Well-Posedness Results For A Third Boundary Value Problem For The Heat Equation In A Disc
Arezki Khelou…
yReceived 10 March 2014
Abstract
In this work we prove well-posedness results for the following one space linear second order parabolic equation@tu @2xu=f, set in a domain
= (t; x)2R2: r < t < r;'1(t)< x < '2(t)
ofR2, where'i(t) = ( 1)i r2 t2 12; i= 1;2and with lateral boundary con- ditions of Robin type. The right-hand sidef of the equation is taken in L2( ).
The method used is based on the approximation of the domain by a sequence of subdomains( n)nwhich can be transformed into regular domains.
1 Introduction
Let =D(0; r)be the open disc centred at the origin of R2 and with radius r >0, characterized by = (t; x)2R2: r < t < r;'1(t)< x < '2(t) ;where '1 and'2 are de…ned on[ r; r] by'k(t) = ( 1)k r2 t2
1
2; k= 1;2. The lateral boundary of is de…ned by k = (t; 'k(t))2R2: r < t < r , k= 1,2. In , we consider the Robin type boundary value problem
@tu @x2u=f in ;
@xu+ kuj k = 0, k= 1,2, (1)
where the coe¢ cients k,k= 1,2are real numbers satisfying non-degeneracy assump- tions (to be made more precise later) and the right-hand side term f of the equation lies in L2( ), the space of square-integrable functions on with the measuredtdx.
The main di¢ culty related to this kind of problems is due to the fact that '1 coincides with '2 for t = r and for t = r, which prevents the domain to be transformed into a regular domain by means of a smooth transformation.
The case k = 1, k = 1, 2, corresponding to Dirichlet boundary conditions is considered in [19]. We can …nd in [6] a study of the case k = 0, k = 1, 2, corre- sponding to Neumann boundary conditions and in [23] an abstract study in the case
Mathematics Sub ject Classi…cations: 35K05, 35K20.
yLaboratoire des Mathématiques Appliquées, Faculté des Sciences Exactes, Université de Bejaia, 6000, Béjaia, Algeria. Lab. E.D.P.N.L., Ecole Normale Supérieure, 16050-Kouba, Algiers, Algeria
161
( 1; 2) = (1;0), corresponding to mixed (Dirichlet-Neumann) lateral boundary con- ditions. However, the boundary assumptions dealt with by the authors exclude our domain. Further references on the analysis of parabolic problems in non-cylindrical domains are: Labbas et al. [13, 14, 15], Khelou… et al. [8, 9, 10, 12], Degtyarev [5], Aref’ev and Bagirov [3, 4], Sadallah [20, 21, 22], Alkhutov [1, 2] and Paronetto [17].
In this work, we consider the case of Robin type boundary condition, namely, the case where k 6= 0,k= 1,2, and we look for su¢ cient conditions (as weak as possible) on the lateral boundary of the domain and on the coe¢ cients k, k = 1, 2 in order to obtain the maximal regularity of the solution in an anisotropic Hilbertian Sobolev space.
In previous works (see [7, 11]), we have studied the case where
= (t; x)2R2: 0< t < T; 1(t)< x < 2(t)
with the fundamental hypothesis 1(0) = 2(0)and we have proved that the solution uof Problem (1) is unique and has the optimal regularity, that is a solutionubelonging to the anisotropic Sobolev space
H1;2( ) := u2H1;2( ) : @xu+ kuj k = 0,k= 1,2 with
H1;2( ) = u2L2( ) :@tu; @xu; @x2u2L2( ) ; under su¢ cient conditions on k; k= 1;2, that are
0k(t) ( 2(t) 1(t)) ! 0 as t !0, k= 1;2.
Examples of functions satisfying this last condition are k(t) = ( 1)k r2 t2 2+1 ; k= 1;2for all <0. However, the above condition is false in the case = 0corresponding to the class of domains considered in this article. So, the well-posedeness result which we will prove here can not be derived from [7] and [11]. In order to overcome this di¢ culty, we impose su¢ cient conditions on the lateral boundary of the domain and on the coe¢ cients k,k= 1,2; that are,
1<0; 2>0, (2)
( 1)k k t
2p
r2 t2 0 a.e. t2] r; r[,k= 1;2; (3) and
1 (16 + 4 21+ 4 22)r+ (4j 1j+ 4j 2j)r2+ (8 + 4 21+ 4 22)r3 >0: (4) Then, our main result is following:
THEOREM 1. Under the hypothesis (2), (3) and (4), the heat operatorL=@t @x2 is an isomorphism from H1;2( ) intoL2( ).
It is not di¢ cult to prove the injectivity of the operatorL. Indeed, Ifuis a solution of Problem (1) with a null right-hand side, the calculations show that the inner product hLu; uiinL2( )gives
0 = X2 k=1
Z
k
( 1)k k t
2p
r2 t2 u2(t; 'k(t))dt+ Z
(@xu)2dtdx.
The hypothesis (3) implies that@xu= 0and consequently@x2u= 0. Then, the equation of Problem (1) gives @tu= 0. Thus, uis constant. The boundary conditions and the fact that k 6= 0,k= 1,2imply thatu= 0in . So, in the sequel, we will be interested only by the question of the surjectivity of the operatorL.
The method used here is the domain decomposition method. More precisely, we divide into two parts
1=f(t; x)2 : r < t <0g and 2=f(t; x)2 : 0< t < rg.
So, we obtain two solutionsuk2H1;2( k)in k,k= 1,2. Finally, we prove that the functionude…ned by
u:= u1 in 1; u2 in 2;
is the solution of problem (1) and has the optimal regularity, that is u 2 H1;2( ).
The plan of this paper is as follows. In Section 2, we prove that Problem (1) admits a (unique) solution in the case of a "truncated" domain. Then, in Section 3, we approximate by a sequence ( n) of such truncated domains and we establish an energy estimate which will allow us to pass to the limit and complete the proof of our main result.
2 Resolution of Problem (1) in a Truncated Disc
nFor each n2N , we de…ne
n:= (t; x)2R2: r < t < r 1
n;'1(t)< x < '2(t) :
THEOREM 2. Assume that k and 'k, k = 1;2 verify assumptions (2) and (3) and letfn =fj n and
n;k= (t; 'k(t))2R2: r < t < r 1
n fork= 1; 2:
Then, for eachn2N , the problem
@tun @x2un =fn2L2( n);
@xun+ kunj n;k = 0,k= 1,2, (5) admits a (unique) solution un2H1;2( n).
PROOF. We divide n,n2N into two parts
=f(t; x)2 : r < t <0g and +n = (t; x)2 : 0< t < r 1 n . So, we have n= [ +n [(f0g ]'1(0); '2(0)[).
LEMMA 1. Letf = fj and
k = (t; 'k(t))2R2: r < t <0 fork= 1; 2:
Then, the problem
@tu @x2u =f 2L2( );
@xu + ku j k = 0,k= 1,2, admits a (unique) solution u 2H1;2( ).
PROOF. Since'1is a decreasing function on] r;0[and'2is an increasing function on] r;0[, then the result follows from [18].
Hereafter, we denote the trace u jf0g ]'1(0);'2(0)[ by , which is in the Sobolev spaceH1(f0g ]'1(0); '2(0)[)becauseu 2H1;2( )(see [16]). Now, consider the following problem on +n,n2N
8>
<
>:
@tu+n @x2u+n =fn+2L2( +n);
u+njf0g ]'1(0);'2(0)[= 2H1(f0g ]'1(0); '2(0)[);
@xu+n + ku+nj +n;k = 0,k= 1,2,
(6)
where +n;k= (t; 'k(t))2R2: 0< t < r n1 ,k= 1,2.
We use the following result, which is a consequence of Theorem 4.3 in [16] to solve Problem (6).
PROPOSITION 1. LetQbe the rectangle]0; T[ ]0;1[,f 2L2(Q)and 2H1( 0) with 0=f0g ]0;1[. Then, the problem
8<
:
@tu @x2u=f 2L2(Q); uj 0= ;
@xu+ kuj k = 0,k= 1,2,
where 1= ]0; T[ f0gand 2= ]0; T[ f1gadmits a (unique) solutionu2H1;2(Q).
REMARK 1. We have lies in H1(f0g ]'1(0); '2(0)[), then @x is (only) in L2(f0g ]'1(0); '2(0)[) and its pointwise values should not make sense. So in the application of [[16] Theorem 4.3, Vol. 2], there are no compatibility conditions to satisfy.
Thanks to the transformation (t; x) 7! (t; y) = (t;('2(t) '1(t))x+'1(t)); we deduce the following result:
PROPOSITION 2. For eachn2N , Problem (6) admits a unique solutionu+n 2 H1;2( +n).
So, the functionun 2H1;2( n),n2N de…ned by un := u in ;
u+n in +n;
is the (unique) solution of Problem (5). This completes the proof of Theorem 2.
3 Resolution of Problem (1) in the Half Disc
+In this section, we de…ne
+:= (t; x)2R2: 0< t < r;'1(t)< x < '2(t) and consider the following problem in +
8<
:
@tu+ @2xu+=f + 2L2( +), u+jf0g ]'1(0);'2(0)[= 0,
@xu++ ku+j +k = 0,k= 1,2,
(7)
where f+ =fj + and
+
k = (t; 'k(t))2R2: 0< t < r fork= 1; 2:
We assume that k and'k,k= 1;2verify assumptions (2), (3) and (4) and we denote fn+ = f+j +n and u+n 2H1;2( +n) the solution of Problem (7) in +n. Such a solution exists by Proposition 2.
PROPOSITION 3. There exists a constantK >0independent ofnsuch that u+n H1;2( +n) K fn+ L2( +n) K f+ L2( +),
where
u+n H1;2( +n)= r
u+n 2
L2( +n)+ @tu+n 2
L2( +n)+ @xu+n 2
L2( +n)+ @x2u+n 2 L2( +n).
In order to prove Proposition 3, we need the following result LEMMA 2. We have the following estimations
(i) j'0k(t)j('2(t) '1(t)) 2r fort2] r; r[andk= 1,2.
(ii) R'2(t)
'1(t)[@xju+n (s; x)]2ds ['2(t) '1(t)]2R'2(t)
'1(t)[@xj+1u+n(s; x)]2dsforj= 0;1.
(iii) k@xu+nk2L2( +n) 4r2 @x2u+n 2L2( +n).
PROOF OF PROPOSITION 3. We have
fn+ 2L2( +n) = h@tu+n @x2u+n; @tu+n @2xu+ni
= @tu+n 2L2( +n)+ @2xu+n 2L2( +n) 2 Z
+n
@tu+n:@x2u+ndtdx.
Let us consider the term 2R
+
n@tu+n:@2xu+ndtdx. We have
@tu+n:@x2u+n =@x @tu+n:@xu+n 1
2@t @xu+n 2. Then
2 Z
+ n
@tu+n:@2xu+ndtdx = 2 Z
+ n
@x @tu+n@xu+n dt dx+ Z
+ n
@t @xu+n 2dt dx
= Z
@ +n
h
@xu+n 2 t 2@tu+n@xu+n x
i d ,
with t, x are the components of the unit outward normal vector at@ +n. We shall rewrite the boundary integral making use of the boundary conditions. On the part of the boundary of +n where t = 0, we have u+n = 0 and consequently @xu+n = 0.
The corresponding boundary integral vanishes. On the part of the boundary where t = r n1, we have x = 0 and t = 1. Accordingly the corresponding boundary integral R'2(r n1)
'1(r n1)(@xu+n)2 dx is nonnegative. On the parts of the boundary where x='k(t),k= 1,2, we have
x= ( 1)k q
1 + ('0k)2(t)
, t= ( 1)k+1'0k(t) q
1 + ('0k)2(t)
and@xu+n(t; 'k(t)) + ku+n(t; 'k(t)) = 0:
Consequently, the corresponding boundary integrals In;k and Jn;k, k = 1;2 are the following:
In;k = ( 1)k+1 Z r n1
0
'0k(t) @xu+n (t; 'k(t)) 2dt, k= 1,2,
Jn;k = ( 1)k2 Z r n1
0 k@tu+n(t; 'k(t)):u+n(t; 'k(t))dt,k= 1,2.
We have
2 Z
+ n
@tu+n:@x2u+ndtdx jIn;1j jIn;2j jJn;1j jJn;2j. (8) It is the reason for which we look for an estimate of the type
jIn;1j+jIn;2j+jJn;1j+jJn;2j @x2u+n 2L2( +n);
where is a positive constant independent of n belonging to the interval ]0;1[. By introducing the function (t; x) = ''2(t) x
2(t) '1(t) like in [18], we write forIn;1
jIn;1j =
Z r 1n 0
(Z '2(t) '1(t)
'01(t)@x (t; x) @xu+n(t; x) 2 dx )
dt Z
+n
'01(t) ('2(t) '1(t)) @x2u+n 2dtdx+ 2 Z
+n
j'01j @xu+n @2xu+n dtdx 2r @x2u+n 2+ @x2u+n 2+1Z
+ n
j'01j2 @xu+n 2dtdx 2r+ +4r2
@x2u+n 2L2( +n) 7r @x2u+n 2L2( +n).
The last inequality is obtained by choosing =r. Similarly, we have jIn;2j 7r @x2u+n 2L2( +n).
Let us now consider the terms Jn;k, k= 1, 2. By setting h(t) = (u+n)2(t; 'k(t)), we obtain
Jn;k = ( 1)k Z r n1
0 k:h
h0(t) '0k(t)@x u+n 2(t; 'k(t))i dt
= ( 1)k k:h(t)r
1 n
0 + ( 1)k+1 Z r n1
0 k:'0k(t)@x u+n 2(t; 'k(t))dt.
Condition (2) and the fact that (u+n)2(0; 'k(0)) = 0 give ( 1)k k:h(t)r
1 n
0 0: In
the sequel, we estimate the last boundary integral in the expression ofJn;k, namely Ln;k= ( 1)k+1
Z r 1n
0 k:'0k(t)@x u+n 2(t; 'k(t))dt.
We have
@x u+n 2(t; '1(t))
= '2(t) x
'2(t) '1(t)@x u+n 2(t; x)
x='2(t)
x='1(t)
=
Z '2(t) '1(t)
@x '2(t) x
'2(t) '1(t)@x u+n 2(t; x) dx
=
Z '2(t) '1(t)
1
'2(t) '1(t)@x u+n 2(t; x) '2(t) x
'2(t) '1(t)@x2 u+n 2(t; x) dx.
So, Ln;1=
Z
+n
1:'01(t)
'2(t) '1(t)@x u+n 2(t; x) '2(t) x
'2(t) '1(t) 1:'01(t)@x2 u+n 2(t; x) dtdx.
By using the equalities
@x u+n 2(t; x) = 2@xu+n(t; x)u+n (t; x) and
@x2 u+n 2(t; x) = 2@x2u+n (t; x)u+n(t; x) + 2 @xu+n(t; x) 2; we obtain
Ln;1 = Z
+ n
2 1:'01(t)
'2(t) '1(t)@xu+n(t; x)u+n (t; x)dtdx Z
+n
'2(t) x
'2(t) '1(t)2 1:'01(t)@x2u+n(t; x)u+n(t; x)dtdx Z
+n
'2(t) x
'2(t) '1(t)2 1:'01(t) @xu+n (t; x) 2dtdx
= An;1+Bn;1+Cn;1: Estimation of An;1,Bn;1 andCn;1
a) We have
An;1= Z
+ n
2 1:'01(t)
'2(t) '1(t)@xu+n(t; x)u+n (t; x)dtdx;
then jAn;1j
Z
+ n
1[ 1:'01(t)]2 @xu+n (t; x) 2dtdx
+ Z
+n
1
['2(t) '1(t)]2 u+n (t; x) 2dtdx Z
+ n
1[ 1:'01(t)]2['2(t) '1(t)]2 @x2u+n(t; x) 2dtdx
+ Z
+n
['2(t) '1(t)]2 @x2u+n(t; x) 2dtdx
2
14r2+ 4r2 @x2u+n 2L2( +n) 4r3+ 4 21r @x2u+n 2L2( +n). The last inequality is obtained by choosing =r.
b) We have Bn;1=
Z
+ n
'2(t) x
'2(t) '1(t)2 1:'01(t)@2xu+n(t; x)u+n (t; x)dtdx;
then
jBn;1j
2 1
Z
+n
j'01(t)j2 u+n(t; x) 2dtdx+ @x2u+n 2L2( +n)
2 1 sup
t2[0;r] j'01(t)j2['2(t) '1(t)]4 @2xu+n 2
L2( +n) + @x2u+n 2L2( +n)
4 21r4
+ @x2u+n 2L2( +n) 4 21r3+r @x2u+n 2L2( +n): The last inequality is obtained by choosing =r.
c) We have Cn;1=
Z
+ n
'2(t) x
'2(t) '1(t)2 1:'01(t) @xu+n(t; x) 2dtdx then
jCn;1j 2j 1j Z
+ n
j'01(t)j j'2(t) '1(t)j2 @x2u+n (t; x) 2dtdx 4j 1jr2 @x2u+n 2L2( +n).
Consequently,
jLn;1j (4 + 4 21)r3+ 4j 1jr2+ (1 + 4 21)r @x2u+n 2L2( +n). Similarly, we can obtain
jLn;2j (4 + 4 22)r3+ 4j 2jr2+ (1 + 4 22)r @x2u+n 2L2( +n). Summing up the above estimates, we obtain
fn+ 2L2( +n) @tu+n 2L2( +n)+ @x2u+n 2L2( +n) jIn;1j jIn;2j jLn;1j jLn;2j
@x2u+n 2L2( +n) n
1 h
(16 + 4 21+ 4 22)r+ (4j 1j+ 4j 2j)r2 +(8 + 4 21+ 4 22)r3io
+ @tu+n 2L2( +n):
Using the condition (4) and since kfn+k2L2( +n) kf+k2L2( +), then Proposition 3 is proved.
THEOREM 3. Problem (7) admits a (unique) solutionu+2H1;2( +).
PROOF. The estimation of Proposition 3 shows that uf+n
L2( +)+ @]tu+n
L2( +)+ X2 i=1
@]xiu+n
L2( +) C f+ L2( +);
wheree:denotes the0 extension ofu+n to +. This means thatuf+n,@]tu+n;@]xiu+n,i= 1;2 are bounded functions inL2( +). The following compactness result is well known: A bounded sequence in a re‡exive Banach space (and in particular in a Hilbert space) is weakly convergent. So for a suitable increasing sequence of integers nk, k = 1;2; :::, there exists functionsu+; v+; vi+; i= 1;2 inL2( +)such that
ug+nk* u+;^@tu+nk* v+;@^xiu+nk* v+i ; i= 1;2
weakly in L2( +)as k! 1:Clearly, v+ =@tu+; vi+ =@xiu+; i= 1;2 in the sense of distributions in + and so inL2( +). Finally,u+ 2H1;2( +)and
@tu+ @x2u+=f in +:
On the other hand, the solution u+ satis…es the boundary conditions, since 8n2N ; u+ +
n =u+n. REMARK 2. The functionu2H1;2( ) de…ned by
u:= u in ;
u+ in +, is the (unique) solution of Problem (1).
Acknowledgment. I want to thank the anonymous referee for a careful reading of the manuscript and for his/her helpful suggestions.
References
[1] Yu. A. Alkhutov, Lp-solubility of the Dirichlet problem for the heat equation in noncylindrical domains, (Russian) Mat. Sb., 193(2002), 3–40; translation in Sb.
Math., 193(2002), 1243–1279.
[2] Yu. A. Alkhutov, Lp-estimates of solutions of the Dirichlet problem for the heat equation in a ball, J. Math. Sci., 3(2007), 2021–2032.
[3] V. N. Aref’ev and L. A. Bagirov, Asymptotic behavior of solutions to the Dirich- let problem for parabolic equations in domains with singularities, Math. Notes, 59(1996), 10–17.
[4] V. N. Aref’ev and L. A. Bagirov, Solutions of the heat equation in domains with singularities, Math. Notes, 64(1998), 139–153.
[5] S. P. Degtyarev, The solvability of the …rst initial-boundary problem for parabolic and degenerate parabolic equations in domains with a conical point, Sb. Math., 201(2010), 999–1028.
[6] S. Hofmann and J. L. Lewis, TheLpregularity problems for the heat equation in non-cylindrical domains, J. Funct. Anal., 220(2005), 1–54.
[7] A. Khelou… and B. K. Sadallah, Parabolic equations with Robin type boundary conditions in a non-rectangular domain, Electron. J. Di¤erential Equations 2010, No. 25, 14 pp..
[8] A. Khelou…, R. Labbas and B. K. Sadallah, On the resolution of a parabolic equation in a nonregular domain ofR3, Di¤er. Equ. Appl., 2(2010), 251–263.
[9] A. Khelou… and B. K. Sadallah, On the regularity of the heat equation solution in non-cylindrical domains: two approaches, Appl. Math. Comput., 218(2011), 1623–1633.
[10] A. Khelou…, Resolutions of parabolic equations in non-symmetric conical domains, Electron. J. Di¤erential Equations 2012, No. 116, 14 pp.
[11] A. Khelou…, Existence and uniqueness results for parabolic equations with Robin type boundary conditions in a non-regular domain of R3, Appl. Math. Comput., 220(2013), 756–769.
[12] A. Khelou… and B. K. Sadallah, Study of the heat equation in a symmetric conical type domain ofRN+1, Math. Meth. Appl. Sci., (37)(2014), 1807–1818.
[13] R. Labbas, A. Medeghri and B. K. Sadallah, Sur une équation parabolique dans un domaine non cylindrique, C. R. Math. Acad. Sci. Paris 335(2002), 1017–1022.
[14] R. Labbas, A. Medeghri and B. K. Sadallah, On a parabolic equation in a trian- gular domain, Appl. Math. Comput., 130 (2002), 511–523.
[15] R. Labbas, A. Medeghri and B. K. Sadallah, An Lp approach for the study of degenerate parabolic equation, Electron. J. Di¤erential Equations 2005, No. 36, 20 pp.
[16] J. L. Lions and E. Magenes, Problèmes Aux Limites Non Homogènes Et Appli- cations, Vol. 2. (French) Travaux et Recherches Mathématiques, No. 18 Dunod, Paris 1968.
[17] F. Paronetto, An existence result for evolution equations in non-cylindrical do- mains, NoDEA Nonlinear Di¤erential Equations Appl., 20(2013), 1723–1740.
[18] B. K. Sadallah, Etude d’un problème 2m parabolique dans des domaines plan non rectangulaires, Boll. Un. Mat. Ital., 2(1983), 51–112.
[19] B. K. Sadallah, Existence de la solution de l’équation de la chaleur dans un disque, C. R. Acad. Sci. Paris Sér. I Math., 327(1998), 813–816.
[20] B. K. Sadallah, Regularity of a parabolic equation solution in a non-smooth and unbounded domain, J. Aust. Math. Soc., 84(2008), 265–276.
[21] B. K. Sadallah, A remark on a parabolic problem in a sectorial domain, Appl.
Math. E-Notes, 8(2008), 263–270.
[22] B. K. Sadallah, Study of a parabolic problem in a conical domain, Math. J.
Okayama Univ., 56(2014), 157–169.
[23] G. Savaré, Parabolic problems with mixed variable lateral conditions: an abstract approach, J. Math. Pures et Appl., 76(1997), 321–351.