})\). Then there exists some constant \(C_{0}\), depending only on n, Φ, D, such that, for any \((\xi ,\lambda )\in SD\), \(\xi \in \mathbb{R}^{n}\), \(\lambda \in \mathbb{R}\), there exists \(\bar{x}(\xi ,\lambda ,t)\in \mathbb{R}^{n+1}\) satisfying
and
where, for \((x,t)\in \mathbb{R}^{n}\times [t_{0},T]\),
and \(c_{*}\) is any bounded positive constant.
In addition, for some positive constant \(c_{0}\) and some bounded domain \(D_{1}\subset \mathbb{R}^{n}\times [t_{0},T]\), we have
Proof
Let \((\xi ,\lambda )\in SD\), and Φ locally has the expansion
where \(D_{x}\Phi \) is the gradient of Φ in x, \(D^{2}\Phi \) is the Hessian matrix of Φ in \(x,(\xi ,t)\in \overline{D}\), and \(\overline{C}=\frac{1}{2}\max_{\overline{D}}|D^{2} \Phi |\).
Let
where \(\nu (\xi ,\lambda )\) is the unit internal normal vector of SD at \((\xi ,\lambda )\) and ĉ is sufficiently large but bounded positive constant to be determined. Then
So
By a translation, without loss of generality, we can assume that \(\xi =0\), \(\lambda =0\). Then
and
We again rotate the coordinates to have \(\nu (0,0)\) as one of the axes. That is, let M be an orthogonal matrix such that \(Me_{n+1}=\nu (0,0)\). Set \(M(y,\gamma )=(x,t)\), then
and
where \(C_{1}\), \(C_{2}\) are bounded and depend on C̅, \(c_{*}\) and M, \(C_{3}\) is bounded and depends on \(c_{*}, \|\Phi \|_{C^{2,1}(\overline{D})}, M\) and diamD. Since SD is strictly convex, then SD can be locally represented by
Thus, by (2.4),
Again by the fact that SD is strictly convex, there exists a constant \(\delta >0\) depending only on D such that
So
Clearly, by (2.6), for sufficiently large but bounded constant ĉ,
where ĉ depends only on δ, \(\|\Phi \|_{C^{2,1}(\overline{D})}\), \(c_{*}\), and M.
On the other hand, by (2.7), we have
Then, for any \((y,\gamma )\in SD\backslash \{(y,\rho (y)):|y|<\delta \}\), by (2.5),
Choosing ĉ large enough (depending only on \(c_{*},\delta ,\mathrm{diam}D,\|\Phi \|_{C^{2,1}(\overline{D})}, M\)) but still bounded, we get
From (2.3), we know that
where
Therefore, for some positive constant \(c_{0}\) and some bounded domain \(D_{1}\subset \mathbb{R}^{n}\times [t_{0},T]\), similar to the above arguments, by translation and rotation of the coordinates, we can choose ĉ sufficiently large but bounded such that (2.2) holds. The lemma is proved. □
Remark 2.1
By (2.2), it is easy to see that even if \(\Phi _{x_{i},t}(x,t)\not \equiv 0\), \((x,t)\in SD\), we still have \(-(v_{\xi ,\lambda })_{t}\det D^{2}v_{\xi ,\lambda }\geq g(x,t)\) in some bounded domain \(D_{1}\). Then we avoid the bad condition \(\Phi _{x_{i},t}(x,t)=0\) for any \((x,t)\in SD\) in [18–20].
3 Proof of Theorem 1.1
For the reader’s convenience, we first give the following lemmas whose proof can be found in [18, 26].
Lemma 3.1
([18])
Let \(\Omega \subset \Omega _{1}\) be two open strictly convex subsets with smooth boundaries in \(\mathbb{R}^{n}\) and \(Q=\Omega \times (t_{0},T]\), \(Q_{1}=\Omega _{1}\times (t_{0},T]\). Suppose that \(v\in {C}^{0}(\overline{Q})\) and \(u\in {C}^{0}(\overline{Q_{1}})\) are parabolically convex and satisfy respectively
and
Furthermore,
Let
Then \(w\in {C}^{0}(Q_{1})\) is parabolically convex and satisfies, in the viscosity sense,
Lemma 3.2
([26])
Let \(\Omega _{1}\) be an open strictly convex subsets with smooth boundary in \(\mathbb{R}^{n}\), \(Q_{1}=\Omega _{1}\times (t_{0},T]\), and \(f\in C^{0}(Q_{1})\) be nonnegative. Suppose that \(\mathbb{S}_{0}\) is a nonempty family of subsolutions to the equation
and
then u is a viscosity subsolution of (3.1).
Proof of Theorem 1.1
Through an affine transformation in the x-space and by subtracting a linear function to u, we may assume that \(b=0\). The proof is divided into six steps.
Step 1. Construct a viscosity subsolution of (1.5), (1.6), (1.7).
Let \(R>0\), \(B_{R}(0)=\{x\in \Bbb{R}^{n}:|x|< R\}\). Without loss of generality, we may assume that \(B_{2}(0)\subset \subset D(t_{0})\). Let \(R_{1}=\mbox{diam}(D(T))\), then \(D(T)\subset \subset B_{R_{1}}(0)\), choose \(R_{2}>2R_{1}\). Then \(B_{2}(0)\subset \subset D(t_{0})\subset \subset D(T)\subset \subset B_{R_{1}}(0) \subset \subset B_{R_{2}}(0)\). By Lemma 2.1, for any \((\xi ,\lambda )\in \partial D(t)\times [t_{0},T]\), there exists \(\overline{x}(\xi ,\lambda ,t)\in \mathbb{R}^{n+1}\), \(|\overline{x}( \xi ,\lambda ,t)|<\infty \) such that
where
Then, by (2.2), we can choose \(c_{*}\) large enough but bounded such that
Set
Then, by (2.1),
So
Choose two positive continuous functions \(\bar{g}(|x|)\), \(\underline{g}(|x|)\) such that
and
where \(c_{1}\) and \(c_{2}\) are positive constants. For \(a>0\), we define functions
Then \(u_{1}\), \(u_{2}\) are parabolically convex. Moreover,
For \(|x|\leq R_{1}\), \(t_{0}\leq t\leq T\),
We can choose \(a_{0}>0\) such that, for \(a\geq a_{0}\), the following three inequalities hold simultaneously:
In addition, for \((x,t)\in \mathbb{R}^{n}\times [t_{0},T]\), we have
where the function \(u_{0}(|x|)\) is (1.11), and
Then \(\nu _{1}(a)\) is strictly increasing in \((0,+\infty )\) and
Furthermore, by (1.8), we have \(\beta +n>0\). Since \(\bar{g}(z)=\frac{g_{0}(z)}{\gamma }+\frac{c_{2}}{\gamma }z^{-\alpha }\), \(g_{0}(z)=O(z^{ \beta })\), \(z\to \infty \), we know that, as \(s\to +\infty \),
and
As a result, as \(|x|\to \infty \),
and
where \(2-\beta +\beta /n-\min \{\alpha ,n\}<0\) by (1.8). Thus, as \(|x|\to \infty \),
and
Similarly, we can obtain that
where
It is clear that \(\nu _{2}(a)\) is also strictly increasing in \((0,+\infty )\) and
Then, as \(|x|\to \infty \), we have
For the sufficiently large constant c in (1.9) and (1.10), there exist \(a_{1}(c)\) and \(a_{2}(c)\) such that \(\nu _{1}(a_{1}(c))=\nu _{2}(a_{2}(c))=c\). Thus, as \(|x|\rightarrow \infty \), we have
and
So
By (3.7), (3.8), (3.14) and the comparison principle, we obtain
By (3.5), (3.6), (3.14), (3.15) and the comparison principle, we obtain
For \(a\geq a_{0}\), define
By (3.10), we know that \(\underline{u}_{a}\in C^{0}(\mathbb{R}^{n}\times [t_{0},T])\). By Lemma 3.1, \(\underline{u}_{a}\) satisfies in the viscosity sense
and
As \(|x|\to \infty \),
So
In addition, we have, by (3.9) and (3.2),
Thus, from the comparison principle, we know that
Moreover, thanks to (3.9) and (3.2),
Then \(\underline{u}_{a}\) is a viscosity subsolution of (1.5), (1.6), and (1.7).
By (3.4), (3.8), (3.11), (3.12) and the comparison principle,
Then, by (3.3), (3.6), (3.11), (3.12), (3.19) and the comparison principle,
So, combining with (3.16), we have
Step 2. Define the Perron solution of (1.5), (1.6), and (1.7).
Let \(\mathcal{S}\) denote the set of locally parabolically convex functions \(\omega \in C^{0}(\overline{\mathbb{R}^{n+1}_{T}\backslash D})\) which are viscosity subsolutions of (1.5), (1.6), and (1.7) satisfying
Then \(\underline{u}_{a}\in \mathcal{S}\). So \(\mathcal{S}\neq\emptyset \). Define
Step 3. We prove that u has the asymptotic behavior at infinity.
On the one hand, by the definition of u, we get
Secondly, since \(\underline{u}_{a}\in \mathcal{S}\), we get
and
Step 4. We prove that \(u(x,t)=\phi (x,t)\), \((x,t)\in \partial D(t)\times [t_{0},T]\), and \(u(x,t_{0})=\psi (x)\), \(x\in \mathbb{R}^{n}\backslash D(t_{0})\).
We first prove that \(u(x,t_{0})=\psi (x)\), \(x\in \mathbb{R}^{n}\backslash D(t_{0})\). Since \(\phi \in C^{2,1}(\overline{D})\), there exist some positive constants \(q_{2}\geq q_{1}\) such that \(-q_{2}\leq \phi _{t}(x,t) \leq -q_{1}\) on D̅. Choose positive constants \(p_{1}\), \(p_{2}\),
such that
Let
Then, in the viscosity sense,
In addition, on \(\partial D(t)\times [t_{0},T]\),
As \(|x|\to \infty \),
and
Obviously, for \(x\in \mathbb{R}^{n}\backslash \overline{D(t_{0})}\),
Then \(\underline{U}(x,t)\) and \(\overline{U}(x,t)\) are viscosity subsolution and supersolution of (1.5), (1.6), and (1.7) respectively. So, \(\underline{U}\in \mathcal{S}\). Moreover, for any \(\omega \in \mathcal{S}\), we obtain \(\omega (x,t)\leq \overline{U}(x,t)\). Thus
Therefore, \(u(x,t_{0})=\psi (x)\), \(x\in \mathbb{R}^{n}\backslash D(t_{0})\).
Now we prove that \(u(x,t)=\phi (x,t)\), \((x,t)\in \partial D(t)\times [t_{0},T]\). For any \(\overline{\xi }\in \partial D(t)\), \(t_{0}\leq \overline{\gamma }\leq T\), on the one hand, since \(\underline{u}_{a}\in \mathcal{S}\), then by (3.18),
On the other hand, we have
Indeed, for every \(\omega \in \mathcal{S}\), we have
Let \(v^{+}\) satisfy
By the comparison principle, \(\omega \leq v^{+}\), \((x,t)\in ( \overline{B_{R_{1}}\times [t_{0},T])\backslash D}\). So \(u\leq v^{+}\), \((x,t)\in ( \overline{B_{R_{1}}\times [t_{0},T])\backslash D}\) and
Step 5. We prove that u is a viscosity solution of (1.5).
As the proof of Theorem 1.4 in [21], we can prove that u is a viscosity solution of (1.5).
Step 6. We prove the uniqueness.
Suppose that u and v all satisfy (1.5), (1.6), (1.7), and (1.12) or (1.13). Then
By the comparison principle, \(u\equiv v\), \((x,t)\in \overline{\mathbb{R}^{n+1}_{T}\backslash D}\).
Theorem 1.1 is proved. □
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The research was supported by the National Natural Science Foundation of China (No. 11201343) and Shandong Provincial Natural Science Foundation (ZR2018LA006).
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Dai, L., Cheng, H. The first initial-boundary value problem of parabolic Monge–Ampère equations outside a bowl-shaped domain. Bound Value Probl 2021, 29 (2021). https://doi.org/10.1186/s13661-021-01505-w
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DOI: https://doi.org/10.1186/s13661-021-01505-w