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An Elementary Proof for One-dimensionality of
Travelling Waves in Cylinders
FRIEDEMANNBROCK*
Fakultt forMathematikundInformatik, UniversittLeipzig, Augustusplatz 10, D-04109 Leipzig,Germany
(Received5September1998; Revised 16 December1998)
Leta)beaboundeddomain in1R"- withsmoothboundary,u+,u_ E
,
a>0, and let uWi2ne((-a,a
xw)NCl([-a,a] xo3)satisfy-Au+
c(xl)Uxl =f(x,u)andUxl >0 in (-a, a)x w,u u+ on{+a}xwandOu/Ou 0 on(-a,a)xOw,wherecisbounded and nonincreasingandfiscontinuousand nondecreasinginXl.Weprove thatuis a function ofxonly. Thesameresultisshownforarelatedproblemintheinfinitecylinder 11 xw.Theproofsarebasedon arearrangement inequality.
Keywords: Boundary value problem; Monotonicity of the solution;
One-dimensionality of the solution;Rearrangement;Travellingwave AMS SubjectClassification: 35B05, 35B50,35B99,35J25
1.
INTRODUCTION
This paper is concerned with the question of one-dimensionality of solutionsof certainboundaryvalueproblemswithNeumann boundary conditionsincylindricaldomains.More precisely,weconsiderproblems of thefollowingkind:
Letf xa;beaninfinitecylinder,wherew isaboundeddomain in
]l.n--1.
For xEf we writeX--(.X1,X, t)
wherex’
Eo.Suppose
that u*E-mail:[email protected].
265
satisfies
-Au + c(X)Ux, f (x, u)
=0
Ou
on xOw, Ov
u(+o, .)
u+,in f
(1)
where the functions
c,f
are continuous and u+/- EIR, u+ >
u_. Thesolutions of
(1)
can be seen as travelling waves of a corresponding semilinear parabolic equation.Theyarise in variousapplications,e.g. in combustionandsomeproblemsof biology.Wenotethat foronespace dimensionthere ismuchmoreliteratureforproblemsofthiskind. This correspondsto cc(xl), f=f(xl, u)
anduu(xl).
Theproblem(1)
then reducesto-u"+c(x)u’=f(x,u)
OhiO,u(+c)
=u+.(2)
Hereageneral referenceisthe book of Fife
[8].
Problem(1)
has been extensively studied by Berestycki and Nirenberg[4].
They obtained various existence criteria, and it turned out that the solutions of(1)
behave qualitativelysimilar asin the one-dimensionalcase.In
particular, ifc=c(x’)>
0 and iff=f(u)
is smooth and satisfies some further conditionsnear u+/-,thenuisunique,Ux,>
0 andutends exponentially fasttou+/- asXl 4-oe.Wementionthat theproofofmonotonicityand uniquenessuisbasedonthe so-called sliding method. This device turned out tobe averypowerfultooltoshow qualitativepropertiesof solutions of someboundaryvalueproblemsin cylindrical domains(see [1-4]).
Itisnaturalto raisethe following question:
Suppose
that the functions candfin (1)
areindependentofx’
andUx,>
0. Isitthentruethatuisindependentof
x’, too?
Let us firstemphasize that ifc is constant and if
f
is smooth andf=f(u),
thenthe uniqueness result of[4]
immediatelyyieldsthe desired answer. Onthe otherhand,iffis
notsmooth,thenwecannotapplytheslidingmethod,and the solutionsof
(1)
mightbenotunique.(In
fact,itis easy to construct counterexamples with "fiatzones",
see Remark3).
Nevertheless the answertothe above question is positive in some relevant cases, evenWeconsider
iff
solutionsC.
of(1)
and also ofsomerelatedproblemin a finite cylinder(-a,a)x
w with the decaying conditions replaced byDirichlet boundary conditions on
{+a}
xo.We
assume that c is decreasing andthatfis
increasing inxland continuous. Incase of the problemin the infinite cylinder we imposesomefurtherconditionsonf(xl, u)
near u=u_+ whichensure exponential decay of u andVu
at infinity. Exploitingsomeappropriatetransformationof variables anda simplerearrangementinequalityweprovethe one-dimensionality of the solutions(Theorems
and2).
The following Lemma shows that the methodisnotrestrictedtocontinuousnonlinearitiesf.
Weconclude withasimplecomparison result for solutionsuofsome related boundary value problem whichsatisfy the stronger condition
ux, >
0(Lemma 2).
Remark 1
(1)
Ourwork is also motivatedbyapaperof Carbou[7].
Theauthor studied the followingminimumproblemfor the Ginzburg- Landau functional:
J(u)
=_IVul
2+
dx + Min!, u r, (3)
where K
{u
EWil2e(IR ")
fqZ(,n)" limx,_+ u(x)
+1}.
This isrelated tothe solutions of
-Au
u-u3inf. Usingarearrangement inequality he proved that(3)
admits only the trivial solutionu(x) tanh(xl/x) (see
also Remark2).
(2)
Recently IstudiedtheCauchyproblemfor a convolution model ofphasetransitions inacylinder in[6].
Inparticular,I
provedthemono- tonicity and one-dimensionalityoftravellingand stationarywaves by using theslidingmethod.(3)
In aforthcoming paperwe will studythe problem whether the solutions of(1)
aremonotonousindirectionxl. Themaintoolwillbe some kind ofcontinuous rearrangement. Note that recently a similar construction hasbeen investigatedbythe author in[5].
2.
RESULTS AND PROOFS
By E
kwedenote k-dimensionalLebesguemeasure(1 <
k< n).
Letw a bounded domain in]R’- withCl-boundary,
and let=Xw, a--(--a,a)
XW,wherea
>
0.Forpoints xE9twewritex(Xl, xt),
wherex
EIR, x’
w,andsimilarly,
( ((1, (’).
Furthermore,wewriteV (O/Oxl, V’)
for thegradient, where
V’ (O/Ox2,..., O/Ox,).
OurfirstresultisTHEOREM Letc
L((-a, a))
andnonincreasing,and letf f(xl, u)
be continuous on
(-a,a)
x and nondecreasing inx.
Furthermore,W2,n C
letu
loe(fa)
f’l(aa)
satisfy."AU + C(Xl )Ux, f(xl, u),
Ux,>
0 in’a, (4)
u:u+ on
{-+-a}
xw,(5)
On
0---
0 on(-a,a)
x 0a(u:
exteriornormal). (6)
Thenuisindependent
of x’.
Proof By
introducinganewvariable,o’Xllfotl
Z--qO(Xl)’--
exp-c(s)ds
dt,(7)
andbysettingf(z,
.)
:=f(xl, .)
andv(z, x’)
:=v(z, x’)
/ez, wherev(z, x’)
:=u(x , x’) (8)
ande
>
0,problem(4)-(6)
canbe rewrittenas_A,v 0
-z (g2(z)Vz) j(z,
reez) 2eg(z)g’(z), (9)
>
e in(a_ a+)
x w,Vz (10)
v
e=u++ea+ on{a+}xw,
0---=
0 on(a_,a+) Ow, (11)
whereA
’]i=2
n(0
2/Ox ),
2 a+ qo(-+-a),
}
g(z)
expc(t)
dt(12)
andXl
()
isthe inverse function of.
Notethatg()isconvexsincec(x)
isnonincreasing.Letz
y(v, x’)
bethe inverse function ofv with respecttoz, and letW2n C
Ue "=
(u +
ea u++
ea+)
xw. Wehaveye
E loc(Ue)
I"1(’),
andwecompute thederivatives
ofyS
as:e e
Yi
]IXi e
Vz Yv Yv
Vzz (yve)3’ Yv Vzxi Yxx xvYx (i,j=
2,...,n).
Then from
(9)-(11)
and(13)
weobtain:"gXi X V
(Yve)
2(Yve)
3’(13)
YxjvYxi
xxvv (yv)
2(yv)
V’ (V’Ye)k Y(’ J -vO (IV’yelE +
2g(ye)g,(ye)y_
f(ye,
v eye) 2eg(ye)g(ye), 0<y 1/e
in U,
y u + ea on{u+ea}xw,
V’y
0 on(u_ +
ea_,u+ + ea+)
xOw.
(14)
Let
Y
thefollowing average ofy:ye(v,x,)
=_ye(v fy(v,()d(
:=
((v,x’) Ue). (15)
Note that
Y
isindependentofx’
andY < 1/e.
Then(14)
yields theidentity
/( Yv V,(ye
u
iXT,yl
2+ gE(ye)
)
2(Yv)2 (yv Y) dx’
dvg(Ye)g’(Ye)
(ye ye) dx’
dvU
=//(f(ye,
veye) 2eg(ye)g,(ye))(ye ye) dx’
dv.u
(16)
Furthermore,sincethe function
f(l,..., n+l)
:=Ein=2 /2
_+_g2 (1)
n+l ((1,...,n+l)
]ln X+),
isconvex,wehave that
! (.E7=2 TI/2
_+_g2 (TI1)_ Yin=2 /2-[-g2(l ).’
2
k,
Tin+ln+l
> zin=2 (- ) Z;7=2 , + g() (n+ n+)
n+l 22+1
g((1)g’(l)
+ ( ),
n+l
((1,..., n+l), (TI1,..., Tin+l)
E]n x]+). (17)
Choosing
1 Y,
TitY, i Yx,
TiiY
Xi (i- 2,n), n+ Y
andTin+
Y
in(17),
andsinceV’
Y-- 0,wederive from(16)
1/f (g2(Y) IV’y12 + gE(y))
dx, dv- >-u J7 \ (f(Ye’
V eye) Y 2eg(Ye)g’(Ye))(ye ye) dx’
dv.
u
(18)
Nextweclaimthe following rearrangementinequality:
J7
ug2(yee)y dx’dv>_ ff
ug2(yv eYe)
dx dr.(19)
Toshow
(19),
itis sufficienttoprovethatVv [u_ +
ea_,u+ + ea+].
By Jensen’s
inequalitywehaveg( ye) < fg(y)
dx’.-()
(20)
(21)
Furthermore,theCauchy-Schwarzinequality yields
dx’ )
y Yv
dx>_ g(y
dx(22)
Then
(20)
follows from(21)
and(22).
SinceV’v= V’v,
weobtain from(18)
and(19):
L
2
_ ff (f(ye, IV’vl
v2dx’ eye)
dz2eg(ye)g,(ye)) (ye ye) dx’
dv.u
(23) Sincef(xl, u)
is nondecreasing in u,wehave(f(ye,
v-eye) f( ye,
veye))(ye ye) >_
O.(24)
Furthermore,
ff
uf( ye, v)(ye ye) dx’
dv O.(25)
Now
(23)-(25)
yield 1 a+>//(f(Ye,
v-eye) 2eg(ye)g’(ye))(y
e-Ye)dx’
dvu
ff (f(ye,
veye)_f(ye, v)_ 2eg(ye)g,(ye))(ye_ ye)dx’
dv.u
(26)
Since the lastintegralin
(26)
tendsto zero as e 0,weobtainthatV’v
0 in(a
a+)
xo.Thisprovesthe assertion.Remark2
(1)
The averaging transformationy YS
definedby(15)
is relatedto avery simpletype ofrearrangement: Let(v)*(z) (v)*(z, x’),
((z, x’)
E(a_,
a+)
xw),
the inverse ofY.
Then(v)
E C([a_, a+]
x)
and
O(v)*/Oz >
e. Furthermore, itis easy to see that v and(v)
are equimeasurable,i.e.wehave_<
v_< _< _<
ifu_
+
ea_<
Cl<
c2< u+ + ea+. (27)
Finally,inequality
(19)
canbe rewritten asfa +f
dx dz
>_ g2 (z)
\ Oz dx’
dz.(28) (2)
The aboveaveragingrearrangement can begeneralizedfor func- tions whicharenotincreasing in xl,andonecould prove then several inequalities whicharesimilarto(28) (see [7]).
Butsince weactuallyneed onlythesimpleinequality(19)
inourproofs,we will notgoindetail here.Next
ouraim istoapplythemethodto arelatedproblemin the infinite cylinder9t with(7)
replaced by decayingconditionsatinfinity. Tothis weaddsomefurtherconditionsonfnear
u+ whichensureexponential asymptotic behavior ofu andVu.
Note that the assumption c>
0 in Theorem 2 isnotessential, since, ifc<
0, thenby settingw(xl, x’)
:=-u(xl,x )
we arrive at an analogous problem for w, with c replaced by -c.THEOREM 2 Let u+ u_ c
I, u+ >
u_ and c>_
O, and letfE C(N
x[u_,u+])
fqcl’c(N
x([u
u_+ ]
U[u
+ 6,u+])) for
some>
0andaE(0, 1).
Furthermore,letf(xl, u)
nondecreasinginXl,andletf(xl,
u+O, fu(Xl,
u+-b+
(x1 1[,(29)
for
someb+,b_N,
satisfyingc2 b_>_
4’ b+>O (30)
and
b_>O
/fe=O. (31)
Finally, letu
e Wi2o’cn(f)
NC()
satisfy:Au +
CUxf(xl, u),
Ux,>_
0in f,(32)
lim
U(Xl,X’)
u+Vx’
E 9,(33)
Xl
---
CX3On
0---
0 on Of(u:
exteriornormal). (34)
Thenuisindependent
of x’.
Proof
Letc
a: +
b+/-.(35)
Notethat
A >
cand 0> A+ We
chooseA’
+,A
EIR,
such thatA’_>A_>A"_>c/2
and0>A_>A+>A_. (36)
Then, in view of the results of
([4,
Section4]),
we find numbersCl,c2,R
>
0,such thatce ’- < u(x,x’)
u_< ce x’-, (37)
)ttX
ce
’x< u(x,x’) <
c).e(38) [VU(Xl,X’)[
c2eAZxl,
ifXl-R, (39)
cle
’’+x <_ u+ -U(Xl,X’)
c2e’x, (40)
tie
’+x’ <_
Ux,(Xl,X’)_<
c2e’x, (41) IVu(xa,x’)l
c2e-x’,
ifxl>
R.(42)
Wechoose h
C(IR)
withh(t)=
-1 for< -R, h(t)
for>
Randh’(t) >
0for(-R, R),
andwe setu(x)"= u(x) + h(Xl),
wheree(0, 1).
Then the functions u satisfy asymptotical conditions analogous to
(37)-(42),
withu+ replaced byu+4-,respectively,andwehaveAU
-["CUx,e "-JXl,
ueh(xl)) eh"(x) + cff(Xl),
ux, >
0 in f.(43)
Letz,v,g(z)
andfbe
definedasin theprevious proof.Firstsupposethatc
>
0. Thenand
g(z)
cz.(45)
Setting
v(z, x’)
:=ue(xl, xt),
lety
andY
be definedasin theprevious proof, and let V :=(u_
-e,u+ + e)x
w. Then we obtain from(43)
and
(13):
f(ye,
veh(-(1/c) log(1 cye))) eh"(-(1/c) log(1 cye))
+ ecff(-(1/c)log(1 cy)),
0< y < +oo
in V, (46)
lim
y (v, x’) +c Vx’
Eif;,v-.*u+.-t-
(47)
V’y
=0 on(u_
e,u+ + e)
x0w.Wechoose6’E
(0, 6),
such that{x:
u_+ ’ < u(x) < u+ -’} I-R, +] .
(48) (49)
Multiplying
(46)
with(y Y)
and thenintegratingoverV
:--(u_
e-+- (1/k), u+ +
e(1/k))
w,(k N),
weobtain:
lV’yl
22(yve)2 + (1 cye)
2(y YS) dx’
v=u++e-(1/k)
(50)
Thenwederiveanalogouslyasintheprevious proof:
fi [V’v[
2dx’
dz.<
2{u_-e+(1/k)<v <u++e-(1/k)
(51)
Since
V’v= V’v,
we canpasstothelimitin(51)
toobtain limsup(I(
k’+ 12 <
e---,0
{u_+(1/k)<v<u+-(1/k)
IV’vl
2dx’
dz.(52)
Furthermore,we infer asbefore:
if h(_(l/c)log(1- cyS))) f(Y, v))
x
(y YS) dx’
dr.(53)
The functions
y, Y
are uniformly bounded inV
for any kEN,
bythe estimates
(37)
and(40). Hence
wederivefrom(50)
and(53):
Tlk,e Tllk,e
liminf
(J1
k’+
2 -[- 2 0.(54)
In view of
(41)
and(49)
we haveu, >
0 outside of[-R, R]
xw.Let
z y(v,
x’)
the inverse function of v with respectto zforIx1[ > R,
and let Ybe thecorrespondingaverage:Y(v,x’)
=_Y(v)
:=fy(v,’)d’
/n-l(cM)
((v,x’)(u_,u_+6’)(u/-6’,u+)). (55)
Notethat in view of
(49)
wealso havey(v-
e,.) y(v, .)
forv<
u_+ 6’
and(56)
ye (v +
e,.) y(v, .)
for v> u+ 6’.
Let
(I/k) <
6’. Then(50), (52), (54)-(57)
yield:(57)
IV’ll
2dx’
dz{u_+(1/k)<v<u+-(1/k)}
> IXT’yl
2/
(1 cy)
22
(Y v)
2(Y Y) dx’
+lV’yl 2+()(1-cy) 2"yv"
2 2(y Y)dx’
v=u+-(1/k)
v=u_+(1/k)
(58)
Recallthat
[V’yl
2+ (1 cy)
2(yv)
2 Using(37)
and(39)
this givesIV’yl
2+(1 -cy)
2(yv)
2 ,=u_+(1/k)<_ c(ck)
-2"/"(59)
Furthermore,weobtainfrom
(37):
ly(u- + (1/k),x’)l, IY(u_ + (1/k))l _< (c’k)C/"-
c
VX (60)
Then
(59)
and(60)
yieldinviewof(36)"
lim
I
0.(61)
k---o
Similarlyweobtain,using
(40), (42)
and(59):
IXT’yl
2/(1 -cy)
2(y)2
v--u+-(1/k)<__ c(clk)
-2A-/A’+and
ly(u+ (1/k),x’)l, IY(u+ (1/k))l _< Vx’
o2, ifkc >_
1.Itfollows that
lim
I3
k 0.(62)
ko
Nowfrom
(58), (61)
and(62)
weinfer thatV’v
0.Theproofisanalogous and evenmoresimple inthecase c 0, since thenz xl.The detailsarelefttothereader.
The methodofproofalsoappliesto discontinuous nonlinearities
f:
Let Hbethe
(multivalued)
Heaviside function 0 ift<0,H(t)
:=[0,1]
ift=0,(63)
ift>0.
LEMMA
(1)
Letdi
E1 and ui(u_
u+),
(i--1,...,m).
Then theconclusions
of
Theorem 1 holdif
the equationin(4)
isreplaced bym
Au + e(Xl)Ux -f(x, u) diH(u ui). (64)
i=1
(2)
Let di, ui, (i 1,...,m),
as in(1)
and let gCl"([u_,
u +])
with g(U_)--O,g(U+) Eim=l
di,gt(u+)’-0
and(0,1).
Then the conclu- sionsof
Theorem2 holdif
theequationin(32)
isreplaced bym
Au +
CUx,--f(xl, u) + g(u) diH(u ui). (65)
i=1
Proof We
consider the situation of Theorem 1. Let-Au+
C(Xl)Ux -f(x, u) h(x).
Then, proceedingasin theproofof Theorem 1,we arrive ata+
U
+ h(yS, x’)(y Ys)dx’
dvU
=_
If + U2, (66)
where
h(z, .)
"=h(xl, .)
andzisgiven by(7).
Recall thatlim
If
O.(67)
e---,O
Setting
He(t) -+-(t/x)
0
t>0,
[-eT, 0],
wehave
I ft(ye,
x’) He(v-
eyeui) (ye ye) dx’
dvU i=1
mff( )
+ Z He(v
eyeui) He(v ui) (ye ye)dx’
dvi=1 U
m
H
+ He(v ui)(y
eye)dx’
dvi=1 U
(68)
Since
H
iscontinuous,wehaveT=0
W>0.(69)
Furthermore,
ITI
Glylly YSl dx’
dv--
0 as e 0.(70)
Finally, the function
h(y,x ’)
differs fromEi=I
mdiHe(v-
eyUi)
atmostontheset
m
U{(I,.X")"
U--V/ . V--Eye(v,X’) < Ui}
"--:i=1
Since
lyl <
cfor somec>
0, independentlyfrom e,wehavethatm
m c U{u,- vT-
c<
v<
u,+ }
=:u,
i=1
and since
lim
n (Ne)
--0,e--0
this yields
lim
T
0.(71)
e-,0
Now
(68)-(71)
giveslim
I
O.(72)
e-,O
The assertion then follows from
(66), (67)
and(72).
Theproofcarriesover with obviouschangestothecaseoftheproblem intheinfinitecylinder
Remark3 Wecannotexpectuniqueness for solutions of theproblems in Theorems and 2 since there are easy counterexamples like the followingone:
Letn 1,a 2,
0
u(x)--
1+ (x
3-1)
if
x_< O,
ifxE(0, 1),
if
x_>
1,and
ut(.)
"=u(. t)
whereIt[ _<
1.Thenbothuandu areweak solutions of(4)
and(5)
withc--0,u_ 0,u+ andf--f(u)- 18(1- u)1/3 (1 -(1-u)/)1/(3-4(1-u)/),
(u [o,
Ontheotherhand,itisofteneasytoprovethe uniqueness of solutions in similarproblems,ifweimposethe stronger conditionUx,
>
0. Thiswas kindlypointed out tomebyDolbeaut. For instance, thereholds the followingcomparisonresult:
LEMMA 2 Let DC be a bounded domain which is convex in
x-
direction, let )2 bean openportion
of OD
N(I
xcow).
Furthermore, let c EL(D)
andnonincreasing in Xl, and letf=f(x, u)
be continuous in:
andnondecreasinginXl.Finally, letuW2,(D)
NC(/))
satisfymu
-[-C(X) Oui f(x,
Ui)
inD, On >
0 inD, (73) On
0---
0 on )2(u:
exteriornormal), (i
1,2),
(74)
and
u
<
u onOD\)2. (75)
Thenu
<
u2inD.Proof Let
xlyi(v,x’)
the inversefunctions ofU with respectto let Ui,Si
the image ofD and )2, respectively, under the mapping(xl, x’) (ui(xl, x’), x’)
(i1,2),
and UU1 n
U2, S $1f$2. Thenyi W2,o(U
CIcl([0,
c(yi,
x’)
j(yi, X’, V)
inU,
Settingw
:= y2 yl
wecompute fromthis:A
tw
ntyl
2 ny___v
2_- Yxi IV
i=2
(y)2
Wxiv+ (ylv)3 wvv + Zi=2
aiWx,+ awv
c(y 1, X’) c(y 2, X’)
V) f(yl X’, V)
in U,Y +f(y2, x’,
V’w=O onS,
w_<OonOUS, (76)
where a,aiE
L(U)
(i 2,...,n).
Since the Equation(76)
is uniformly ellipticand the right-handside isnonpositive by theassumptions, the maximumprincipleyieldsw<
0 inG.Thisprovesthe lemma.Acknowledgement
IthankH.Berestycki andJ.Dolbeaut
(Paris)
forhelpfuldiscussions.References
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